An Efficient Data-Driven Multiscale Stochastic Reduced Order Modeling Framework for Complex Systems

Changhong Mou; Nan Chen; Traian Iliescu

Home/Archive/arXiv

arXiv · 2203.11438

An Efficient Data-Driven Multiscale Stochastic Reduced Order Modeling Framework for Complex Systems

Changhong Mou·Nan Chen·Traian Iliescu

View original source ↗Read source document ↗Export metadata ↓

Abstract

Suitable reduced order models (ROMs) are computationally efficient tools in characterizing key dynamical and statistical features of nature. In this paper, a systematic multiscale stochastic ROM framework is developed for complex systems with strong chaotic or turbulent behavior. The new ROMs are fundamentally different from the traditional Galerkin ROM (G-ROM) or those deterministic ROMs that aim at minimizing the path-wise errors and applying mainly to laminar systems. Here, the new ROM focuses on recovering the large-scale dynamics to the maximum extent while it also exploits cheap but effective conditional linear functions as the closure terms to capture the statistical features of the medium-scale variables and its feedback to the large scales. In addition, physics constraints are incorporated into the new ROM. One unique feature of the resulting ROM is that it facilitates an efficient and accurate scheme for nonlinear data assimilation, the solution of which is provided by closed analytic formulae. Such an analytic solvable data assimilation solution significantly accelerates the computational efficiency and allows the new ROM to avoid many potential numerical and sampling issues in recovering the unobserved states from partial observations. The overall model calibration is efficient and systematic via explicit mathematical formulae. The new ROM framework is applied to complex nonlinear systems, in which the intrinsic turbulent behavior is either triggered by external random forcing or deterministic nonlinearity. It is shown that the new ROM significantly outperforms the G-ROM in both scenarios in terms of reproducing the dynamical and statistical features as well as recovering unobserved states via the associated efficient data assimilation scheme.

Explore related subjects

physics.comp-ph cs.NA math.NA

Keep this discovery

BibTeX RIS

Changhong Mou, Nan Chen, Traian Iliescu. 2022-03-22. An Efficient Data-Driven Multiscale Stochastic Reduced Order Modeling Framework for Complex Systems. https://arxiv.org/abs/2203.11438

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

arXiv2026

A Geometrically Parameterized Quasi-Stationary 3D Model for High-Frequency Induction Tube Welding

A three-dimensional multiphysics finite element framework for the simulation of high-frequency induction welding of tubes is presented. The model couples a time-harmonic magnetic scalar potential formulation with a stabilized quasi-stationary advection-diffusion heat transport equation, enabling accurate prediction of electromagnetic and thermal fields under industrial operating conditions. The framework incorporates parameterized geometry generation and semi-automated, physics-tailored mesh construction and is implemented using the open-source tools GetDP and Gmsh. Validation against measurements from a commercial induction welding line for AISI 304 stainless steel tubes demonstrates good agreement with operating data. The validated model is subsequently applied to investigate the influence of impeder material by comparing a conventional FeNiZnV ferrite with the soft magnetic composite Ferrotron 559H for the induction welding of AISI 304 stainless steel tubes.

physics.comp-ph↗

arXiv2026

Stress-Testing Dynamical and Generative Downscaling Using Subseasonal Extreme Precipitation Forecasts

Coarse spatial resolution limits the ability of subseasonal prediction models to resolve extreme precipitation. Downscaling with either dynamical or deep generative models can overcome this issue, but the comparative performance of these models for extremes across different atmospheric regimes remains poorly understood. In this work, we evaluate the Weather Research and Forecasting (WRF) model against a diffusion-based generative model by downscaling two physically distinct, extreme precipitation events up to lead times of 3 weeks. For a fair comparison with WRF, which can downscale boundary conditions from different driving models without model-specific training, the diffusion model is trained in an unpaired fashion. Both approaches improve upon the raw European Centre for Medium-Range Weather Forecasts forecasts, in comparison to fused rain gauge-radar observations in Switzerland (CombiPrecip), but exhibit regime-dependent strengths. WRF achieves the highest probabilistic skill for a multicell, non-stationary event. Conversely, the diffusion model is more consistent across different performance metrics for the two events, outperforming WRF in a more stationary supercell event. These results demonstrate that explicit dynamical modeling can add value for specific precipitation events for subseasonal lead times, and that generative downscaling adds value more broadly in different situations.

physics.comp-ph↗

arXiv2026

Nonlinear flame describing function and mean shift kinematics of slit flames under combined axial-transverse forcing

This study investigates the nonlinear kinematics of a premixed slit flame using a two-dimensional $G$-equation level-set framework. Results show that combined forcing induces nonlinear saturation in the FDF, characterized by early gain flattening and premature phase drops, which intensify with the transverse forcing amplitude. Kinematic analysis reveals that this geometric nonlinearity manifests as a reduction in the time-averaged flame height, defined as the mean shift. In the quasi-steady limit, this mean shift is analytically quantified via a multivariate asymptotic expansion, where fourth-order terms successfully capture the saturation mechanism at elevated amplitudes. By introducing a scaling parameter to account for transverse dominance, the frequency-dependent decay of the mean shift in the compact limit collapses onto a single master curve, enabling the derivation of a unified theoretical model that integrates this asymptotic response with a second-order low-pass filter. Furthermore, because the mean shift reduces the physical extent of the flame, it alters the wrinkle propagation time. Correcting the Strouhal number using the measured mean shift collapses the dispersed nonlinear FDF curves onto the linear theory prediction. The analysis is further extended to disturbances convected at a finite speed, for which the linear transfer function is derived analytically and the correction with the measured mean shift continues to collapse the nonlinear FDF. These findings establish that the nonlinear FDF behavior under multidimensional forcing is fundamentally governed by the kinematic mean shift, providing a theoretical baseline for decoupling geometric nonlinearities from other thermo-diffusive or hydrodynamic instabilities in turbulent flames.

physics.comp-ph↗