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Marian Anghel

Publications and source records attributed to Marian Anghel.

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Data Driven Learning of Mori-Zwanzig Operators for Isotropic Turbulence

Developing reduced-order models for turbulent flows, which contain dynamics over a wide range of scales, is an extremely challenging problem. In statistical mechanics, the Mori-Zwanzig (MZ) formalism provides a mathematically formal procedure for constructing reduced-order representations of high-dimensional dynamical systems, where the effect due to the unresolved dynamics are captured in the memory kernel and orthogonal dynamics. Turbulence models based on MZ formalism have been scarce due to the limited knowledge of the MZ operators, which originates from the difficulty in deriving MZ kernels for complex nonlinear dynamical systems. In this work, we apply a recently developed data-driven learning algorithm, which is based on Koopman's description of dynamical systems and Mori's linear projection operator, on a set of fully-resolved isotropic turbulence datasets to extract the Mori-Zwanzig operators. With data augmentation using known turbulence symmetries, the extracted Markov term, memory kernel, and orthogonal dynamics are statistically converged and the Generalized Fluctuation-Dissipation Relation can be verified. The properties of the memory kernel and orthogonal dynamics, and their dependence on the choices of observables are investigated to address the modeling assumptions that are commonly used in MZ-based models. A series of numerical experiments are then constructed using the extracted kernels to evaluate the memory effects on predictions. Results show that the prediction errors are strongly affected by the choice of observables and can be further reduced by including the past history of the observables in the memory kernel.

physics.flu-dyn

Data-driven learning for the Mori-Zwanzig formalism: a generalization of the Koopman learning framework

A theoretical framework which unifies the conventional Mori-Zwanzig formalism and the approximate Koopman learning is presented. In this framework, the Mori-Zwanzig formalism, developed in statistical mechanics to tackle the hard problem of construction of reduced-order dynamics for high-dimensional dynamical systems, can be considered as a natural generalization of the Koopman description of the dynamical system. We next show that similar to the approximate Koopman learning methods, data-driven methods can be developed for the Mori-Zwanzig formalism with Mori's linear projection operator. We developed two algorithms to extract the key operators, the Markov and the memory kernel, using time series of a reduced set of observables in a dynamical system. We adopted the Lorenz `96 system as a test problem and solved for the operators, which exhibit complex behaviors which are unlikely to be captured by traditional modeling approaches, in Mori-Zwanzig analysis. The nontrivial Generalized Fluctuation Dissipation relationship, which relates the memory kernel with the two-time correlation statistics of the orthogonal dynamics, was numerically verified as a validation of the solved operators. We present numerical evidence that the Generalized Langevin Equation, a key construct in the Mori-Zwanzig formalism, is more advantageous in predicting the evolution of the reduced set of observables than the conventional approximate Koopman operators.

cond-mat.stat-mech

Spontaneous synchrony in power-grid networks

An imperative condition for the functioning of a power-grid network is that its power generators remain synchronized. Disturbances can prompt desynchronization, which is a process that has been involved in large power outages. Here we derive a condition under which the desired synchronous state of a power grid is stable, and use this condition to identify tunable parameters of the generators that are determinants of spontaneous synchronization. Our analysis gives rise to an approach to specify parameter assignments that can enhance synchronization of any given network, which we demonstrate for a selection of both test systems and real power grids. Because our results concern spontaneous synchronization, they are relevant both for reducing dependence on conventional control devices, thus offering an additional layer of protection given that most power outages involve equipment or operational errors, and for contributing to the development of "smart grids" that can recover from failures in real time.

physics.soc-ph

Decomposition of Nonlinear Dynamical Networks via Comparison Systems

In analysis and control of large-scale nonlinear dynamical systems, a distributed approach is often an attractive option due to its computational tractability and usually low communication requirements. Success of the distributed control design relies on the separability of the network into weakly interacting subsystems such that minimal information exchange between subsystems is sufficient to achieve satisfactory control performance. While distributed analysis and control design for dynamical network have been well studied, decomposition of nonlinear networks into weakly interacting subsystems has not received as much attention. In this article we propose a vector Lyapunov functions based approach to quantify the energy-flow in a dynamical network via a model of a comparison system. Introducing a notion of power and energy flow in a dynamical network, we use sum-of-squares programming tools to partition polynomial networks into weakly interacting subsystems. Examples are provided to illustrate the proposed method of decomposition.

math.DS

A Multiple-Comparison-Systems Method for Distributed Stability Analysis of Large-Scale Nonlinear Systems

Lyapunov functions provide a tool to analyze the stability of nonlinear systems without extensively solving the dynamics. Recent advances in sum-of-squares methods have enabled the algorithmic computation of Lyapunov functions for polynomial systems. However, for general large-scale nonlinear networks it is yet very difficult, and often impossible, both computationally and analytically, to find Lyapunov functions. In such cases, a system decomposition coupled to a vector Lyapunov functions approach provides a feasible alternative by analyzing the stability of the nonlinear network through a reduced-order comparison system. However, finding such a comparison system is not trivial and often, for a nonlinear network, there does not exist a single comparison system. In this work, we propose a multiple comparison systems approach for the algorithmic stability analysis of nonlinear systems. Using sum-of-squares methods we design a scalable and distributed algorithm which enables the computation of comparison systems using only communications between the neighboring subsystems. We demonstrate the algorithm by applying it to an arbitrarily generated network of interacting Van der Pol oscillators.

math.DS

Computation of Linear Comparison Equations for Stability Analysis of Interconnected Systems

Sum-of-squares (SOS) methods have been shown to be very useful in computing polynomial Lyapunov functions for systems of reasonably small size. However for large scale systems it is necessary to use a scalable alternative using vector Lyapunov functions. Earlier works have shown that under certain conditions the stability of an interconnected system can be studied through suitable comparison equations. However finding such comparison equations can be non-trivial. In this work we propose an SOS based systematic procedure to directly compute the comparison equations for interconnected system with polynomial dynamics. With an example of interacting Van der Pol systems, we illustrate how this facilitates a scalable and parallel approach to stability analysis.

math.DS

Distributed Coordinated Control of Large-Scale Nonlinear Networks

We provide a distributed coordinated approach to the stability analysis and control design of large-scale nonlinear dynamical systems by using a vector Lyapunov functions approach. In this formulation the large-scale system is decomposed into a network of interacting subsystems and the stability of the system is analyzed through a comparison system. However finding such comparison system is not trivial. In this work, we propose a sum-of-squares based completely decentralized approach for computing the comparison systems for networks of nonlinear systems. Moreover, based on the comparison systems, we introduce a distributed optimal control strategy in which the individual subsystems (agents) coordinate with their immediate neighbors to design local control policies that can exponentially stabilize the full system under initial disturbances.We illustrate the control algorithm on a network of interacting Van der Pol systems.

math.DS

Stability and Control of Power Systems using Vector Lyapunov Functions and Sum-of-Squares Methods

Recently sum-of-squares (SOS) based methods have been used for the stability analysis and control synthesis of polynomial dynamical systems. This analysis framework was also extended to non-polynomial dynamical systems, including power systems, using an algebraic reformulation technique that recasts the system's dynamics into a set of polynomial differential algebraic equations. Nevertheless, for large scale dynamical systems this method becomes inapplicable due to its computational complexity. For this reason we develop a subsystem based stability analysis approach using vector Lyapunov functions and introduce a parallel and scalable algorithm to infer the stability of the interconnected system with the help of the subsystem Lyapunov functions. Furthermore, we design adaptive and distributed control laws that guarantee asymptotic stability under a given external disturbance. Finally, we apply this algorithm for the stability analysis and control synthesis of a network preserving power system.

math.DS

A Sum-of-Squares approach to the Stability and Control of Interconnected Systems using Vector Lyapunov Functions

Stability analysis tools are essential to understanding and controlling any engineering system. Recently sum-of-squares (SOS) based methods have been used to compute Lyapunov based estimates for the region-of-attraction (ROA) of polynomial dynamical systems. But for a real-life large scale dynamical system this method becomes inapplicable because of growing computational burden. In such a case, it is important to develop a subsystem based stability analysis approach which is the focus of the work presented here. A parallel and scalable algorithm is used to infer stability of an interconnected system, with the help of the subsystem Lyapunov functions. Locally computable control laws are proposed to guarantee asymptotic stability under a given disturbance.

math.DS

Forecasting with Historical Data or Process Knowledge under Misspecification: A Comparison

When faced with the task of forecasting a dynamic system, practitioners often have available historical data, knowledge of the system, or a combination of both. While intuition dictates that perfect knowledge of the system should in theory yield perfect forecasting, often knowledge of the system is only partially known, known up to parameters, or known incorrectly. In contrast, forecasting using previous data without any process knowledge might result in accurate prediction for simple systems, but will fail for highly nonlinear and chaotic systems. In this paper, the authors demonstrate how even in chaotic systems, forecasting with historical data is preferable to using process knowledge if this knowledge exhibits certain forms of misspecification. Through an extensive simulation study, a range of misspecification and forecasting scenarios are examined with the goal of gaining an improved understanding of the circumstances under which forecasting from historical data is to be preferred over using process knowledge.

stat.ME

Consistency of support vector machines for forecasting the evolution of an unknown ergodic dynamical system from observations with unknown noise

We consider the problem of forecasting the next (observable) state of an unknown ergodic dynamical system from a noisy observation of the present state. Our main result shows, for example, that support vector machines (SVMs) using Gaussian RBF kernels can learn the best forecaster from a sequence of noisy observations if (a) the unknown observational noise process is bounded and has a summable $α$-mixing rate and (b) the unknown ergodic dynamical system is defined by a Lipschitz continuous function on some compact subset of $\mathbb{R}^d$ and has a summable decay of correlations for Lipschitz continuous functions. In order to prove this result we first establish a general consistency result for SVMs and all stochastic processes that satisfy a mixing notion that is substantially weaker than $α$-mixing.

stat.ME

Forecasting the Evolution of Dynamical Systems from Noisy Observations

We consider the problem of designing almost optimal predictors for dynamical systems from a finite sequence of noisy observations and incomplete knowledge of the dynamics and the noise. We first discuss the properties of the optimal (Bayes) predictor and present the limitations of memory-free forecasting methods, and of any finite memory methods in general. We then show that a nonparametric support vector machine approach to forecasting can consistently learn the optimal predictor for all pairs of dynamical systems and bounded observational noise processes that possess summable correlation sequences. Numerical experiments show that this approach adapts the memory length of the forecaster to the complexity of the learning task and the size of the observation sequence.

nlin.CD

Hidden Structure in Protein Energy Landscapes

Inherent structure theory is used to discover strong connections between simple characteristics of protein structure and the energy landscape of a Go model. The potential energies and vibrational free energies of inherent structures are highly correlated, and both reflect simple measures of networks of native contacts. These connections have important consequences for models of protein dynamics and thermodynamics.

q-bio.BM

Stochastic Model for Power Grid Dynamics

We introduce a stochastic model that describes the quasi-static dynamics of an electric transmission network under perturbations introduced by random load fluctuations, random removing of system components from service, random repair times for the failed components, and random response times to implement optimal system corrections for removing line overloads in a damaged or stressed transmission network. We use a linear approximation to the network flow equations and apply linear programming techniques that optimize the dispatching of generators and loads in order to eliminate the network overloads associated with a damaged system. We also provide a simple model for the operator's response to various contingency events that is not always optimal due to either failure of the state estimation system or due to the incorrect subjective assessment of the severity associated with these events. This further allows us to use a game theoretic framework for casting the optimization of the operator's response into the choice of the optimal strategy which minimizes the operating cost. We use a simple strategy space which is the degree of tolerance to line overloads and which is an automatic control (optimization) parameter that can be adjusted to trade off automatic load shed without propagating cascades versus reduced load shed and an increased risk of propagating cascades. The tolerance parameter is chosen to describes a smooth transition from a risk averse to a risk taken strategy...

physics.soc-ph

Dynamical system analysis and forecasting of deformation produced by an earthquake fault

We present a method of constructing low-dimensional nonlinear models describing the main dynamical features of a discrete 2D cellular fault zone, with many degrees of freedom, embedded in a 3D elastic solid. A given fault system is characterized by a set of parameters that describe the dynamics, rheology, property disorder, and fault geometry. Depending on the location in the system parameter space we show that the coarse dynamics of the fault can be confined to an attractor whose dimension is significantly smaller than the space in which the dynamics takes place. Our strategy of system reduction is to search for a few coherent structures that dominate the dynamics and to capture the interaction between these coherent structures. The identification of the basic interacting structures is obtained by applying the Proper Orthogonal Decomposition (POD) to the surface deformations fields that accompany strike-slip faulting accumulated over equal time intervals. We use a feed-forward artificial neural network (ANN) architecture for the identification of the system dynamics projected onto the subspace (model space) spanned by the most energetic coherent structures. The ANN is trained using a standard back-propagation algorithm to predict (map) the values of the observed model state at a future time given the observed model state at the present time. This ANN provides an approximate, large scale, dynamical model for the fault.

physics.geo-ph