The present study focuses on a subject of significant interest in fluid dynamics: the identification of a model with decreased computational complexity from numerical code output using Koopman operator theory. A reduced-order modelling method that incorporates a novel strategy for identifying the most impactful Koopman modes was used to numerically approximate the Koopman composition operator.
In this article, we present data-driven reduced-order modeling for nonautonomous dynamical systems in multiscale media using Koopman operators. Different from the case of autonomous dynamical systems, the Koopman operator family of nonautonomous dynamical systems significantly depend on a time pair. In order to effectively estimate the time-dependent Koopman operators, a moving time window is used to decompose the snapshot data, and the extended dynamic mode decomposition method is applied to computing the Koopman operators in each local temporal domain. Many physical properties in multiscale …
Data-driven modelling of brain activity using neural networks, Diffusion Maps, and the Koopman operator
School of Applied Mathematics and Physics（应用数学与物理系）；National Technical University of Athens（雅典国家技术大学）；School of Computation, Information and Technology（计算、信息与技术学院）；Technical University of Munich（慕尼黑工业大学）；Department of Mathematics and Applications（数学与应用数学系）；University of Naples Federico II（那不勒斯费德里科二世大学）
A systematic mathematical framework for the study of numerical algorithms would allow comparisons, facilitate conjugacy arguments, as well as enable the discovery of improved, accelerated, data-driven algorithms. Over the course of the last century, the Koopman operator has provided a mathematical framework for the study of dynamical systems, which facilitates conjugacy arguments and can provide efficient reduced descriptions. More recently, numerical approximations of the operator have enabled the analysis of a large number of deterministic and stochastic dynamical systems in a completely dat…
École Normale Supérieure（巴黎高等师范学院）；University of Cambridge（剑桥大学）；Virginia Tech（弗吉尼亚理工大学）
Dynamic Mode Decomposition (DMD) describes complex dynamic processes through a hierarchy of simpler coherent features. DMD is regularly used to understand the fundamental characteristics of turbulence and is closely related to Koopman operators. However, verifying the decomposition, equivalently the computed spectral features of Koopman operators, remains a major challenge due to the infinite-dimensional nature of Koopman operators. Challenges include spurious (unphysical) modes, and dealing with continuous spectra, both of which occur regularly in turbulent flows. Residual Dynamic Mode Decomp…
In many areas of engineering, nonlinear numerical analysis is playing an increasingly important role in supporting the design and monitoring of structures. Whilst increasing computer resources have made such formerly prohibitive analyses possible, certain use cases such as uncertainty quantification and real time high-precision simulation remain computationally challenging. This motivates the development of reduced order modelling methods, which can reduce the computational toll of simulations relying on mechanistic principles. The majority of existing reduced order modelling techniques involv…
Construction of reduced-order models (ROMs) for hyperbolic conservation laws is notoriously challenging mainly due to the translational property and nonlinearity of the governing equations. While the Lagrangian framework for ROM construction resolves the translational issue, it is valid only before a shock forms. Once that occurs, characteristic lines cross each other and projection from a high-fidelity model space onto a ROM space distorts a moving grid, resulting in numerical instabilities. We address this grid distortion issue by developing a physics-aware dynamic mode decomposition (DMD) m…
Computationally efficient, structure-preserving reduced-order methods are developed for the Korteweg de Vries (KdV) equations in Hamiltonian form. The KdV equation is discretized in space by finite differences. The resulting skew-gradient system of ordinary differential equations (ODEs) is integrated with the linearly implicit Kahan's method, which preserves the Hamiltonian approximately. We have shown, using proper orthogonal decomposition (POD), the Hamiltonian structure of the full-order model (FOM) is preserved by the reduced-order model (ROM). The quadratic nonlinear terms of the KdV equa…
Dynamic Mode Decomposition (DMD) is a model-order reduction approach, whereby spatial modes of fixed temporal frequencies are extracted from numerical or experimental data sets. The DMD low-rank or reduced operator is typically obtained by singular value decomposition of the temporal data sets. For parameter-dependent models, as found in many multi-query applications such as uncertainty quantification or design optimization, the only parametric DMD technique developed was a stacked approach, with data sets at multiples parameter values were aggregated together, increasing the computational wor…
A parametric, hybrid reduced order model approach based on the Proper Orthogonal Decomposition with both Galerkin projection and interpolation based on Radial Basis Functions method is presented. This method is tested against a case of turbulent non-isothermal mixing in a T-junction pipe, a common ow arrangement found in nuclear reactor cooling systems. The reduced order model is derived from the 3D unsteady, incompressible Navier-Stokes equations weakly coupled with the energy equation. For high Reynolds numbers, the eddy viscosity and eddy diffusivity are incorporated into the reduced order …
In this work, we present a reduced-order model for a nonlinear cross-diffusion problem from population dynamics, for the Shigesada-Kawasaki-Teramoto (SKT) equation with Lotka-Volterra kinetics. The finite-difference discretization of the SKT equation in space results in a system of linear--quadratic ordinary differential equations (ODEs). The reduced order model (ROM) has the same linear-quadratic structure as the full order model (FOM). Using the linear-quadratic structure of the ROM, the reduced-order solutions are computed independent of the full solutions with the proper orthogonal decompo…
Flow of cerebrospinal fluid in perivascular spaces is a key mechanism underlying brain transport and clearance. In this paper, we present a mathematical and numerical formalism for reduced models of pulsatile viscous fluid flow in networks of generalized annular cylinders. We apply this framework to study cerebrospinal fluid flow in perivascular spaces induced by pressure differences, cardiac pulse wave-induced vascular wall motion and vasomotion. The reduced models provide approximations of the cross-section average pressure and cross-section flux, both defined over the topologically one-dime…
Rice University（莱斯大学）；Universität Paderborn（帕德博恩大学）；Freie Universität Berlin（柏林自由大学）；University of Surrey（萨里大学）
Recent years have seen rapid advances in the data-driven analysis of dynamical systems based on Koopman operator theory and related approaches. On the other hand, low-rank tensor product approximations -- in particular the tensor train (TT) format -- have become a valuable tool for the solution of large-scale problems in a number of fields. In this work, we combine Koopman-based models and the TT format, enabling their application to high-dimensional problems in conjunction with a rich set of basis functions or features. We derive efficient algorithms to obtain a reduced matrix representation …
We present an approach to reduced-order modelling that builds off recent graph-theoretic work for representation, exploration, and analysis of computed states of physical systems (Banerjee et al., Comp. Meth. App. Mech. Eng., 351, 501-530, 2019). We extend a non-local calculus on finite weighted graphs to build such models by exploiting polynomial expansions and Taylor series. In the general framework for non-local calculus on graphs, the graph edge weights are intricately linked to the embedding of the graph, and consequently to the definition of the derivatives. In a previous communication (…
The present works is focused on studying bifurcating solutions in compressible fluid dynamics. On one side, the physics of the problem is thoroughly investigated using high-fidelity simulations of the compressible Navier-Stokes equations discretised with the Discontinuous Galerkin method. On the other side, from a numerical modelling point of view, two different non-intrusive reduced order modelling techniques are employed to predict the overall behaviour of the bifurcation. Both approaches showed good agreement with full-order simulations even in proximity of the bifurcating points where the …
In this work, we consider two kinds of model reduction techniques to simulate blood flow through the largest systemic arteries, where a stenosis is located in a peripheral artery i.e. in an artery that is located far away from the heart. For our simulations we place the stenosis in one of the tibial arteries belonging to the right lower leg (right post tibial artery). The model reduction techniques that are used are on the one hand dimensionally reduced models (1-D and 0-D models, the so-called mixed-dimension model) and on the other hand surrogate models produced by kernel methods. Both metho…
A proper orthogonal decomposition-based B-splines Bézier elements method (POD-BSBEM) is proposed as a non-intrusive reduced-order model for uncertainty propagation analysis for stochastic time-dependent problems. The method uses a two-step proper orthogonal decomposition (POD) technique to extract the reduced basis from a collection of high-fidelity solutions called snapshots. A third POD level is then applied on the data of the projection coefficients associated with the reduced basis to separate the time-dependent modes from the stochastic parametrized coefficients. These are approximated in…
Quick simulations for iterative evaluations of multi-design variables and boundary conditions are essential to find the optimal acoustic conditions in building design. We propose to use the reduced basis method (RBM) for realistic room acoustic scenarios where the surfaces have inhomogeneous acoustic properties, which enables quick evaluations of changing absorption materials for different surfaces in room acoustic simulations. The RBM has shown its benefit to speed up room acoustic simulations by three orders of magnitude for uniform boundary conditions. This study investigates the RBM with t…
Towards a machine learning pipeline in reduced order modelling for inverse problems: neural networks for boundary parametrization, dimensionality reduction and solution manifold approximation
Geometrically parametrized Partial Differential Equations are nowadays widely used in many different fields as, for example, shape optimization processes or patient specific surgery studies. The focus of this work is on some advances for this topic, capable of increasing the accuracy with respect to previous approaches while relying on a high cost-benefit ratio performance. The main scope of this paper is the introduction of a new technique mixing up a classical Galerkin-projection approach together with a data-driven method to obtain a versatile and accurate algorithm for the resolution of ge…
Within the framework of parameter dependent PDEs, we develop a constructive approach based on Deep Neural Networks for the efficient approximation of the parameter-to-solution map. The research is motivated by the limitations and drawbacks of state-of-the-art algorithms, such as the Reduced Basis method, when addressing problems that show a slow decay in the Kolmogorov n-width. Our work is based on the use of deep autoencoders, which we employ for encoding and decoding a high fidelity approximation of the solution manifold. To provide guidelines for the design of deep autoencoders, we consider…
The objective of this contribution is to compare two methods proposed recently in order to build efficient reduced-order models for geometrically nonlinear structures. The first method relies on the normal form theory that allows one to obtain a nonlinear change of coordinates for expressing the reduced-order dynamics in an invariant-based span of the phase space. The second method is the modal derivative (MD) approach, and more specifically the quadratic manifold defined in order to derive a second-order nonlinear change of coordinates. Both methods share a common point of view, willing to in…
