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Stochastic dynamical systems with continuous symmetries arise commonly in nature and often give rise to coherent spatio-temporal patterns. However, because of their random locations, these patterns are not well captured by current order reduction techniques and a large number of modes is typically necessary for an accurate solution. In this work, we introduce a new methodology for efficient order reduction of such systems by combining (i) the method of slices, a symmetry reduction tool, with (ii) any standard order reduction technique, resulting in efficient mixed symmetry-dimensionality reduction schemes. In particular, using the Dynamically Orthogonal (DO) equations in the second step, we obtain a novel nonlinear Symmetry-reduced Dynamically Orthogonal (SDO) scheme. We demonstrate the performance of the SDO scheme on stochastic solutions of the 1D Korteweg-de Vries and 2D Navier-Stokes equations.
This short review describes mathematical techniques for statistical analysis and prediction in dynamical systems. Two problems are discussed, namely (i) the supervised learning problem of forecasting the time evolution of an observable under potentia
We investigate the capability of neural network-based model order reduction, i.e., autoencoder (AE), for fluid flows. As an example model, an AE which comprises of a convolutional neural network and multi-layer perceptrons is considered in this study
Network systems consist of subsystems and their interconnections, and provide a powerful framework for analysis, modeling and control of complex systems. However, subsystems may have high-dimensional dynamics, and the amount and nature of interconnec
We study the non-Markovian random continuous processes described by the Mori-Zwanzig equation. As a starting point, we use the Markovian Gaussian Ornstein-Uhlenbeck process and introduce an integral memory term depending on the past of the process in
We study the problem of predicting rare critical transition events for a class of slow-fast nonlinear dynamical systems. The state of the system of interest is described by a slow process, whereas a faster process drives its evolution and induces cri