Regression-based projection for learning Mori-Zwanzig operators
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We would like to create an open source repository in LANL's github on code written in Julia, in which we implement and extend the data-driven Mori-Zwanzig method for extracting large-scale spatio-temporal structures from data, which we call MZMD. This method is an extension of Dynamic Mode Decomposition (DMD) in which Mori-Zwanzig memory kernels are included into the associated companion matrix. In the code we would like to release, we apply MZMD to a flow over a cylinder with Reynolds number 100 rather than the much larger data set used in the associated manuscript. DMD is used extensively in the fluid dynamics community mainly for extracting large scale spatio-temporal structures (patters) from flow data. This is useful for understanding the key mechanisms that generate certain complex dynamical process relevant in engineering design. In MZMD, we improve upon DMD by adding the Mori-Zwanzig memory kernels, and show this improvement is especially important in strongly nonlinear regions of the flow.
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Explore the source record for details and available documents.
Physiological networks are usually made of a large number of biological oscillators evolving on a multitude of different timescales. Phase oscillators are particularly useful in the modelling of the synchronization dynamics of such systems. If the coupling is strong enough compared to the heterogeneity of the internal parameters, synchronized states might emerge where phase oscillators start to behave coherently. Here, we focus on the case where synchronized oscillators are divided into a fast and a slow component so that the two subsets evolve on separated timescales. We assess the resilience of the slow component by, first, reducing the dynamics of the fast one using Mori-Zwanzig formalism. Second, we evaluate the variance of the phase deviations when the oscillators in the two components are subject to noise with possibly distinct correlation times. From the general expression for the variance, we consider specific network structures and show how the noise transmission between the fast and slow components is affected. Interestingly, we find that oscillators that are among the most robust when there is only a single timescale, might become the most vulnerable when the system undergoes a timescale separation. We also find that layered networks seem to be insensitive to such timescale separations.
Physiological networks are usually made of a large number of biological oscillators evolving on a multitude of different timescales. Phase oscillators are particularly useful in the modelling of the synchronization dynamics of such systems. If the coupling is strong enough compared to the heterogeneity of the internal parameters, synchronized states might emerge where phase oscillators start to behave coherently. Here, we focus on the case where synchronized oscillators are divided into a fast and a slow component so that the two subsets evolve on separated timescales. We assess the resilience of the slow component by, first, reducing the dynamics of the fast one using Mori-Zwanzig formalism. Second, we evaluate the variance of the phase deviations when the oscillators in the two components are subject to noise with possibly distinct correlation times. From the general expression for the variance, we consider specific network structures and show how the noise transmission between the fast and slow components is affected. Interestingly, we find that oscillators that are among the most robust when there is only a single timescale, might become the most vulnerable when the system undergoes a timescale separation. We also find that layered networks seem to be insensitive to such timescale separations.
Conclusions: certain data-driven models do implicitly what physics simulations do explicitly; theoretical underpinnings in Koopman theory, delay-coordinate embeddings, and Mori-Zwanzig formalism; best approach for given system with finite data an open question; physics-informed machine learning (PIML) emerging framework for combining explicit and implicit modeling.
We develop a novel synergistic approach between model reduction and machine learning. The specific goal of this project is to aid in the construction of reduced order models for basis functions that are custom-made to represent the solution of partial differential equations. Partial differential equations (PDEs) are one of the main mathematical tools for describing physical phenomena. However, due to either efficiency or necessity, for many real-world problems, we are interested in constructing reduced order models (ROMs) which focus only on the explicit computation of subsets of the active spatio-temporal scales in the problem, while treating the interaction with the rest of the scales approximately. The task of accurate representation of such interactions (usually called memory terms) constitutes a vast area of research known as model reduction. PI Stinis has significant expertise in the construction of ROMs for complex systems. In addition, in recent work with the project key participant Qadeer, they have utilized machine learning to acquire custom-made basis functions (CBFs) to expand the solutions of PDEs. In the proposed work, we will merge the two concepts by constructing ROMs for subsets of the CBFs needed to represent the solution of a PDE. Specifically, we will use the Mori-Zwanzig model reduction formalism to construct ROMs for subsets of CBFs for nonlinear PDEs of various complexity, as well as investigate the usage of CBFs in the spectral vanishing viscosity method for problems that can form shocks in finite time. The outcome of the research is aimed to be proof-of-concept about a novel synergistic approach between model reduction and machine learning, thus advancing the field of scientific machine learning. Such a capability will benefit the efficient modeling of physical systems appearing in various areas of interest to the DOE.
Here, closure problems are omnipresent when simulating multiscale systems, where some quantities and processes cannot be fully prescribed despite their effects on the simulation's accuracy. Recently, scientific machine learning approaches have been proposed as a way to tackle the closure problem, combining traditional (physics-based) modeling with data-driven (machine-learned) techniques, typically through enriching differential equations with neural networks. This paper reviews the different reduced model forms, distinguished by the degree to which they include known physics, and the different objectives of a priori and a posteriori learning. The importance of adhering to physical laws (such as symmetries and conservation laws) in choosing the reduced model form and choosing the learning method is discussed. The effect of spatial and temporal discretization and recent trends toward discretization-invariant models are reviewed. In addition, we make the connections between closure problems and several other research disciplines: inverse problems, Mori-Zwanzig theory, and multi-fidelity methods. In conclusion, much progress has been made with scientific machine learning approaches for solving closure problems, but many challenges remain. In particular, the generalizability and interpretability of learned models is a major issue that needs to be addressed further.
We examine the complexity of constructing reduced order models for subsets of the variables needed to represent the state of the power grid. In particular, we apply model reduction techniques to the DeMarco-Zheng power grid model. We show that due to the oscillating nature of the solutions and the absence of timescale separation between resolved and unresolved variables, the construction of accurate reduced models becomes highly non-trivial because one has to account for long memory effects. In addition, we show that a reduced model that includes even a short memory is drastically better than a memoryless model.