Hostname: page-component-78c5997874-j824f Total loading time: 0 Render date: 2024-11-02T20:00:08.477Z Has data issue: false hasContentIssue false

Sparse reduced-order modelling: sensor-based dynamics to full-state estimation

Published online by Cambridge University Press:  06 April 2018

Jean-Christophe Loiseau*
Affiliation:
Laboratoire DynFluid, Arts et Métiers ParisTech, 75013 Paris, France
Bernd R. Noack
Affiliation:
Laboratoire d’Informatique pour la Mécanique et les Sciences de l’Ingénieur, LIMSI-CNRS, rue John von Neumann, Campus Universitaire d’Orsay, Bât 508, F-91403 Orsay, France Institute for Turbulence-Noise-Vibration Interaction and Control, Harbin Institute of Technology, Shenzhen Campus, Shenzhen 58800, People’s Republic of China Institut für Strömungsmechanik und Technische Akustik (ISTA), Technische Universität Berlin, Müller-Breslau-Straße 8, D-10623 Berlin, Germany
Steven L. Brunton
Affiliation:
Department of Mechanical Engineering, University of Washington, Seattle, WA 98195, USA
*
Email address for correspondence: [email protected]

Abstract

We propose a general dynamic reduced-order modelling framework for typical experimental data: time-resolved sensor data and optional non-time-resolved particle image velocimetry (PIV) snapshots. This framework can be decomposed into four building blocks. First, the sensor signals are lifted to a dynamic feature space without false neighbours. Second, we identify a sparse human-interpretable nonlinear dynamical system for the feature state based on the sparse identification of nonlinear dynamics (SINDy). Third, if PIV snapshots are available, a local linear mapping from the feature state to the velocity field is performed to reconstruct the full state of the system. Fourth, a generalized feature-based modal decomposition identifies coherent structures that are most dynamically correlated with the linear and nonlinear interaction terms in the sparse model, adding interpretability. Steps 1 and 2 define a black-box model. Optional steps 3 and 4 lift the black-box dynamics to a grey-box model in terms of the identified coherent structures, if non-time-resolved full-state data are available. This grey-box modelling strategy is successfully applied to the transient and post-transient laminar cylinder wake, and compares favourably with a proper orthogonal decomposition model. We foresee numerous applications of this highly flexible modelling strategy, including estimation, prediction and control. Moreover, the feature space may be based on intrinsic coordinates, which are unaffected by a key challenge of modal expansion: the slow change of low-dimensional coherent structures with changing geometry and varying parameters.

Type
JFM Papers
Copyright
© 2018 Cambridge University Press 

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

Adrian, R. J. & Moin, P. 1988 Stochastic estimation of organized turbulent structure: homogeneous shear flow. J. Fluid Mech. 190, 531559.10.1017/S0022112088001442Google Scholar
Akaike, H. 1974 A new look at the statistical model identification. IEEE Trans. Autom. Control 19 (6), 716723.10.1109/TAC.1974.1100705Google Scholar
Arbabi, H. & Mezić, I.2016 Ergodic theory, dynamic mode decomposition and computation of spectral properties of the Koopman operator. arXiv:1611.06664.Google Scholar
Aubry, N., Holmes, P., Lumley, J. L. & Stone, E. 1988 The dynamics of coherent structures in the wall region of a turbulent boundary layer. J. Fluid Mech. 192, 115173.10.1017/S0022112088001818Google Scholar
Babaee, H. & Sapsis, T. P. 2016 A minimization principle for the description of modes associated with finite-time instabilities. Phil. Trans. R. Soc. Lond. 472, 2186.Google Scholar
Bagheri, S. 2013 Koopman-mode decomposition of the cylinder wake. J. Fluid Mech. 726, 596623.10.1017/jfm.2013.249Google Scholar
Balajewicz, M., Dowell, E. H. & Noack, B. R. 2013 Low-dimensional modelling of high-Reynolds-number shear flows incorporating constraints from the Navier–Stokes equation. J. Fluid Mech. 729, 285308.10.1017/jfm.2013.278Google Scholar
Barkley, D. & Henderson, R. D. 1996 Three-dimensional Floquet stability analysis of the wake of a circular cylinder. J. Fluid Mech. 322, 215241.10.1017/S0022112096002777Google Scholar
Barnett, T. P. & Hasselmann, K. 1979 Techniques of linear prediction, with application to oceanic and atmospheric fields in the tropical Pacific. Rev. Geophys. 17, 949968.10.1029/RG017i005p00949Google Scholar
Berkooz, G., Holmes, P. J. & Lumley, J. L. 1993 The proper orthogonal decomposition in the analysis of turbulent flows. Annu. Rev. Fluid Mech. 25 (1), 539575.10.1146/annurev.fl.25.010193.002543Google Scholar
Billings, S. A. 2013 Nonlinear System Identification: NARMAX Methods in the Time, Frequency, and Spatio-Temporal Domains. John Wiley & Sons.10.1002/9781118535561Google Scholar
Bongard, J. & Lipson, H. 2007 Automated reverse engineering of nonlinear dynamical systems. Proc. Natl Acad. Sci. USA 104 (24), 99439948.10.1073/pnas.0609476104Google Scholar
Bonnet, J.-P., Cole, D. R., Delville, J., Glauser, M. N. & Ukeiley, L. S. 1994 Stochastic estimation and proper orthogonal decomposition: complementary techniques for identifying structure. Exp. Fluids 17 (5), 307314.10.1007/BF01874409Google Scholar
Bourguet, R., Braza, M. & Dervieux, A. 2011 Reduced-order modeling of transonic flows around an airfoil submitted to small deformations. J. Comput. Phys. 230, 159184.10.1016/j.jcp.2010.09.019Google Scholar
Brunton, S. L., Brunton, B. W., Proctor, J. L., Kaiser, E. & Kutz, J. N. 2017 Chaos as an intermittently forced linear system. Nature Commun. 8 (19), 19.10.1038/s41467-017-00030-8Google Scholar
Brunton, S. L., Brunton, B. W., Proctor, J. L. & Kutz, J. N 2016a Koopman invariant subspaces and finite linear representations of nonlinear dynamical systems for control. PLoS ONE 11 (2), e0150171.10.1371/journal.pone.0150171Google Scholar
Brunton, S. L., Dawson, S. T. & Rowley, C. W. 2014 State-space model identification and feedback control of unsteady aerodynamic forces. J. Fluids Struct. 50, 253270.10.1016/j.jfluidstructs.2014.06.026Google Scholar
Brunton, S. L. & Noack, B. R. 2015 Closed-loop turbulence control: progress and challenges. Appl. Mech. Rev. 67 (5), 050801.10.1115/1.4031175Google Scholar
Brunton, S. L., Proctor, J. L. & Kutz, J. N. 2016b Discovering governing equations from data by sparse identification of nonlinear dynamical systems. Proc. Natl Acad. Sci. USA 113 (15), 39323937.10.1073/pnas.1517384113Google Scholar
Brunton, S. L., Proctor, J. L. & Kutz, J. N. 2016c Sparse identification of nonlinear dynamics with control (SINDYc). IFAC NOLCOS 49 (18), 710715.Google Scholar
Brunton, S. L., Rowley, C. W. & Williams, D. R. 2013 Reduced-order unsteady aerodynamic models at low Reynolds numbers. J. Fluid Mech. 724, 203233.10.1017/jfm.2013.163Google Scholar
Candès, E. J. 2006 Compressive sensing. In Proceedings of the International Congress of Mathematics, Madrid, Spain, vol. 3, pp. 14331452. ICM.Google Scholar
Carlberg, K., Barone, M. & Antil, H. 2017 Galerkin v. least-squares Petrov–Galerkin projection in nonlinear model reduction. J. Comput. Phys. 330, 693734.10.1016/j.jcp.2016.10.033Google Scholar
Carlberg, K., Tuminaro, R. & Boggs, P. 2015 Preserving Lagrangian structure in nonlinear model reduction with application to structural dynamics. SIAM J. Sci. Comput. 37 (2), B153B184.10.1137/140959602Google Scholar
Chartrand, R. 2011 Numerical differentiation of noisy, nonsmooth data. ISRN Appl. Math. 2011, 164564.10.5402/2011/164564Google Scholar
Colebrook, J. M. 1978 Continuous plankton records: Zooplankton and environment, Northeast Atlantic and North Sea. Oceanol. Acta 1, 923.Google Scholar
Cordier, L., Noack, B. R., Daviller, G., Delvile, J., Lehnasch, G., Tissot, G., Balajewicz, M. & Niven, R. K. 2013 Control-oriented model identification strategy. Exp. Fluids 54, 1580.10.1007/s00348-013-1580-9Google Scholar
Deane, A. E., Kevrekidis, I. G., Karniadakis, G. E. & Orszag, S. A. 1991 Low-dimensional models for complex geometry flows: Application to grooved channels and circular cylinders. Phys. Fluids A 3, 23372354.10.1063/1.857881Google Scholar
Donoho, D. L. 2006 Compressed sensing. IEEE Trans. Inf. Theory 52 (4), 12891306.10.1109/TIT.2006.871582Google Scholar
Drmac, Z. & Gugercin, S. 2016 A new selection operator for the discrete empirical interpolation method – improved a priori error bound and extensions. SIAM J. Sci. Comput. 38 (2), A631A648.10.1137/15M1019271Google Scholar
Duriez, T., Brunton, S. L. & Noack, B. R. 2016 Machine Learning Control – Taming Nonlinear Dynamics and Turbulence. Springer.Google Scholar
Fabbiane, N., Semeraro, O., Bagheri, S. & Henningson, D. S. 2014 Adaptive and model-based control theory applied to convectively unstable flows. Appl. Mech. Rev. 66 (6), 060801.10.1115/1.4027483Google Scholar
Fischer, P. F., Lottes, J. W. & Kerkemeir, S. G.2008 Nek5000 Web pages. http://nek5000.mcs.anl.gov.Google Scholar
Galletti, G., Bruneau, C. H., Zannetti, L. & Iollo, A. 2004 Low-order modelling of laminar flow regimes past a confined square cylinder. J. Fluid Mech. 503, 161170.10.1017/S0022112004007906Google Scholar
Ghil, M., Allen, R. M., Dettinger, M. D., Ide, K., Kondrashov, D., Mann, M. E., Robertson, A. W., Saunders, A., Tian, Y., Varadi, F. & Yiou, P. 2002 Advanced spectral methods for climatic time series. Rev. Geophys. 40, 3.13.41.10.1029/2000RG000092Google Scholar
Glaz, B., Liu, L. & Friedmann, P. P. 2010 Reduced-order nonlinear unsteady aerodynamic modeling using a surrogate-based recurrence framework. AIAA J. 48 (10), 24182429.10.2514/1.J050471Google Scholar
Graham, W. R., Peraire, J. & Tang, K. Y. 1999 Optimal control of vortex shedding usind low-order models. Part I – Open-loop model development. Intl J. Numer. Meth. Engng 44, 945972.10.1002/(SICI)1097-0207(19990310)44:7<945::AID-NME537>3.0.CO;2-F3.0.CO;2-F>Google Scholar
Hemati, M. S., Dawson, S. T. & Rowley, C. W. 2016 Parameter-varying aerodynamics models for aggressive pitching-response prediction. AIAA J. 55 (3), 683701.Google Scholar
Holmes, P. J., Lumley, J. L., Berkooz, G. & Rowley, C. W. 2012 Turbulence, Coherent Structures, Dynamical Systems and Symmetry, 2nd edn. Cambridge University Press.10.1017/CBO9780511919701Google Scholar
Hosseini, Z., Noack, B. R. & Martinuzzi, R. J. 2016 Modal energy flow analysis of a highly modulated wake behind a wall-mounted pyramid. J. Fluid Mech. 798, 774786.10.1017/jfm.2016.345Google Scholar
Iñigo, J. G., Sipp, D. & Schmid, P. J 2014 A dynamic observer to capture and control perturbation energy in noise amplifiers. J. Fluid Mech. 758, 728753.10.1017/jfm.2014.553Google Scholar
Juang, J.-N. & Pappa, R. S. 1985 An eigensystem realization algorithm for modal parameter identification and model reduction. J. Guid. Control Dyn. 8 (5), 620627.10.2514/3.20031Google Scholar
Kaiser, E., Kutz, J. N. & Brunton, S. L.2017 Sparse identification of nonlinear dynamics for model predictive control in the low-data limit. arXiv:1711.05501.10.1098/rspa.2018.0335Google Scholar
Kaiser, E., Noack, B. R., Cordier, L., Spohn, A., Segond, M., Abel, M., Daviller, G., Osth, J., Krajnovic, S. & Niven, R. K. 2014 Cluster-based reduced-order modelling of a mixing layer. J. Fluid Mech. 754, 365414.10.1017/jfm.2014.355Google Scholar
Kantz, H. & Schreiber, T. 2004 Nonlinear Time Series Analysis. Cambridge University Press.Google Scholar
Krizhevsky, A., Sutskever, I. & Hinton, G. E. 2012 Imagenet classification with deep convolutional neural networks. In Advances in Neural Information Processing Systems (ed. Pereira, F., Burges, C. J. C., Bottou, L. & Weinberger, K. Q.), vol. 25, pp. 10971105. Curran Associates.Google Scholar
Kutz, J. N. 2017 Deep learning in fluid dynamics. J. Fluid Mech. 814, 14.10.1017/jfm.2016.803Google Scholar
Kutz, J. N., Brunton, S. L., Brunton, B. W. & Proctor, J. L. 2016 Dynamic Mode Decomposition: Data-Driven Modeling of Complex Systems. SIAM.10.1137/1.9781611974508Google Scholar
Lee, C., Kim, J., Babcock, D. & Goodman, R. 1997 Application of neural networks to turbulence control for drag reduction. Phys. Fluids 9 (6), 17401747.10.1063/1.869290Google Scholar
Ling, J., Kurzawski, A. & Templeton, J. 2016 Reynolds averaged turbulence modelling using deep neural networks with embedded invariance. J. Fluid Mech. 807, 155166.10.1017/jfm.2016.615Google Scholar
Loiseau, J.-Ch. & Brunton, S. L. 2018 Constrained sparse Galerkin regression. J. Fluid Mech. 838, 4267.10.1017/jfm.2017.823Google Scholar
Mangan, N. M., Brunton, S. L., Proctor, J. L. & Kutz, J. N. 2016 Inferring biological networks by sparse identification of nonlinear dynamics. IEEE Trans. Mol. Biol. Multi-Scale Commun. 2 (1), 5263.10.1109/TMBMC.2016.2633265Google Scholar
Mangan, N. M., Kutz, J. N., Brunton, S. L. & Proctor, J. L. 2017 Model selection for dynamical systems via sparse regression and information criteria. Proc. R. Soc. Lond. A 473 (2204), 116.10.1098/rspa.2017.0009Google Scholar
Manohar, K., Brunton, B. W., Kutz, J. N. & Brunton, S. L.Data-driven sparse sensor placement. arXiv:1701.07569.Google Scholar
Mantič-Lugo, V., Arratia, C. & Gallaire, F. 2014 Self-consistent mean flow description of the nonlinear saturation of the vortex shedding in the cylinder wake. Phys. Rev. Lett. 113 (8), 084501.10.1103/PhysRevLett.113.084501Google Scholar
McConaghy, T. 2011 Ffx: fast, scalable, deterministic symbolic regression technology. In Genetic Programming Theory and Practice IX, pp. 235260. Springer.10.1007/978-1-4614-1770-5_13Google Scholar
Mezić, I. 2005 Spectral properties of dynamical systems, model reduction and decompositions. Nonlinear Dyn. 41 (1–3), 309325.10.1007/s11071-005-2824-xGoogle Scholar
Mezić, I. 2013 Analysis of fluid flows via spectral properties of the Koopman operator. Annu. Rev. Fluid Mech. 45, 357378.10.1146/annurev-fluid-011212-140652Google Scholar
Milano, M. & Koumoutsakos, P. 2002 Neural network modeling for near wall turbulent flow. J. Comput. Phys. 182 (1), 126.10.1006/jcph.2002.7146Google Scholar
Murray, N. E. & Ukeiley, L. S. 2007 Modified quadratic stochastic estimation of resonating subsonic cavity flow. J. Turbul. (8), N53.10.1080/14685240701656121Google Scholar
Nair, A. G. & Taira, K. 2015 Network-theoretic approach to sparsified discrete vortex dynamics. J. Fluid Mech. 768, 549571.10.1017/jfm.2015.97Google Scholar
Noack, B. R. 2016 From snapshots to modal expansions – bridging low residuals and pure frequencies. J. Fluid Mech. 802, 14.10.1017/jfm.2016.416Google Scholar
Noack, B. R., Afanasiev, K., Morzynski, M., Tadmor, G. & Thiele, F. 2003 A hierarchy of low-dimensional models for the transient and post-transient cylinder wake. J. Fluid Mech. 497, 335363.10.1017/S0022112003006694Google Scholar
Noack, B. R., Morzynski, M. & Tadmor, G. 2011 Reduced-Order Modelling for Flow Control. Springer.10.1007/978-3-7091-0758-4Google Scholar
Östh, J., Krajnović, S., Noack, B. R., Barros, D. & Borée, J. 2014 On the need for a nonlinear subscale turbulence term in POD models as exemplified for a high Reynolds number flow over an Ahmed body. J. Fluid Mech. 747, 518544.10.1017/jfm.2014.168Google Scholar
Rediniotis, O. K., Ko, J. & Kurdila, A. J. 2002 Reduced order nonlinear Navier–Stokes models for synthetic jets. Trans. ASME J. Fluids Engng 124 (2), 433443.10.1115/1.1467598Google Scholar
Rempfer, D. 2000 On low-dimensional Galerkin models for fluid flow. Theor. Comput. Fluid Dyn. 14, 7588.10.1007/s001620050131Google Scholar
Rempfer, D. & Fasel, F. H. 1994 Dynamics of three-dimensional coherent structures in a flat-plate boundary-layer. J. Fluid Mech. 275, 257283.10.1017/S0022112094002351Google Scholar
Rowley, C. W. & Dawson, S. 2017 Model reduction for flow analysis and control. Annu. Rev. Fluid Mech. 49 (1), 387417.10.1146/annurev-fluid-010816-060042Google Scholar
Rowley, C. W., Mezić, I., Bagheri, S., Schlatter, P. & Henningson, D. S. 2009 Spectral analysis of nonlinear flows. J. Fluid Mech. 645, 115127.10.1017/S0022112009992059Google Scholar
Rudy, S. H., Brunton, S. L., Proctor, J. L. & Kutz, J. N. 2017 Data-driven discovery of partial differential equations. Sci. Adv. 3, e1602614.10.1126/sciadv.1602614Google Scholar
Schaeffer, H. 2017 Learning partial differential equations via data discovery and sparse optimization. Proc. R. Soc. Lond. A 473, 20160446.10.1098/rspa.2016.0446Google Scholar
Schaeffer, H. & McCalla, S. G. 2017 Sparse model selection via integral terms. Phys. Rev. E 96 (2), 023302.Google Scholar
Schlegel, M. & Noack, B. R. 2015 On long-term boundedness of Galerkin models. J. Fluid Mech. 765, 325352.10.1017/jfm.2014.736Google Scholar
Schmid, P. J. 2010 Dynamic mode decomposition of numerical and experimental data. J. Fluid Mech. 656, 528.10.1017/S0022112010001217Google Scholar
Schmidt, M. & Lipson, H. 2009 Distilling free-form natural laws from experimental data. Science 324 (5923), 8185.10.1126/science.1165893Google Scholar
Schumm, M., Eberhard, B. & Monkewitz, P. A. 1994 Self-excited oscillations in the wake of two-dimensional bluff bodies and their control. J. Fluid Mech. 271, 1753.10.1017/S0022112094001679Google Scholar
Schwarz, G. others 1978 Estimating the dimension of a model. Ann. Stat. 6 (2), 461464.10.1214/aos/1176344136Google Scholar
Semeraro, O., Lusseyran, F., Pastur, L. & Jordan, P. 2017 Qualitative dynamics of wavepackets in turbulent jets. Phys. Rev. Fluids 2, 094605.10.1103/PhysRevFluids.2.094605Google Scholar
Sengupta, T. K., Haider, S. I., Parvathi, M. K. & Pallavi, G. 2015 Enstrophy-based proper orthogonal decomposition for reduced-order modeling of flow past a cylinder. Phys. Rev. E 91 (4), 043303.Google Scholar
Sipp, D. & Schmid, P. J. 2016 Linear closed-loop control of fluid instabilities and noise-induced perturbations: A review of approaches and tools. Appl. Mech. Rev. 68 (2), 020801.10.1115/1.4033345Google Scholar
Sirovich, L. 1987 Turbulence and the dynamics of coherent structures. Part I: coherent structures. Q. Appl. Maths 45 (3), 561571.10.1090/qam/910462Google Scholar
Tadmor, G., Lehmann, O., Noack, B. R., Cordier, L., Delville, J., Bonnet, J.-P. & Morzyński, M. 2011 Reduced order models for closed-loop wake control. Phil. Trans. R. Soc. Lond. A 369 (1940), 15131524.10.1098/rsta.2010.0367Google Scholar
Tadmor, G., Lehmann, O., Noack, B. R. & Morzyński, M. 2010 Mean field representation of the natural and actuated cylinder wake. Phys. Fluids 22 (3), 034102.10.1063/1.3298960Google Scholar
Takens, F. 1981 Detecting strange attractors in turbulence. Dynamical Systems and Turbulence, Warwick 1980. pp. 366381. Springer.10.1007/BFb0091924Google Scholar
Tibshirani, R. 1996 Regression shrinkage and selection via the lasso. J. R. Statist. Soc. B 58, 267288.Google Scholar
Tu, J. H., Griffin, J., Hart, A., Rowley, C. W., Cattafesta, L. N. & Ukeiley, L. S. 2013 Integration of non-time-resolved piv and time-resolved velocity point sensors for dynamic estimation of velocity fields. Exp. Fluids 54 (2), 1429.10.1007/s00348-012-1429-7Google Scholar
Tu, J. H., Rowley, C. W., Luchtenburg, D. M., Brunton, S. L. & Kutz, J. N. 2014 On dynamic mode decomposition: theory and applications. J. Comput. Dyn. 1 (2), 391421.10.3934/jcd.2014.1.391Google Scholar
Ukeiley, L., Cordier, L., Manceau, R., Delville, J., Bonnet, J. P. & Glauser, M. 2001 Examination of large-scale structures in a turbulent plane mixing layer. Part 2. Dynamical systems model. J. Fluid Mech. 441, 61108.10.1017/S0022112001004803Google Scholar
Wang, W. X., Yang, R., Lai, Y. C., Kovanis, V. & Grebogi, C. 2011 Predicting catastrophes in nonlinear dynamical systems by compressive sensing. Phys. Rev. Lett. 106, 154101, 1–4.10.1103/PhysRevLett.106.154101Google Scholar
Weare, B. C. & Nasstrom, J. N. 1982 Examples of extended empirical orthogonal function analyses. Mon. Weath. Rev. 110, 784812.10.1175/1520-0493(1982)110<0481:EOEEOF>2.0.CO;22.0.CO;2>Google Scholar
Wei, M. & Rowley, C. W. 2009 Low-dimensional models of a temporally evolving free shear layer. J. Fluid Mech. 618, 113134.10.1017/S0022112008004539Google Scholar
Wiener, N. 1948 Cybernetics or Control and Communication in the Animal and the Machine, 1st edn. MIT Press.Google Scholar
Williams, M. O., Kevrekidis, I. G. & Rowley, C. W. 2015 A data-driven approximation of the Koopman operator: extending dynamic mode decomposition. J. Nonlinear Sci. 25 (6), 13071346.10.1007/s00332-015-9258-5Google Scholar
Zebib, A. 1987 Stability of viscous flow past a circular cylinder. J. Engng Maths 21 (2), 155165.10.1007/BF00127673Google Scholar
Zhang, H.-Q., Fey, U., Noack, B. R., König, M. & Eckelmann, H. 1995 On the transition of the cylinder wake. Phys. Fluids 7 (4), 779794.10.1063/1.868601Google Scholar
Zhang, W., Wang, B., Ye, Z. & Quan, J. 2012 Efficient method for limit cycle flutter analysis based on nonlinear aerodynamic reduced-order models. AIAA J. 50 (5), 10191028.10.2514/1.J050581Google Scholar
Zhang, Z. J. & Duraisamy, K. 2015 Machine learning methods for data-driven turbulence modeling. In 22nd AIAA Computational Fluid Dynamics Conference, p. 2460. AIAA.Google Scholar