No Arabic abstract
In the development of model predictive controllers for PDE-constrained problems, the use of reduced order models is essential to enable real-time applicability. Besides local linearization approaches, Proper Orthogonal Decomposition (POD) has been most widely used in the past in order to derive such models. Due to the huge advances concerning both theory as well as the numerical approximation, a very promising alternative based on the Koopman operator has recently emerged. In this chapter, we present two control strategies for model predictive control of nonlinear PDEs using data-efficient approximations of the Koopman operator. In the first one, the dynamic control system is replaced by a small number of autonomous systems with different yet constant inputs. The control problem is consequently transformed into a switching problem. In the second approach, a bilinear surrogate model, is obtained via linear interpolation between two of these autonomous systems. Using a recent convergence result for Extended Dynamic Mode Decomposition (EDMD), convergence to the true optimum can be proved. We study the properties of these two strategies with respect to solution quality, data requirements, and complexity of the resulting optimization problem using the 1D Burgers Equation and the 2D Navier-Stokes Equations as examples. Finally, an extension for online adaptivity is presented.
In many applications, and in systems/synthetic biology, in particular, it is desirable to compute control policies that force the trajectory of a bistable system from one equilibrium (the initial point) to another equilibrium (the target point), or in other words to solve the switching problem. It was recently shown that, for monotone bistable systems, this problem admits easy-to-implement open-loop solutions in terms of temporal pulses (i.e., step functions of fixed length and fixed magnitude). In this paper, we develop this idea further and formulate a problem of convergence to an equilibrium from an arbitrary initial point. We show that this problem can be solved using a static optimization problem in the case of monotone systems. Changing the initial point to an arbitrary state allows to build closed-loop, event-based or open-loop policies for the switching/convergence problems. In our derivations we exploit the Koopman operator, which offers a linear infinite-dimensional representation of an autonomous nonlinear system. One of the main advantages of using the Koopman operator is the powerful computational tools developed for this framework. Besides the presence of numerical solutions, the switching/convergence problem can also serve as a building block for solving more complicated control problems and can potentially be applied to non-monotone systems. We illustrate this argument on the problem of synchronizing cardiac cells by defibrillation. Potentially, our approach can be extended to problems with different parametrizations of control signals since the only fundamental limitation is the finite time application of the control signal.
We present a new framework for optimal and feedback control of PDEs using Koopman operator-based reduced order models (K-ROMs). The Koopman operator is a linear but infinite-dimensional operator which describes the dynamics of observables. A numerical approximation of the Koopman operator therefore yields a linear system for the observation of an autonomous dynamical system. In our approach, by introducing a finite number of constant controls, the dynamic control system is transformed into a set of autonomous systems and the corresponding optimal control problem into a switching time optimization problem. This allows us to replace each of these systems by a K-ROM which can be solved orders of magnitude faster. By this approach, a nonlinear infinite-dimensional control problem is transformed into a low-dimensional linear problem. In situations where the Koopman operator can be computed exactly using Extended Dynamic Mode Decomposition (EDMD), the proposed approach yields optimal control inputs. Furthermore, a recent convergence result for EDMD suggests that the approach can be applied to more complex dynamics as well. To illustrate the results, we consider the 1D Burgers equation and the 2D Navier--Stokes equations. The numerical experiments show remarkable performance concerning both solution times and accuracy.
Providing efficient and accurate parametrizations for model reduction is a key goal in many areas of science and technology. Here we present a strong link between data-driven and theoretical approaches to achieving this goal. Formal perturbation expansions of the Koopman operator allow us to derive general stochastic parametrizations of weakly coupled dynamical systems. Such parametrizations yield a set of stochastic integro-differential equations with explicit noise and memory kernel formulas to describe the effects of unresolved variables. We show that the perturbation expansions involved need not be truncated when the coupling is additive. The unwieldy integro-differential equations can be recast as a simpler multilevel Markovian model, and we establish an intuitive connection with a generalized Langevin equation. This connection helps setting up a parallelism between the top-down, equations-based methodology herein and the well-established empirical model reduction (EMR) methodology that has been shown to provide efficient dynamical closures to partially observed systems. Hence, our findings support, on the one hand, the physical basis and robustness of the EMR methodology and, on the other hand, illustrate the practical relevance of the perturbative expansion used for deriving the parametrizations.
In recent years, the success of the Koopman operator in dynamical systems analysis has also fueled the development of Koopman operator-based control frameworks. In order to preserve the relatively low data requirements for an approximation via Dynamic Mode Decomposition, a quantization approach was recently proposed in [Peitz & Klus, Automatica 106, 2019]. This way, control of nonlinear dynamical systems can be realized by means of switched systems techniques, using only a finite set of autonomous Koopman operator-based reduced models. These individual systems can be approximated very efficiently from data. The main idea is to transform a control system into a set of autonomous systems for which the optimal switching sequence has to be computed. In this article, we extend these results to continuous control inputs using relaxation. This way, we combine the advantages of the data efficiency of approximating a finite set of autonomous systems with continuous controls. We show that when using the Koopman generator, this relaxation --- realized by linear interpolation between two operators --- does not introduce any error for control affine systems. This allows us to control high-dimensional nonlinear systems using bilinear, low-dimensional surrogate models. The efficiency of the proposed approach is demonstrated using several examples with increasing complexity, from the Duffing oscillator to the chaotic fluidic pinball.
Methods for constructing causal linear models from nonlinear dynamical systems through lifting linearization underpinned by Koopman operator and physical system modeling theory are presented. Outputs of a nonlinear control system, called observables, may be functions of state and input, $phi(x,u)$. These input-dependent observables cannot be used for lifting the system because the state equations in the augmented space contain the time derivatives of input and are therefore anticausal. Here, the mechanism of creating anticausal observables is examined, and two methods for solving the causality problem in lifting linearization are presented. The first method is to replace anticausal observables by their integral variables $phi^*$, and lift the dynamics with $phi^*$, so that the time derivative of $phi^*$ does not include the time derivative of input. The other method is to alter the original physical model by adding a small inertial element, or a small capacitive element, so that the systems causal relationship changes. These augmented dynamics alter the signal path from the input to the anticausal observable so that the observables are not dependent on inputs. Numerical simulations validate the effectiveness of the methods.