Constrained sparse Galerkin regression
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Publication:5226317
DOI10.1017/JFM.2017.823zbMATH Open1419.76205arXiv1611.03271OpenAlexW2556930732MaRDI QIDQ5226317FDOQ5226317
Authors: J.-C. Loiseau, S. L. Brunton 
Publication date: 31 July 2019
Published in: Journal of Fluid Mechanics (Search for Journal in Brave)
Abstract: Although major advances have been achieved over the past decades for the reduction and identification of linear systems, deriving nonlinear low-order models still is a chal- lenging task. In this work, we develop a new data-driven framework to identify nonlinear reduced-order models of a fluid by combining dimensionality reductions techniques (e.g. proper orthogonal decomposition) and sparse regression techniques from machine learn- ing. In particular, we extend the sparse identification of nonlinear dynamics (SINDy) algorithm to enforce physical constraints in the regression, namely energy-preserving quadratic nonlinearities. The resulting models, hereafter referred to as Galerkin regression models, incorporate many beneficial aspects of Galerkin projection, but without the need for a full-order or high-fidelity solver to project the Navier-Stokes equations. Instead, the most parsimonious nonlinear model is determined that is consistent with observed mea- surement data and satisfies necessary constraints. Galerkin regression models also readily generalize to include higher-order nonlinear terms that model the effect of truncated modes. The effectiveness of Galerkin regression is demonstrated on two different flow configurations: the two-dimensional flow past a circular cylinder and the shear-driven cavity flow. For both cases, the accuracy of the identified models compare favorably against reduced-order models obtained from a standard Galerkin projection procedure. Present results highlight the importance of cubic nonlinearities in the construction of accurate nonlinear low-dimensional approximations of the flow systems, something which cannot be readily obtained using a standard Galerkin projection of the Navier-Stokes equations. Finally, the entire code base for our constrained sparse Galerkin regression algorithm is freely available online.
Full work available at URL: https://arxiv.org/abs/1611.03271
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Time series analysis of dynamical systems (37M10) Dynamical systems in fluid mechanics, oceanography and meteorology (37N10) Finite element methods applied to problems in fluid mechanics (76M10) Flow control and optimization for incompressible viscous fluids (76D55)
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