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Register a new userReduced-Order Models for Coupled Dynamical Systems: Data-driven Methods and the Koopman Operator
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Added by
Manuel Santos Guti\\'errez
Publication date
2020
fields
Physics
and research's language is
English
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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.
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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.
The goal of response theory, in each of its many statistical mechanical formulations, is to predict the perturbed response of a system from the knowledge of the unperturbed state and of the applied perturbation. A new recent angle on the problem focuses on providing a method to perform predictions of the change in one observable of the system by using the change in a second observable as a surrogate for the actual forcing. Such a viewpoint tries to address the very relevant problem of causal links within complex system when only incomplete information is available. We present here a method for quantifying and ranking the predictive ability of observables and use it to investigate the response of a paradigmatic spatially extended system, the Lorenz 96 model. We perturb locally the system and we then study to what extent a given local observable can predict the behaviour of a separate local observable. We show that this approach can reveal insights on the way a signal propagates inside the system. We also show that the procedure becomes more efficient if one considers multiple acting forcings and, correspondingly, multiple observables as predictors of the observable of interest.
The Koopman operator allows for handling nonlinear systems through a (globally) linear representation. In general, the operator is infinite-dimensional - necessitating finite approximations - for which there is no overarching framework. Although there are principled ways of learning such finite approximations, they are in many instances overlooked in favor of, often ill-posed and unstructured methods. Also, Koopman operator theory has long-standing connections to known system-theoretic and dynamical system notions that are not universally recognized. Given the former and latter realities, this work aims to bridge the gap between various concepts regarding both theory and tractable realizations. Firstly, we review data-driven representations (both unstructured and structured) for Koopman operator dynamical models, categorizing various existing methodologies and highlighting their differences. Furthermore, we provide concise insight into the paradigms relation to system-theoretic notions and analyze the prospect of using the paradigm for modeling control systems. Additionally, we outline the current challenges and comment on future perspectives.
Koopman operator theory has served as the basis to extract dynamics for nonlinear system modeling and control across settings, including non-holonomic mobile robot control. There is a growing interest in research to derive robustness (and/or safety) guarantees for systems the dynamics of which are extracted via the Koopman operator. In this paper, we propose a way to quantify the prediction error because of noisy measurements when the Koopman operator is approximated via Extended Dynamic Mode Decomposition. We further develop an enhanced robot control strategy to endow robustness to a class of data-driven (robotic) systems that rely on Koopman operator theory, and we show how part of the strategy can happen offline in an effort to make our algorithm capable of real-time implementation. We perform a parametric study to evaluate the (theoretical) performance of the algorithm using a Van der Pol oscillator and conduct a series of simulated experiments in Gazebo using a non-holonomic wheeled robot.
Starting from measured data, we develop a method to compute the fine structure of the spectrum of the Koopman operator with rigorous convergence guarantees. The method is based on the observation that, in the measure-preserving ergodic setting, the moments of the spectral measure associated to a given observable are computable from a single trajectory of this observable. Having finitely many moments available, we use the classical Christoffel-Darboux kernel to separate the atomic and absolutely continuous parts of the spectrum, supported by convergence guarantees as the number of moments tends to infinity. In addition, we propose a technique to detect the singular continuous part of the spectrum as well as two methods to approximate the spectral measure with guaranteed convergence in the weak topology, irrespective of whether the singular continuous part is present or not. The proposed method is simple to implement and readily applicable to large-scale systems since the computational complexity is dominated by inverting an $Ntimes N$ Hermitian positive-definite Toeplitz matrix, where $N$ is the number of moments, for which efficient and numerically stable algorithms exist; in particular, the complexity of the approach is independent of the dimension of the underlying state-space. We also show how to compute, from measured data, the spectral projection on a given segment of the unit circle, allowing us to obtain a finite-dimensional approximation of the operator that explicitly takes into account the point and continuous parts of the spectrum. Finally, we describe a relationship between the proposed method and the so-called Hankel Dynamic Mode Decomposition, providing new insights into the behavior of the eigenvalues of the Hankel DMD operator. A number of numerical examples illustrate the approach, including a study of the spectrum of the lid-driven two-dimensional cavity flow.
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