Sampling Low-Dimensional Markovian Dynamics for Preasymptotically Recovering Reduced Models from Data with Operator Inference
From MaRDI portal
Publication:5146677
DOI10.1137/19M1292448zbMATH Open1456.65120arXiv1908.11233MaRDI QIDQ5146677FDOQ5146677
Authors: Benjamin Peherstorfer 
Publication date: 26 January 2021
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Abstract: This work introduces a method for learning low-dimensional models from data of high-dimensional black-box dynamical systems. The novelty is that the learned models are exactly the reduced models that are traditionally constructed with model reduction techniques that require full knowledge of governing equations and operators of the high-dimensional systems. Thus, the learned models are guaranteed to inherit the well-studied properties of reduced models from traditional model reduction. The key ingredient is a new data sampling scheme to obtain re-projected trajectories of high-dimensional systems that correspond to Markovian dynamics in low-dimensional subspaces. The exact recovery of reduced models from these re-projected trajectories is guaranteed pre-asymptotically under certain conditions for finite amounts of data and for a large class of systems with polynomial nonlinear terms. Numerical results demonstrate that the low-dimensional models learned with the proposed approach match reduced models from traditional model reduction up to numerical errors in practice. The numerical results further indicate that low-dimensional models fitted to re-projected trajectories are predictive even in situations where models fitted to trajectories without re-projection are inaccurate and unstable.
Full work available at URL: https://arxiv.org/abs/1908.11233
Recommendations
- Operator inference of non-Markovian terms for learning reduced models from partially observed state trajectories
- Active Operator Inference for Learning Low-Dimensional Dynamical-System Models from Noisy Data
- Bayesian operator inference for data-driven reduced-order modeling
- Sampling reconstruction of Markov processes with a finite number of states
- Dynamical sampling and systems from iterative actions of operators
- Dynamical sampling for shift-preserving operators
- Sampling of Stochastic Operators
- Finite dimensional dynamical sampling: an overview
- Estimating the state of a noisy continuous time Markov chain when dynamic sampling is feasible
proper orthogonal decompositionreduced basis methodoperator inferencedata-driven modelingnonintrusive model reduction
Learning and adaptive systems in artificial intelligence (68T05) Pattern recognition, speech recognition (68T10) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Numerical problems in dynamical systems (65P99) Numerical methods for partial differential equations, initial value and time-dependent initial-boundary value problems (65M99)
Cites Work
- Discovering governing equations from data by sparse identification of nonlinear dynamical systems
- Dynamic mode decomposition of numerical and experimental data
- Spectral analysis of nonlinear flows
- Sparse dynamics for partial differential equations
- Solving Ordinary Differential Equations I
- Approximation of Large-Scale Dynamical Systems
- Turbulence and the dynamics of coherent structures. I. Coherent structures
- A posteriorierror bounds for reduced-basis approximations of parametrized parabolic partial differential equations
- A survey of projection-based model reduction methods for parametric dynamical systems
- Efficient non linear model reduction via a least-squares Petrov-Galerkin projection and compressive tensor approximations
- Interpolatory model reduction of large-scale dynamical systems
- Extracting macroscopic dynamics: model problems and algorithms
- Certified real‐time solution of the parametrized steady incompressible Navier–Stokes equations: rigorous reduced‐basis a posteriori error bounds
- Title not available (Why is that?)
- Reduced basis approximation and a posteriori error estimation for affinely parametrized elliptic coercive partial differential equations. Application to transport and continuum mechanics.
- Data-driven parametrized model reduction in the Loewner framework
- A method for interpolating on manifolds structural dynamics reduced-order models
- Proper orthogonal decomposition closure models for turbulent flows: a numerical comparison
- Spectral properties of dynamical systems, model reduction and decompositions
- On dynamic mode decomposition: theory and applications
- Efficient reduced models anda posteriorierror estimation for parametrized dynamical systems by offline/online decomposition
- $\mathcal{H}_2$ Model Reduction for Large-Scale Linear Dynamical Systems
- A data-driven approximation of the koopman operator: extending dynamic mode decomposition
- A framework for the solution of the generalized realization problem
- Optimal prediction with memory
- Modeling and control of physical processes using proper orthogonal decomposition
- Title not available (Why is that?)
- Surrogate modeling of multiscale models using kernel methods
- On the Scalar Rational Interpolation Problem
- Interpolation among reduced-order matrices to obtain parameterized models for design, optimization and probabilistic analysis
- Reduced-order modeling of parameterized PDEs using time-space-parameter principal component analysis
- Dynamic data-driven reduced-order models
- Problem reduction, renormalization, and memory
- Model reduction of bilinear systems in the Loewner framework
- Data-driven operator inference for nonintrusive projection-based model reduction
- Data-driven reduced order modeling for time-dependent problems
- Non-intrusive reduced order modeling of nonlinear problems using neural networks
- On the estimation of the Mori-Zwanzig memory integral
- \textit{A priori} estimation of memory effects in reduced-order models of nonlinear systems using the Mori-Zwanzig formalism
- Data-driven discovery of closure models
- Survey of multifidelity methods in uncertainty propagation, inference, and optimization
- Renormalized Mori–Zwanzig-reduced models for systems without scale separation
- Galerkin v. least-squares Petrov-Galerkin projection in nonlinear model reduction
- A transport-based multifidelity preconditioner for Markov chain Monte Carlo
- A stabilized POD model for turbulent flows over a range of Reynolds numbers: optimal parameter sampling and constrained projection
- Higher order dynamic mode decomposition
- Projection-based model reduction: formulations for physics-based machine learning
- Data-driven reduced model construction with time-domain Loewner models
- \(\mathcal H_2\)-quasi-optimal model order reduction for quadratic-bilinear control systems
- Model order reduction for large-scale structures with local nonlinearities
- Data-driven model order reduction of quadratic-bilinear systems.
- Reduced basis approximation of large scale parametric algebraic Riccati equations
- Extracting Sparse High-Dimensional Dynamics from Limited Data
- Discovery of Nonlinear Multiscale Systems: Sampling Strategies and Embeddings
Cited In (28)
- Operator inference with roll outs for learning reduced models from scarce and low-quality data
- Predicting solar wind streams from the inner-heliosphere to Earth via shifted operator inference
- On the sample complexity of stabilizing linear dynamical systems from data
- LaSDI: parametric latent space dynamics identification
- Operator inference for non-intrusive model reduction with quadratic manifolds
- Hamiltonian operator inference: physics-preserving learning of reduced-order models for canonical Hamiltonian systems
- Operator inference and physics-informed learning of low-dimensional models for incompressible flows
- Bayesian operator inference for data-driven reduced-order modeling
- Reduced operator inference for nonlinear partial differential equations
- Operator inference driven data assimilation for high fidelity neutron transport
- Variational approach for learning Markov processes from time series data
- Lift \& learn: physics-informed machine learning for large-scale nonlinear dynamical systems
- Learning physics-based models from data: perspectives from inverse problems and model reduction
- Nonintrusive Reduced-Order Models for Parametric Partial Differential Equations via Data-Driven Operator Inference
- Active Operator Inference for Learning Low-Dimensional Dynamical-System Models from Noisy Data
- Canonical and noncanonical Hamiltonian operator inference
- Physics-informed regularization and structure preservation for learning stable reduced models from data with operator inference
- Nonlinear embeddings for conserving Hamiltonians and other quantities with neural Galerkin schemes
- Learning low-dimensional dynamical-system models from noisy frequency-response data with Loewner rational interpolation
- Operator inference of non-Markovian terms for learning reduced models from partially observed state trajectories
- Probabilistic error estimation for non-intrusive reduced models learned from data of systems governed by linear parabolic partial differential equations
- Structured barycentric forms for interpolation-based data-driven reduced modeling of second-order systems
- gLaSDI: parametric physics-informed greedy latent space dynamics identification
- Dimensionality reduction of complex metastable systems via kernel embeddings of transition manifolds
- System stabilization with policy optimization on unstable latent manifolds
- Intrusive and data-driven reduced order modelling of the rotating thermal shallow water equation
- Data-driven discovery of closure models
- Preserving Lagrangian structure in data-driven reduced-order modeling of large-scale dynamical systems
Uses Software
This page was built for publication: Sampling Low-Dimensional Markovian Dynamics for Preasymptotically Recovering Reduced Models from Data with Operator Inference
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5146677)
