Numerical model construction with closed observables
From MaRDI portal
Abstract: Performing analysis, optimization and control using simulations of many-particle systems is computationally demanding when no macroscopic model for the dynamics of the variables of interest is available. In case observations on the macroscopic scale can only be produced via legacy simulator code or live experiments, finding a model for these macroscopic variables is challenging. In this paper, we employ time-lagged embedding theory to construct macroscopic numerical models from output data of a black box, such as a simulator or live experiments. Since the state space variables of the constructed, coarse model are dynamically closed and observable by an observation function, we call these variables closed observables. The approach is an online-offline procedure, as model construction from observation data is performed offline and the new model can then be used in an online phase, independent of the original. We illustrate the theoretical findings with numerical models constructed from time series of a two-dimensional ordinary differential equation system, and from the density evolution of a transport-diffusion system. Applicability is demonstrated in a real-world example, where passengers leave a train and the macroscopic model for the density flow onto the platform is constructed with our approach. If only the macroscopic variables are of interest, simulation runtimes with the numerical model are three orders of magnitude lower compared to simulations with the original fine scale model. We conclude with a brief discussion of possibilities of numerical model construction in systematic upscaling, network optimization and uncertainty quantification.
Recommendations
- Machine-learning construction of a model for a macroscopic fluid variable using the delay-coordinate of a scalar observable
- Equation-free, coarse-grained multiscale computation: enabling microscopic simulators to perform system-level analysis
- An Input/Output Model Reduction-Based Optimization Scheme for Large-Scale Systems
- Data-driven non-Markovian closure models
- Construction of phenomenological models from numerical scalar time series
Cites work
- An `empirical interpolation' method: Application to efficient reduced-basis discretization of partial differential equations
- Bootstrap AMG
- Data-driven spectral decomposition and forecasting of ergodic dynamical systems
- Diffusion maps
- Diffusion Maps, Reduction Coordinates, and Low Dimensional Representation of Stochastic Systems
- Embedding theorems for non-uniformly sampled dynamical systems
- Equation-free/Galerkin-free POD-assisted computation of incompressible flows
- Extracting macroscopic dynamics: model problems and algorithms
- Forecasting turbulent modes with nonparametric diffusion models: learning from noisy data
- scientific article; zbMATH DE number 3810550 (Why is no real title available?)
- scientific article; zbMATH DE number 3951715 (Why is no real title available?)
- scientific article; zbMATH DE number 3375319 (Why is no real title available?)
- scientific article; zbMATH DE number 3390024 (Why is no real title available?)
- Localized Discrete Empirical Interpolation Method
- On the nature of turbulence
- Optimal embedding parameters: a modelling paradigm
- Parameter and state model reduction for large-scale statistical inverse problems
- Principal component analysis in linear systems: Controllability, observability, and model reduction
- Principles of multiscale modeling
- Sparse grids
- Takens embedding theorems for forced and stochastic systems
- The heterogeneous multiscale methods
- Time-scale separation from diffusion-mapped delay coordinates
Cited in
(3)
This page was built for publication: Numerical model construction with closed observables
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5506822)
