Generative stochastic modeling of strongly nonlinear flows with non-Gaussian statistics
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extreme eventsKoopman continuous spectrummeasure-preserving chaosmixed spectraoptimal transportspectral proper orthogonal decomposition
Computational methods for ergodic theory (approximation of invariant measures, computation of Lyapunov exponents, entropy, etc.) (37M25) Numerical problems in dynamical systems (65P99) Problem solving in the context of artificial intelligence (heuristics, search strategies, etc.) (68T20) Meteorology and atmospheric physics (86A10)
Abstract: Strongly nonlinear flows, which commonly arise in geophysical and engineering turbulence, are characterized by persistent and intermittent energy transfer between various spatial and temporal scales. These systems are difficult to model and analyze due to combination of high dimensionality and uncertainty, and there has been much interest in obtaining reduced models, in the form of stochastic closures, that can replicate their non-Gaussian statistics in many dimensions. Here, we propose a data-driven framework to model stationary chaotic dynamical systems through nonlinear transformations and a set of decoupled stochastic differential equations (SDEs). Specifically, we use optimal transport to find a transformation from the distribution of time-series data to a multiplicative reference probability measure such as the standard normal distribution. Then we find the set of decoupled SDEs that admit the reference measure as the invariant measure, and also closely match the spectrum of the transformed data. As such, this framework represents the chaotic time series as the evolution of a stochastic system observed through the lens of a nonlinear map. We demonstrate the application of this framework in Lorenz-96 system, a 10-dimensional model of high-Reynolds cavity flow, and reanalysis climate data. These examples show that SDE models generated by this framework can reproduce the non-Gaussian statistics of systems with moderate dimensions (e.g. 10 and more), and predict super-Gaussian tails that are not readily available from little training data. These findings suggest that this class of models provide an efficient hypothesis space for learning strongly nonlinear flows from small amounts of data.
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Cited in
(7)- A data-driven framework for the stochastic reconstruction of small-scale features with application to climate data sets
- Sparse feature map-based Markov models for nonlinear fluid flows
- Statistical Learning of Nonlinear Stochastic Differential Equations from Nonstationary Time Series using Variational Clustering
- Multiscale model reduction for incompressible flows
- A data-driven statistical-stochastic surrogate modeling strategy for complex nonlinear non-stationary dynamics
- Learning to Forecast Dynamical Systems from Streaming Data
- Uncertainty quantification for noisy inputs-outputs in physics-informed neural networks and neural operators
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