arXiv subjects

Traian Iliescu

Publications and source records attributed to Traian Iliescu.

At least 37 records · Page 2Linked to original sources

arXiv2022

Pressure Data-Driven Variational Multiscale Reduced Order Models

In this paper, we develop data-driven closure/correction terms to increase the pressure and velocity accuracy of reduced order models (ROMs) for fluid flows. Specifically, we propose the first pressure-based data-driven variational multiscale ROM, in which we use the available data to construct closure/correction terms for both the momentum equation and the continuity equation. Our numerical investigation of the two-dimensional flow past a circular cylinder at Re=50000 in the marginally-resolved regime shows that the novel pressure data-driven variational multiscale ROM yields significantly more accurate velocity and pressure approximations than the standard ROM and, more importantly, than the original data-driven variational multiscale ROM (i.e., without pressure components). In particular, our numerical results show that adding the closure/correction term in the momentum equation significantly improves both the velocity and the pressure approximations, whereas adding the closure/correction term in the continuity equation improves only the pressure approximation.

math.NA↗

arXiv2022

A Two-Level Galerkin Reduced Order Model for the Steady Navier-Stokes Equations

We propose, analyze, and investigate numerically a novel two-level Galerkin reduced order model (2L-ROM) for the efficient and accurate numerical simulation of the steady Navier-Stokes equations. In the first step of the 2L-ROM, a relatively low-dimensional nonlinear system is solved. In the second step, the Navier-Stokes equations are linearized around the solution found in the first step, and a higher-dimensional system for the linearized problem is solved. We prove an error bound for the new 2L-ROM and compare it to the standard one level ROM (1L-ROM) in the numerical simulation of the steady Burgers equation. The 2L-ROM significantly decreases (by a factor of $2$ and even $3$) the 1L-ROM computational cost, without compromising its numerical accuracy.

math.NA↗

arXiv2022

An Energy-Based Lengthscale for Reduced Order Models of Turbulent Flows

In this paper, we propose a novel reduced order model (ROM) lengthscale that is constructed by using energy distribution arguments. The new energy-based ROM lengthscale is fundamentally different from the current ROM lengthscales, which are built by using dimensional arguments. To assess the novel, energy-based ROM lengthscale, we compare it with a standard, dimensionality-based ROM lengthscale in two fundamentally different types of models: (i) the mixing-length ROM (ML-ROM), which is a ROM closure model; and (ii) the evolve-filter-relax ROM (EFR-ROM), which is a regularized ROM. We test the four combinations (i.e., ML-ROM and EFR-ROM equipped with the energy-based and dimensionality-based lengthscales) in the numerical simulation of the turbulent channel flow at $Re_τ = 395$. The numerical investigation yields the following conclusions: (i) The new energy-based ROM lengthscale is significantly (almost two orders of magnitude) larger than the standard dimensionality-based ROM lengthscale. As a result, the energy-based lengthscale yields more stable ML-ROMs and EFR-ROMs than the dimensionality-based lengthscale. (ii) The energy-based lengthscale displays the correct asymptotic behavior with respect to the ROM dimension, whereas the dimensionality-based lengthscale does not. (iii) The energy-based lengthscale yields ML-ROMs and (when significant filtering is effected) EFR-ROMs whose parameters are less sensitive (i.e., more robust) than the parameters of the ML-ROMs and EFR-ROMs based on the dimensionality-based lengthscale. The novel energy-based lengthscale could enable the development of better scale-aware ROM strategies for flow-specific applications and is expected to have long term applications in nuclear reactor thermal-hydraulics.

math.NA↗

arXiv2022

Verifiability of the Data-Driven Variational Multiscale Reduced Order Model

In this paper, we focus on the mathematical foundations of reduced order model (ROM) closures. First, we extend the verifiability concept from large eddy simulation to the ROM setting. Specifically, we call a ROM closure model verifiable if a small ROM closure model error (i.e., a small difference between the true ROM closure and the modeled ROM closure) implies a small ROM error. Second, we prove that a data-driven ROM closure (i.e., the data-driven variational multiscale ROM) is verifiable. Finally, we investigate the verifiability of the data-driven variational multiscale ROM in the numerical simulation of the one-dimensional Burgers equation and a two-dimensional flow past a circular cylinder at Reynolds numbers $Re=100$ and $Re=1000$.

math.NA↗

arXiv2022

Stochastic Data-Driven Variational Multiscale Reduced Order Models

Trajectory-wise data-driven reduced order models (ROMs) tend to be sensitive to training data, and thus lack robustness. We propose to construct a robust stochastic ROM closure (S-ROM) from data consisting of multiple trajectories from random initial conditions. The S-ROM is a low-dimensional time series model for the coefficients of the dominating proper orthogonal decomposition (POD) modes inferred from data. Thus, it achieves reduction both space and time, leading to simulations orders of magnitude faster than the full order model. We show that both the estimated POD modes and parameters in the S-ROM converge when the number of trajectories increases. Thus, the S-ROM is robust when the training data size increases. We demonstrate the S-ROM on a 1D Burgers equation with a viscosity $ν= 0.002$ and with random initial conditions. The numerical results verify the convergence. Furthermore, the S-ROM makes accurate trajectory-wise predictions from new initial conditions and with a prediction time far beyond the training range, and it quantifies the spread of uncertainties due to the unresolved scales.

math.NA↗

arXiv2022

Full and Reduced Order Model Consistency of the Nonlinearity Discretization in Incompressible Flows

We investigate both theoretically and numerically the consistency between the nonlinear discretization in full order models (FOMs) and reduced order models (ROMs) for incompressible flows. To this end, we consider two cases: (i) FOM-ROM consistency, i.e., when we use the same nonlinearity discretization in the FOM and ROM; and (ii) FOM-ROM inconsistency, i.e., when we use different nonlinearity discretizations in the FOM and ROM. Analytically, we prove that while the FOM-ROM consistency yields optimal error bounds, FOM-ROM inconsistency yields additional terms dependent on the FOM divergence error, which prevent the ROM from recovering the FOM as the number of modes increases. Computationally, we consider channel flow around a cylinder and Kelvin-Helmholtz instability, and show that FOM-ROM consistency yields significantly more accurate results than FOM-ROM inconsistency.

math.NA↗

arXiv2022

Physics Guided Machine Learning for Variational Multiscale Reduced Order Modeling

We propose a new physics guided machine learning (PGML) paradigm that leverages the variational multiscale (VMS) framework and available data to dramatically increase the accuracy of reduced order models (ROMs) at a modest computational cost. The hierarchical structure of the ROM basis and the VMS framework enable a natural separation of the resolved and unresolved ROM spatial scales. Modern PGML algorithms are used to construct novel models for the interaction among the resolved and unresolved ROM scales. Specifically, the new framework builds ROM operators that are closest to the true interaction terms in the VMS framework. Finally, machine learning is used to reduce the projection error and further increase the ROM accuracy. Our numerical experiments for a two-dimensional vorticity transport problem show that the novel PGML-VMS-ROM paradigm maintains the low computational cost of current ROMs, while significantly increasing the ROM accuracy.

physics.flu-dyn↗

arXiv2022

An Efficient Data-Driven Multiscale Stochastic Reduced Order Modeling Framework for Complex Systems

Suitable reduced order models (ROMs) are computationally efficient tools in characterizing key dynamical and statistical features of nature. In this paper, a systematic multiscale stochastic ROM framework is developed for complex systems with strong chaotic or turbulent behavior. The new ROMs are fundamentally different from the traditional Galerkin ROM (G-ROM) or those deterministic ROMs that aim at minimizing the path-wise errors and applying mainly to laminar systems. Here, the new ROM focuses on recovering the large-scale dynamics to the maximum extent while it also exploits cheap but effective conditional linear functions as the closure terms to capture the statistical features of the medium-scale variables and its feedback to the large scales. In addition, physics constraints are incorporated into the new ROM. One unique feature of the resulting ROM is that it facilitates an efficient and accurate scheme for nonlinear data assimilation, the solution of which is provided by closed analytic formulae. Such an analytic solvable data assimilation solution significantly accelerates the computational efficiency and allows the new ROM to avoid many potential numerical and sampling issues in recovering the unobserved states from partial observations. The overall model calibration is efficient and systematic via explicit mathematical formulae. The new ROM framework is applied to complex nonlinear systems, in which the intrinsic turbulent behavior is either triggered by external random forcing or deterministic nonlinearity. It is shown that the new ROM significantly outperforms the G-ROM in both scenarios in terms of reproducing the dynamical and statistical features as well as recovering unobserved states via the associated efficient data assimilation scheme.

physics.comp-ph↗

arXiv2022

Reduced Order Model Closures: A Brief Tutorial

In this paper, we present a brief tutorial on reduced order model (ROM) closures. First, we carefully motivate the need for ROM closure modeling in under-resolved simulations. Then, we construct step by step the ROM closure model by extending the classical Galerkin framework to the spaces of resolved and unresolved scales. Finally, we develop the data-driven variational multiscale ROM closure and then we test it in fluid flow simulations. Our tutorial on ROM closures is structured as a sequence of questions and answers, and is aimed at first year graduate students and advanced undergraduate students. Our goal is not to explain the "how," but the "why." That is, we carefully explain the principles used to develop ROM closures, without focusing on particular approaches. Furthermore, we try to keep the technical details to a minimum and describe the general ideas in broad terms while citing appropriate references for details.

math.NA↗

arXiv2022

Consistency of the Full and Reduced Order Models for Evolve-Filter-Relax Regularization of Convection-Dominated, Marginally-Resolved Flows

Numerical stabilization is often used to eliminate (alleviate) the spurious oscillations generally produced by full order models (FOMs) in under-resolved or marginally-resolved simulations of convection-dominated flows. In this paper we investigate the role of numerical stabilization in reduced order models (ROMs) of convection-dominated, marginally-resolved flows. Specifically, we investigate the FOM-ROM consistency, i.e., whether the numerical stabilization is beneficial both at the FOM and the ROM level. As a numerical stabilization strategy, we focus on the evolve-filter-relax (EFR) regularization algorithm, which centers around spatial filtering. To investigate the FOM-ROM consistency, we consider two ROM strategies: (i) the EFR-ROM, in which the EFR stabilization is used at the FOM level, but not at the ROM level; and (ii) the EFR-EFRROM, in which the EFR stabilization is used both at the FOM and at the ROM level. We compare the EFR-ROM with the EFR-EFRROM in the numerical simulation of a 2D flow past a circular cylinder in the convection-dominated, marginally-resolved regime. We also perform model reduction with respect to both time and Reynolds number. Our numerical investigation shows that the EFR-EFRROM is more accurate than the EFR-ROM, which suggests that FOM-ROM consistency is beneficial in convection-dominated, marginally-resolved flows.

physics.flu-dyn↗

arXiv2021

Nonlinear proper orthogonal decomposition for convection-dominated flows

Autoencoder techniques find increasingly common use in reduced order modeling as a means to create a latent space. This reduced order representation offers a modular data-driven modeling approach for nonlinear dynamical systems when integrated with a time series predictive model. In this letter, we put forth a nonlinear proper orthogonal decomposition (POD) framework, which is an end-to-end Galerkin-free model combining autoencoders with long short-term memory networks for dynamics. By eliminating the projection error due to the truncation of Galerkin models, a key enabler of the proposed nonintrusive approach is the kinematic construction of a nonlinear mapping between the full-rank expansion of the POD coefficients and the latent space where the dynamics evolve. We test our framework for model reduction of a convection-dominated system, which is generally challenging for reduced order models. Our approach not only improves the accuracy, but also significantly reduces the computational cost of training and testing.

physics.flu-dyn↗

arXiv2021

On closures for reduced order models $-$ A spectrum of first-principle to machine-learned avenues

For over a century, reduced order models (ROMs) have been a fundamental discipline of theoretical fluid mechanics. Early examples include Galerkin models inspired by the Orr-Sommerfeld stability equation and numerous vortex models, of which the von Kármán vortex street is one of the most prominent. Subsequent ROMs typically relied on first principles, like mathematical Galerkin models, weakly nonlinear stability theory, and two- and three-dimensional vortex models. Aubry et al. [N. Aubry, P. Holmes, J. Lumley, and E. Stone, Journal of Fluid Mechanics, 192, 115-173 (1988)] pioneered data-driven proper orthogonal decomposition (POD) modeling. In early POD modeling, available data was used to build an optimal basis, which was then utilized in a classical Galerkin procedure to construct the ROM. But data has made a profound impact on ROMs beyond the Galerkin expansion. In this paper, we take a modest step and illustrate the impact of data-driven modeling on one significant ROM area. Specifically, we focus on ROM closures, which are correction terms that are added to classical ROMs in order to model the effect of the discarded ROM modes in under-resolved simulations. Through simple examples, we illustrate the main modeling principles used to construct classical ROMs, motivate and introduce modern ROM closures, and show how data-driven modeling, artificial intelligence, and machine learning have changed the standard ROM methodology over the last two decades. Finally, we outline our vision on how state-of-the-art data-driven modeling can continue to reshape the field of reduced order modeling.

physics.flu-dyn↗

arXiv2021

A Numerical Investigation of the Lengthscale in the Mixing-Length Reduced Order Model of the Turbulent Channel Flow

In this paper, we propose a novel reduced order model (ROM) lengthscale definition that is based on energy distribution arguments. This novel ROM lengthscale is fundamentally different from the current ROM lengthscales, which are generally based on dimensional arguments. As a first step in the assessment of the new, energy based ROM lengthscale, we compare it with a standard, dimensional based ROM lengthscale in the mixing-length ROM (ML-ROM) simulation of the turbulent channel flow at $Re_τ = 395$. The numerical investigation shows that the energy based ROM lengthscale yields a significantly more stable ML-ROM than the dimensional based ROM lengthscale. The new energy based lengthscale definition could allow the development of scale-aware reduced order modeling strategies that are better suited for flow-specific applications.

physics.flu-dyn↗

arXiv2020

Reduced Order Models for the Quasi-Geostrophic Equations: A Brief Survey

Reduced order models (ROMs) are computational models whose dimension is significantly lower than those obtained through classical numerical discretizations (e.g., finite element, finite difference, finite volume, or spectral methods). Thus, ROMs have been used to accelerate numerical simulations of many query problems, e.g., uncertainty quantification, control, and shape optimization. Projection-based ROMs have been particularly successful in the numerical simulation of fluid flows. In this brief survey, we summarize some recent ROM developments for the quasi-geostrophic equations (QGE) (also known as the barotropic vorticity equations), which are a simplified model for geophysical flows in which rotation plays a central role, such as wind-driven ocean circulation in mid-latitude ocean basins. Since the QGE represent a practical compromise between efficient numerical simulations of ocean flows and accurate representations of large scale ocean dynamics, these equations have often been used in the testing of new numerical methods for ocean flows. ROMs have also been tested on the QGE for various settings in order to understand their potential in efficient numerical simulations of ocean flows. In this paper, we survey the ROMs developed for the QGE in order to understand their potential in efficient numerical simulations of more complex ocean flows: We explain how classical numerical methods for the QGE are used to generate the ROM basis functions, we outline the main steps in the construction of projection-based ROMs (with a particular focus on the under-resolved regime, when the closure problem needs to be addressed), we illustrate the ROMs in the numerical simulation of the QGE for various settings, and we present several potential future research avenues in the ROM exploration of the QGE and more complex models of geophysical flows.

physics.flu-dyn↗

arXiv2020

On Optimal Pointwise in Time Error Bounds and Difference Quotients for the Proper Orthogonal Decomposition

In this paper, we resolve several long standing issues dealing with optimal pointwise in time error bounds for proper orthogonal decomposition (POD) reduced order modeling of the heat equation. In particular, we study the role played by difference quotients (DQs) in obtaining reduced order model (ROM) error bounds that are optimal with respect to both the time discretization error and the ROM discretization error. When the DQs are not used, we prove that both the ROM projection error and the ROM error are suboptimal. When the DQs are used, we prove that both the ROM projection error and the ROM error are optimal. The numerical results for the heat equation support the theoretical results.

math.NA↗

arXiv2020

Data-Driven Variational Multiscale Reduced Order Models

We propose a new data-driven reduced order model (ROM) framework that centers around the hierarchical structure of the variational multiscale (VMS) methodology and utilizes data to increase the ROM accuracy at a modest computational cost. The VMS methodology is a natural fit for the hierarchical structure of the ROM basis: In the first step, we use the ROM projection to separate the scales into three categories: (i) resolved large scales, (ii) resolved small scales, and (iii) unresolved scales. In the second step, we explicitly identify the VMS-ROM closure terms, i.e., the terms representing the interactions among the three types of scales. In the third step, we use available data to model the VMS-ROM closure terms. Thus, instead of phenomenological models used in VMS for standard numerical discretizations (e.g., eddy viscosity models), we utilize available data to construct new structural VMS-ROM closure models. Specifically, we build ROM operators (vectors, matrices, and tensors) that are closest to the true ROM closure terms evaluated with the available data. We test the new data-driven VMS-ROM in the numerical simulation of four test cases: (i) the 1D Burgers equation with viscosity coefficient $ν= 10^{-3}$; (ii) a 2D flow past a circular cylinder at Reynolds numbers $Re=100$, $Re=500$, and $Re=1000$; (iii) the quasi-geostrophic equations at Reynolds number $Re=450$ and Rossby number $Ro=0.0036$; and (iv) a 2D flow over a backward facing step at Reynolds number $Re=1000$. The numerical results show that the data-driven VMS-ROM is significantly more accurate than standard ROMs.

math.NA↗

arXiv2020

A Multifidelity Ensemble Kalman Filter with Reduced Order Control Variates

This work develops a new multifidelity ensemble Kalman filter (MFEnKF) algorithm based on linear control variate framework. The approach allows for rigorous multifidelity extensions of the EnKF, where the uncertainty in coarser fidelities in the hierarchy of models represent control variates for the uncertainty in finer fidelities. Small ensembles of high fidelity model runs are complemented by larger ensembles of cheaper, lower fidelity runs, to obtain much improved analyses at only small additional computational costs. We investigate the use of reduced order models as coarse fidelity control variates in the MFEnKF, and provide analyses to quantify the improvements over the traditional ensemble Kalman filters. We apply these ideas to perform data assimilation with a quasi-geostrophic test problem, using direct numerical simulation and a corresponding POD-Galerkin reduced order model. Numerical results show that the two-fidelity MFEnKF provides better analyses than existing EnKF algorithms at comparable or reduced computational costs.

math.NA↗

arXiv2020

Lagrangian Data-Driven Reduced Order Modeling of Finite Time Lyapunov Exponents

There are two main strategies for improving the projection-based reduced order model (ROM) accuracy: (i) improving the ROM, i.e., adding new terms to the standard ROM; and (ii) improving the ROM basis, i.e., constructing ROM bases that yield more accurate ROMs. In this paper, we use the latter. We propose new Lagrangian inner products that we use together with Eulerian and Lagrangian data to construct new Lagrangian ROMs. We show that the new Lagrangian ROMs are orders of magnitude more accurate than the standard Eulerian ROMs, i.e., ROMs that use standard Eulerian inner product and data to construct the ROM basis. Specifically, for the quasi-geostrophic equations, we show that the new Lagrangian ROMs are more accurate than the standard Eulerian ROMs in approximating not only Lagrangian fields (e.g., the finite time Lyapunov exponent (FTLE)), but also Eulerian fields (e.g., the streamfunction). We emphasize that the new Lagrangian ROMs do not employ any closure modeling to model the effect of discarded modes (which is standard procedure for low-dimensional ROMs of complex nonlinear systems). Thus, the dramatic increase in the new Lagrangian ROMs' accuracy is entirely due to the novel Lagrangian inner products used to build the Lagrangian ROM basis.

physics.flu-dyn↗