arXiv subjects

Benjamin Sanderse

Publications and source records attributed to Benjamin Sanderse.

31 records · Page 2Linked to original sources

arXiv2023

Comparison of neural closure models for discretised PDEs

Neural closure models have recently been proposed as a method for efficiently approximating small scales in multiscale systems with neural networks. The choice of loss function and associated training procedure has a large effect on the accuracy and stability of the resulting neural closure model. In this work, we systematically compare three distinct procedures: "derivative fitting", "trajectory fitting" with discretise-then-optimise, and "trajectory fitting" with optimise-then-discretise. Derivative fitting is conceptually the simplest and computationally the most efficient approach and is found to perform reasonably well on one of the test problems (Kuramoto-Sivashinsky) but poorly on the other (Burgers). Trajectory fitting is computationally more expensive but is more robust and is therefore the preferred approach. Of the two trajectory fitting procedures, the discretise-then-optimise approach produces more accurate models than the optimise-then-discretise approach. While the optimise-then-discretise approach can still produce accurate models, care must be taken in choosing the length of the trajectories used for training, in order to train the models on long-term behaviour while still producing reasonably accurate gradients during training. Two existing theorems are interpreted in a novel way that gives insight into the long-term accuracy of a neural closure model based on how accurate it is in the short term.

cs.LG↗

arXiv2023

Structure-Preserving Hyper-Reduction and Temporal Localization for Reduced Order Models of Incompressible Flows

A novel hyper-reduction method is proposed that conserves kinetic energy and momentum for reduced order models of the incompressible Navier-Stokes equations. The main advantage of conservation of kinetic energy is that it endows the hyper-reduced order model (hROM) with a nonlinear stability property. The new method poses the discrete empirical interpolation method (DEIM) as a minimization problem and subsequently imposes constraints to conserve kinetic energy. Two methods are proposed to improve the robustness of the new method against error accumulation: oversampling and Mahalanobis regularization. Mahalanobis regularization has the benefit of not requiring additional measurement points. Furthermore, a novel method is proposed to perform structure-preserving temporal localization with the principle interval decomposition: new interface conditions are derived such that energy and momentum are conserved for a full time-integration instead of only during separate intervals. The performance of the new structure-preserving hyper-reduction methods and the structure-preserving temporal localization method is analysed using two convection-dominated test cases; a shear-layer roll-up and two-dimensional homogeneous isotropic turbulence. It is found that both Mahalanobis regularization and oversampling allow hyper-reduction of these test cases. Moreover, the Mahalanobis regularization provides comparable robustness while being more efficient than oversampling.

physics.flu-dyn↗

arXiv2023

Optimal Control for Wind Turbine Wake Mixing on Floating Platforms

Dynamic induction control is a wind farm flow control strategy that utilises wind turbine thrust variations to accelerate breakdown of the aerodynamic wake and improve downstream turbine performance. However, when floating wind turbines are considered, additional dynamics and challenges appear that make optimal control difficult. In this work, we propose an adjoint optimisation framework for non-linear economic model-predictive control, which utilises a novel coupling of an existing aerodynamic wake model to floating platform hydrodynamics. Analysis of the frequency response for the coupled model shows that it is possible to achieve wind turbine thrust variations without inducing large motion of the rotor. Using economic model-predictive control, we find dynamic induction results that lead to an improvement of 7% over static induction control, where the dynamic controller stimulates wake breakdown with only small variations in rotor displacement. This novel model formulation provides a starting point for the adaptation of dynamic wind farm flow control strategies for floating wind turbines.

math.OC↗

arXiv2022

No pressure? Energy-consistent ROMs for the incompressible Navier-Stokes equations with time-dependent boundary conditions

This work presents a novel reduced-order model (ROM) for the incompressible Navier-Stokes equations with time-dependent boundary conditions. This ROM is velocity-only, i.e. the simulation of the velocity does not require the computation of the pressure, and preserves the structure of the kinetic energy evolution. The key ingredient of the novel ROM is a decomposition of the velocity into a field with homogeneous boundary conditions and a lifting function that satisfies the mass equation with the prescribed inhomogeneous boundary conditions. This decomposition is inspired by the Helmholtz-Hodge decomposition and exhibits orthogonality of the two components. This orthogonality is crucial to preserve the structure of the kinetic energy evolution. To make the evaluation of the lifting function efficient, we propose a novel method that involves an explicit approximation of the boundary conditions with POD modes, while preserving the orthogonality of the velocity decomposition and thus the structure of the kinetic energy evolution. We show that the proposed velocity-only ROM is equivalent to a velocity-pressure ROM, i.e., a ROM that simulates both velocity and pressure. This equivalence can be generalized to other existing velocity-pressure ROMs and reveals valuable insights in their behaviour. Numerical experiments on test cases with inflow-outflow boundary conditions confirm the correctness and efficiency of the new ROM, and the equivalence with the velocity-pressure formulation.

math.NA↗

arXiv2022

Adjoint Optimisation for Wind Farm Flow Control with a Free-Vortex Wake Model

Wind farm flow control aims to improve wind turbine performance by reducing aerodynamic wake interaction between turbines. Dynamic, physics-based models of wind farm flows have been essential for exploring control strategies such as wake redirection and dynamic induction control. Free vortex methods can provide a computationally efficient way to model wind turbine wake dynamics for control optimisation. We present a control-oriented free-vortex wake model of a 2D and 3D actuator disc to represent wind turbine wakes. The novel derivation of the discrete adjoint equations allows efficient gradient evaluation for gradient-based optimisation in an economic model-predictive control algorithm. Initial results are presented for mean power maximisation in a two-turbine case study. An induction control signal is found using the 2D model that is roughly periodic and supports previous results on dynamic induction control to stimulate wake mixing. The 3D model formulation effectively models a curled wake under yaw misalignment. Under time-varying wind direction, the optimisation finds solutions demonstrating both wake steering and a smooth transition to greedy control. The free-vortex wake model with gradient information shows potential for efficient optimisation and provides a promising way to further explore dynamic wind farm flow control.

eess.SY↗

arXiv2022

Markov Chain Generative Adversarial Neural Networks for Solving Bayesian Inverse Problems in Physics Applications

In the context of solving inverse problems for physics applications within a Bayesian framework, we present a new approach, Markov Chain Generative Adversarial Neural Networks (MCGANs), to alleviate the computational costs associated with solving the Bayesian inference problem. GANs pose a very suitable framework to aid in the solution of Bayesian inference problems, as they are designed to generate samples from complicated high-dimensional distributions. By training a GAN to sample from a low-dimensional latent space and then embedding it in a Markov Chain Monte Carlo method, we can highly efficiently sample from the posterior, by replacing both the high-dimensional prior and the expensive forward map. We prove that the proposed methodology converges to the true posterior in the Wasserstein-1 distance and that sampling from the latent space is equivalent to sampling in the high-dimensional space in a weak sense. The method is showcased on two test cases where we perform both state and parameter estimation simultaneously. The approach is shown to be up to two orders of magnitude more accurate than alternative approaches while also being up to two orders of magnitude computationally faster, in multiple test cases, including the important engineering setting of detecting leaks in pipelines.

math.NA↗

arXiv2022

Momentum-conserving ROMs for the incompressible Navier-Stokes equations

Projection-based model order reduction of an ordinary differential equation (ODE) results in a projected ODE. Based on this ODE, an existing reduced-order model (ROM) for finite volume discretizations satisfies the underlying conservation law over arbitrarily chosen subdomains. However, this ROM does not satisfy the projected ODE exactly but introduces an additional perturbation term. In this work, we propose a novel ROM with the same subdomain conservation properties which indeed satisfies the projected ODE exactly. We apply this ROM to the incompressible Navier-Stokes equations and show with regard to the mass equation how the novel ROM can be constructed to satisfy algebraic constraints. Furthermore, we show that the resulting mass-conserving ROM allows us to derive kinetic energy conservation and consequently nonlinear stability, which was not possible for the existing ROM due to the presence of the perturbation term.

math.NA↗

arXiv2022

Learning filtered discretization operators: non-intrusive versus intrusive approaches

Simulating multi-scale phenomena such as turbulent fluid flows is typically computationally very expensive. Filtering the smaller scales allows for using coarse discretizations, however, this requires closure models to account for the effects of the unresolved on the resolved scales. The common approach is to filter the continuous equations, but this gives rise to several commutator errors due to nonlinear terms, non-uniform filters, or boundary conditions. We propose a new approach to filtering, where the equations are discretized first and then filtered. For a non-uniform filter applied to the linear convection equation, we show that the discretely filtered convection operator can be inferred using three methods: intrusive (`explicit reconstruction') or non-intrusive operator inference, either via `derivative fitting' or `trajectory fitting' (embedded learning). We show that explicit reconstruction and derivative fitting identify a similar operator and produce small errors, but that trajectory fitting requires significant effort to train to achieve similar performance. However, the explicit reconstruction approach is more prone to instabilities.

cs.CE↗

arXiv2021

Reduced order models for the incompressible Navier-Stokes equations on collocated grids using a 'discretize-then-project' approach

A novel reduced order model (ROM) for incompressible flows is developed by performing a Galerkin projection based on a fully (space and time) discrete full order model (FOM) formulation. This 'discretize-then-project' approach requires no pressure stabilization technique (even though the pressure term is present in the ROM) nor a boundary control technique (to impose the boundary conditions at the ROM level). These are two main advantages compared to existing approaches. The fully discrete FOM is obtained by a finite volume discretization of the incompressible Navier-Stokes equations on a collocated grid, with a forward Euler time discretization. Two variants of the time discretization method, the inconsistent and consistent flux method, have been investigated. The latter leads to divergence-free velocity fields, also on the ROM level, whereas the velocity fields are only approximately divergence-free in the former method. For both methods, accurate results have been obtained for test cases with different types of boundary conditions: a lid-driven cavity and an open-cavity (with an inlet and outlet). The ROM obtained with the consistent flux method, having divergence-free velocity fields, is slightly more accurate but also slightly more expensive to solve compared to the inconsistent flux method. The speedup ratio of the ROM and FOM computation times is the highest for the open cavity test case with the inconsistent flux method.

physics.flu-dyn↗

arXiv2020

Multi-level neural networks for PDEs with uncertain parameters

A novel multi-level method for partial differential equations with uncertain parameters is proposed. The principle behind the method is that the error between grid levels in multi-level methods has a spatial structure that is by good approximation independent of the actual grid level. Our method learns this structure by employing a sequence of convolutional neural networks, that are well-suited to automatically detect local error features as latent quantities of the solution. Furthermore, by using the concept of transfer learning, the information of coarse grid levels is reused on fine grid levels in order to minimize the required number of samples on fine levels. The method outperforms state-of-the-art multi-level methods, especially in the case when complex PDEs (such as single-phase and free-surface flow problems) are concerned, or when high accuracy is required.

math.NA↗

arXiv2019

PDE/PDF-informed adaptive sampling for efficient non-intrusive surrogate modelling

A novel refinement measure for non-intrusive surrogate modelling of partial differential equations (PDEs) with uncertain parameters is proposed. Our approach uses an empirical interpolation procedure, where the proposed refinement measure is based on a PDE residual and probability density function of the uncertain parameters, and excludes parts of the PDE solution that are not used to compute the quantity of interest. The PDE residual used in the refinement measure is computed by using all the partial derivatives that enter the PDE separately. The proposed refinement measure is suited for efficient parametric surrogate construction when the underlying PDE is known, even when the parameter space is non-hypercube, and has no restrictions on the type of the discretisation method. Therefore, we are not restricted to conventional discretisation techniques, e.g., finite elements and finite volumes, and the proposed method is shown to be effective when used in combination with recently introduced neural network PDE solvers. We present several numerical examples with increasing complexity that demonstrate accuracy, efficiency and generality of the method.

math.NA↗

arXiv2019

Constraint-consistent Runge-Kutta methods for one-dimensional incompressible multiphase flow

New time integration methods are proposed for simulating incompressible multiphase flow in pipelines described by the one-dimensional two-fluid model. The methodology is based on 'half-explicit' Runge-Kutta methods, being explicit for the mass and momentum equations and implicit for the volume constraint. These half-explicit methods are constraint-consistent, i.e., they satisfy the hidden constraints of the two-fluid model, namely the volumetric flow (incompressibility) constraint and the Poisson equation for the pressure. A novel analysis shows that these hidden constraints are present in the continuous, semi-discrete, and fully discrete equations. Next to constraint-consistency, the new methods are conservative: the original mass and momentum equations are solved, and the proper shock conditions are satisfied; efficient: the implicit constraint is rewritten into a pressure Poisson equation, and the time step for the explicit part is restricted by a CFL condition based on the convective wave speeds; and accurate: achieving high order temporal accuracy for all solution components (masses, velocities, and pressure). High-order accuracy is obtained by constructing a new third order Runge-Kutta method that satisfies the additional order conditions arising from the presence of the constraint in combination with time-dependent boundary conditions. Two test cases (Kelvin-Helmholtz instabilities in a pipeline and liquid sloshing in a cylindrical tank) show that for time-independent boundary conditions the half-explicit formulation with a classic fourth-order Runge-Kutta method accurately integrates the two-fluid model equations in time while preserving all constraints. A third test case (ramp-up of gas production in a multiphase pipeline) shows that our new third order method is preferred for cases featuring time-dependent boundary conditions.

math.NA↗

arXiv2018

An adaptive minimum spanning tree multi-element method for uncertainty quantification of smooth and discontinuous responses

A novel approach for non-intrusive uncertainty propagation is proposed. Our approach overcomes the limitation of many traditional methods, such as generalised polynomial chaos methods, which may lack sufficient accuracy when the quantity of interest depends discontinuously on the input parameters. As a remedy we propose an adaptive sampling algorithm based on minimum spanning trees combined with a domain decomposition method based on support vector machines. The minimum spanning tree determines new sample locations based on both the probability density of the input parameters and the gradient in the quantity of interest. The support vector machine efficiently decomposes the random space in multiple elements, avoiding the appearance of Gibbs phenomena near discontinuities. On each element, local approximations are constructed by means of least orthogonal interpolation, in order to produce stable interpolation on the unstructured sample set. The resulting minimum spanning tree multi-element method does not require initial knowledge of the behaviour of the quantity of interest and automatically detects whether discontinuities are present. We present several numerical examples that demonstrate accuracy, efficiency and generality of the method.

math.NA↗