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At least 19 records

Online learning of quadratic manifolds from streaming data for nonlinear dimensionality reduction and nonlinear model reduction

Here, this work introduces an online greedy method for constructing quadratic manifolds from streaming data, designed to enable in situ analysis of numerical simulation data on the Petabyte scale. Unlike traditional batch methods, which require all data to be available upfront and take multiple passes over the data, the proposed online greedy method incrementally updates quadratic manifolds in one pass as data points are received, eliminating the need for expensive disk input/output operations as well as storing and loading data points once they have been processed. A range of numerical examples demonstrate that the online greedy method learns accurate quadratic manifold embeddings while being capable of processing data that far exceed common disk input/output capabilities and volumes as well as main-memory sizes.

97 MATHEMATICS AND COMPUTING↗

Nonlinear dimension reduction for surrogate modeling using gradient information

We introduce a method for the nonlinear dimension reduction of a high-dimensional function $u:{\mathbb{R}}^d\rightarrow{\mathbb{R}}$, $d\gg 1$. Our objective is to identify a nonlinear feature map $g:{\mathbb{R}}^d\rightarrow{\mathbb{R}}^m$, with a prescribed intermediate dimension $m\ll d$, so that $u$ can be well approximated by $f\circ g$ for some profile function $f:{\mathbb{R}}^m\rightarrow{\mathbb{R}}$. We propose to build the feature map by aligning the Jacobian $\nabla g$ with the gradient $\nabla u$, and we theoretically analyze the properties of the resulting $g$. Once $g$ is built, we construct $f$ by solving a gradient-enhanced least squares problem. Our practical algorithm uses a sample $\{{\textbf{x}}^{(i)},u({\textbf{x}}^{(i)}),\nabla u({\textbf{x}}^{(i)})\}_{i=1}^N$ and builds both $g$ and $f$ on adaptive downward-closed polynomial spaces, using cross validation to avoid overfitting. We numerically evaluate the performance of our algorithm across different benchmarks, and explore the impact of the intermediate dimension $m$. We show that building a nonlinear feature map $g$ can permit more accurate approximation of $u$ than a linear $g$, for the same input data set.

97 MATHEMATICS AND COMPUTING↗

Neural Active Manifolds: Nonlinear Dimensionality Reduction for Uncertainty Quantification

We present a new approach for nonlinear dimensionality reduction, specifically designed for computationally expensive mathematical models. We leverage autoencoders to discover a one-dimensional neural active manifold (NeurAM) capturing the model output variability, through the aid of a simultaneously learnt surrogate model with inputs on this manifold. Our method only relies on model evaluations and does not require the knowledge of gradients. The proposed dimensionality reduction framework can then be applied to assist outer loop many-query tasks in scientific computing, like sensitivity analysis and multifidelity uncertainty propagation. In particular, we prove, both theoretically under idealized conditions, and numerically in challenging test cases, how NeurAM can be used to obtain multifidelity sampling estimators with reduced variance by sampling the models on the discovered low-dimensional and shared manifold among models. Several numerical examples illustrate the main features of the proposed dimensionality reduction strategy and highlight its advantages with respect to existing approaches in the literature.

Autoencoders↗

Energy conserving quadrature based dimensionality reduction for nonlinear hydrodynamics problems

Projection based dimensionality reduction is used to approximate the full discretiza tion of a PDE problem in order to reduce the cost of its numerical simulation while staying faithful to the full dynamics. For nonlinear problems, hyperreduction methods are additionally needed to remove the dependence of the nonlinear terms on the full problem’s size. In this project, we develop an energy conserving hyperreduction method and apply it to Eulerian-Lagrangian hydrodynamics problems, demonstrating that the reduced model successfully accelerates the numerical simulations while conserving the problem’s total energy with high accuracy.

97 MATHEMATICS AND COMPUTING↗

Statistical Learning for Nonlinear Model Reduction from Local Simulations of Stochastic and Particle- and Agent-Based Systems

Stochastic physical systems across the sciences that have very high-dimensional state spaces, with a large number of fast degrees of freedom that force direct simulators to proceed by integration steps that are orders of magnitude smaller than events of interests (e.g., particle collisions). Examples range from molecular motion to dynamics of large populations of cells. A grand challenge in the simulation and understanding of such systems is the systematic construction of accurate, interpretable, reduced models, enabling faster simulations, revealing fundamental properties of the dynamics, and predicting phenomena of interest that the original simulator could not reached with sufficient accuracy or within a given computational budget. In this projected we developed novel statistical estimation/machine learning techniques for analyzing and building empirical reduced models for important families of high-dimensional stochastic systems, in particular: - we developed techniques for estimating interaction kernels in interacting particle- and agent-based systems, which are ubiquitous in Physics, Biology and many other sciences, given observed trajectories of the system; - we developed techniques for nonlinear model reduction for high-dimensional stochastic systems that have a small number of unknown, nonlinear slow variables, and a large number of fast modes, that are possibly of large magnitude, given observed short trajectories of the system in the form of bursts of trajectories from different initial conditions; - we developed novel techniques for estimating linear dynamical systems on graphs when both the dynamics and the underlying graph are unknown, and we have a sparse set of space-time observations; - we considered the problem of estimating an unknown nonlinear observation function of a standard process (e.g. Brownian motion), so that we can recognized if an observed dynamics is "just" a nonlinear version of a known dynamics; we also developed benchmarks for learning algorithms aimed at learning and classifying diffusion processes.

97 MATHEMATICS AND COMPUTING↗

Generalization error guaranteed auto-encoder-based nonlinear model reduction for operator learning

Many physical processes in science and engineering are naturally represented by operators between infinite-dimensional function spaces. The problem of operator learning, in this context, seeks to extract these physical processes from empirical data, which is challenging due to the infinite or high dimensionality of data. An integral component in addressing this challenge is model reduction, which reduces both the data dimensionality and problem size. In this paper, we utilize low-dimensional nonlinear structures in model reduction by investigating Auto-Encoder-based Neural Network (AENet). AENet first learns the latent variables of the input data and then learns the transformation from these latent variables to corresponding output data. Our numerical experiments validate the ability of AENet to accurately learn the solution operator of nonlinear partial differential equations. Furthermore, we establish a mathematical and statistical estimation theory that analyzes the generalization error of AENet. Finally, our theoretical framework shows that the sample complexity of training AENet is intricately tied to the intrinsic dimension of the modeled process, while also demonstrating the robustness of AENet to noise.

Auto-encoder↗

Non-intrusive nonlinear model reduction via machine learning approximations to low-dimensional operators

Abstract Although projection-based reduced-order models (ROMs) for parameterized nonlinear dynamical systems have demonstrated exciting results across a range of applications, their broad adoption has been limited by their intrusivity: implementing such a reduced-order model typically requires significant modifications to the underlying simulation code. To address this, we propose a method that enables traditionally intrusive reduced-order models to be accurately approximated in a non-intrusive manner. Specifically, the approach approximates the low-dimensional operators associated with projection-based reduced-order models (ROMs) using modern machine-learning regression techniques. The only requirement of the simulation code is the ability to export the velocity given the state and parameters; this functionality is used to train the approximated low-dimensional operators. In addition to enabling nonintrusivity, we demonstrate that the approach also leads to very low computational complexity, achieving up to $$10^3{\times }$$ 10 3 × in run time. We demonstrate the effectiveness of the proposed technique on two types of PDEs. The domain of applications include both parabolic and hyperbolic PDEs, regardless of the dimension of full-order models (FOMs).

42 ENGINEERING↗

Forward sensitivity approach for estimating eddy viscosity closures in nonlinear model reduction

In this paper, we propose a variational approach to estimate eddy viscosity using forward sensitivity method (FSM) for closure modeling in nonlinear reduced order models. FSM is a data assimilation technique that blends model's predictions with noisy observations to correct initial state and/or model parameters. We apply this approach on a projection based reduced order model (ROM) of the one-dimensional viscous Burgers equation with a square wave defining a moving shock, and the two-dimensional vorticity transport equation formulating a decay of Kraichnan turbulence. We investigate the capability of the approach to approximate an optimal value for eddy viscosity with different measurement configurations. Specifically, we show that our approach can sufficiently assimilate information either through full field or sparse noisy measurements to estimate eddy viscosity closure to cure standard Galerkin reduced order model (GROM) predictions. Therefore, our approach provides a modular framework to correct forecasting error from a sparse observational network on a latent space. We highlight that the proposed GROM-FSM framework is promising for emerging digital twin applications, where real-time sensor measurements can be used to update and optimize surrogate model's parameters.

42 ENGINEERING↗

A co-kurtosis PCA based dimensionality reduction with nonlinear reconstruction using neural networks

For turbulent reacting flow systems, identification of low-dimensional representations of the thermo-chemical state space is vitally important, primarily to significantly reduce the computational cost of device-scale simulations. Principal component analysis (PCA), and its variants, are a widely employed class of methods. Recently, an alternative technique that focuses on higher-order statistical interactions, co-kurtosis PCA (CoK-PCA), has been shown to effectively provide a low-dimensional representation by capturing the stiff chemical dynamics associated with spatiotemporally localized reaction zones. While its effectiveness has only been demonstrated based on a priori analyses with linear reconstruction, in this work, we employ nonlinear techniques to reconstruct the full thermo-chemical state and evaluate the efficacy of CoK-PCA compared to PCA. Specifically, we combine a CoK-PCA-/PCA-based dimensionality reduction (encoding) with an artificial neural network (ANN) based reconstruction (decoding) and examine, a priori, the reconstruction errors of the thermo-chemical state. In addition, we evaluate the errors in species production rates and heat release rates, which are nonlinear functions of the reconstructed state, as a measure of the overall accuracy of the dimensionality reduction technique. We employ four datasets to assess CoK-PCA/PCA coupled with ANN-based reconstruction: zero-dimensional (homogeneous) reactor for autoignition of an ethylene/air mixture that has conventional single-stage ignition kinetics, a dimethyl ether (DME)/air mixture which has two-stage (low and high temperature) ignition kinetics, a one-dimensional freely propagating premixed ethylene/air laminar flame, and a two-dimensional dataset representing turbulent autoignition of ethanol in a homogeneous charge compression ignition (HCCI) engine. Finally, results from the analyses demonstrate the robustness of the CoK-PCA based low-dimensional manifold with ANN reconstruction in accurately capturing the data, specifically from the reaction zones.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Nonlinear Interface Reduction for Time-Domain Analysis of Hurty/Craig-Bampton Superelements with Frictional Contact

Virtual prototyping in engineering design relies today on modern numerical models of contacting structures with accurate resolution of interface mechanics, which strongly affect the system-level stiffness and energy dissipation due to frictional losses. High-fidelity modeling within the localized interfaces is required to resolve local quantities of interest that may drive design decisions. The high-resolution finite element meshes necessary to resolve inter-component stresses tend to be computationally expensive, particularly when the analyst is interested in response time histories. The Hurty/Craig-Bampton (HCB) transformation is a widely used method in structural dynamics for reducing the interior portion of a finite element model while having the ability to retain all nonlinear contact degrees of freedom (DOF) in physical coordinates. These models may still require many DOF to adequately resolve the kinematics of the interface, leading to inadequate reduction and computational savings. This study proposes a novel interface reduction method to overcome these challenges by means of system-level characteristic constraint (SCC) modes and properly orthogonal interface modal derivatives (POIMDs) for transient dynamic analyses. Both SCC modes and POIMDs are computed using the reduced HCB mass and stiffness matrices, which can be directly computed from many commercial finite element analysis software. Comparison of time history responses to an impulse-type load in a mechanical beam assembly indicate that the interface-reduced model correlates well with the HCB truth model. Localized features like slip and contact area are well-represented in the time domain when the beam assembly is loaded with a broadband excitation. The proposed method also yields reduced-order models with greater critical timestep lengths for explicit integration schemes.

42 ENGINEERING↗

Kernel Manifolds: Nonlinear‐Augmentation Dimensionality Reduction Using Reproducing Kernel Hilbert Spaces

This paper generalizes recent advances on quadratic manifold (QM) dimensionality reduction by developing kernel methods-based nonlinear-augmentation dimensionality reduction. QMs, and more generally feature map-based nonlinear corrections, augment linear dimensionality reduction with a nonlinear correction term in the reconstruction map to overcome approximation accuracy limitations of purely linear approaches. While feature map-based approaches typically learn a least squares optimal polynomial correction term, we generalize this approach by learning an optimal nonlinear correction from a user-defined reproducing kernel Hilbert space. Our approach allows one to impose arbitrary nonlinear structure on the correction term, including polynomial structure, and includes feature map and radial basis function-based corrections as special cases. Furthermore, our method has relatively low training cost and has monotonically decreasing error as the latent space dimension increases. In conclusion, we compare our approach to proper orthogonal decomposition and several recent QM approaches on data from several example problems.

kernel methods↗