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arXiv 2602.02832cs.LGphysics.flu-dyn
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具有连续时间潜在动态的Koopman自编码器用于流体动力学预测

Invertible continuous latent dynamic for long-term data assimilation in complex physical systems

University of Cambridge(剑桥大学);Alan Turing Institute(艾伦·图灵研究所);Inria(法国国家信息与自动化技术研究所)

Rares Grozavescu, Etienne Meunier, Pengyu Zhang, Mark Girolami

AI总结:

本文提出一种连续时间Koopman自编码器,通过闭式推断实现长周期预测,克服了传统方法的固定时间步限制,并在流体动力学中实现了高效稳定预测。

摘要:

从不规则采样观测预测物理系统长期预测需要稳定、计算高效且无固定时间步假设的模型。本文提出连续时间Koopman自编码器,其潜在动态满足dz/dt = K_cont z,通过闭式推断实现任意时间 horizon τ 的单步预测。这将预测成本与预测长度解耦,并支持数据同化作为基于梯度的优化,其成本不依赖同化窗口。然而,将连续时间Koopman动力学扩展到高维混沌系统会导致潜在不稳定,包括谱崩溃和轨迹发散。相比之下,离散Koopman方法训练一个算子A,使得z_{t+Δt} = A z_t;恢复连续生成器理论上可通过矩阵对数实现,但需要未保证的条件,且近似误差随训练数据中施加的Δt增长。这些方法也要求固定、规则时间步。本文识别出一组经验有效的结构约束——rollout训练、前向-后向一致性、潜在正则化和物理条件化的LoRA——足以实现稳定长周期潜在动态。在具有挑战性的流体基准上,本文方法在长周期预测中优于强大的扩散和算子学习基线,同时实现了110倍的推理加速。

英文摘要:

Forward forecasting and data assimilation are the two important aspects in physical simulation: one propagates the state forward, the other recovers unknown states from sparse observations. Learned surrogates are normally built and benchmarked for forward forecasting, however, whether a surrogate could attain good performance in data assimilation tasks is valuable as well, as inverse problems are of paramount importance in the scientific domain. In this paper, we propose a continuous-time Koopman autoencoder whose latent dynamics obey $\frac{dz}{dt} = \mathbf{K}_{\mathrm{cont}} z$, yielding closed-form inference via $z(τ) = \exp(\mathbf{K}_{\mathrm{cont}} τ) z(0)$ at any horizon $τ$ in a single step. This decouples forecast cost from forecast length at inference time, showing long-term stability and high efficiency in forward simulation, and also supports data assimilation as gradient-based optimization with cost independent of the assimilation window. Experiments are performed on the Kuramoto--Sivashinsky equation and a transient flow, and we compare our method against a range of baselines on the forward problem, including diffusion models and operator-learning models, and obtain a 110x inference speedup over strong diffusion baselines. We further test these baselines on an initial-state inference data assimilation task, and find that a strong forecaster does not guarantee a strong assimilator, while the continuous-time Koopman autoencoder achieves both higher accuracy and efficiency than surrogates of comparable forward performance.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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