Model order reduction for stochastic dynamical systems with continuous symmetries
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Simulation of dynamical systems (37M05) Invariance and symmetry properties for PDEs on manifolds (58J70) Numerical solutions to stochastic differential and integral equations (65C30) Stochastic analysis applied to problems in fluid mechanics (76M35) Symmetry analysis, Lie group and Lie algebra methods applied to problems in fluid mechanics (76M60)
Abstract: Stochastic dynamical systems with continuous symmetries arise commonly in nature and often give rise to coherent spatio-temporal patterns. However, because of their random locations, these patterns are not well captured by current order reduction techniques and a large number of modes is typically necessary for an accurate solution. In this work, we introduce a new methodology for efficient order reduction of such systems by combining (i) the method of slices, a symmetry reduction tool, with (ii) any standard order reduction technique, resulting in efficient mixed symmetry-dimensionality reduction schemes. In particular, using the Dynamically Orthogonal (DO) equations in the second step, we obtain a novel nonlinear Symmetry-reduced Dynamically Orthogonal (SDO) scheme. We demonstrate the performance of the SDO scheme on stochastic solutions of the 1D Korteweg-de Vries and 2D Navier-Stokes equations.
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