Regression-based projection for learning Mori-Zwanzig operators
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Computer Science↗
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Data-Driven Learning for the Mori--Zwanzig Formalism: A Generalization of the Koopman Learning Framework
A theoretical framework which unifies the conventional Mori--Zwanzig formalism and the approximate Koopman learning of deterministic dynamical systems from noiseless observation is presented. In this framework, the Mori--Zwanzig formalism, developed in statistical mechanics to tackle the hard problem of construction of reduced-order dynamics for high-dimensional dynamical systems, can be considered as a natural generalization of the Koopman description of the dynamical system. We next show that, similar to the approximate Koopman learning methods, data-driven methods can be developed for the Mori--Zwanzig formalism with Mori's linear projection operator. We have developed two algorithms to extract the key operators, the Markov and the memory kernel, using time series of a reduced set of observables in a dynamical system. We have adopted the Lorenz `96 system as a test problem and solved for the above operators. These operators exhibit complex behaviors, which are unlikely to be captured by traditional modeling approaches in Mori--Zwanzig analysis. The nontrivial generalized fluctuation-dissipation relationship, which relates the memory kernel with the two-time correlation statistics of the orthogonal dynamics, was numerically verified as a validation of the solved operators. Here we present numerical evidence that the generalized Langevin equation, a key construct in the Mori--Zwanzig formalism, is more advantageous in predicting the evolution of the reduced set of observables than the conventional approximate Koopman operators.
97 MATHEMATICS AND COMPUTING↗
Code for the manuscript "Mori-Zwanzig Modal Decomposition"
We would like to create an open source repository in LANL's github on code written in Julia, in which we implement and extend the data-driven Mori-Zwanzig method for extracting large-scale spatio-temporal structures from data, which we call MZMD. This method is an extension of Dynamic Mode Decomposition (DMD) in which Mori-Zwanzig memory kernels are included into the associated companion matrix. In the code we would like to release, we apply MZMD to a flow over a cylinder with Reynolds number 100 rather than the much larger data set used in the associated manuscript. DMD is used extensively in the fluid dynamics community mainly for extracting large scale spatio-temporal structures (patters) from flow data. This is useful for understanding the key mechanisms that generate certain complex dynamical process relevant in engineering design. In MZMD, we improve upon DMD by adding the Mori-Zwanzig memory kernels, and show this improvement is especially important in strongly nonlinear regions of the flow.
Woodward, Michael↗
Data-driven learning of Mori–Zwanzig operators for isotropic turbulence
Developing reduced-order models for turbulent flows, which contain dynamics over a wide range of scales, is an extremely challenging problem. In statistical mechanics, the Mori–Zwanzig (MZ) formalism provides a mathematically exact procedure for constructing reduced-order representations of high-dimensional dynamical systems, where the effects due to the unresolved dynamics are captured in the memory kernel and orthogonal dynamics. Turbulence models based on MZ formalism have been scarce due to the limited knowledge of the MZ operators, which originates from the difficulty in deriving MZ kernels for complex nonlinear dynamical systems. In this work, we apply a recently developed data-driven learning algorithm, which is based on Koopman's description of dynamical systems and Mori's linear projection operator, on a set of fully resolved isotropic turbulence datasets to extract the Mori–Zwanzig operators. With data augmentation using known turbulence symmetries, the extracted Markov term, memory kernel, and orthogonal dynamics are statistically converged and the generalized fluctuation–dissipation relation can be verified. The properties of the memory kernel and orthogonal dynamics, and their dependence on the choices of observables are investigated to address the modeling assumptions that are commonly used in MZ-based models. A series of numerical experiments are then constructed using the extracted kernels to evaluate the memory effects on prediction. The results show that the prediction errors are strongly affected by the choice of observables and can be further reduced by including the past history of the observables in the memory kernel.
97 MATHEMATICS AND COMPUTING↗
Data-driven Mori–Zwanzig modeling of Lagrangian particle dynamics in turbulent flows
The dynamics of Lagrangian particles in turbulence play a crucial role in mixing, transport, and dispersion in complex flows. Their trajectories exhibit highly nontrivial statistical behavior, motivating the development of surrogate models that can reproduce these trajectories without incurring the high computational cost of direct numerical simulations of the full Eulerian field. This task is particularly challenging because reduced-order models typically lack access to the full set of interactions with the underlying turbulent field. Novel data-driven machine learning techniques can be powerful in capturing and reproducing complex statistics of the reduced-order/surrogate dynamics. In this work, we show how one can learn a surrogate dynamical system that is able to evolve a turbulent Lagrangian trajectory in a way that is point-wise accurate for short-time predictions (with respect to Kolmogorov time) and stable and statistically accurate at long times. This approach is based on the Mori–Zwanzig formalism, which prescribes a mathematical decomposition of the full dynamical system into resolved dynamics that depend on the current state and the past history of a reduced set of observables, and the unresolved orthogonal dynamics due to unresolved degrees of freedom of the initial state. We show how by training this reduced order model on a point-wise error metric on short time-prediction, we are able to correctly learn the dynamics of Lagrangian turbulence, such that also the long-time statistical behavior is stably recovered at test time. This opens up a range of applications, for example, for the control of active Lagrangian agents in turbulence.
97 MATHEMATICS AND COMPUTING↗
Arbitrarily accurate, nonparametric coarse graining with Markov renewal processes and the Mori–Zwanzig formulation
Stochastic dynamics, such as molecular dynamics, are important in many scientific applications. However, summarizing and analyzing the results of such simulations is often challenging due to the high dimension in which simulations are carried out and, consequently, due to the very large amount of data that are typically generated. Coarse graining is a popular technique for addressing this problem by providing compact and expressive representations. Coarse graining, however, potentially comes at the cost of accuracy, as dynamical information is, in general, lost when projecting the problem in a lower-dimensional space. This article shows how to eliminate coarse-graining error using two key ideas. First, we represent coarse-grained dynamics as a Markov renewal process. Second, we outline a data-driven, non-parametric Mori–Zwanzig approach for computing jump times of the renewal process. Numerical tests on a small protein illustrate the method.
36 MATERIALS SCIENCE↗
Data-Driven Mori-Zwanzig: Reduced Order Modeling of Sparse Sensor Measurements for Boundary Layer Transition
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Reduced Models, Data-Driven, Mori-Zwanzig, Hyperso↗
From Koopman to Mori-Zwanzig for Data-Driven Modeling of Dynamical Systems
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Computer Science↗
Mori-Zwanzig dimensionality reduction for turbulent flows
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Daniel, Livescu↗
The Adjoint Petrov–Galerkin method for non-linear model reduction
Here, we formulate a new projection-based reduced-order modeling technique for non-linear dynamical systems. The proposed technique, which we refer to as the Adjoint Petrov–Galerkin (APG) method, is derived by decomposing the generalized coordinates of a dynamical system into a resolved coarse-scale set and an unresolved fine-scale set. A Markovian finite memory assumption within the Mori–Zwanzig formalism is then used to develop a reduced-order representation of the coarse scales. This procedure leads to a closed reduced-order model that displays commonalities with the adjoint stabilization method used in finite elements. The formulation is shown to be equivalent to a Petrov–Galerkin method with a non-linear, time-varying test basis, thus sharing some similarities with the Least-Squares Petrov–Galerkin method. Theoretical analysis examining a priori error bounds and computational cost is presented. Numerical experiments on the compressible Navier–Stokes equations demonstrate that the proposed method can lead to improvements in numerical accuracy, robustness, and computational efficiency over the Galerkin method on problems of practical interest. Improvements in numerical accuracy and computational efficiency over the Least-Squares Petrov–Galerkin method are observed in most cases.
42 ENGINEERING↗
Nonequilibrium statistical mechanics and optimal prediction of partially-observed complex systems
Abstract Only a subset of degrees of freedom are typically accessible or measurable in real-world systems. As a consequence, the proper setting for empirical modeling is that of partially-observed systems. Notably, data-driven models consistently outperform physics-based models for systems with few observable degrees of freedom; e.g. hydrological systems. Here, we provide an operator-theoretic explanation for this empirical success. To predict a partially-observed system’s future behavior with physics-based models, the missing degrees of freedom must be explicitly accounted for using data assimilation and model parametrization. Data-driven models, in contrast, employ delay-coordinate embeddings and their evolution under the Koopman operator to implicitly model the effects of the missing degrees of freedom. We describe in detail the statistical physics of partial observations underlying data-driven models using novel maximum entropy and maximum caliber measures. The resulting nonequilibrium Wiener projections applied to the Mori–Zwanzig formalism reveal how data-driven models may converge to the true dynamics of the observable degrees of freedom. Additionally, this framework shows how data-driven models infer the effects of unobserved degrees of freedom implicitly, in much the same way that physics models infer the effects explicitly. This provides a unified implicit-explicit modeling framework for predicting partially-observed systems, with hybrid physics-informed machine learning methods combining both implicit and explicit aspects.
97 MATHEMATICS AND COMPUTING↗
Resilience of the slow component in timescale separated synchronized oscillators
Physiological networks are usually made of a large number of biological oscillators evolving on a multitude of different timescales. Phase oscillators are particularly useful in the modelling of the synchronization dynamics of such systems. If the coupling is strong enough compared to the heterogeneity of the internal parameters, synchronized states might emerge where phase oscillators start to behave coherently. Here, we focus on the case where synchronized oscillators are divided into a fast and a slow component so that the two subsets evolve on separated timescales. We assess the resilience of the slow component by, first, reducing the dynamics of the fast one using Mori-Zwanzig formalism. Second, we evaluate the variance of the phase deviations when the oscillators in the two components are subject to noise with possibly distinct correlation times. From the general expression for the variance, we consider specific network structures and show how the noise transmission between the fast and slow components is affected. Interestingly, we find that oscillators that are among the most robust when there is only a single timescale, might become the most vulnerable when the system undergoes a timescale separation. We also find that layered networks seem to be insensitive to such timescale separations.
97 MATHEMATICS AND COMPUTING↗
Resilience of the slow component in timescale-separated synchronized oscillators
Physiological networks are usually made of a large number of biological oscillators evolving on a multitude of different timescales. Phase oscillators are particularly useful in the modelling of the synchronization dynamics of such systems. If the coupling is strong enough compared to the heterogeneity of the internal parameters, synchronized states might emerge where phase oscillators start to behave coherently. Here, we focus on the case where synchronized oscillators are divided into a fast and a slow component so that the two subsets evolve on separated timescales. We assess the resilience of the slow component by, first, reducing the dynamics of the fast one using Mori-Zwanzig formalism. Second, we evaluate the variance of the phase deviations when the oscillators in the two components are subject to noise with possibly distinct correlation times. From the general expression for the variance, we consider specific network structures and show how the noise transmission between the fast and slow components is affected. Interestingly, we find that oscillators that are among the most robust when there is only a single timescale, might become the most vulnerable when the system undergoes a timescale separation. We also find that layered networks seem to be insensitive to such timescale separations.
59 BASIC BIOLOGICAL SCIENCES↗
Ab initio generalized Langevin equation
We introduce a machine learning–based approach called ab initio generalized Langevin equation (AIGLE) to model the dynamics of slow collective variables (CVs) in materials and molecules. In this scheme, the parameters are learned from atomistic simulations based on ab initio quantum mechanical models. Force field, memory kernel, and noise generator are constructed in the context of the Mori–Zwanzig formalism, under the constraint of the fluctuation–dissipation theorem. Combined with deep potential molecular dynamics and electronic density functional theory, this approach opens the way to multiscale modeling in a variety of situations. Here, we demonstrate this capability with a study of two mesoscale processes in crystalline lead titanate, namely the field-driven dynamics of a planar ferroelectric domain wall, and the dynamics of an extensive lattice of coarse-grained electric dipoles. In the first case, AIGLE extends the reach of ab initio simulations to a regime of noise-driven motions not accessible to molecular dynamics. In the second case, AIGLE deals with an extensive set of CVs by adopting a local approximation for the memory kernel and retaining only short-range noise correlations. The scheme is computationally more efficient than molecular dynamics by several orders of magnitude and mimics the microscopic dynamics at low frequencies where it reproduces accurately the dominant far-infrared absorption frequency.
97 MATHEMATICS AND COMPUTING↗
Learning Implicit Models of Complex Dynamical Systems From Partial Observations [Slides]
Conclusions: certain data-driven models do implicitly what physics simulations do explicitly; theoretical underpinnings in Koopman theory, delay-coordinate embeddings, and Mori-Zwanzig formalism; best approach for given system with finite data an open question; physics-informed machine learning (PIML) emerging framework for combining explicit and implicit modeling.
97 MATHEMATICS AND COMPUTING↗
Machine-learning based model reduction for partial differential equations
We develop a novel synergistic approach between model reduction and machine learning. The specific goal of this project is to aid in the construction of reduced order models for basis functions that are custom-made to represent the solution of partial differential equations. Partial differential equations (PDEs) are one of the main mathematical tools for describing physical phenomena. However, due to either efficiency or necessity, for many real-world problems, we are interested in constructing reduced order models (ROMs) which focus only on the explicit computation of subsets of the active spatio-temporal scales in the problem, while treating the interaction with the rest of the scales approximately. The task of accurate representation of such interactions (usually called memory terms) constitutes a vast area of research known as model reduction. PI Stinis has significant expertise in the construction of ROMs for complex systems. In addition, in recent work with the project key participant Qadeer, they have utilized machine learning to acquire custom-made basis functions (CBFs) to expand the solutions of PDEs. In the proposed work, we will merge the two concepts by constructing ROMs for subsets of the CBFs needed to represent the solution of a PDE. Specifically, we will use the Mori-Zwanzig model reduction formalism to construct ROMs for subsets of CBFs for nonlinear PDEs of various complexity, as well as investigate the usage of CBFs in the spectral vanishing viscosity method for problems that can form shocks in finite time. The outcome of the research is aimed to be proof-of-concept about a novel synergistic approach between model reduction and machine learning, thus advancing the field of scientific machine learning. Such a capability will benefit the efficient modeling of physical systems appearing in various areas of interest to the DOE.
97 MATHEMATICS AND COMPUTING↗
Scientific machine learning for closure models in multiscale problems: A review
Here, closure problems are omnipresent when simulating multiscale systems, where some quantities and processes cannot be fully prescribed despite their effects on the simulation's accuracy. Recently, scientific machine learning approaches have been proposed as a way to tackle the closure problem, combining traditional (physics-based) modeling with data-driven (machine-learned) techniques, typically through enriching differential equations with neural networks. This paper reviews the different reduced model forms, distinguished by the degree to which they include known physics, and the different objectives of a priori and a posteriori learning. The importance of adhering to physical laws (such as symmetries and conservation laws) in choosing the reduced model form and choosing the learning method is discussed. The effect of spatial and temporal discretization and recent trends toward discretization-invariant models are reviewed. In addition, we make the connections between closure problems and several other research disciplines: inverse problems, Mori-Zwanzig theory, and multi-fidelity methods. In conclusion, much progress has been made with scientific machine learning approaches for solving closure problems, but many challenges remain. In particular, the generalizability and interpretability of learned models is a major issue that needs to be addressed further.
97 MATHEMATICS AND COMPUTING↗