arXiv subjects

Steven L. Brunton

Publications and source records attributed to Steven L. Brunton.

At least 145 records · Page 8Linked to original sources

arXiv2020

SINDy-BVP: Sparse Identification of Nonlinear Dynamics for Boundary Value Problems

We develop a data-driven model discovery and system identification technique for spatially-dependent boundary value problems (BVPs). Specifically, we leverage the sparse identification of nonlinear dynamics (SINDy) algorithm and group sparse regression techniques with a set of forcing functions and corresponding state variable measurements to yield a parsimonious model of the system. The approach models forced systems governed by linear or nonlinear operators of the form $L[u(x)] = f(x)$ on a prescribed domain $x \in [a, b]$. We demonstrate the approach on a range of example systems, including Sturm-Liouville operators, beam theory (elasticity), and a class of nonlinear BVPs. The generated data-driven model is used to infer both the operator and/or spatially-dependent parameters that describe the heterogenous, physical quantities of the system. Our SINDy-BVP framework will enables the characterization of a broad range of systems, including for instance, the discovery of anisotropic materials with heterogeneous variability.

cs.CE↗

arXiv2020

Dimensionality Reduction and Reduced Order Modeling for Traveling Wave Physics

We develop an unsupervised machine learning algorithm for the automated discovery and identification of traveling waves in spatio-temporal systems governed by partial differential equations (PDEs). Our method uses sparse regression and subspace clustering to robustly identify translational invariances that can be leveraged to build improved reduced order models (ROMs). Invariances, whether translational or rotational, are well known to compromise the ability of ROMs to produce accurate and/or low-rank representations of the spatio-temporal dynamics. However, by discovering translations in a principled way, data can be shifted into a coordinate systems where quality, low-dimensional ROMs can be constructed. This approach can be used on either numerical or experimental data with or without knowledge of the governing equations. We demonstrate our method on a variety of PDEs of increasing difficulty, taken from the field of fluid dynamics, showing the efficacy and robustness of the proposed approach.

physics.comp-ph↗

arXiv2020

Multi-fidelity sensor selection: Greedy algorithms to place cheap and expensive sensors with cost constraints

We develop greedy algorithms to approximate the optimal solution to the multi-fidelity sensor selection problem, which is a cost constrained optimization problem prescribing the placement and number of cheap (low signal-to-noise) and expensive (high signal-to-noise) sensors in an environment or state space. Specifically, we evaluate the composition of cheap and expensive sensors, along with their placement, required to achieve accurate reconstruction of a high-dimensional state. We use the column-pivoted QR decomposition to obtain preliminary sensor positions. How many of each type of sensor to use is highly dependent upon the sensor noise levels, sensor costs, overall cost budget, and the singular value spectrum of the data measured. Such nuances allow us to provide sensor selection recommendations based on computational results for asymptotic regions of parameter space. We also present a systematic exploration of the effects of the number of modes and sensors on reconstruction error when using one type of sensor. Our extensive exploration of multi-fidelity sensor composition as a function of data characteristics is the first of its kind to provide guidelines towards optimal multi-fidelity sensor selection.

eess.SP↗

arXiv2020

Phase-based control of periodic fluid flows

Fluid flows play a central role in scientific and technological development, and many of these flows are characterized by a dominant oscillation, such as the vortex shedding in the wake of nearly all transportation vehicles. The ability to control vortex shedding is critical to improve the aerodynamic performance of these unsteady fluid flow systems. This goal requires precise characterization of how perturbations affect the long-time phase of the oscillatory flow, as well as the ability to control transient behaviors. In this work, we develop an energy-efficient flow control strategy to rapidly alter the oscillation phase of time-periodic fluid flows, leveraging theory developed for periodic biological systems. First, we perform a phase-sensitivity analysis to construct a reduced-order model for the response of the flow oscillation to impulsive control inputs at various phases. Next, we introduce two control strategies for real-time phase control based on the phase-sensitivity function: 1) optimal phase control, obtained by solving the Euler-Lagrange equations as a two-point boundary value problem, and 2) model-predictive control (MPC). Our approach is demonstrated for two unsteady flow systems, the incompressible laminar flow past a circular cylinder and the flow past an airfoil. We show that effective phase control may be achieved with several actuation strategies, including blowing and rotary control. Moreover, our control approach uses realistic measurements of the lift force on the body, rather than requiring high-dimensional measurements of the full flow field.

physics.flu-dyn↗

arXiv2020

PySINDy: A Python package for the Sparse Identification of Nonlinear Dynamics from Data

PySINDy is a Python package for the discovery of governing dynamical systems models from data. In particular, PySINDy provides tools for applying the sparse identification of nonlinear dynamics (SINDy) (Brunton et al. 2016) approach to model discovery. In this work we provide a brief description of the mathematical underpinnings of SINDy, an overview and demonstration of the features implemented in PySINDy (with code examples), practical advice for users, and a list of potential extensions to PySINDy. Software is available at https://github.com/dynamicslab/pysindy.

math.DS↗

arXiv2020

Discovery of Physics from Data: Universal Laws and Discrepancies

Machine learning (ML) and artificial intelligence (AI) algorithms are now being used to automate the discovery of physics principles and governing equations from measurement data alone. However, positing a universal physical law from data is challenging without simultaneously proposing an accompanying discrepancy model to account for the inevitable mismatch between theory and measurements. By revisiting the classic problem of modeling falling objects of different size and mass, we highlight a number of nuanced issues that must be addressed by modern data-driven methods for automated physics discovery. Specifically, we show that measurement noise and complex secondary physical mechanisms, like unsteady fluid drag forces, can obscure the underlying law of gravitation, leading to an erroneous model. We use the sparse identification of nonlinear dynamics (SINDy) method to identify governing equations for real-world measurement data and simulated trajectories. Incorporating into SINDy the assumption that each falling object is governed by a similar physical law is shown to improve the robustness of the learned models, but discrepancies between the predictions and observations persist due to subtleties in drag dynamics. This work highlights the fact that the naive application of ML/AI will generally be insufficient to infer universal physical laws without further modification.

cs.LG↗

arXiv2020

Multiresolution Convolutional Autoencoders

We propose a multi-resolution convolutional autoencoder (MrCAE) architecture that integrates and leverages three highly successful mathematical architectures: (i) multigrid methods, (ii) convolutional autoencoders and (iii) transfer learning. The method provides an adaptive, hierarchical architecture that capitalizes on a progressive training approach for multiscale spatio-temporal data. This framework allows for inputs across multiple scales: starting from a compact (small number of weights) network architecture and low-resolution data, our network progressively deepens and widens itself in a principled manner to encode new information in the higher resolution data based on its current performance of reconstruction. Basic transfer learning techniques are applied to ensure information learned from previous training steps can be rapidly transferred to the larger network. As a result, the network can dynamically capture different scaled features at different depths of the network. The performance gains of this adaptive multiscale architecture are illustrated through a sequence of numerical experiments on synthetic examples and real-world spatial-temporal data.

cs.LG↗

arXiv2020

From Fourier to Koopman: Spectral Methods for Long-term Time Series Prediction

We propose spectral methods for long-term forecasting of temporal signals stemming from linear and nonlinear quasi-periodic dynamical systems. For linear signals, we introduce an algorithm with similarities to the Fourier transform but which does not rely on periodicity assumptions, allowing for forecasting given potentially arbitrary sampling intervals. We then extend this algorithm to handle nonlinearities by leveraging Koopman theory. The resulting algorithm performs a spectral decomposition in a nonlinear, data-dependent basis. The optimization objective for both algorithms is highly non-convex. However, expressing the objective in the frequency domain allows us to compute global optima of the error surface in a scalable and efficient manner, partially by exploiting the computational properties of the Fast Fourier Transform. Because of their close relation to Bayesian Spectral Analysis, uncertainty quantification metrics are a natural byproduct of the spectral forecasting methods. We extensively benchmark these algorithms against other leading forecasting methods on a range of synthetic experiments as well as in the context of real-world power systems and fluid flows.

cs.LG↗

arXiv2020

Sensor Selection With Cost Constraints for Dynamically Relevant Bases

We consider cost-constrained sparse sensor selection for full-state reconstruction, applying a well-known greedy algorithm to dynamical systems for which the usual singular value decomposition (SVD) basis may not be available or preferred. We apply the cost-modified, column-pivoted QR decomposition to a physically relevant basis -- the pivots correspond to sensor locations, and these locations are penalized with a heterogeneous cost function. In considering different bases, we are able to account for the dynamics of the particular system, yielding sensor arrays that are nearly Pareto optimal in sensor cost and performance in the chosen basis. This flexibility extends our framework to include actuation and dynamic estimation, and to select sensors without training data. We provide three examples from the physical and engineering sciences and evaluate sensor selection in three dynamically relevant bases: truncated balanced modes for control systems, dynamic mode decomposition (DMD) modes, and a basis of analytic modes. We find that these bases all yield effective sensor arrays and reconstructions for their respective systems. When possible, we compare to results using an SVD basis and evaluate tradeoffs between methods.

math.OC↗

arXiv2020

Randomized CP Tensor Decomposition

The CANDECOMP/PARAFAC (CP) tensor decomposition is a popular dimensionality-reduction method for multiway data. Dimensionality reduction is often sought after since many high-dimensional tensors have low intrinsic rank relative to the dimension of the ambient measurement space. However, the emergence of `big data' poses significant computational challenges for computing this fundamental tensor decomposition. By leveraging modern randomized algorithms, we demonstrate that coherent structures can be learned from a smaller representation of the tensor in a fraction of the time. Thus, this simple but powerful algorithm enables one to compute the approximate CP decomposition even for massive tensors. The approximation error can thereby be controlled via oversampling and the computation of power iterations. In addition to theoretical results, several empirical results demonstrate the performance of the proposed algorithm.

math.NA↗

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↗

arXiv2020

Data-driven nonlinear aeroelastic models of morphing wings for control

Accurate and efficient aeroelastic models are critically important for enabling the optimization and control of highly flexible aerospace structures, which are expected to become pervasive in future transportation and energy systems. Advanced materials and morphing wing technologies are resulting in next-generation aeroelastic systems that are characterized by highly-coupled and nonlinear interactions between the aerodynamic and structural dynamics. In this work, we leverage emerging data-driven modeling techniques to develop highly accurate and tractable reduced-order aeroelastic models that are valid over a wide range of operating conditions and are suitable for control. In particular, we develop two extensions to the recent dynamic mode decomposition with control (DMDc) algorithm to make it suitable for flexible aeroelastic systems: 1) we introduce a formulation to handle algebraic equations, and 2) we develop an interpolation scheme to smoothly connect several linear DMDc models developed in different operating regimes. Thus, the innovation lies in accurately modeling the nonlinearities of the coupled aerostructural dynamics over multiple operating regimes, not restricting the validity of the model to a narrow region around a linearization point. We demonstrate this approach on a high-fidelity, three-dimensional numerical model of an airborne wind energy (AWE) system, although the methods are generally applicable to any highly coupled aeroelastic system or dynamical system operating over multiple operating regimes. Our proposed modeling framework results in real-time prediction of nonlinear unsteady aeroelastic responses of flexible aerospace structures, and we demonstrate the enhanced model performance for model predictive control. Thus, the proposed architecture may help enable the widespread adoption of next-generation morphing wing technologies.

physics.flu-dyn↗

arXiv2020

Modeling synchronization in forced turbulent oscillator flows

Periodically forced, oscillatory fluid flows have been the focus of intense research for decades due to their richness as a nonlinear dynamical system and their relevance to applications in transportation, aeronautics, and energy conversion. Recently, it has been observed that turbulent bluff-body wakes exhibit a subharmonic resonant response when excited with specific spatial symmetries at twice the natural vortex shedding frequency, which is hypothesized to be caused by triadic interactions. The focus of this paper is to provide new physical insight into the dynamics of turbulent oscillator flows, based on improved mechanistic models informed by a comprehensive experimental study of the turbulent wake behind a D-shaped body under periodic forcing. We confirm for the first time the role of resonant triadic interactions in the forced flow by studying the dominant components in the power spectra across multiple excitation frequencies and amplitudes. We then develop an extended Stuart-Landau model for the forced global wake mode, incorporating parametric and non-harmonic forcing. This model captures the system dynamics and reveals the boundaries of multiple synchronization regions. Further, it is possible to identify model coefficients from sparse measurement data, making it applicable to a wide range of turbulent oscillator flows. We believe these generalized synchronization models will be valuable for prediction, control, and understanding of the underlying physics in this ubiquitous class of flows.

physics.flu-dyn↗

arXiv2020

Phase-consistent dynamic mode decomposition from multiple overlapping spatial domains

Dynamic mode decomposition (DMD) provides a principled approach to extract physically interpretable spatial modes from time-resolved flow field data, along with a linear model for how the amplitudes of these modes evolve in time. Recently, DMD has been extended to work with more realistic data that is under-resolved either in time or space, or with data collected in the same spatial domain over multiple independent time windows. In this work, we develop an extension to DMD to synthesize globally consistent modes from velocity fields collected independently in multiple partially overlapping spatial domains. We propose a tractable optimization to identify modes that span multiple windows and align their phases to be consistent in the overlapping regions. First, we demonstrate this approach on data from direct numerical simulation, where it is possible to split the data into overlapping domains and benchmark against ground-truth modes. We consider the laminar flow past a cylinder as an example with distinct frequencies, along with the spatially developing mixing layer, which exhibits a frequency spectrum that evolves continuously as the measurement window moves downstream. Next, we analyze experimental velocity fields from PIV in six overlapping domains in the wake of a cross-flow turbine. On the numerical examples, we demonstrate the robustness of this approach to increasing measurement noise and decreasing size of the overlap regions. In all cases, it is possible to obtain a phase-aligned, composite reconstruction of the full time-resolved flow field from the phase-consistent modes over the entire domain.

physics.flu-dyn↗

arXiv2020

Optimal Sensor and Actuator Selection using Balanced Model Reduction

Optimal sensor and actuator selection is a central challenge in high-dimensional estimation and control. Nearly all subsequent control decisions are affected by these sensor/actuator locations, and optimal placement amounts to an intractable brute-force search among the combinatorial possibilities. In this work, we exploit balanced model reduction and greedy optimization to efficiently determine sensor and actuator selections that optimize observability and controllability. In particular, we determine locations that optimize scalar measures of observability and controllability via greedy matrix QR pivoting on the dominant modes of the direct and adjoint balancing transformations. Pivoting runtime scales linearly with the state dimension, making this method tractable for high-dimensional systems. The results are demonstrated on the linearized Ginzburg-Landau system, for which our algorithm approximates known optimal placements computed using costly gradient descent methods.

math.OC↗

arXiv2019

Robust Principal Component Analysis for Modal Decomposition of Corrupt Fluid Flows

Modal analysis techniques are used to identify patterns and develop reduced-order models in a variety of fluid applications. However, experimentally acquired flow fields may be corrupted with incorrect and missing entries, which may degrade modal decomposition. Here we use robust principal component analysis (RPCA) to improve the quality of flow field data by leveraging global coherent structures to identify and replace spurious data points. RPCA is a robust variant of principal component analysis (PCA), also known as proper orthogonal decomposition (POD) in fluids, that decomposes a data matrix into the sum of a low-rank matrix containing coherent structures and a sparse matrix of outliers and corrupt entries. We apply RPCA filtering to a range of fluid simulations and experiments of varying complexities and assess the accuracy of low-rank structure recovery. First, we analyze direct numerical simulations of flow past a circular cylinder at Reynolds number 100 with artificial outliers, alongside similar PIV measurements at Reynolds number 413. Next, we apply RPCA filtering to a turbulent channel flow simulation from the Johns Hopkins Turbulence database, demonstrating that dominant coherent structures are preserved in the low-rank matrix. Finally, we investigate PIV measurements behind a two-bladed cross-flow turbine that exhibits both broadband and coherent phenomena. In all cases, we find that RPCA filtering extracts dominant coherent structures and identifies and fills in incorrect or missing measurements. The performance is particularly striking when flow fields are analyzed using dynamic mode decomposition, which is sensitive to noise and outliers.

physics.flu-dyn↗

arXiv2019

Learning Precisely Timed Feedforward Control of the Sensor-Denied Inverted Pendulum

Time delays due to signal latency, computational complexity, and sensor-denied environments, pose a critical challenge in both engineered and biological control systems. In this work, we investigate biologically inspired strategies to develop precisely timed feedforward control laws for engineered systems with large time delays. We demonstrate this approach on the nonlinear pendulum with partially denied observations, so that it is only possible to measure the state of the system near the upright position. Given a large disturbance that overwhelms the local feedback controller, it is necessary to add or remove energy from the pendulum so that it returns to the upright position after one full revolution. The partial observation near the upright position introduces a significant delay between observations and the region where actuation is most effective. Thus, we develop a learning algorithm that integrates sensor information into a precisely timed feedforward control signal to overcome this delay with minimal computation, training data, and set of control decisions. This simple controller can serve as a model for many biological systems, and can be implemented in engineered systems with time delays.

eess.SY↗

arXiv2019

Randomized Dynamic Mode Decomposition

This paper presents a randomized algorithm for computing the near-optimal low-rank dynamic mode decomposition (DMD). Randomized algorithms are emerging techniques to compute low-rank matrix approximations at a fraction of the cost of deterministic algorithms, easing the computational challenges arising in the area of `big data'. The idea is to derive a small matrix from the high-dimensional data, which is then used to efficiently compute the dynamic modes and eigenvalues. The algorithm is presented in a modular probabilistic framework, and the approximation quality can be controlled via oversampling and power iterations. The effectiveness of the resulting randomized DMD algorithm is demonstrated on several benchmark examples of increasing complexity, providing an accurate and efficient approach to extract spatiotemporal coherent structures from big data in a framework that scales with the intrinsic rank of the data, rather than the ambient measurement dimension. For this work we assume that the dynamics of the problem under consideration is evolving on a low-dimensional subspace that is well characterized by a fast decaying singular value spectrum.

math.NA↗