arXiv subjects

Ioannis G. Kevrekidis

Publications and source records attributed to Ioannis G. Kevrekidis.

At least 109 records · Page 6Linked to original sources

arXiv2019

Large-scale simulation of shallow water waves with computation only on small staggered patches

The multiscale patch scheme is built from given small micro-scale simulations of complicated physical processes to empower large macro-scale simulations. By coupling small patches of simulations over unsimulated spatial gaps, large savings in computational time are possible. Here we discuss generalising the patch scheme to the case of wave systems on staggered grids in 2D space. Classic macro-scale interpolation provides a generic coupling between patches that achieves arbitrarily high order consistency between the emergent macro-scale simulation and the underlying micro-scale dynamics. Eigen-analysis indicates that the resultant scheme empowers feasible computation of large macro-scale simulations of wave systems even with complicated underlying physics. As examples we use the scheme to simulate some wave scenarios via a turbulent shallow water model.

physics.comp-ph↗

arXiv2019

Partial observations and conservation laws: Grey-box modeling in biotechnology and optogenetics

Developing accurate dynamical system models from physical insight or data can be impeded when only partial observations of the system state are available. Here, we combine conservation laws used in physics and engineering with artificial neural networks to construct "grey-box" system models that make accurate predictions even with limited information. These models use a time delay embedding (c.f., Takens embedding theorem) to reconstruct effect of the intrinsic states, and can be used for multiscale systems where macroscopic balance equations depend on unmeasured micro/meso scale phenomena. By incorporating physics knowledge into the neural network architecture, we regularize variables and may train the model more accurately on smaller data sets than black-box neural network models. We present numerical examples from biotechnology, including a continuous bioreactor actuated using light through optogenetics (an emerging technology in synthetic biology) where the effect of unmeasured intracellular information is recovered from the histories of the measured macroscopic variables.

math.OC↗

arXiv2019

A geometric approach to the transport of discontinuous densities

Different observations of a relation between inputs ("sources") and outputs ("targets") are often reported in terms of histograms (discretizations of the source and the target densities). Transporting these densities to each other provides insight regarding the underlying relation. In (forward) uncertainty quantification, one typically studies how the distribution of inputs to a system affects the distribution of the system responses. Here, we focus on the identification of the system (the transport map) itself, once the input and output distributions are determined, and suggest a modification of current practice by including data from what we call "an observation process". We hypothesize that there exists a smooth manifold underlying the relation; the sources and the targets are then partial observations (possibly projections) of this manifold. Knowledge of such a manifold implies knowledge of the relation, and thus of "the right" transport between source and target observations. When the source-target observations are not bijective (when the manifold is not the graph of a function over both observation spaces, either because folds over them give rise to density singularities, or because it marginalizes over several observables), recovery of the manifold is obscured. Using ideas from attractor reconstruction in dynamical systems, we demonstrate how additional information in the form of short histories of an observation process can help us recover the underlying manifold. The types of additional information employed and the relation to optimal transport based solely on density observations is illustrated and discussed, along with limitations in the recovery of the true underlying relation.

physics.data-an↗

arXiv2019

Some manifold learning considerations towards explicit model predictive control

Model predictive control (MPC) is a de facto standard control algorithm across the process industries. There remain, however, applications where MPC is impractical because an optimization problem is solved at each time step. We present a link between explicit MPC formulations and manifold learning to enable facilitated prediction of the MPC policy. Our method uses a similarity measure informed by control policies and system state variables, to "learn" an intrinsic parametrization of the MPC controller using a diffusion maps algorithm, which will also discover a low-dimensional control law when it exists as a smooth, nonlinear combination of the state variables. We use function approximation algorithms to project points from state space to the intrinsic space, and from the intrinsic space to policy space. The approach is illustrated first by "learning" the intrinsic variables for MPC control of constrained linear systems, and then by designing controllers for an unstable nonlinear reactor.

math.OC↗

arXiv2019

Manifold Learning for Organizing Unstructured Sets of Process Observations

Data mining is routinely used to organize ensembles of short temporal observations so as to reconstruct useful, low-dimensional realizations of an underlying dynamical system. In this paper, we use manifold learning to organize unstructured ensembles of observations ("trials") of a system's response surface. We have no control over where every trial starts; and during each trial operating conditions are varied by turning "agnostic" knobs, which change system parameters in a systematic but unknown way. As one (or more) knobs "turn" we record (possibly partial) observations of the system response. We demonstrate how such partial and disorganized observation ensembles can be integrated into coherent response surfaces whose dimension and parametrization can be systematically recovered in a data-driven fashion. The approach can be justified through the Whitney and Takens embedding theorems, allowing reconstruction of manifolds/attractors through different types of observations. We demonstrate our approach by organizing unstructured observations of response surfaces, including the reconstruction of a cusp bifurcation surface for Hydrogen combustion in a Continuous Stirred Tank Reactor. Finally, we demonstrate how this observation-based reconstruction naturally leads to informative transport maps between input parameter space and output/state variable spaces.

physics.data-an↗

arXiv2018

Linking Gaussian Process regression with data-driven manifold embeddings for nonlinear data fusion

In statistical modeling with Gaussian Process regression, it has been shown that combining (few) high-fidelity data with (many) low-fidelity data can enhance prediction accuracy, compared to prediction based on the few high-fidelity data only. Such information fusion techniques for multifidelity data commonly approach the high-fidelity model $f_h(t)$ as a function of two variables $(t,y)$, and then using $f_l(t)$ as the $y$ data. More generally, the high-fidelity model can be written as a function of several variables $(t,y_1,y_2....)$; the low-fidelity model $f_l$ and, say, some of its derivatives, can then be substituted for these variables. In this paper, we will explore mathematical algorithms for multifidelity information fusion that use such an approach towards improving the representation of the high-fidelity function with only a few training data points. Given that $f_h$ may not be a simple function -- and sometimes not even a function -- of $f_l$, we demonstrate that using additional functions of $t$, such as derivatives or shifts of $f_l$, can drastically improve the approximation of $f_h$ through Gaussian Processes. We also point out a connection with "embedology" techniques from topology and dynamical systems.

stat.ML↗

arXiv2018

An Emergent Space for Distributed Data with Hidden Internal Order through Manifold Learning

Manifold-learning techniques are routinely used in mining complex spatiotemporal data to extract useful, parsimonious data representations/parametrizations; these are, in turn, useful in nonlinear model identification tasks. We focus here on the case of time series data that can ultimately be modelled as a spatially distributed system (e.g. a partial differential equation, PDE), but where we do not know the space in which this PDE should be formulated. Hence, even the spatial coordinates for the distributed system themselves need to be identified - to emerge from - the data mining process. We will first validate this emergent space reconstruction for time series sampled without space labels in known PDEs; this brings up the issue of observability of physical space from temporal observation data, and the transition from spatially resolved to lumped (order-parameter-based) representations by tuning the scale of the data mining kernels. We will then present actual emergent space discovery illustrations. Our illustrative examples include chimera states (states of coexisting coherent and incoherent dynamics), and chaotic as well as quasiperiodic spatiotemporal dynamics, arising in partial differential equations and/or in heterogeneous networks. We also discuss how data-driven spatial coordinates can be extracted in ways invariant to the nature of the measuring instrument. Such gauge-invariant data mining can go beyond the fusion of heterogeneous observations of the same system, to the possible matching of apparently different systems.

physics.data-an↗

arXiv2018

Manifold learning for parameter reduction

Large scale dynamical systems (e.g. many nonlinear coupled differential equations) can often be summarized in terms of only a few state variables (a few equations), a trait that reduces complexity and facilitates exploration of behavioral aspects of otherwise intractable models. High model dimensionality and complexity makes symbolic, pen--and--paper model reduction tedious and impractical, a difficulty addressed by recently developed frameworks that computerize reduction. Symbolic work has the benefit, however, of identifying both reduced state variables and parameter combinations that matter most (effective parameters, "inputs"); whereas current computational reduction schemes leave the parameter reduction aspect mostly unaddressed. As the interest in mapping out and optimizing complex input--output relations keeps growing, it becomes clear that combating the curse of dimensionality also requires efficient schemes for input space exploration and reduction. Here, we explore systematic, data-driven parameter reduction by means of effective parameter identification, starting from current nonlinear manifold-learning techniques enabling state space reduction. Our approach aspires to extend the data-driven determination of effective state variables with the data-driven discovery of effective model parameters, and thus to accelerate the exploration of high-dimensional parameter spaces associated with complex models.

math.DS↗

arXiv2017

Extended dynamic mode decomposition with dictionary learning: a data-driven adaptive spectral decomposition of the Koopman operator

Numerical approximation methods for the Koopman operator have advanced considerably in the last few years. In particular, data-driven approaches such as dynamic mode decomposition (DMD) and its generalization, the extended-DMD (EDMD), are becoming increasingly popular in practical applications. The EDMD improves upon the classical DMD by the inclusion of a flexible choice of dictionary of observables that spans a finite dimensional subspace on which the Koopman operator can be approximated. This enhances the accuracy of the solution reconstruction and broadens the applicability of the Koopman formalism. Although the convergence of the EDMD has been established, applying the method in practice requires a careful choice of the observables to improve convergence with just a finite number of terms. This is especially difficult for high dimensional and highly nonlinear systems. In this paper, we employ ideas from machine learning to improve upon the EDMD method. We develop an iterative approximation algorithm which couples the EDMD with a trainable dictionary represented by an artificial neural network. Using the Duffing oscillator and the Kuramoto Sivashinsky PDE as examples, we show that our algorithm can effectively and efficiently adapt the trainable dictionary to the problem at hand to achieve good reconstruction accuracy without the need to choose a fixed dictionary a priori. Furthermore, to obtain a given accuracy we require fewer dictionary terms than EDMD with fixed dictionaries. This alleviates an important shortcoming of the EDMD algorithm and enhances the applicability of the Koopman framework to practical problems.

math.DS↗

arXiv2017

Coarse-Grained Descriptions of Dynamics for Networks with both Intrinsic and Structural Heterogeneities

Finding accurate reduced descriptions for large, complex, dynamically evolving networks is a crucial enabler to their simulation, analysis, and, ultimately, design. Here we propose and illustrate a systematic and powerful approach to obtaining good collective coarse-grained observables-- variables successfully summarizing the detailed state of such networks. Finding such variables can naturally lead to successful reduced dynamic models for the networks. The main premise enabling our approach is the assumption that the behavior of a node in the network depends (after a short initial transient) on the node identity: a set of descriptors that quantify the node properties, whether intrinsic (e.g. parameters in the node evolution equations) or structural (imparted to the node by its connectivity in the particular network structure). The approach creates a natural link with modeling and "computational enabling technology" developed in the context of Uncertainty Quantification. In our case, however, we will not focus on ensembles of different realizations of a problem, each with parameters randomly selected from a distribution. We will instead study many coupled heterogeneous units, each characterized by randomly assigned (heterogeneous) parameter value(s). One could then coin the term Heterogeneity Quantification for this approach, which we illustrate through a model dynamic network consisting of coupled oscillators with one intrinsic heterogeneity (oscillator individual frequency) and one structural heterogeneity (oscillator degree in the undirected network). The computational implementation of the approach, its shortcomings and possible extensions are also discussed.

nlin.CD↗

arXiv2016

iMapD: intrinsic Map Dynamics exploration for uncharted effective free energy landscapes

We describe and implement iMapD, a computer-assisted approach for accelerating the exploration of uncharted effective Free Energy Surfaces (FES), and more generally for the extraction of coarse-grained, macroscopic information from atomistic or stochastic (here Molecular Dynamics, MD) simulations. The approach functionally links the MD simulator with nonlinear manifold learning techniques. The added value comes from biasing the simulator towards new, unexplored phase space regions by exploiting the smoothness of the (gradually, as the exploration progresses) revealed intrinsic low-dimensional geometry of the FES.

physics.chem-ph↗

arXiv2016

Data mining when each data point is a network

We discuss the problem of extending data mining approaches to cases in which data points arise in the form of individual graphs. Being able to find the intrinsic low-dimensionality in ensembles of graphs can be useful in a variety of modeling contexts, especially when coarse-graining the detailed graph information is of interest. One of the main challenges in mining graph data is the definition of a suitable pairwise similarity metric in the space of graphs. We explore two practical solutions to solving this problem: one based on finding subgraph densities, and one using spectral information. The approach is illustrated on three test data sets (ensembles of graphs); two of these are obtained from standard graph generating algorithms, while the graphs in the third example are sampled as dynamic snapshots from an evolving network simulation. We further incorporate these approaches with equation free techniques, demonstrating how such data mining approaches can enhance scientific computation of network evolution dynamics.

cs.SI↗

arXiv2016

Optimal Deterministic Algorithm Generation

A formulation for the automated generation of algorithms via mathematical programming (optimization) is proposed. The formulation is based on the concept of optimizing within a parameterized family of algorithms, or equivalently a family of functions describing the algorithmic steps. The optimization variables are the parameters -within this family of algorithms- that encode algorithm design: the computational steps of which the selected algorithms consists. The objective function of the optimization problem encodes the merit function of the algorithm, e.g., the computational cost (possibly also including a cost component for memory requirements) of the algorithm execution. The constraints of the optimization problem ensure convergence of the algorithm, i.e., solution of the problem at hand. The formulation is described prototypically for algorithms used in solving nonlinear equations and in performing unconstrained optimization; the parametrized algorithm family considered is that of monomials in function and derivative evaluation (including negative powers). A prototype implementation in GAMS is developed along with illustrative results demonstrating cases for which well-known algorithms are shown to be optimal. The formulation is a mixed-integer nonlinear program (MINLP). To overcome the multimodality arising from nonconvexity in the optimization problem, a combination of brute force and general-purpose deterministic global algorithms is employed to guarantee the optimality of the algorithm devised. We then discuss several directions towards which this methodology can be extended, their scope and limitations.

math.OC↗

arXiv2016

No equations, no parameters, no variables: data, and the reconstruction of normal forms by learning informed observation geometries

The discovery of physical laws consistent with empirical observations lies at the heart of (applied) science and engineering. These laws typically take the form of nonlinear differential equations depending on parameters, dynamical systems theory provides, through the appropriate normal forms, an "intrinsic", prototypical characterization of the types of dynamical regimes accessible to a given model. Using an implementation of data-informed geometry learning we directly reconstruct the relevant "normal forms": a quantitative mapping from empirical observations to prototypical realizations of the underlying dynamics. Interestingly, the state variables and the parameters of these realizations are inferred from the empirical observations, without prior knowledge or understanding, they parametrize the dynamics {\em intrinsically}, without explicit reference to fundamental physical quantities.

nlin.PS↗

arXiv2016

On the sighting of unicorns: a variational approach to computing invariant sets in dynamical systems

We propose to compute approximations to general invariant sets in dynamical systems by minimizing the distance between an appropriately selected finite set of points and its image under the dynamics. We demonstrate, through computational experiments that this approach can successfully converge to approximations of (maximal) invariant sets of arbitrary topology, dimension and stability as, e.g., saddle type invariant sets with complicated dynamics. We further propose to extend this approach by adding a Lennard-Jones type potential term to the objective function which yields more evenly distributed approximating finite point sets and perform corresponding numerical experiments.

math.DS↗

arXiv2016

A classification scheme for chimera states

We present a universal characterization scheme for chimera states applicable to both numerical and experimental data sets. The scheme is based on two correlation measures that enable a meaningful definition of chimera states as well as their classification into three categories: stationary, turbulent and breathing. In addition, these categories can be further subdivided according to the time-stationarity of these two measures. We demonstrate that this approach both is consistent with previously recognized chimera states and enables us to classify states as chimeras which have not been categorized as such before. Furthermore, the scheme allows for a qualitative and quantitative comparison of experimental chimeras with chimeras obtained through numerical simulations.

nlin.CD↗

arXiv2016

Equation-free analysis of a dynamically evolving multigraph

In order to illustrate the adaptation of traditional continuum numerical techniques to the study of complex network systems, we use the equation-free framework to analyze a dynamically evolving multigraph. This approach is based on coupling short intervals of direct dynamic network simulation with appropriately-defined lifting and restriction operators, mapping the detailed network description to suitable macroscopic (coarse-grained) variables and back. This enables the acceleration of direct simulations through Coarse Projective Integration (CPI), as well as the identification of coarse stationary states via a Newton-GMRES method. We also demonstrate the use of data-mining, both linear (principal component analysis, PCA) and nonlinear (diffusion maps, DMAPS) to determine good macroscopic variables (observables) through which one can coarse-grain the model. These results suggest methods for decreasing simulation times of dynamic real-world systems such as epidemiological network models. Additionally, the data-mining techniques could be applied to a diverse class of problems to search for a succint, low-dimensional description of the system in a small number of variables.

physics.data-an↗

arXiv2016

Experimental Study of Nonlinear Resonances and Anti-resonances in a Forced, Ordered Granular Chain

We experimentally study a one-dimensional uncompressed granular chain composed of a finite number of identical spherical beads with Hertzian interactions. The chain is harmonically excited by an amplitude- and frequency-dependent boundary drive at its left end and has a fixed boundary at its right end. Such ordered granular media represent an interesting new class of nonlinear acoustic metamaterials, since they exhibit essentially nonlinear acoustics and have been designated as 'sonic vacua' due to the fact that their corresponding speed of sound (as defined in classical acoustics) is zero.This paves the way for essentially nonlinear and energy-dependent acoustics with no counterparts in linear theory. We experimentally detect time-periodic, strongly nonlinear resonances whereby the particles (beads) of the granular chain respond at integer multiples of the excitation period, and which correspond to local peaks of the maximum transmitted force at the chain's right, fixed end.In between these resonances we detect a local minimum of the maximum transmitted forces corresponding to an anti-resonance in the stationary-state dynamics. The experimental results of this work confirm previous theoretical predictions, and verify the existence of strongly nonlinear resonance responses in a system with a complete absence of any linear spectrum; as such, the experimentally detected nonlinear resonance spectrum is passively tunable with energy and sensitive to dissipative effects such as internal structural damping in the beads, and friction or plasticity effects. The experimental results are verified by direct numerical simulations and by numerical stability analysis.

math.DS↗