arXiv subjects

Steven L. Brunton

Publications and source records attributed to Steven L. Brunton.

At least 199 records · Page 11Linked to original sources

arXiv2017

Model selection for dynamical systems via sparse regression and information criteria

We develop an algorithm for model selection which allows for the consideration of a combinatorially large number of candidate models governing a dynamical system. The innovation circumvents a disadvantage of standard model selection which typically limits the number candidate models considered due to the intractability of computing information criteria. Using a recently developed sparse identification of nonlinear dynamics algorithm, the sub-selection of candidate models near the Pareto frontier allows for a tractable computation of AIC (Akaike information criteria) or BIC (Bayes information criteria) scores for the remaining candidate models. The information criteria hierarchically ranks the most informative models, enabling the automatic and principled selection of the model with the strongest support in relation to the time series data. Specifically, we show that AIC scores place each candidate model in the {\em strong support}, {\em weak support} or {\em no support} category. The method correctly identifies several canonical dynamical systems, including an SEIR (susceptible-exposed-infectious-recovered) disease model and the Lorenz equations, giving the correct dynamical system as the only candidate model with strong support.

physics.data-an↗

arXiv2016

Constrained Sparse Galerkin Regression

Although major advances have been achieved over the past decades for the reduction and identification of linear systems, deriving nonlinear low-order models still is a chal- lenging task. In this work, we develop a new data-driven framework to identify nonlinear reduced-order models of a fluid by combining dimensionality reductions techniques (e.g. proper orthogonal decomposition) and sparse regression techniques from machine learn- ing. In particular, we extend the sparse identification of nonlinear dynamics (SINDy) algorithm to enforce physical constraints in the regression, namely energy-preserving quadratic nonlinearities. The resulting models, hereafter referred to as Galerkin regression models, incorporate many beneficial aspects of Galerkin projection, but without the need for a full-order or high-fidelity solver to project the Navier-Stokes equations. Instead, the most parsimonious nonlinear model is determined that is consistent with observed mea- surement data and satisfies necessary constraints. Galerkin regression models also readily generalize to include higher-order nonlinear terms that model the effect of truncated modes. The effectiveness of Galerkin regression is demonstrated on two different flow configurations: the two-dimensional flow past a circular cylinder and the shear-driven cavity flow. For both cases, the accuracy of the identified models compare favorably against reduced-order models obtained from a standard Galerkin projection procedure. Present results highlight the importance of cubic nonlinearities in the construction of accurate nonlinear low-dimensional approximations of the flow systems, something which cannot be readily obtained using a standard Galerkin projection of the Navier-Stokes equations. Finally, the entire code base for our constrained sparse Galerkin regression algorithm is freely available online.

physics.flu-dyn↗

arXiv2016

Streaming GPU Singular Value and Dynamic Mode Decompositions

This work develops a parallelized algorithm to compute the dynamic mode decomposition (DMD) on a graphics processing unit using the streaming method of snapshots singular value decomposition. This allows the algorithm to operate efficiently on streaming data by avoiding redundant inner-products as new data becomes available. In addition, it is possible to leverage the native compressed format of many data streams, such as HD video and computational physics codes that are represented sparsely in the Fourier domain, to massively reduce data transfer from CPU to GPU and to enable sparse matrix multiplications. Taken together, these algorithms facilitate real-time streaming DMD on high-dimensional data streams. We demonstrate the proposed method on numerous high-dimensional data sets ranging from video background modeling to scientific computing applications, where DMD is becoming a mainstay algorithm. The computational framework is developed as an open-source library written in C++ with CUDA, and the algorithms may be generalized to include other DMD advances, such as compressed sensing DMD, multi resolution DMD, or DMD with control. Keywords: Singular value decomposition, dynamic mode decomposition, streaming computations, graphics processing unit, video background modeling, scientific computing.

math.NA↗

arXiv2016

Data-driven discovery of partial differential equations

We propose a sparse regression method capable of discovering the governing partial differential equation(s) of a given system by time series measurements in the spatial domain. The regression framework relies on sparsity promoting techniques to select the nonlinear and partial derivative terms terms of the governing equations that most accurately represent the data, bypassing a combinatorially large search through all possible candidate models. The method balances model complexity and regression accuracy by selecting a parsimonious model via Pareto analysis. Time series measurements can be made in an Eulerian framework where the sensors are fixed spatially, or in a Lagrangian framework where the sensors move with the dynamics. The method is computationally efficient, robust, and demonstrated to work on a variety of canonical problems of mathematical physics including Navier-Stokes, the quantum harmonic oscillator, and the diffusion equation. Moreover, the method is capable of disambiguating between potentially non-unique dynamical terms by using multiple time series taken with different initial data. Thus for a traveling wave, the method can distinguish between a linear wave equation or the Korteweg-deVries equation, for instance. The method provides a promising new technique for discovering governing equations and physical laws in parametrized spatio-temporal systems where first-principles derivations are intractable.

nlin.PS↗

arXiv2016

Compressed Dynamic Mode Decomposition for Background Modeling

We introduce the method of compressed dynamic mode decomposition (cDMD) for background modeling. The dynamic mode decomposition (DMD) is a regression technique that integrates two of the leading data analysis methods in use today: Fourier transforms and singular value decomposition. Borrowing ideas from compressed sensing and matrix sketching, cDMD eases the computational workload of high resolution video processing. The key principal of cDMD is to obtain the decomposition on a (small) compressed matrix representation of the video feed. Hence, the cDMD algorithm scales with the intrinsic rank of the matrix, rather then the size of the actual video (data) matrix. Selection of the optimal modes characterizing the background is formulated as a sparsity-constrained sparse coding problem. Our results show, that the quality of the resulting background model is competitive, quantified by the F-measure, Recall and Precision. A GPU (graphics processing unit) accelerated implementation is also presented which further boosts the computational efficiency of the algorithm.

cs.CV↗

arXiv2016

Chaos as an Intermittently Forced Linear System

Understanding the interplay of order and disorder in chaotic systems is a central challenge in modern quantitative science. We present a universal, data-driven decomposition of chaos as an intermittently forced linear system. This work combines Takens' delay embedding with modern Koopman operator theory and sparse regression to obtain linear representations of strongly nonlinear dynamics. The result is a decomposition of chaotic dynamics into a linear model in the leading delay coordinates with forcing by low energy delay coordinates; we call this the Hankel alternative view of Koopman (HAVOK) analysis. This analysis is applied to the canonical Lorenz system, as well as to real-world examples such as the Earth's magnetic field reversal, and data from electrocardiogram, electroencephalogram, and measles outbreaks. In each case, the forcing statistics are non-Gaussian, with long tails corresponding to rare events that trigger intermittent switching and bursting phenomena; this forcing is highly predictive, providing a clear signature that precedes these events. Moreover, the activity of the forcing signal demarcates large coherent regions of phase space where the dynamics are approximately linear from those that are strongly nonlinear.

math.DS↗

arXiv2016

Koopman Theory for Partial Differential Equations

We consider the application of Koopman theory to nonlinear partial differential equations. We demonstrate that the observables chosen for constructing the Koopman operator are critical for enabling an accurate approximation to the nonlinear dynamics. If such observables can be found, then the dynamic mode decomposition algorithm can be enacted to compute a finite-dimensional approximation of the Koopman operator, including its eigenfunctions, eigenvalues and Koopman modes. Judiciously chosen observables lead to physically interpretable spatio-temporal features of the complex system under consideration and provide a connection to manifold learning methods. We demonstrate the impact of observable selection, including kernel methods, and construction of the Koopman operator on two canonical, nonlinear PDEs: Burgers' equation and the nonlinear Schrödinger equation. These examples serve to highlight the most pressing and critical challenge of Koopman theory: a principled way to select appropriate observables.

nlin.PS↗

arXiv2016

Online interpolation point refinement for reduced order models using a genetic algorithm

A genetic algorithm procedure is demonstrated that refines the selection of interpolation points of the discrete empirical interpolation method (DEIM) when used for constructing reduced order models for time dependent and/or parametrized nonlinear partial differential equations (PDEs) with proper orthogonal decomposition. The method achieves nearly optimal interpolation points with only a few generations of the search, making it potentially useful for {\em online} refinement of the sparse sampling used to construct a projection of the nonlinear terms. With the genetic algorithm, points are optimized to jointly minimize reconstruction error and enable dynamic regime classification. The efficiency of the method is demonstrated on two canonical nonlinear PDEs: the cubic-quintic Ginzburg-Landau equation and the Navier-Stokes equation for flow around a cylinder. Using the former model, the procedure can be compared to the ground-truth optimal interpolation points, showing that the genetic algorithm quickly achieves nearly optimal performance and reduced the reconstruction error by nearly an order of magnitude.

math.NA↗

arXiv2016

Inferring biological networks by sparse identification of nonlinear dynamics

Inferring the structure and dynamics of network models is critical to understanding the functionality and control of complex systems, such as metabolic and regulatory biological networks. The increasing quality and quantity of experimental data enable statistical approaches based on information theory for model selection and goodness-of-fit metrics. We propose an alternative method to infer networked nonlinear dynamical systems by using sparsity-promoting $\ell_1$ optimization to select a subset of nonlinear interactions representing dynamics on a fully connected network. Our method generalizes the sparse identification of nonlinear dynamics (SINDy) algorithm to dynamical systems with rational function nonlinearities, such as biological networks. We show that dynamical systems with rational nonlinearities may be cast in an implicit form, where the equations may be identified in the null-space of a library of mixed nonlinearities including the state and derivative terms; this approach applies more generally to implicit dynamical systems beyond those containing rational nonlinearities. This method, implicit-SINDy, succeeds in inferring three canonical biological models: Michaelis-Menten enzyme kinetics, the regulatory network for competence in bacteria, and the metabolic network for yeast glycolysis.

math.DS↗

arXiv2016

Sparse Identification of Nonlinear Dynamics with Control (SINDYc)

Identifying governing equations from data is a critical step in the modeling and control of complex dynamical systems. Here, we investigate the data-driven identification of nonlinear dynamical systems with inputs and forcing using regression methods, including sparse regression. Specifically, we generalize the sparse identification of nonlinear dynamics (SINDY) algorithm to include external inputs and feedback control. This method is demonstrated on examples including the Lotka-Volterra predator--prey model and the Lorenz system with forcing and control. We also connect the present algorithm with the dynamic mode decomposition (DMD) and Koopman operator theory to provide a broader context.

math.DS↗

arXiv2016

Intracycle Angular Velocity Control of Cross-Flow Turbines

Cross-flow turbines, also known as vertical-axis turbines, have numerous features that make them attractive for wind and marine renewable energy. To maximize power output, the turbine blade kinematics may be controlled during the course of the blade revolution, thus optimizing the unsteady fluid dynamic forces. Dynamically pitching the blades, similar to blade control in a helicopter, is an established method. However, this technique adds undesirable mechanical complexity to the turbine, increasing cost and reducing durability. Here we introduce a novel alternative requiring no additional moving parts: we optimize the turbine rotation rate as a function of blade position resulting in motion (including changes in the effective angle of attack) that is precisely timed to exploit unsteady fluid effects. We demonstrate experimentally that this approach results in a 79% increase in power output over industry standard control methods. Analysis of the fluid forcing and blade kinematics show that maximal power is achieved through alignment of fluid force and rotation rate extrema. In addition, the optimized controller excites a well-timed dynamic stall vortex, as is found in many examples of biological propulsion. This control strategy allows a structurally robust turbine operating at relatively low angular velocity to achieve high efficiency and could enable a new generation of environmentally-benign turbines for wind and water current power generation.

physics.flu-dyn↗

arXiv2016

Generalizing Koopman Theory to allow for inputs and control

We develop a new generalization of Koopman operator theory that incorporates the effects of inputs and control. Koopman spectral analysis is a theoretical tool for the analysis of nonlinear dynamical systems. Moreover, Koopman is intimately connected to Dynamic Mode Decomposition (DMD), a method that discovers spatial-temporal coherent modes from data, connects local-linear analysis to nonlinear operator theory, and importantly creates an equation-free architecture allowing investigation of complex systems. In actuated systems, standard Koopman analysis and DMD are incapable of producing input-output models; moreover, the dynamics and the modes will be corrupted by external forcing. Our new theoretical developments extend Koopman operator theory to allow for systems with nonlinear input-output characteristics. We show how this generalization is rigorously connected and generalizes a recent development called Dynamic Mode Decomposition with control (DMDc). We demonstrate this new theory on nonlinear dynamical systems, including a standard Susceptible-Infectious-Recovered model with relevance to the analysis of infectious disease data with mass vaccination (actuation).

math.OC↗

arXiv2015

Koopman invariant subspaces and finite linear representations of nonlinear dynamical systems for control

In this work, we explore finite-dimensional linear representations of nonlinear dynamical systems by restricting the Koopman operator to an invariant subspace. The Koopman operator is an infinite-dimensional linear operator that evolves observable functions of the state-space of a dynamical system [Koopman 1931, PNAS]. Dominant terms in the Koopman expansion are typically computed using dynamic mode decomposition (DMD). DMD uses linear measurements of the state variables, and it has recently been shown that this may be too restrictive for nonlinear systems [Williams et al. 2015, JNLS]. Choosing nonlinear observable functions to form an invariant subspace where it is possible to obtain linear models, especially those that are useful for control, is an open challenge. Here, we investigate the choice of observable functions for Koopman analysis that enable the use of optimal linear control techniques on nonlinear problems. First, to include a cost on the state of the system, as in linear quadratic regulator (LQR) control, it is helpful to include these states in the observable subspace, as in DMD. However, we find that this is only possible when there is a single isolated fixed point, as systems with multiple fixed points or more complicated attractors are not globally topologically conjugate to a finite-dimensional linear system, and cannot be represented by a finite-dimensional linear Koopman subspace that includes the state. We then present a data-driven strategy to identify relevant observable functions for Koopman analysis using a new algorithm to determine terms in a dynamical system by sparse regression of the data in a nonlinear function space [Brunton et al. 2015, arxiv]; we show how this algorithm is related to DMD. Finally, we demonstrate how to design optimal control laws for nonlinear systems using techniques from linear optimal control on Koopman invariant subspaces.

math.DS↗

arXiv2015

Lagrangian coherent structures and inertial particle dynamics

In this work we investigate the dynamics of inertial particles using finite-time Lyapunov exponents (FTLE). In particular, we characterize the attractor and repeller structures underlying preferential concentration of inertial particles in terms of FTLE fields of the underlying carrier fluid. Inertial particles that are heavier than the ambient fluid (aerosols) attract onto ridges of the negative-time fluid FTLE. This negative-time FTLE ridge becomes a repeller for particles that are lighter than the carrier fluid (bubbles). We also examine the inertial FTLE (iFTLE) determined by the trajectories of inertial particles evolved using the Maxey-Riley equations with non-zero Stokes number and density ratio. Finally, we explore the low-pass filtering effect of Stokes number. These ideas are demonstrated on two-dimensional numerical simulations of the unsteady double gyre flow.

physics.flu-dyn↗

arXiv2015

Discovering governing equations from data: Sparse identification of nonlinear dynamical systems

The ability to discover physical laws and governing equations from data is one of humankind's greatest intellectual achievements. A quantitative understanding of dynamic constraints and balances in nature has facilitated rapid development of knowledge and enabled advanced technological achievements, including aircraft, combustion engines, satellites, and electrical power. In this work, we combine sparsity-promoting techniques and machine learning with nonlinear dynamical systems to discover governing physical equations from measurement data. The only assumption about the structure of the model is that there are only a few important terms that govern the dynamics, so that the equations are sparse in the space of possible functions; this assumption holds for many physical systems. In particular, we use sparse regression to determine the fewest terms in the dynamic governing equations required to accurately represent the data. The resulting models are parsimonious, balancing model complexity with descriptive ability while avoiding overfitting. We demonstrate the algorithm on a wide range of problems, from simple canonical systems, including linear and nonlinear oscillators and the chaotic Lorenz system, to the fluid vortex shedding behind an obstacle. The fluid example illustrates the ability of this method to discover the underlying dynamics of a system that took experts in the community nearly 30 years to resolve. We also show that this method generalizes to parameterized, time-varying, or externally forced systems.

math.DS↗

arXiv2015

Multi-Resolution Dynamic Mode Decomposition

We demonstrate that the integration of the recently developed dynamic mode decomposition (DMD) with a multi-resolution analysis allows for a decomposition method capable of robustly separating complex systems into a hierarchy of multi-resolution time-scale components. A one-level separation allows for background (low-rank) and foreground (sparse) separation of dynamical data, or robust principal component analysis. The multi-resolution dynamic mode decomposition is capable of characterizing nonlinear dynamical systems in an equation-free manner by recursively decomposing the state of the system into low-rank terms whose temporal coefficients in time are known. DMD modes with temporal frequencies near the origin (zero-modes) are interpreted as background (low-rank) portions of the given dynamics, and the terms with temporal frequencies bounded away from the origin are their sparse counterparts. The multi-resolution dynamic mode decomposition (mrDMD) method is demonstrated on several examples involving multi-scale dynamical data, showing excellent decomposition results, including sifting the El Niño mode from ocean temperature data. It is further applied to decompose a video data set into separate objects moving at different rates against a slowly varying background. These examples show that the decomposition is an effective dynamical systems tool for data-driven discovery.

math.DS↗

arXiv2015

Feedback Control of Turbulent Shear Flows by Genetic Programming

Turbulent shear flows have triggered fundamental research in nonlinear dynamics, like transition scenarios, pattern formation and dynamical modeling. In particular, the control of nonlinear dynamics is subject of research since decades. In this publication, actuated turbulent shear flows serve as test-bed for a nonlinear feedback control strategy which can optimize an arbitrary cost function in an automatic self-learning manner. This is facilitated by genetic programming providing an analytically treatable control law. Unlike control based on PID laws or neural networks, no structure of the control law needs to be specified in advance. The strategy is first applied to low-dimensional dynamical systems featuring aspects of turbulence and for which linear control methods fail. This includes stabilizing an unstable fixed point of a nonlinearly coupled oscillator model and maximizing mixing, i.e.\ the Lyapunov exponent, for forced Lorenz equations. For the first time, we demonstrate the applicability of genetic programming control to four shear flow experiments with strong nonlinearities and intrinsically noisy measurements. These experiments comprise mixing enhancement in a turbulent shear layer, the reduction of the recirculation zone behind a backward facing step, and the optimized reattachment of separating boundary layers. Genetic programming control has outperformed tested optimized state-of-the-art control and has even found novel actuation mechanisms.

physics.flu-dyn↗

arXiv2015

Nonlinear Model Reduction for Complex Systems using Sparse Optimal Sensor Locations from Learned Nonlinear Libraries

We demonstrate the synthesis of sparse sampling and machine learning to characterize and model complex, nonlinear dynamical systems over a range of bifurcation parameters. First, we construct modal libraries using the classical proper orthogonal decomposition to uncover dominant low-rank coherent structures. Here, nonlinear libraries are also constructed in order to take advantage of the discrete empirical interpolation method and projection that allows for the approximation of nonlinear terms in a low-dimensional way. The selected sampling points are shown to be nearly optimal sensing locations for characterizing the underlying dynamics, stability, and bifurcations of complex systems. The use of empirical interpolation points and sparse representation facilitate a family of local reduced-order models for each physical regime, rather than a higher-order global model, which has the benefit of physical interpretability of energy transfer between coherent structures. In particular, the discrete interpolation points and nonlinear modal libraries are used for sparse representation to classify the dynamic bifurcation regime in the complex Ginzburg-Landau equation. It is shown that nonlinear point measurements are more effective than linear measurements when sensor noise is present.

nlin.PS↗