arXiv subjects

Clarence W. Rowley

Publications and source records attributed to Clarence W. Rowley.

At least 19 recordsLinked to original sources

arXiv2026

Inertial Manifold Neural Operator for Dissipative Time-Dependent Partial Differential Equations

In this paper, we introduce the Inertial Manifold Neural Operator (IMNO) for solving dissipative time-dependent partial differential equations (PDEs). The long-time dynamics of such systems often exhibit an effective low-dimensional structure due to dissipation. Unlike standard neural operator architectures such as the Fourier Neural Operator (FNO), IMNO explicitly leverages the low-dimensional structure to achieve better physical interpretability, accuracy, and stability in long-horizon autoregressive training and prediction for nonlinear dissipative PDEs. For shift-equivariant PDEs, we further introduce a shift-equivariant variant (IMNO-SE) of the proposed neural operator, ensuring that a spatial shift in the input induces the same spatial shift in the output. This symmetry-preserving inductive bias substantially improves its performance in shift-equivariant PDEs. Extensive benchmark experiments are presented to evaluate IMNO's performance numerically.

math.NA↗

arXiv2026

Symmetry-reduced model reduction of shift-equivariant systems via operator inference

We consider data-driven reduced-order models of partial differential equations with shift equivariance. Shift-equivariant systems typically admit traveling solutions, and the main idea of our approach is to represent the solution in a traveling reference frame, in which it can be described by a relatively small number of basis functions. Existing methods for operator inference allow one to approximate a reduced-order model directly from data, without knowledge of the full-order dynamics. Our method adds additional terms to ensure that the reduced-order model not only approximates the spatially frozen profile of the solution, but also estimates the traveling speed as a function of that profile. We validate our approach using the Kuramoto-Sivashinsky equation, a one-dimensional partial differential equation that exhibits traveling solutions and spatiotemporal chaos. Results indicate that our method robustly captures traveling solutions, and exhibits improved numerical stability over the standard operator inference approach.

math.NA↗

arXiv2026

Resolvent4py: a parallel Python package for analysis, model reduction and control of large-scale linear systems

In this paper, we present resolvent4py, a parallel Python package for the analysis, model reduction and control of large-scale linear systems with millions or billions of degrees of freedom. This package provides the user with a friendly Python-like experience (akin to that of well-established libraries such as numpy and scipy), while enabling MPI-based parallelism through mpi4py, petsc4py and slepc4py. In turn, this allows for the development of streamlined and efficient Python code that can be used to solve several problems in fluid mechanics, solid mechanics, graph theory, molecular dynamics and several other fields.

physics.comp-ph↗

arXiv2024

Almost Optimal Agnostic Control of Unknown Linear Dynamics

We consider a simple control problem in which the underlying dynamics depend on a parameter $a$ that is unknown and must be learned. We study three variants of the control problem: Bayesian control, in which we have a prior belief about $a$; bounded agnostic control, in which we have no prior belief about $a$ but we assume that $a$ belongs to a bounded set; and fully agnostic control, in which $a$ is allowed to be an arbitrary real number about which we have no prior belief. In the Bayesian variant, a control strategy is optimal if it minimizes a certain expected cost. In the agnostic variants, a control strategy is optimal if it minimizes a quantity called the worst-case regret. For the Bayesian and bounded agnostic variants above, we produce optimal control strategies. For the fully agnostic variant, we produce almost optimal control strategies, i.e., for any $\varepsilon>0$ we produce a strategy that minimizes the worst-case regret to within a multiplicative factor of $(1+\varepsilon)$.

math.OC↗

arXiv2023

Learning Bilinear Models of Actuated Koopman Generators from Partially-Observed Trajectories

Data-driven models for nonlinear dynamical systems based on approximating the underlying Koopman operator or generator have proven to be successful tools for forecasting, feature learning, state estimation, and control. It has become well known that the Koopman generators for control-affine systems also have affine dependence on the input, leading to convenient finite-dimensional bilinear approximations of the dynamics. Yet there are still two main obstacles that limit the scope of current approaches for approximating the Koopman generators of systems with actuation. First, the performance of existing methods depends heavily on the choice of basis functions over which the Koopman generator is to be approximated; and there is currently no universal way to choose them for systems that are not measure preserving. Secondly, if we do not observe the full state, then it becomes necessary to account for the dependence of the output time series on the sequence of supplied inputs when constructing observables to approximate Koopman operators. To address these issues, we write the dynamics of observables governed by the Koopman generator as a bilinear hidden Markov model, and determine the model parameters using the expectation-maximization (EM) algorithm. The E-step involves a standard Kalman filter and smoother, while the M-step resembles control-affine dynamic mode decomposition for the generator. We demonstrate the performance of this method on three examples, including recovery of a finite-dimensional Koopman-invariant subspace for an actuated system with a slow manifold; estimation of Koopman eigenfunctions for the unforced Duffing equation; and model-predictive control of a fluidic pinball system based only on noisy observations of lift and drag.

math.DS↗

arXiv2023

Learning Nonlinear Projections for Reduced-Order Modeling of Dynamical Systems using Constrained Autoencoders

Recently developed reduced-order modeling techniques aim to approximate nonlinear dynamical systems on low-dimensional manifolds learned from data. This is an effective approach for modeling dynamics in a post-transient regime where the effects of initial conditions and other disturbances have decayed. However, modeling transient dynamics near an underlying manifold, as needed for real-time control and forecasting applications, is complicated by the effects of fast dynamics and nonnormal sensitivity mechanisms. To begin to address these issues, we introduce a parametric class of nonlinear projections described by constrained autoencoder neural networks in which both the manifold and the projection fibers are learned from data. Our architecture uses invertible activation functions and biorthogonal weight matrices to ensure that the encoder is a left inverse of the decoder. We also introduce new dynamics-aware cost functions that promote learning of oblique projection fibers that account for fast dynamics and nonnormality. To demonstrate these methods and the specific challenges they address, we provide a detailed case study of a three-state model of vortex shedding in the wake of a bluff body immersed in a fluid, which has a two-dimensional slow manifold that can be computed analytically. In anticipation of future applications to high-dimensional systems, we also propose several techniques for constructing computationally efficient reduced-order models using our proposed nonlinear projection framework. This includes a novel sparsity-promoting penalty for the encoder that avoids detrimental weight matrix shrinkage via computation on the Grassmann manifold.

math.DS↗

arXiv2023

Optimal Agnostic Control of Unknown Linear Dynamics in a Bounded Parameter Range

Here and in a follow-on paper, we consider a simple control problem in which the underlying dynamics depend on a parameter $a$ that is unknown and must be learned. In this paper, we assume that $a$ is bounded, i.e., that $|a| \le a_{\text{MAX}}$, and we study two variants of the control problem. In the first variant, Bayesian control, we are given a prior probability distribution for $a$ and we seek a strategy that minimizes the expected value of a given cost function. Assuming that we can solve a certain PDE (the Hamilton-Jacobi-Bellman equation), we produce optimal strategies for Bayesian control. In the second variant, agnostic control, we assume nothing about $a$ and we seek a strategy that minimizes a quantity called the regret. We produce a prior probability distribution $d\text{Prior}(a)$ supported on a finite subset of $[-a_{\text{MAX}},a_{\text{MAX}}]$ so that the agnostic control problem reduces to the Bayesian control problem for the prior $d\text{Prior}(a)$.

math.OC↗

arXiv2023

Controlling Unknown Linear Dynamics with Almost Optimal Regret

Here and in a companion paper, we consider a simple control problem in which the underlying dynamics depend on a parameter $a$ that is unknown and must be learned. In this paper, we assume that $a$ can be any real number and we do not assume that we have a prior belief about $a$. We seek a control strategy that minimizes a quantity called the regret. Given any $\varepsilon>0$, we produce a strategy that minimizes the regret to within a multiplicative factor of $(1+\varepsilon)$.

math.OC↗

arXiv2023

Model Reduction for Nonlinear Systems by Balanced Truncation of State and Gradient Covariance

Data-driven reduced-order models often fail to make accurate forecasts of high-dimensional nonlinear dynamical systems that are sensitive along coordinates with low-variance because such coordinates are often truncated, e.g., by proper orthogonal decomposition, kernel principal component analysis, and autoencoders. Such systems are encountered frequently in shear-dominated fluid flows where non-normality plays a significant role in the growth of disturbances. In order to address these issues, we employ ideas from active subspaces to find low-dimensional systems of coordinates for model reduction that balance adjoint-based information about the system's sensitivity with the variance of states along trajectories. The resulting method, which we refer to as covariance balancing reduction using adjoint snapshots (CoBRAS), is analogous to balanced truncation with state and adjoint-based gradient covariance matrices replacing the system Gramians and obeying the same key transformation laws. Here, the extracted coordinates are associated with an oblique projection that can be used to construct Petrov-Galerkin reduced-order models. We provide an efficient snapshot-based computational method analogous to balanced proper orthogonal decomposition. This also leads to the observation that the reduced coordinates can be computed relying on inner products of state and gradient samples alone, allowing us to find rich nonlinear coordinates by replacing the inner product with a kernel function. In these coordinates, reduced-order models can be learned using regression. We demonstrate these techniques and compare to a variety of other methods on a simple, yet challenging three-dimensional system and a nonlinear axisymmetric jet flow simulation with $10^5$ state variables.

eess.SY↗

arXiv2022

Continuous-time balanced truncation for time-periodic fluid flows using frequential Gramians

Reduced-order models for flows that exhibit time-periodic behavior are critical for several tasks, including active control and optimization. One well-known procedure to obtain the desired reduced-order model in the proximity of a periodic solution of the governing equations is continuous-time balanced truncation. Within this framework, the periodic reachability and observability Gramians are usually estimated numerically via quadrature using the forward and adjoint post-transient response to impulses. However, this procedure can be computationally expensive, especially in the presence of slowly-decaying transients. Moreover, it can only be performed if the periodic orbit is stable in the sense of Floquet. In order to address these issues, we use the frequency-domain representation of the Gramians, which we henceforth refer to as frequential Gramians. First, these frequential Gramians are well-defined for both stable and unstable dynamics. In particular, we show that when the underlying system is unstable, these Gramians satisfy a pair of allied differential Lyapunov equations. Second, they can be estimated numerically by solving algebraic systems of equations that lend themselves to heavy computational parallelism and that deliver the desired post-transient response without having to follow physical transients. We demonstrate the method on a periodically-forced axisymmetric jet at Reynolds numbers Re=1250 and Re=1500. At the lower Reynolds number, the flow strongly amplifies subharmonic perturbations and exhibits vortex pairing about a Floquet-stable T-periodic solution. At the higher Reynolds number, the underlying T-periodic orbit is unstable and the flow naturally settles onto a 2T-periodic limit cycle characterized by pairing vortices. At both Reynolds numbers, we use a balanced reduced-order model to design a feedback controller and a state estimator to suppress vortex pairing.

physics.flu-dyn↗

arXiv2022

Optimal Control with Learning on the Fly: System with Unknown Drift

This paper derives an optimal control strategy for a simple stochastic dynamical system with constant drift and an additive control input. Motivated by the example of a physical system with an unexpected change in its dynamics, we take the drift parameter to be unknown, so that it must be learned while controlling the system. The state of the system is observed through a linear observation model with Gaussian noise. In contrast to most previous work, which focuses on a controller's asymptotic performance over an infinite time horizon, we minimize a quadratic cost function over a finite time horizon. The performance of our control strategy is quantified by comparing its cost with the cost incurred by an optimal controller that has full knowledge of the parameters. This approach gives rise to several notions of "regret." We derive a set of control strategies that provably minimize the worst-case regret; these arise from Bayesian strategies that assume a specific fixed prior on the drift parameter. This work suggests that examining Bayesian strategies may lead to optimal or near-optimal control strategies for a much larger class of realistic dynamical models with unknown parameters.

math.OC↗

arXiv2022

Optimizing Oblique Projections for Nonlinear Systems using Trajectories

Reduced-order modeling techniques, including balanced truncation and $\mathcal{H}_2$-optimal model reduction, exploit the structure of linear dynamical systems to produce models that accurately capture the dynamics. For nonlinear systems operating far away from equilibria, on the other hand, current approaches seek low-dimensional representations of the state that often neglect low-energy features that have high dynamical significance. For instance, low-energy features are known to play an important role in fluid dynamics where they can be a driving mechanism for shear-layer instabilities. Neglecting these features leads to models with poor predictive accuracy despite being able to accurately encode and decode states. In order to improve predictive accuracy, we propose to optimize the reduced-order model to fit a collection of coarsely sampled trajectories from the original system. In particular, we optimize over the product of two Grassmann manifolds defining Petrov-Galerkin projections of the full-order governing equations. We compare our approach with existing methods including proper orthogonal decomposition, balanced truncation-based Petrov-Galerkin projection, quadratic-bilinear balanced truncation, and the quadratic-bilinear iterative rational Krylov algorithm. Our approach demonstrates significantly improved accuracy both on a nonlinear toy model and on an incompressible (nonlinear) axisymmetric jet flow with $10^5$ states.

math.OC↗

arXiv2021

Controlling Unknown Linear Dynamics with Bounded Multiplicative Regret

We consider a simple control problem in which the underlying dynamics depend on a parameter that is unknown and must be learned. We exhibit a control strategy which is optimal to within a multiplicative constant. While most authors find strategies which are successful as the time horizon tends to infinity, our strategy achieves lowest expected cost up to a constant factor for a fixed time horizon.

math.OC↗

arXiv2021

A computationally efficient approach for the removal of the phase shift singularity in harmonic resolvent analysis

The recently introduced harmonic resolvent framework is concerned with the study of the input-output dynamics of nonlinear flows in the proximity of a known time-periodic orbit. These dynamics are governed by the harmonic resolvent operator, which is a linear operator in the frequency domain whose singular value decomposition sheds light on the dominant input-output structures of the flow. Although the harmonic resolvent is a mathematically well-defined operator, the numerical computation of its singular value decomposition requires inverting a matrix that becomes exactly singular as the periodic orbit approaches an exact solution of the nonlinear governing equations. The very poor condition properties of this matrix hinder the convergence of classical Krylov solvers, even in the presence of preconditioners, thereby increasing the computational cost required to perform the harmonic resolvent analysis. In this paper we show that a suitable augmentation of the (nearly) singular matrix removes the singularity, and we provide a lower bound for the smallest singular value of the augmented matrix. We also show that the desired decomposition of the harmonic resolvent can be computed using the augmented matrix, whose improved condition properties lead to a significant speedup in the convergence of classical iterative solvers. We demonstrate this simple, yet effective, computational procedure on the Kuramoto-Sivashinsky equation in the proximity of an unstable time-periodic orbit.

physics.flu-dyn↗

arXiv2021

Inadequacy of Linear Methods for Minimal Sensor Placement and Feature Selection in Nonlinear Systems; a New Approach Using Secants

Sensor placement and feature selection are critical steps in engineering, modeling, and data science that share a common mathematical theme: the selected measurements should enable solution of an inverse problem. Most real-world systems of interest are nonlinear, yet the majority of available techniques for feature selection and sensor placement rely on assumptions of linearity or simple statistical models. We show that when these assumptions are violated, standard techniques can lead to costly over-sensing without guaranteeing that the desired information can be recovered from the measurements. In order to remedy these problems, we introduce a novel data-driven approach for sensor placement and feature selection for a general type of nonlinear inverse problem based on the information contained in secant vectors between data points. Using the secant-based approach, we develop three efficient greedy algorithms that each provide different types of robust, near-minimal reconstruction guarantees. We demonstrate them on two problems where linear techniques consistently fail: sensor placement to reconstruct a fluid flow formed by a complicated shock-mixing layer interaction and selecting fundamental manifold learning coordinates on a torus.

math.OC↗

arXiv2020

Data-Driven Model Predictive Control using Interpolated Koopman Generators

In recent years, the success of the Koopman operator in dynamical systems analysis has also fueled the development of Koopman operator-based control frameworks. In order to preserve the relatively low data requirements for an approximation via Dynamic Mode Decomposition, a quantization approach was recently proposed in [Peitz \& Klus, Automatica 106, 2019]. This way, control of nonlinear dynamical systems can be realized by means of switched systems techniques, using only a finite set of autonomous Koopman operator-based reduced models. These individual systems can be approximated very efficiently from data. The main idea is to transform a control system into a set of autonomous systems for which the optimal switching sequence has to be computed. In this article, we extend these results to continuous control inputs using relaxation. This way, we combine the advantages of the data efficiency of approximating a finite set of autonomous systems with continuous controls. We show that when using the Koopman generator, this relaxation --- realized by linear interpolation between two operators --- does not introduce any error for control affine systems. This allows us to control high-dimensional nonlinear systems using bilinear, low-dimensional surrogate models. The efficiency of the proposed approach is demonstrated using several examples with increasing complexity, from the Duffing oscillator to the chaotic fluidic pinball.

math.OC↗

arXiv2020

Optimal control with learning on the fly: a toy problem

We exhibit optimal control strategies for a simple toy problem in which the underlying dynamics depend on a parameter that is initially unknown and must be learned. We consider a cost function posed over a finite time interval, in contrast to much previous work that considers asymptotics as the time horizon tends to infinity. We study several different versions of the problem, including Bayesian control, in which we assume a prior distribution on the unknown parameter; and "agnostic" control, in which we assume nothing about the unknown parameter. For the agnostic problems, we compare our performance with that of an opponent who knows the value of the parameter. This comparison gives rise to several notions of "regret," and we obtain strategies that minimize the "worst-case regret" arising from the most unfavorable choice of the unknown parameter. In every case, the optimal strategy turns out to be a Bayesian strategy or a limit of Bayesian strategies.

math.OC↗

arXiv2020

Distributed flexibility in inertial swimmers

We study a linear inviscid model of a passively flexible swimmer with distributed flexibility, calculating its propulsive performance and optimal distributions of flexibility. The frequencies of actuation and mean stiffness ratios we consider span a large range, while the mass ratio is fixed to a low value representative of swimmers. We present results showing how the trailing edge deflection, thrust coefficient, power coefficient, and efficiency vary with frequency, mean stiffness, and stiffness distribution. Swimmers with distributed flexibility have the same qualitative features as those with uniform flexibility. Significant gains in thrust can be made, however, by tuning the stiffness such that a resonant response is triggered, or by concentrating stiffness towards the leading edge if resonance cannot be triggered. To minimize power, the opposite is true. Meaningful gains in efficiency can be made at low frequencies by concentrating stiffness away from the leading edge, since doing so induces efficient travelling wave kinematics. We also speculate on the effects of a finite Reynolds number in the form of streamwise drag. The drag adds an offset to the net thrust produced by the swimmer, causing efficiency-maximizing distributions of flexibility to tend towards thrust-maximizing ones, representative of what is found in nature.

physics.flu-dyn↗