arXiv subjects

Steven L. Brunton

Publications and source records attributed to Steven L. Brunton.

At least 163 records · Page 9Linked to original sources

arXiv2019

Randomized Matrix Decompositions using R

Matrix decompositions are fundamental tools in the area of applied mathematics, statistical computing, and machine learning. In particular, low-rank matrix decompositions are vital, and widely used for data analysis, dimensionality reduction, and data compression. Massive datasets, however, pose a computational challenge for traditional algorithms, placing significant constraints on both memory and processing power. Recently, the powerful concept of randomness has been introduced as a strategy to ease the computational load. The essential idea of probabilistic algorithms is to employ some amount of randomness in order to derive a smaller matrix from a high-dimensional data matrix. The smaller matrix is then used to compute the desired low-rank approximation. Such algorithms are shown to be computationally efficient for approximating matrices with low-rank structure. We present the \proglang{R} package rsvd, and provide a tutorial introduction to randomized matrix decompositions. Specifically, randomized routines for the singular value decomposition, (robust) principal component analysis, interpolative decomposition, and CUR decomposition are discussed. Several examples demonstrate the routines, and show the computational advantage over other methods implemented in R.

stat.CO↗

arXiv2019

Characterizing Magnetized Plasmas with Dynamic Mode Decomposition

Accurate and efficient plasma models are essential to understand and control experimental devices. Existing magnetohydrodynamic or kinetic models are nonlinear, computationally intensive, and can be difficult to interpret, while often only approximating the true dynamics. In this work, data-driven techniques recently developed in the field of fluid dynamics are leveraged to develop interpretable reduced-order models of plasmas that strike a balance between accuracy and efficiency. In particular, dynamic mode decomposition (DMD) is used to extract spatio-temporal magnetic coherent structures from the experimental and simulation datasets of the HIT-SI experiment. Three-dimensional magnetic surface probes from the HIT-SI experiment are analyzed, along with companion simulations with synthetic internal magnetic probes. A number of leading variants of the DMD algorithm are compared, including the sparsity-promoting and optimized DMD. Optimized DMD results in the highest overall prediction accuracy, while sparsity-promoting DMD yields physically interpretable models that avoid overfitting. These DMD algorithms uncover several coherent magnetic modes that provide new physical insights into the inner plasma structure. These modes were subsequently used to discover a previously unobserved three-dimensional structure in the simulation, rotating at the second injector harmonic. Finally, using data from probes at experimentally accessible locations, DMD identifies a resistive kink mode, a ubiquitous instability seen in magnetized plasmas.

physics.plasm-ph↗

arXiv2019

Deep Learning Models for Global Coordinate Transformations that Linearize PDEs

We develop a deep autoencoder architecture that can be used to find a coordinate transformation which turns a nonlinear PDE into a linear PDE. Our architecture is motivated by the linearizing transformations provided by the Cole-Hopf transform for Burgers equation and the inverse scattering transform for completely integrable PDEs. By leveraging a residual network architecture, a near-identity transformation can be exploited to encode intrinsic coordinates in which the dynamics are linear. The resulting dynamics are given by a Koopman operator matrix $\mathbf{K}$. The decoder allows us to transform back to the original coordinates as well. Multiple time step prediction can be performed by repeated multiplication by the matrix $\mathbf{K}$ in the intrinsic coordinates. We demonstrate our method on a number of examples, including the heat equation and Burgers equation, as well as the substantially more challenging Kuramoto-Sivashinsky equation, showing that our method provides a robust architecture for discovering interpretable, linearizing transforms for nonlinear PDEs.

math.DS↗

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

Randomized methods to characterize large-scale vortical flow network

We demonstrate the effective use of randomized methods for linear algebra to perform network-based analysis of complex vortical flows. Network theoretic approaches can reveal the connectivity structures among a set of vortical elements and analyze their collective dynamics. These approaches have recently been generalized to analyze high-dimensional turbulent flows, for which network computations can become prohibitively expensive. In this work, we propose efficient methods to approximate network quantities, such as the leading eigendecomposition of the adjacency matrix, using randomized methods. Specifically, we use the Nyström method to approximate the leading eigenvalues and eigenvectors, achieving significant computational savings and reduced memory requirements. The effectiveness of the proposed technique is demonstrated on two high-dimensional flow fields: two-dimensional flow past an airfoil and two-dimensional turbulence. We find that quasi-uniform column sampling outperforms uniform column sampling, while both feature the same computational complexity.

math.NA↗

arXiv2019

Modal Analysis of Fluid Flows: Applications and Outlook

We present applications of modal analysis techniques to study, model, and control canonical aerodynamic flows. To illustrate how modal analysis techniques can provide physical insights in a complementary manner, we selected four fundamental examples of cylinder wakes, wall-bounded flows, airfoil wakes, and cavity flows. We also offer brief discussions on the outlook for modal analysis techniques, in light of rapid developments in data science.

physics.flu-dyn↗

arXiv2019

Deep Model Predictive Control with Online Learning for Complex Physical Systems

The control of complex systems is of critical importance in many branches of science, engineering, and industry. Controlling an unsteady fluid flow is particularly important, as flow control is a key enabler for technologies in energy (e.g., wind, tidal, and combustion), transportation (e.g., planes, trains, and automobiles), security (e.g., tracking airborne contamination), and health (e.g., artificial hearts and artificial respiration). However, the high-dimensional, nonlinear, and multi-scale dynamics make real-time feedback control infeasible. Fortunately, these high-dimensional systems exhibit dominant, low-dimensional patterns of activity that can be exploited for effective control in the sense that knowledge of the entire state of a system is not required. Advances in machine learning have the potential to revolutionize flow control given its ability to extract principled, low-rank feature spaces characterizing such complex systems. We present a novel deep learning model predictive control (DeepMPC) framework that exploits low-rank features of the flow in order to achieve considerable improvements to control performance. Instead of predicting the entire fluid state, we use a recurrent neural network (RNN) to accurately predict the control relevant quantities of the system. The RNN is then embedded into a MPC framework to construct a feedback loop, and incoming sensor data is used to perform online updates to improve prediction accuracy. The results are validated using varying fluid flow examples of increasing complexity.

cs.LG↗

arXiv2019

Data-driven discovery of coordinates and governing equations

The discovery of governing equations from scientific data has the potential to transform data-rich fields that lack well-characterized quantitative descriptions. Advances in sparse regression are currently enabling the tractable identification of both the structure and parameters of a nonlinear dynamical system from data. The resulting models have the fewest terms necessary to describe the dynamics, balancing model complexity with descriptive ability, and thus promoting interpretability and generalizability. This provides an algorithmic approach to Occam's razor for model discovery. However, this approach fundamentally relies on an effective coordinate system in which the dynamics have a simple representation. In this work, we design a custom autoencoder to discover a coordinate transformation into a reduced space where the dynamics may be sparsely represented. Thus, we simultaneously learn the governing equations and the associated coordinate system. We demonstrate this approach on several example high-dimensional dynamical systems with low-dimensional behavior. The resulting modeling framework combines the strengths of deep neural networks for flexible representation and sparse identification of nonlinear dynamics (SINDy) for parsimonious models. It is the first method of its kind to place the discovery of coordinates and models on an equal footing.

stat.OT↗

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↗

arXiv2019

Robust flow field reconstruction from limited measurements via sparse representation

In many applications it is important to estimate a fluid flow field from limited and possibly corrupt measurements. Current methods in flow estimation often use least squares regression to reconstruct the flow field, finding the minimum-energy solution that is consistent with the measured data. However, this approach may be prone to overfitting and sensitive to noise. To address these challenges we instead seek a sparse representation of the data in a library of examples. Sparse representation has been widely used for image recognition and reconstruction, and it is well-suited to structured data with limited, corrupt measurements. We explore sparse representation for flow reconstruction on a variety of fluid data sets with a wide range of complexity, including vortex shedding past a cylinder at low Reynolds number, a mixing layer, and two geophysical flows. In addition, we compare several measurement strategies and consider various types of noise and corruption over a range of intensities. We find that sparse representation has considerably improved estimation accuracy and robustness to noise and corruption compared with least squares methods. We also introduce a sparse estimation procedure on local spatial patches for complex multiscale flows that preclude a global sparse representation. Based on these results, sparse representation is a promising framework for extracting useful information from complex flow fields with realistic measurements.

physics.flu-dyn↗

arXiv2018

Feedback through graph motifs relates structure and function in complex networks

In physics, biology and engineering, network systems abound. How does the connectivity of a network system combine with the behavior of its individual components to determine its collective function? We approach this question for networks with linear time-invariant dynamics by relating internal network feedbacks to the statistical prevalence of connectivity motifs, a set of surprisingly simple and local statistics of connectivity. This results in a reduced order model of the network input-output dynamics in terms of motifs structures. As an example, the new formulation dramatically simplifies the classic Erdos-Renyi graph, reducing the overall network behavior to one proportional feedback wrapped around the dynamics of a single node. For general networks, higher-order motifs systematically provide further layers and types of feedback to regulate the network response. Thus, the local connectivity shapes temporal and spectral processing by the network as a whole, and we show how this enables robust, yet tunable, functionality such as extending the time constant with which networks remember past signals. The theory also extends to networks composed from heterogeneous nodes with distinct dynamics and connectivity, and patterned input to (and readout from) subsets of nodes. These statistical descriptions provide a powerful theoretical framework to understand the functionality of real-world network systems, as we illustrate with examples including the mouse brain connectome.

q-bio.NC↗

arXiv2018

RetinaMatch: Efficient Template Matching of Retina Images for Teleophthalmology

Retinal template matching and registration is an important challenge in teleophthalmology with low-cost imaging devices. However, the images from such devices generally have a small field of view (FOV) and image quality degradations, making matching difficult. In this work, we develop an efficient and accurate retinal matching technique that combines dimension reduction and mutual information (MI), called RetinaMatch. The dimension reduction initializes the MI optimization as a coarse localization process, which narrows the optimization domain and avoids local optima. The effectiveness of RetinaMatch is demonstrated on the open fundus image database STARE with simulated reduced FOV and anticipated degradations, and on retinal images acquired by adapter-based optics attached to a smartphone. RetinaMatch achieves a success rate over 94\% on human retinal images with the matched target registration errors below 2 pixels on average, excluding the observer variability. It outperforms the standard template matching solutions. In the application of measuring vessel diameter repeatedly, single pixel errors are expected. In addition, our method can be used in the process of image mosaicking with area-based registration, providing a robust approach when the feature based methods fail. To the best of our knowledge, this is the first template matching algorithm for retina images with small template images from unconstrained retinal areas. In the context of the emerging mixed reality market, we envision automated retinal image matching and registration methods as transformative for advanced teleophthalmology and long-term retinal monitoring.

eess.IV↗

arXiv2018

A Unified Framework for Sparse Relaxed Regularized Regression: SR3

Regularized regression problems are ubiquitous in statistical modeling, signal processing, and machine learning. Sparse regression in particular has been instrumental in scientific model discovery, including compressed sensing applications, variable selection, and high-dimensional analysis. We propose a broad framework for sparse relaxed regularized regression, called SR3. The key idea is to solve a relaxation of the regularized problem, which has three advantages over the state-of-the-art: (1) solutions of the relaxed problem are superior with respect to errors, false positives, and conditioning, (2) relaxation allows extremely fast algorithms for both convex and nonconvex formulations, and (3) the methods apply to composite regularizers such as total variation (TV) and its nonconvex variants. We demonstrate the advantages of SR3 (computational efficiency, higher accuracy, faster convergence rates, greater flexibility) across a range of regularized regression problems with synthetic and real data, including applications in compressed sensing, LASSO, matrix completion, TV regularization, and group sparsity. To promote reproducible research, we also provide a companion MATLAB package that implements these examples.

stat.ML↗

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

Deep learning of dynamics and signal-noise decomposition with time-stepping constraints

A critical challenge in the data-driven modeling of dynamical systems is producing methods robust to measurement error, particularly when data is limited. Many leading methods either rely on denoising prior to learning or on access to large volumes of data to average over the effect of noise. We propose a novel paradigm for data-driven modeling that simultaneously learns the dynamics and estimates the measurement noise at each observation. By constraining our learning algorithm, our method explicitly accounts for measurement error in the map between observations, treating both the measurement error and the dynamics as unknowns to be identified, rather than assuming idealized noiseless trajectories. We model the unknown vector field using a deep neural network, imposing a Runge-Kutta integrator structure to isolate this vector field, even when the data has a non-uniform timestep, thus constraining and focusing the modeling effort. We demonstrate the ability of this framework to form predictive models on a variety of canonical test problems of increasing complexity and show that it is robust to substantial amounts of measurement error. We also discuss issues with the generalizability of neural network models for dynamical systems and provide open-source code for all examples.

math.NA↗