arXiv subjects

Boris Kramer

Publications and source records attributed to Boris Kramer.

At least 37 records · Page 2Linked to original sources

arXiv2024

Anti-symmetric and Positivity Preserving Formulation of a Spectral Method for Vlasov-Poisson Equations

We analyze the anti-symmetric properties of a spectral discretization for the one-dimensional Vlasov-Poisson equations. The discretization is based on a spectral expansion in velocity with the symmetrically weighted Hermite basis functions, central finite differencing in space, and an implicit Runge Kutta integrator in time. The proposed discretization preserves the anti-symmetric structure of the advection operator in the Vlasov equation, resulting in a stable numerical method. We apply such discretization to two formulations: the canonical Vlasov-Poisson equations and their continuously transformed square-root representation. The latter preserves the positivity of the particle distribution function. We derive analytically the conservation properties of both formulations, including particle number, momentum, and energy, which are verified numerically on the following benchmark problems: manufactured solution, linear and nonlinear Landau damping, two-stream instability, bump-on-tail instability, and ion-acoustic wave.

math.NA↗

arXiv2024

Computing Solutions to the Polynomial-Polynomial Regulator Problem

We consider the optimal regulation problem for nonlinear control-affine dynamical systems. Whereas the linear-quadratic regulator (LQR) considers optimal control of a linear system with quadratic cost function, we study polynomial systems with polynomial cost functions; we call this problem the polynomial-polynomial regulator (PPR). The resulting polynomial feedback laws provide two potential improvements over linear feedback laws: 1) they more accurately approximate the optimal control law, resulting in lower control costs, and 2) for some problems they can provide a larger region of stabilization. We derive explicit formulas -- and a scalable, general purpose software implementation -- for computing the polynomial approximation to the value function that solves the optimal control problem. The method is illustrated first on a low-dimensional aircraft stall stabilization example, for which PPR control recovers the aircraft from more severe stall conditions than LQR control. Then we demonstrate the scalability of the approach on a semidiscretization of dimension $n=129$ of a partial differential equation, for which the PPR control reduces the control cost by approximately 75% compared to LQR for the initial condition of interest.

math.OC↗

arXiv2024

Scalable computation of input-normal/output-diagonal balanced realization for control-affine polynomial systems

We present a scalable tensor-based approach to computing input-normal/output-diagonal nonlinear balancing transformations for control-affine systems with polynomial nonlinearities. This transformation is necessary to determine the states that can be truncated when forming a reduced-order model. Given a polynomial representation for the controllability and observability energy functions, we derive the explicit equations to compute a polynomial transformation to induce input-normal/output-diagonal structure in the energy functions in the transformed coordinates. The transformation is computed degree-by-degree, similar to previous Taylor-series approaches in the literature. However, unlike previous works, we provide a detailed analysis of the transformation equations in Kronecker product form to enable a scalable implementation. We derive the explicit algebraic structure for the equations, present rigorous analyses for the solvability and algorithmic complexity of those equations, and provide general purpose open-source software implementations for the proposed algorithms to stimulate broader use of nonlinear balanced truncation model. We demonstrate that with our efficient implementation, computing the nonlinear transformation is approximately as expensive as computing the energy functions.

math.OC↗

arXiv2024

Scalable Computation of $\mathcal{H}_\infty$ Energy Functions for Polynomial Control-Affine Systems

We present a scalable approach to computing nonlinear balancing energy functions for control-affine systems with polynomial nonlinearities. Al'brekht's power-series method is used to solve the Hamilton-Jacobi-Bellman equations for polynomial approximations to the energy functions. The contribution of this article lies in the numerical implementation of the method based on the Kronecker product, enabling scalability to over 1000 state dimensions. The tensor structure and symmetries arising from the Kronecker product representation are key to the development of efficient and scalable algorithms. We derive the explicit algebraic structure for the equations, present rigorous theory for the solvability and algorithmic complexity of those equations, and provide general purpose open-source software implementations for the proposed algorithms. The method is illustrated on two simple academic models, followed by a high-dimensional semidiscretized PDE model of dimension as large as $n=1080$.

math.OC↗

arXiv2024

Scalable Computation of $\mathcal{H}_\infty$ Energy Functions for Polynomial Drift Nonlinear Systems

This paper presents a scalable tensor-based approach to computing controllability and observability-type energy functions for nonlinear dynamical systems with polynomial drift and linear input and output maps. Using Kronecker product polynomial expansions, we convert the Hamilton-Jacobi-Bellman partial differential equations for the energy functions into a series of algebraic equations for the coefficients of the energy functions. We derive the specific tensor structure that arises from the Kronecker product representation and analyze the computational complexity to efficiently solve these equations. The convergence and scalability of the proposed energy function computation approach is demonstrated on a nonlinear reaction-diffusion model with cubic drift nonlinearity, for which we compute degree 3 energy function approximations in $n=1023$ dimensions and degree 4 energy function approximations in $n=127$ dimensions.

math.OC↗

arXiv2024

Bayesian identification of nonseparable Hamiltonians with multiplicative noise using deep learning and reduced-order modeling

This paper presents a structure-preserving Bayesian approach for learning nonseparable Hamiltonian systems using stochastic dynamic models allowing for statistically-dependent, vector-valued additive and multiplicative measurement noise. The approach is comprised of three main facets. First, we derive a Gaussian filter for a statistically-dependent, vector-valued, additive and multiplicative noise model that is needed to evaluate the likelihood within the Bayesian posterior. Second, we develop a novel algorithm for cost-effective application of Bayesian system identification to high-dimensional systems. Third, we demonstrate how structure-preserving methods can be incorporated into the proposed framework, using nonseparable Hamiltonians as an illustrative system class. We assess the method's performance based on the forecasting accuracy of a model estimated from single-trajectory data. We compare the Bayesian method to a state-of-the-art machine learning method on a canonical nonseparable Hamiltonian model and a chaotic double pendulum model with small, noisy training datasets. The results show that using the Bayesian posterior as a training objective can yield upwards of 724 times improvement in Hamiltonian mean squared error using training data with up to 10% multiplicative noise compared to a standard training objective. Lastly, we demonstrate the utility of the novel algorithm for parameter estimation of a 64-dimensional model of the spatially-discretized nonlinear Schrödinger equation with data corrupted by up to 20% multiplicative noise.

stat.ML↗

arXiv2024

Data-driven Model Reduction for Soft Robots via Lagrangian Operator Inference

Data-driven model reduction methods provide a nonintrusive way of constructing computationally efficient surrogates of high-fidelity models for real-time control of soft robots. This work leverages the Lagrangian nature of the model equations to derive structure-preserving linear reduced-order models via Lagrangian Operator Inference and compares their performance with prominent linear model reduction techniques through an anguilliform swimming soft robot model example with 231,336 degrees of freedom. The case studies demonstrate that preserving the underlying Lagrangian structure leads to learned models with higher predictive accuracy and robustness to unseen inputs.

cs.RO↗

arXiv2024

Increasing certainty in systems biology models using Bayesian multimodel inference

Mathematical models are indispensable to the system biology toolkit for studying the structure and behavior of intracellular signaling networks. A common approach to modeling is to develop a system of equations that encode the known biology using approximations and simplifying assumptions. As a result, the same signaling pathway can be represented by multiple models, each with its set of underlying assumptions, which opens up challenges for model selection and decreases certainty in model predictions. Here, we use Bayesian multimodel inference to develop a framework to increase certainty in systems biology models. Using models of the extracellular regulated kinase (ERK) pathway, we first show that multimodel inference increases predictive certainty and yields predictors that are robust to changes in the set of available models. We then show that predictions made with multimodel inference are robust to data uncertainties introduced by decreasing the measurement duration and reducing the sample size. Finally, we use multimodel inference to identify a new model to explain experimentally measured sub-cellular location-specific ERK activity dynamics. In summary, our framework highlights multimodel inference as a disciplined approach to increasing the certainty of intracellular signaling activity predictions.

q-bio.QM↗

arXiv2024

Global sensitivity analysis with limited data via sparsity-promoting D-MORPH regression: Application to char combustion

In uncertainty quantification, variance-based global sensitivity analysis quantitatively determines the effect of each input random variable on the output by partitioning the total output variance into contributions from each input. However, computing conditional expectations can be prohibitively costly when working with expensive-to-evaluate models. Surrogate models can accelerate this, yet their accuracy depends on the quality and quantity of training data, which is expensive to generate (experimentally or computationally) for complex engineering systems. Thus, methods that work with limited data are desirable. We propose a diffeomorphic modulation under observable response preserving homotopy (D-MORPH) regression to train a polynomial dimensional decomposition surrogate of the output that minimizes the number of training data. The new method first computes a sparse Lasso solution and uses it to define the cost function. A subsequent D-MORPH regression minimizes the difference between the D-MORPH and Lasso solution. The resulting D-MORPH based surrogate is more robust to input variations and more accurate with limited training data. We illustrate the accuracy and computational efficiency of the new surrogate for global sensitivity analysis using mathematical functions and an expensive-to-simulate model of char combustion. The new method is highly efficient, requiring only 15% of the training data compared to conventional regression.

math.NA↗

arXiv2024

Gradient Preserving Operator Inference: Data-Driven Reduced-Order Models for Equations with Gradient Structure

Hamiltonian Operator Inference has been introduced in [Sharma, H., Wang, Z., Kramer, B., Physica D: Nonlinear Phenomena, 431, p.133122, 2022] to learn structure-preserving reduced-order models (ROMs) for Hamiltonian systems. This approach constructs a low-dimensional model using only data and knowledge of the Hamiltonian function. Such ROMs can keep the intrinsic structure of the system, allowing them to capture the physics described by the governing equations. In this work, we extend this approach to more general systems that are either conservative or dissipative in energy, and which possess a gradient structure. We derive the optimization problems for inferring structure-preserving ROMs that preserve the gradient structure. We further derive an $a\ priori$ error estimate for the reduced-order approximation. To test the algorithms, we consider semi-discretized partial differential equations with gradient structure, such as the parameterized wave and Korteweg-de-Vries equations, and equations of three-dimensional linear elasticity in the conservative case and the one- and two-dimensional Allen-Cahn equations in the dissipative case. The numerical results illustrate the accuracy, structure-preservation properties, and predictive capabilities of the gradient-preserving Operator Inference ROMs.

math.NA↗

arXiv2024

Scalable Computation of Energy Functions for Nonlinear Balanced Truncation

Nonlinear balanced truncation is a model order reduction technique that reduces the dimension of nonlinear systems in a manner that accounts for either open- or closed-loop observability and controllability aspects of the system. A computational challenges that has so far prevented its deployment on large-scale systems is that the energy functions required for characterization of controllability and observability are solutions of various high-dimensional Hamilton-Jacobi-(Bellman) equations, which are computationally intractable in high dimensions. This work proposes a unifying and scalable approach to this challenge by considering a Taylor-series-based approximation to solve a class of parametrized Hamilton-Jacobi-Bellman equations that are at the core of nonlinear balancing. The value of a formulation parameter provides either open-loop balancing or a variety of closed-loop balancing options. To solve for the coefficients of Taylor-series approximations to the energy functions, the presented method derives a linear tensor system and heavily utilizes it to numerically solve structured linear systems with billions of unknowns. The strength and scalability of the algorithm is demonstrated on two semi-discretized partial differential equations, namely the Burgers and the Kuramoto-Sivashinsky equations.

math.OC↗

arXiv2024

Lagrangian operator inference enhanced with structure-preserving machine learning for nonintrusive model reduction of mechanical systems

Complex mechanical systems often exhibit strongly nonlinear behavior due to the presence of nonlinearities in the energy dissipation mechanisms, material constitutive relationships, or geometric/connectivity mechanics. Numerical modeling of these systems leads to nonlinear full-order models that possess an underlying Lagrangian structure. This work proposes a Lagrangian operator inference method enhanced with structure-preserving machine learning to learn nonlinear reduced-order models (ROMs) of nonlinear mechanical systems. This two-step approach first learns the best-fit linear Lagrangian ROM via Lagrangian operator inference and then presents a structure-preserving machine learning method to learn nonlinearities in the reduced space. The proposed approach can learn a structure-preserving nonlinear ROM purely from data, unlike the existing operator inference approaches that require knowledge about the mathematical form of nonlinear terms. From a machine learning perspective, it accelerates the training of the structure-preserving neural network by providing an informed prior, and it reduces the computational cost of the network training by operating on the reduced space. The method is first demonstrated on two simulated examples: a conservative nonlinear rod model and a two-dimensional nonlinear membrane with nonlinear internal damping. Finally, the method is demonstrated on an experimental dataset consisting of digital image correlation measurements taken from a lap-joint beam structure from which a predictive model is learned that captures amplitude-dependent frequency and damping characteristics accurately. The numerical results demonstrate that the proposed approach yields generalizable nonlinear ROMs that exhibit bounded energy error, capture the nonlinear characteristics reliably, and provide accurate long-time predictions outside the training data regime.

cs.CE↗

arXiv2024

Preserving Lagrangian structure in data-driven reduced-order modeling of large-scale dynamical systems

This work presents a nonintrusive physics-preserving method to learn reduced-order models (ROMs) of Lagrangian systems, which includes nonlinear wave equations. Existing intrusive projection-based model reduction approaches construct structure-preserving Lagrangian ROMs by projecting the Euler-Lagrange equations of the full-order model (FOM) onto a linear subspace. This Galerkin projection step requires complete knowledge about the Lagrangian operators in the FOM and full access to manipulate the computer code. In contrast, the proposed Lagrangian operator inference approach embeds the mechanics into the operator inference framework to develop a data-driven model reduction method that preserves the underlying Lagrangian structure. The proposed approach exploits knowledge of the governing equations (but not their discretization) to define the form and parametrization of a Lagrangian ROM which can then be learned from projected snapshot data. The method does not require access to FOM operators or computer code. The numerical results demonstrate Lagrangian operator inference on an Euler-Bernoulli beam model, the sine-Gordon (nonlinear) wave equation, and a large-scale discretization of a soft robot fishtail with 779,232 degrees of freedom. The learned Lagrangian ROMs generalize well, as they can accurately predict the physical solutions both far outside the training time interval, as well as for unseen initial conditions.

math.NA↗

arXiv2023

Exact and optimal quadratization of nonlinear finite-dimensional non-autonomous dynamical systems

Quadratization of polynomial and nonpolynomial systems of ordinary differential equations is advantageous in a variety of disciplines, such as systems theory, fluid mechanics, chemical reaction modeling and mathematical analysis. A quadratization reveals new variables and structures of a model, which may be easier to analyze, simulate, control, and provides a convenient parametrization for learning. This paper presents novel theory, algorithms and software capabilities for quadratization of non-autonomous ODEs. We provide existence results, depending on the regularity of the input function, for cases when a quadratic-bilinear system can be obtained through quadratization. We further develop existence results and an algorithm that generalizes the process of quadratization for systems with arbitrary dimension that retain the nonlinear structure when the dimension grows. For such systems, we provide dimension-agnostic quadratization. An example is semi-discretized PDEs, where the nonlinear terms remain symbolically identical when the discretization size increases. As an important aspect for practical adoption of this research, we extended the capabilities of the QBee software towards both non-autonomous systems of ODEs and ODEs with arbitrary dimension. We present several examples of ODEs that were previously reported in the literature, and where our new algorithms find quadratized ODE systems with lower dimension than the previously reported lifting transformations. We further highlight an important area of quadratization: reduced-order model learning. This area can benefit significantly from working in the optimal lifting variables, where quadratic models provide a direct parametrization of the model that also avoids additional hyperreduction for the nonlinear terms. A solar wind example highlights these advantages.

cs.SC↗

arXiv2023

Bayesian Inference and Global Sensitivity Analysis for Ambient Solar Wind Prediction

The ambient solar wind plays a significant role in propagating interplanetary coronal mass ejections and is an important driver of space weather geomagnetic storms. A computationally efficient and widely used method to predict the ambient solar wind radial velocity near Earth involves coupling three models: Potential Field Source Surface, Wang-Sheeley-Arge (WSA), and Heliospheric Upwind eXtrapolation. However, the model chain has eleven uncertain parameters that are mainly non-physical due to empirical relations and simplified physics assumptions. We, therefore, propose a comprehensive uncertainty quantification (UQ) framework that is able to successfully quantify and reduce parametric uncertainties in the model chain. The UQ framework utilizes variance-based global sensitivity analysis followed by Bayesian inference via Markov chain Monte Carlo to learn the posterior densities of the most influential parameters. The sensitivity analysis results indicate that the five most influential parameters are all WSA parameters. Additionally, we show that the posterior densities of such influential parameters vary greatly from one Carrington rotation to the next. The influential parameters are trying to overcompensate for the missing physics in the model chain, highlighting the need to enhance the robustness of the model chain to the choice of WSA parameters. The ensemble predictions generated from the learned posterior densities significantly reduce the uncertainty in solar wind velocity predictions near Earth.

physics.space-ph↗

arXiv2023

Symplectic model reduction of Hamiltonian systems using data-driven quadratic manifolds

This work presents two novel approaches for the symplectic model reduction of high-dimensional Hamiltonian systems using data-driven quadratic manifolds. Classical symplectic model reduction approaches employ linear symplectic subspaces for representing the high-dimensional system states in a reduced-dimensional coordinate system. While these approximations respect the symplectic nature of Hamiltonian systems, linear basis approximations can suffer from slowly decaying Kolmogorov $N$-width, especially in wave-type problems, which then requires a large basis size. We propose two different model reduction methods based on recently developed quadratic manifolds, each presenting its own advantages and limitations. The addition of quadratic terms to the state approximation, which sits at the heart of the proposed methodologies, enables us to better represent intrinsic low-dimensionality in the problem at hand. Both approaches are effective for issuing predictions in settings well outside the range of their training data while providing more accurate solutions than the linear symplectic reduced-order models.

math.NA↗

arXiv2023

An approximate control variates approach to multifidelity distribution estimation

Forward simulation-based uncertainty quantification that studies the distribution of quantities of interest (QoI) is a crucial component for computationally robust engineering design and prediction. There is a large body of literature devoted to accurately assessing statistics of QoIs, and in particular, multilevel or multifidelity approaches are known to be effective, leveraging cost-accuracy tradeoffs between a given ensemble of models. However, effective algorithms that can estimate the full distribution of QoIs are still under active development. In this paper, we introduce a general multifidelity framework for estimating the cumulative distribution function (CDF) of a vector-valued QoI associated with a high-fidelity model under a budget constraint. Given a family of appropriate control variates obtained from lower-fidelity surrogates, our framework involves identifying the most cost-effective model subset and then using it to build an approximate control variates estimator for the target CDF. We instantiate the framework by constructing a family of control variates using intermediate linear approximators and rigorously analyze the corresponding algorithm. Our analysis reveals that the resulting CDF estimator is uniformly consistent and asymptotically optimal as the budget tends to infinity, with only mild moment and regularity assumptions on the joint distribution of QoIs. The approach provides a robust multifidelity CDF estimator that is adaptive to the available budget, does not require \textit{a priori} knowledge of cross-model statistics or model hierarchy, and applies to multiple dimensions. We demonstrate the efficiency and robustness of the approach using test examples of parametric PDEs and stochastic differential equations including both academic instances and more challenging engineering problems.

stat.CO↗

arXiv2023

Multifidelity conditional value-at-risk estimation by dimensionally decomposed generalized polynomial chaos-Kriging

We propose novel methods for Conditional Value-at-Risk (CVaR) estimation for nonlinear systems under high-dimensional dependent random inputs. We develop a novel DD-GPCE-Kriging surrogate that merges dimensionally decomposed generalized polynomial chaos expansion and Kriging to accurately approximate nonlinear and nonsmooth random outputs. We use DD-GPCE-Kriging (1) for Monte Carlo simulation (MCS) and (2) within multifidelity importance sampling (MFIS). The MCS-based method samples from DD-GPCE-Kriging, which is efficient and accurate for high-dimensional dependent random inputs, yet introduces bias. Thus, we propose an MFIS-based method where DD-GPCE-Kriging determines the biasing density, from which we draw a few high-fidelity samples to provide an unbiased CVaR estimate. To accelerate the biasing density construction, we compute DD-GPCE-Kriging using a cheap-to-evaluate low-fidelity model. Numerical results for mathematical functions show that the MFIS-based method is more accurate than the MCS-based method when the output is nonsmooth. The scalability of the proposed methods and their applicability to complex engineering problems are demonstrated on a two-dimensional composite laminate with 28 (partly dependent) random inputs and a three-dimensional composite T-joint with 20 (partly dependent) random inputs. In the former, the proposed MFIS-based method achieves 104x speedup compared to standard MCS using the high-fidelity model, while accurately estimating CVaR with 1.15% error.

math.NA↗