arXiv subjects

Eurika Kaiser

Publications and source records attributed to Eurika Kaiser.

At least 19 recordsLinked to original sources

arXiv2024

Separation of periodic orbits in the delay embedded space of chaotic attractors

This work explores the intersection of time-delay embeddings, periodic orbit theory, and symbolic dynamics. Time-delay embeddings have been effectively applied to chaotic time series data, offering a principled method to reconstruct relevant information of the full attractor from partial time series observations. In this study, we investigate the structure of the unstable periodic orbits of an attractor using time-delay embeddings. First, we embed time-series data from a periodic orbit into a higher-dimensional space through the construction of a Hankel matrix, formed by arranging time-shifted copies of the data. We then examine the influence of the width and height of the Hankel matrix on the geometry of unstable periodic orbits in the delay-embedded space. The right singular vectors of the Hankel matrix provide a basis for embedding the periodic orbits. We observe that increasing the length of the delay (e.g., the height of the Hankel matrix) leads to a clear separation of the periodic orbits into distinct clusters within the embedded space. Our analysis characterizes these separated clusters and provides a mathematical framework to determine the relative position of individual unstable periodic orbits in the embedded space. Additionally, we present a modified formula to derive the symbolic representation of distinct periodic orbits for a specified sequence length, extending the Polyá-Redfield enumeration theorem.

nlin.CD↗

arXiv2023

Control of Vortex Dynamics using Invariants

Vortex-dominated flows are ubiquitous in engineering, and the ability to efficiently manipulate the dynamics of these vortices has broad applications, from wake shaping to mixing enhancement. However, the strongly nonlinear behavior of the vortex dynamics makes this a challenging task. In this work, we investigate the control of vortex dynamics by using a change of coordinates from the Biot-Savart equations into well-known invariants, such as the Hamiltonian, linear, and angular impulses, which are Koopman eigenfunctions. We then combine the resulting model with model predictive control to generate control laws that force the vortex system using "virtual cylinders". The invariant model is beneficial as it provides a linear, global description of the vortex dynamics through a recently developed Koopman control scheme for conserved quantities and invariants. The use of this model has not been well studied in the literature in the context of control. In this paper, we seek to understand the effect of changing each invariant individually or multiple invariants simultaneously. We use the 4-vortex system as our primary test bed, as it is the simplest configuration that exhibits chaotic behavior. We show that by controlling to specific invariant quantities, we can modify the transition from chaotic to quasiperiodic states. Finally, we computationally demonstrate the effectiveness of invariant control on a toy example of tracer mixing in the 4-vortex system.

physics.flu-dyn↗

arXiv2023

PyKoopman: A Python Package for Data-Driven Approximation of the Koopman Operator

PyKoopman is a Python package for the data-driven approximation of the Koopman operator associated with a dynamical system. The Koopman operator is a principled linear embedding of nonlinear dynamics and facilitates the prediction, estimation, and control of strongly nonlinear dynamics using linear systems theory. In particular, PyKoopman provides tools for data-driven system identification for unforced and actuated systems that build on the equation-free dynamic mode decomposition (DMD) and its variants. In this work, we provide a brief description of the mathematical underpinnings of the Koopman operator, an overview and demonstration of the features implemented in PyKoopman (with code examples), practical advice for users, and a list of potential extensions to PyKoopman. Software is available at http://github.com/dynamicslab/pykoopman

eess.SY↗

arXiv2022

Principal component trajectories for modeling spectrally-continuous dynamics as forced linear systems

Delay embeddings of time series data have emerged as a promising coordinate basis for data-driven estimation of the Koopman operator, which seeks a linear representation for observed nonlinear dynamics. Recent work has demonstrated the efficacy of Dynamic Mode Decomposition (DMD) for obtaining finite-dimensional Koopman approximations in delay coordinates. In this paper we demonstrate how nonlinear dynamics with sparse Fourier spectra can be (i) represented by a superposition of principal component trajectories (PCT) and (ii) modeled by DMD in this coordinate space. For continuous or mixed (discrete and continuous) spectra, DMD can be augmented with an external forcing term. We present a method for learning linear control models in delay coordinates while simultaneously discovering the corresponding exogeneous forcing signal in a fully unsupervised manner. This extends the existing DMD with control (DMDc) algorithm to cases where a control signal is not known a priori. We provide examples to validate the learned forcing against a known ground truth and illustrate their statistical similarity. Finally we offer a demonstration of this method applied to real-world power grid load data to show its utility for diagnostics and interpretation on systems in which somewhat periodic behavior is strongly forced by unknown and unmeasurable environmental variables.

physics.comp-ph↗

arXiv2021

Modern Koopman Theory for Dynamical Systems

The field of dynamical systems is being transformed by the mathematical tools and algorithms emerging from modern computing and data science. First-principles derivations and asymptotic reductions are giving way to data-driven approaches that formulate models in operator theoretic or probabilistic frameworks. Koopman spectral theory has emerged as a dominant perspective over the past decade, in which nonlinear dynamics are represented in terms of an infinite-dimensional linear operator acting on the space of all possible measurement functions of the system. This linear representation of nonlinear dynamics has tremendous potential to enable the prediction, estimation, and control of nonlinear systems with standard textbook methods developed for linear systems. However, obtaining finite-dimensional coordinate systems and embeddings in which the dynamics appear approximately linear remains a central open challenge. The success of Koopman analysis is due primarily to three key factors: 1) there exists rigorous theory connecting it to classical geometric approaches for dynamical systems, 2) the approach is formulated in terms of measurements, making it ideal for leveraging big-data and machine learning techniques, and 3) simple, yet powerful numerical algorithms, such as the dynamic mode decomposition (DMD), have been developed and extended to reduce Koopman theory to practice in real-world applications. In this review, we provide an overview of modern Koopman operator theory, describing recent theoretical and algorithmic developments and highlighting these methods with a diverse range of applications. We also discuss key advances and challenges in the rapidly growing field of machine learning that are likely to drive future developments and significantly transform the theoretical landscape of dynamical systems.

math.DS↗

arXiv2021

SINDy with Control: A Tutorial

Many dynamical systems of interest are nonlinear, with examples in turbulence, epidemiology, neuroscience, and finance, making them difficult to control using linear approaches. Model predictive control (MPC) is a powerful model-based optimization technique that enables the control of such nonlinear systems with constraints. However, modern systems often lack computationally tractable models, motivating the use of system identification techniques to learn accurate and efficient models for real-time control. In this tutorial article, we review emerging data-driven methods for model discovery and how they are used for nonlinear MPC. In particular, we focus on the sparse identification of nonlinear dynamics (SINDy) algorithm and show how it may be used with MPC on an infectious disease control example. We compare the performance against MPC based on a linear dynamic mode decomposition (DMD) model. Code is provided to run the tutorial examples and may be modified to extend this data-driven control framework to arbitrary nonlinear systems.

math.OC↗

arXiv2021

Data-driven discovery of Koopman eigenfunctions for control

Data-driven transformations that reformulate nonlinear systems in a linear framework have the potential to enable the prediction, estimation, and control of strongly nonlinear dynamics using linear systems theory. The Koopman operator has emerged as a principled linear embedding of nonlinear dynamics, and its eigenfunctions establish intrinsic coordinates along which the dynamics behave linearly. Previous studies have used finite-dimensional approximations of the Koopman operator for model-predictive control approaches. In this work, we illustrate a fundamental closure issue of this approach and argue that it is beneficial to first validate eigenfunctions and then construct reduced-order models in these validated eigenfunctions. These coordinates form a Koopman-invariant subspace by design and, thus, have improved predictive power. We show then how the control can be formulated directly in these intrinsic coordinates and discuss potential benefits and caveats of this perspective. The resulting control architecture is termed Koopman Reduced Order Nonlinear Identification and Control (KRONIC). It is demonstrated that these eigenfunctions can be approximated with data-driven regression and power series expansions, based on the partial differential equation governing the infinitesimal generator of the Koopman operator. Validating discovered eigenfunctions is crucial and we show that lightly damped eigenfunctions may be faithfully extracted from EDMD or an implicit formulation. These lightly damped eigenfunctions are particularly relevant for control, as they correspond to nearly conserved quantities that are associated with persistent dynamics, such as the Hamiltonian. KRONIC is then demonstrated on a number of relevant examples, including 1) a nonlinear system with a known linear embedding, 2) a variety of Hamiltonian systems, and 3) a high-dimensional double-gyre model for ocean mixing.

math.OC↗

arXiv2020

Bilinear dynamic mode decomposition for quantum control

Data-driven methods for establishing quantum optimal control (QOC) using time-dependent control pulses tailored to specific quantum dynamical systems and desired control objectives are critical for many emerging quantum technologies. We develop a data-driven regression procedure, bilinear dynamic mode decomposition (biDMD), that leverages time-series measurements to establish quantum system identification for QOC. The biDMD optimization framework is a physics-informed regression that makes use of the known underlying Hamiltonian structure. Further, the biDMD can be modified to model both fast and slow sampling of control signals, the latter by way of stroboscopic sampling strategies. The biDMD method provides a flexible, interpretable, and adaptive regression framework for real-time, online implementation in quantum systems. Further, the method has strong theoretical connections to Koopman theory, which approximates non-linear dynamics with linear operators. In comparison with many machine learning paradigms, it requires minimal data and the biDMD model is easily updated as new data is collected. We demonstrate the efficacy and performance of the approach on a number of representative quantum systems, showing that it also matches experimental results.

quant-ph↗

arXiv2020

Rethinking the Reynolds Transport Theorem, Liouville Equation, and Perron-Frobenius and Koopman Operators

The Reynolds transport theorem provides a generalized conservation law for the transport of a conserved quantity by fluid flow through a continuous connected control volume. It is close connected to the Liouville equation for the conservation of a local probability density function, which in turn leads to the Perron-Frobenius and Koopman evolution operators. All of these tools can be interpreted as continuous temporal maps between fluid elements or domains, connected by the integral curves (pathlines) described by a velocity vector field. We here review these theorems and operators, to present a unified framework for their extension to maps in different spaces. These include (a) spatial maps between different positions in a time-independent flow, connected by a velocity gradient tensor field, and (b) parametric maps between different positions in a manifold, connected by a generalized tensor field. The general formulation invokes a multivariate extension of exterior calculus, and the concept of a probability differential form. The analyses reveal the existence of multivariate continuous (Lie) symmetries induced by a vector or tensor field associated with a conserved quantity, which are manifested as integral conservation laws in different spaces. The findings are used to derive generalized conservation laws, Liouville equations and operators for a number of fluid mechanical and dynamical systems, including spatial (time-independent) and spatiotemporal fluid flows, flow systems with pairwise or $n$-wise spatial correlations, phase space systems, Lagrangian flows, spectral flows, and systems with coupled chemical reaction and flow processes.

physics.flu-dyn↗

arXiv2020

Deep reinforcement learning for optical systems: A case study of mode-locked lasers

We demonstrate that deep reinforcement learning (deep RL) provides a highly effective strategy for the control and self-tuning of optical systems. Deep RL integrates the two leading machine learning architectures of deep neural networks and reinforcement learning to produce robust and stable learning for control. Deep RL is ideally suited for optical systems as the tuning and control relies on interactions with its environment with a goal-oriented objective to achieve optimal immediate or delayed rewards. This allows the optical system to recognize bi-stable structures and navigate, via trajectory planning, to optimally performing solutions, the first such algorithm demonstrated to do so in optical systems. We specifically demonstrate the deep RL architecture on a mode-locked laser, where robust self-tuning and control can be established through access of the deep RL agent to its waveplates and polarizers. We further integrate transfer learning to help the deep RL agent rapidly learn new parameter regimes and generalize its control authority. Additionally, the deep RL learning can be easily integrated with other control paradigms to provide a broad framework to control any optical system.

eess.SP↗

arXiv2020

Time-Delay Observables for Koopman: Theory and Applications

Nonlinear dynamical systems are ubiquitous in science and engineering, yet analysis and prediction of these systems remains a challenge. Koopman operator theory circumvents some of these issues by considering the dynamics in the space of observable functions on the state, in which the dynamics are intrinsically linear and thus amenable to standard techniques from numerical analysis and linear algebra. However, practical issues remain with this approach, as the space of observables is infinite-dimensional and selecting a subspace of functions in which to accurately represent the system is a nontrivial task. In this work we consider time-delay observables to represent nonlinear dynamics in the Koopman operator framework. We prove the surprising result that Koopman operators for different systems admit universal (system-independent) representations in these coordinates, and give analytic expressions for these representations. In addition, we show that for certain systems a restricted class of these observables form an optimal finite-dimensional basis for representing the Koopman operator, and that the analytic representation of the Koopman operator in these coordinates coincides with results computed by the dynamic mode decomposition. We provide numerical examples to complement our results. In addition to being theoretically interesting, these results have implications for a number of linearization algorithms for dynamical systems.

math.NA↗

arXiv2019

Learning Discrepancy Models From Experimental Data

First principles modeling of physical systems has led to significant technological advances across all branches of science. For nonlinear systems, however, small modeling errors can lead to significant deviations from the true, measured behavior. Even in mechanical systems, where the equations are assumed to be well-known, there are often model discrepancies corresponding to nonlinear friction, wind resistance, etc. Discovering models for these discrepancies remains an open challenge for many complex systems. In this work, we use the sparse identification of nonlinear dynamics (SINDy) algorithm to discover a model for the discrepancy between a simplified model and measurement data. In particular, we assume that the model mismatch can be sparsely represented in a library of candidate model terms. We demonstrate the efficacy of our approach on several examples including experimental data from a double pendulum on a cart. We further design and implement a feed-forward controller in simulations, showing improvement with a discrepancy model.

cs.LG↗

arXiv2019

Data-driven approximations of dynamical systems operators for control

The Koopman and Perron Frobenius transport operators are fundamentally changing how we approach dynamical systems, providing linear representations for even strongly nonlinear dynamics. Although there is tremendous potential benefit of such a linear representation for estimation and control, transport operators are infinite-dimensional, making them difficult to work with numerically. Obtaining low-dimensional matrix approximations of these operators is paramount for applications, and the dynamic mode decomposition has quickly become a standard numerical algorithm to approximate the Koopman operator. Related methods have seen rapid development, due to a combination of an increasing abundance of data and the extensibility of DMD based on its simple framing in terms of linear algebra. In this chapter, we review key innovations in the data-driven characterization of transport operators for control, providing a high-level and unified perspective. We emphasize important recent developments around sparsity and control, and discuss emerging methods in big data and machine learning.

math.DS↗

arXiv2018

Discovering conservation laws from data for control

Conserved quantities, i.e. constants of motion, are critical for characterizing many dynamical systems in science and engineering. These quantities are related to underlying symmetries and they provide fundamental knowledge about physical laws, describe the evolution of the system, and enable system reduction. In this work, we formulate a data-driven architecture for discovering conserved quantities based on Koopman theory. The Koopman operator has emerged as a principled linear embedding of nonlinear dynamics, and its eigenfunctions establish intrinsic coordinates along which the dynamics behave linearly. Interestingly, eigenfunctions of the Koopman operator associated with vanishing eigenvalues correspond to conserved quantities of the underlying system. In this paper, we show that these invariants may be identified with data-driven regression and power series expansions, based on the infinitesimal generator of the Koopman operator. We further establish a connection between the Koopman framework, conserved quantities, and the Lie-Poisson bracket. This data-driven method for discovering conserved quantities is demonstrated on the three-dimensional rigid body equations, where we simultaneously discover the total energy and angular momentum and use these intrinsic coordinates to develop a model predictive controller to track a given reference value.

math.DS↗

arXiv2018

Sparse identification of nonlinear dynamics for model predictive control in the low-data limit

The data-driven discovery of dynamics via machine learning is currently pushing the frontiers of modeling and control efforts, and it provides a tremendous opportunity to extend the reach of model predictive control. However, many leading methods in machine learning, such as neural networks, require large volumes of training data, may not be interpretable, do not easily include known constraints and symmetries, and often do not generalize beyond the attractor where models are trained. These factors limit the use of these techniques for the online identification of a model in the low-data limit, for example following an abrupt change to the system dynamics. In this work, we extend the recent sparse identification of nonlinear dynamics (SINDY) modeling procedure to include the effects of actuation and demonstrate the ability of these models to enhance the performance of model predictive control (MPC), based on limited, noisy data. SINDY models are parsimonious, identifying the fewest terms in the model needed to explain the data, making them interpretable, generalizable, and reducing the burden of training data. We show that the resulting SINDY-MPC framework has higher performance, requires significantly less data, and is more computationally efficient and robust to noise than neural network models, making it viable for online training and execution in response to rapid changes to the system. SINDY-MPC also shows improved performance over linear data-driven models, although linear models may provide a stopgap until enough data is available for SINDY. SINDY-MPC is demonstrated on a variety of dynamical systems with different challenges, including the chaotic Lorenz system, a simple model for flight control of an F8 aircraft, and an HIV model incorporating drug treatment.

math.OC↗

arXiv2018

Cluster-based feedback control of turbulent post-stall separated flows

We propose a novel model-free self-learning cluster-based control strategy for general nonlinear feedback flow control technique, benchmarked for high-fidelity simulations of post-stall separated flows over an airfoil. The present approach partitions the flow trajectories (force measurements) into clusters, which correspond to characteristic coarse-grained phases in a low-dimensional feature space. A feedback control law is then sought for each cluster state through iterative evaluation and downhill simplex search to minimize power consumption in flight. Unsupervised clustering of the flow trajectories for in-situ learning and optimization of coarse-grained control laws are implemented in an automated manner as key enablers. Re-routing the flow trajectories, the optimized control laws shift the cluster populations to the aerodynamically favorable states. Utilizing limited number of sensor measurements for both clustering and optimization, these feedback laws were determined in only $O(10)$ iterations. The objective of the present work is not necessarily to suppress flow separation but to minimize the desired cost function to achieve enhanced aerodynamic performance. The present control approach is applied to the control of two and three-dimensional separated flows over a NACA 0012 airfoil with large-eddy simulations at an angle of attack of $9^\circ$, Reynolds number $Re = 23,000$ and free-stream Mach number $M_\infty = 0.3$. The optimized control laws effectively minimize the flight power consumption enabling the flows to reach a low-drag state. The present work aims to address the challenges associated with adaptive feedback control design for turbulent separated flows at moderate Reynolds number.

physics.flu-dyn↗

arXiv2018

Discovering time-varying aeroelastic models of a long-span suspension bridge from field measurements by sparse identification of nonlinear dynamical systems

We develop data-driven dynamical models of the nonlinear aeroelastic effects on a long-span suspension bridge from sparse, noisy sensor measurements which monitor the bridge. Using the {\em sparse identification of nonlinear dynamics} (SINDy) algorithm, we are able to identify parsimonious, time-varying dynamical systems that capture vortex-induced vibration (VIV) events in the bridge. Thus we are able to posit new, data-driven models highlighting the aeroelastic interaction of the bridge structure with VIV events. The bridge dynamics are shown to have distinct, time-dependent modes of behavior, thus requiring parametric models to account for the diversity of dynamics. Our method generates hitherto unknown bridge-wind interaction models that go beyond current theoretical and computational descriptions. Our proposed method for real-time monitoring and model discovery allow us to move our model predictions beyond lab theory to practical engineering design, which has the potential to assess bad engineering configurations that are susceptible to deleterious bridge-wind interactions. With the rise of real-time sensor networks on major bridges, our model discovery methods can enhance an engineers ability to assess the nonlinear aeroelastic interactions of the bridge with its wind environment.

nlin.PS↗

arXiv2018

Metric for attractor overlap

We present the first general metric for attractor overlap (MAO) facilitating an unsupervised comparison of flow data sets. The starting point is two or more attractors, i.e., ensembles of states representing different operating conditions. The proposed metric generalizes the standard Hilbert-space distance between two snapshots to snapshot ensembles of two attractors. A reduced-order analysis for big data and many attractors is enabled by coarse-graining the snapshots into representative clusters with corresponding centroids and population probabilities. For a large number of attractors, MAO is augmented by proximity maps for the snapshots, the centroids, and the attractors, giving scientifically interpretable visual access to the closeness of the states. The coherent structures belonging to the overlap and disjoint states between these attractors are distilled by few representative centroids. We employ MAO for two quite different actuated flow configurations: (1) a two-dimensional wake of the fluidic pinball with vortices in a narrow frequency range and (2) three-dimensional wall turbulence with broadband frequency spectrum manipulated by spanwise traveling transversal surface waves. MAO compares and classifies these actuated flows in agreement with physical intuition. For instance, the first feature coordinate of the attractor proximity map correlates with drag for the fluidic pinball and for the turbulent boundary layer. MAO has a large spectrum of potential applications ranging from a quantitative comparison between numerical simulations and experimental particle-image velocimetry data to the analysis of simulations representing a myriad of different operating conditions.

physics.flu-dyn↗