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Results for “reduced-order dynamical system”

Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

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At least 19 records
All sourcesNASA NTRSDOE OSTI
DOE OSTI2026

Control Parameter Sensitivity Study for Inverter-Based-Resource Dominated Grids: A Small Signal Stability Approach and Framework

The growing adoption of renewable energy is driving the prevalence of inverter-based resources (IBRs) within power grids. Future power grids will integrate both grid-following IBRs (GFM-IBRs) and grid-forming IBRs (GFL-IBRs) alongside synchronous generators. Therefore, it is crucial to perform stability studies that account for all components and especially control interactions related to IBRs. Extensive research has performed to study the IBR-related stability, however, the sensitivity study of IBRs' control parameters on system stability has not been adequately studied yet, especially from a systematic way. Therefore, this paper conducts a small signal stability analysis for a generic grid with multiple types of resources and develops an analytical framework for assessing the sensitivity of control parameters affecting stability margins. To achieve that, the non-autonomous reduced-order non-linear dynamic model is developed for a generic power system with multiple synchronous generator-based resources (SGBRs), GFM-IBRs, and GFL-IBRs. Based on the analytic model, a systematic framework for parametric sensitivity on systems' asymptotic stability is developed. A parameter sensitivity analysis based on eigenvalue methods is proposed. The impact of the droop controllers of GFM-IBRs, PQ-dispatch and the PLL controller of GFL-IBR on the system asymptotic stability is discussed. This sensitivity study is aiming to provide deep insights on control parameters' impact on system stability, and gives direction for parameter tuning in case of instability.

24 POWER TRANSMISSION AND DISTRIBUTION↗
DOE OSTI2026

Latent space dynamics identification for interface tracking with application to shock-induced pore collapse

Capturing sharp, evolving interfaces remains a central challenge in reduced-order modeling, especially when data is limited and the system exhibits localized nonlinearities or discontinuities. Here, we propose LaSDI-IT (Latent Space Dynamics Identification for Interface Tracking), a data-driven framework that combines low-dimensional latent dynamics learning with explicit interface-aware encoding to enable accurate and efficient modeling of physical systems involving moving material boundaries. At the core of LaSDI-IT is a revised autoencoder architecture that jointly reconstructs the physical field and an indicator function representing material regions or phases, allowing the model to track complex interface evolution without requiring detailed physical models or mesh adaptation. The latent dynamics are learned through linear regression in the encoded space and generalized across parameter regimes using Gaussian process interpolation with greedy sampling. We demonstrate LaSDI-IT on the problem of shock-induced pore collapse in high explosives, a process characterized by sharp temperature gradients and dynamically deforming pore geometries. The method achieves relative prediction errors below 9% across the parameter space, accurately recovers key quantities of interest such as pore area and hot spot formation, and matches the performance of dense training with only half the data. This latent dynamics prediction was 10 6 times faster than the conventional high-fidelity simulation, proving its utility for multi-query applications. These results highlight LaSDI-IT as a general, data-efficient framework for modeling discontinuity-rich systems in computational physics, with potential applications in multiphase flows, fracture mechanics, and phase change problems.

Gaussian process↗
DOE OSTI2026

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↗
DOE OSTI2025

Customizable wave tailoring nonlinear materials enabled by bilevel inverse design

Abstract Passive wave transformation via nonlinearity is ubiquitous in settings from acoustics to optics and electromagnetics. It is well known that different nonlinearities yield different effects on propagating signals, which raises the question of “what precise nonlinearity is the best for a given wave tailoring application?” In this work, considering a one-dimensional spring-mass chain connected by polynomial springs (a variant of the Fermi-Pasta-Ulam-Tsingou system), we introduce a bilevel inverse design method which couples the shape optimization of structures for tailored constitutive responses with reduced-order nonlinear dynamical inverse design. We apply it to two qualitatively distinct problems—minimization of peak transmitted kinetic energy from impact, and pulse shape transformation—demonstrating our method’s breadth of applicability. For the impact problem, we obtain two fundamental insights. First, small differences in nonlinearity can drastically change the dynamic response of the system, from severely under- to outperforming a comparative linear system. Second, the oft-used strategy of impact mitigation via “energy locking” bistability can be significantly outperformed by our optimal nonlinearity. We validate this case with impact experiments and find excellent agreement. This study establishes a framework for broader passive nonlinear mechanical wave tailoring material design, with applications to computing, signal processing, shock mitigation, and autonomous materials.

Science & Technology - Other Topics↗
DOE OSTI2026

Ensemble Kalman filter for data assimilation coupled with low-resolution computations techniques applied in fluid dynamics

This paper presents an innovative Reduced-order model (ROM) for merging experimental and simulation data using data assimilation (DA) to estimate the "True" state of a fluid dynamics system, leading to more accurate predictions. Our methodology introduces a novel approach by implementing the ensemble Kalman filter (EnKF) within a reduced-dimensional framework, grounded in a robust theoretical foundation and applied to fluid dynamics. To address the substantial computational demands of DA, the proposed ROM employs low-resolution (LR) techniques to drastically reduce computational costs. This innovative approach involves downsampling datasets for DA computations, followed by an advanced reconstruction technique based on low-cost singular value decomposition (lcSVD). The lcSVD method, a key innovation in this paper, has never been applied to DA before and offers a highly efficient way to enhance resolution with minimal computational resources. Our results demonstrate significant reductions in both computation time and RAM usage through these LR techniques without compromising the accuracy of the estimations. For instance, in a turbulent test case, for a data compression rate of 15.9, the LR approach can achieve a speed-up of 13.7 and a RAM compression of 90.9% while maintaining a low relative root mean square error (RRMSE) of 2.6%, compared to 0.8% in the high-resolution (HR) reference. Furthermore, we highlight the effectiveness of the EnKF in estimating and predicting the state of fluid flow systems based on limited observations and given low-fidelity numerical data. This paper highlights the potential of the proposed DA method in fluid dynamics applications, particularly for improving computational efficiency in CFD and related fields. Its ability to balance accuracy with low computational and memory costs makes it especially suitable for large-scale and real-time applications, such as environmental monitoring or engineering design. This method will be incorporated into ModelFLOWs-app.

Data Assimilation↗
DOE OSTI2026

Hydrodynamic Analysis and Optimization of Aquantis Marine Turbine: Cooperative Research and Development (Final Report)

The primary aim of this proposal is to improve the accurate prediction of hydrodynamic performance and dynamic load responses of the AQ10 floating axial-flow tidal turbine with a tri-cat mooring configuration. The validation of reduced-order modeling approaches with high-fidelity model will be implemented. Additionally, the frequency response domain, Response Amplitude Floating Wind (RAFT) toolbox plus an optimizer expanded for marine hydrokinetic turbines under the Submarine Hydrokinetic And Riverine Kilo-megawatt. Systems (SHARKS) program will be used for designing and exploring different key design parameters (platform dimension, mooring layout and its parameters) of next marine hydrokinetic (MHK) turbine generation.

16 TIDAL AND WAVE POWER↗
DOE OSTI2025

Net Present Value Optimization of a Natural Gas Combined Cycle Plant with CO 2 Capture using a Water-Lean Solvent Considering Transient Electricity Price for Multiple Regions

Global CO 2 emissions are increasing at about a 1.5% rate per year. Fossil fuel-based plants are one of the main contributors to this rise. In the power generation industry, fossil fuel plants are dominant, and many plants are under development. In this study, a natural gas combined cycle (NGCC) power plant with postcombustion capture using a leading water-lean solvent is considered. For optimal design and operating schedule, large-scale dynamic optimization is undertaken for net present value (NPV) optimization. The first principle dynamic model of NGCC is developed, including a model of the highly efficient H-class gas turbines. For computational tractability of the dynamic optimization problem, a reduced-order model is developed by using the Hankel singular value decomposition. A waterlean solvent, N-(2-ethoxyethyl)-3-morpholinopropan-1-amine, is used for carbon capture. A model of the capture system is developed in Aspen Plus, which is used to develop a reduced-order model by using ALAMO, a machine learning software. In addition, a reduced model of the CO 2 compression system with a dehydration unit is also considered. The integrated system is used for NPV optimization by using the Python-based PYOMO platform. The PCC process is analyzed for three configurations-conventional packed bed, rotating packed bed (RPB), and a combination of RPB and direct contact cooler. The NPV optimization is performed for 14 regional markets by considering year-long clustered and continuous locational marginal price data with a 1 h interval. Optimization results show that the PCC can achieve 90% CO 2 capture with a positive NPV for six regions. Sensitivity studies conducted by using the PCC configurations indicate that the process is economically feasible for 9 regions out of 14 regional electricity markets with NPV values in the range of 33−540 $MM.

cabon capture↗
DOE OSTI2026

Scientific Discovery with Physics-Informed System Identification (Abbreviated Report)

My fellowship research focused on making physics-based simulations faster and more useful through machine learning. Many problems in science and engineering are governed by partial differential equations, but high-fidelity simulations are often too expensive to run repeatedly. I worked on improving Latent Space Dynamics Identification (LaSDI), a reduced-order modeling framework that compresses large simulation data sets into a smaller representation and then learns how that representation evolves over time. The motivation was to develop reduced models that remain accurate for more challenging systems, especially when predictions must remain reliable over long time intervals or when the underlying dynamics are more complicated than standard methods can easily handle. I also contributed to related work on Quandary, a high-performance software effort for simulation and control of open quantum systems, before focusing primarily on Latent Space Dynamics Identification methods. The main outcomes of the fellowship were two new algorithms (both of which were published), Rollout-LaSDI and Higher-Order LaSDI, together with supporting work on multi-stage Latent Space Dynamics Identification. Rollout-LaSDI improved long-term prediction by training the model to stay accurate over extended time horizons, and Higher-Order LaSDI broadened the method so it could model systems with higher-order time dynamics. My contributions to multistage Latent Space Dynamics Identification also helped show that its later training stages could be simplified without losing effectiveness, and that this behavior held across different model architectures and training strategies. Taken together, these advances improved the accuracy, flexibility, and practical value of reduced-order modeling tools for computational science.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2025

Nonlocal, Pattern-Aware Response and Feedback Framework for Regional Climate Response

We devise a pattern-aware feedback framework for representing the forced climate response using a suite of Green’s function experiments with solar radiation perturbations. By considering the column energy balance, a comprehensive linear response function (CLRF) for important climate variables and feedback quantities such as moist static energy, sea surface temperature, albedo, cloud optical depth, and lapse rate is learned from Green’s function data. The learned CLRF delineates the effects of the energy diffusion in both the ocean and atmosphere and the pattern-aware feedbacks from the aforementioned radiatively active processes. The CLRF can then be decomposed into forcing–response mode pairs, which are in turn used to construct a reduced-order model describing the dominant dynamics of climate responses. These mode pairs capture nonlocal effects and teleconnections in the climate and thus make the reduced-order model apt for capturing regional features of climate response. A key observation is that the CLRF captures the polar-amplified response as the most excitable mode of the climate system, and this mode is explainable in the data-learned pattern-aware feedback framework. The reduced-order model can be used for predicting the response for a given forcing and for reconstructing the forcing from a given response; we demonstrate these capabilities for multiple independent forcing scenarios.

Feedback↗
DOE OSTI2025

Generative learning for slow manifolds and bifurcation diagrams

In dynamical systems characterized by separation of time scales, the approximation of so called “slow manifolds”, on which the long term dynamics lie, is a useful step for model reduction. Initializing on such slow manifolds is a useful step in modeling, since it circumvents fast transients, and is crucial in multiscale algorithms (like the equation-free approach) alternating between fine scale (fast) and coarser scale (slow) simulations. In a similar spirit, when one studies the infinite time dynamics of systems depending on parameters, the system attractors (e.g., its steady states) lie on bifurcation diagrams (curves for one-parameter continuation, and more generally, on manifolds in state parameter space. Sampling these manifolds gives us representative attractors (here, steady states of ODEs or PDEs) at different parameter values. Algorithms for the systematic construction of these manifolds (slow manifolds, bifurcation diagrams) are required parts of the “traditional” numerical nonlinear dynamics toolkit. In more recent years, as the field of Machine Learning develops, conditional score-based generative models (cSGMs) have been demonstrated to exhibit remarkable capabilities in generating plausible data from target distributions that are conditioned on some given label. It is tempting to exploit such generative models to produce samples of data distributions (points on a slow manifold, steady states on a bifurcation surface) conditioned on (consistent with) some quantity of interest (QoI, observable). In this work, we present a framework for using cSGMs to quickly (a) initialize on a low-dimensional (reduced-order) slow manifold of a multi-time-scale system consistent with desired value(s) of a QoI (a “label”) on the manifold, and (b) approximate steady states in a bifurcation diagram consistent with a (new, out-of-sample) parameter value. This conditional sampling can help uncover the geometry of the reduced slow-manifold and/or approximately “fill in” missing segments of steady states in a bifurcation diagram. Finally, the quantity of interest, which determines how the sampling is conditioned, is either known a priori or identified using manifold learning-based dimensionality reduction techniques applied to the training data.

Dynamical systems↗
DOE OSTI2025

Conjugate Heat Transfer Modeling of Salt-Filled Fuel Pins for Stable Salt Reactor Safety Analysis

The Stable Salt Reactor (SSR) combines the proven structural design of light water reactor fuel assemblies with the inherent safety and fuel-cycle advantages of molten salt technology. In its fast reactor configuration, the SSR utilizes recycled nuclear waste as fuel, sealed within narrow salt-filled fuel pins and cooled by a surrounding liquid salt coolant. Reliable transfer of heat from the molten fuel salt through the cladding to the external coolant is essential for both reactor safety and performance. This work investigates conjugate heat transfer (CHT) in the SSR’s salt-filled fuel pins using NekRS, a high-fidelity spectral element computational fluid dynamics (CFD) solver. The analyses capture internal natural convection within the molten fuel salt and external forced convection in the coolant, under steady-state and transient operating conditions. Parametric studies evaluate how variations in reactor power and coolant flow rate influence heat transfer distributions and system response. The high-fidelity CFD results are time-averaged and post-processed for direct comparison with moderate-fidelity Reynolds-averaged Navier–Stokes (RANS) models, and for the development of reduced-order models within the SAM system code. These validated models support fast-running safety analyses of normal and off-normal transients, improving predictive capability for key safety margins. By integrating advanced CFD with system-level safety tools, this study strengthens the modeling framework for SSR design, reduces uncertainty in molten salt CHT simulations, and accelerates the engineering and licensing of next-generation nuclear reactors.

22 GENERAL STUDIES OF NUCLEAR REACTORS↗
DOE OSTI2026

Regional surrogates for predictive control of digital twins

Digital twins of complex systems must involve a model that is fast, generalizable, and usable for real-time control. For example, high-fidelity nonlinear multiphysics simulations can capture laser-material interactions, but are too slow for optimization or model predictive control (MPC). Reduced-order models, used to accelerate such computation, frequently fail to generalize to unseen inputs or control states. We show theoretically that this failure is intrinsic, i.e., that a learned model is non-unique outside the sampled subspace when its low-rank structure arises from limited excitation and clustered eigenvalues, rather than from a user-imposed truncation alone. Motivated by this result, we propose a control-ready regional surrogate-construction framework for both autonomous and nonautonomous dynamics; it employs Koopman lifting to represent nonlinearities, while preserving spatial locality. We illustrate our approach by constructing a control-ready surrogate for the digital twin of a thermal component of additive-manufacturing process. Our surrogate, localized in space through a von Neumann stencil, is learned from noisy high-fidelity simulations that emulate thermal-camera images collected during the manufacturing. It is linear in thermo-physically augmented states so that MPC reduces to a convex quadratic program. The surrogate requires no online correction, generalizes to unseen scan paths and power profiles of the laser, and is more than three orders of magnitude faster than a finite-difference solver. Furthermore, when the MPC sequence computed on the digital twin is applied to this solver, closed-loop temperature regulation is recovered, showing that the surrogate preserves control-relevant input-output behavior.

Data-driven model↗
DOE OSTI2026

Local reduced-order modeling for electrostatic plasmas by physics-informed solution manifold decomposition

Despite advancements in high-performance computing and modern numerical algorithms, computational cost remains prohibitive for multi-query kinetic plasma simulations. Here, in this work, we develop data-driven reduced-order models (ROMs) for collisionless electrostatic plasma dynamics, based on the kinetic Vlasov-Poisson equation. Our ROM approach projects the equation onto a linear subspace defined by the proper orthogonal decomposition (POD) modes. We introduce an efficient tensorial method to update the nonlinear term using a precomputed third-order tensor. We capture multiscale behavior with a minimal number of POD modes by decomposing the solution manifold into multiple time windows and creating temporally local ROMs. We consider two strategies for decomposition: one based on the physical time and the other based on the electric field energy. Applied to the 1D1V Vlasov–Poisson simulations, that is, prescribed E-field, Landau damping, and two-stream instability, we demonstrate that our ROMs accurately capture the total energy of the system both for parametric and time extrapolation cases. The temporally local ROMs are more efficient and accurate than the single ROM. In addition, in the two-stream instability case, we show that the energy-windowing reduced-order model (EW-ROM) is more efficient and accurate than the time-windowing reduced-order model (TW-ROM). With the tensorial approach, EW-ROM solves the equation approximately 90 times faster than Eulerian simulations while maintaining a maximum relative error of 7.5% for the training data and 11% for the testing data.

Electrostatic plasmas↗
DOE OSTI2026

Numerical Simulation of a Natural Convection–Driven Air-Cooled Reactor Cavity Cooling System Experiment

Ensuring the efficient removal of decay heat from the reactor vessel is essential for the safety of advanced reactor technologies. Several Generation-IV concepts incorporate variations in the reactor vessel cooling systems to achieve this objective. High-temperature gas-cooled reactors utilize a reactor cavity cooling system (RCCS), a passive ex-vessel system designed to operate without active components or external power during accident conditions. The RCCS removes decay heat primarily through radiative and convective heat transfer mechanisms. Here, this study presents a comprehensive validation of a computational fluid dynamics Reynolds-averaged Navier-Stokes model for the University of Wisconsin-Madison air-cooled RCCS facility. Validation was conducted for both high- and low-power natural convection cases under a uniform heating profile. Near-wall resolution was found to be critical for accurately modeling natural convection in the RCCS; employing an all-𝑦 + wall treatment resulted in wall temperature discrepancies exceeding 50 °⁢𝐶 compared to a wall-resolved mesh. Thermal-hydraulic behaviors under natural and forced convection conditions were compared within the heated cavity and RCCS. A turbulence model sensitivity analysis indicated that low-Reynolds number k-ɛ, k-ω shear stress transport (SST), and Reynolds stress transport models produce similar wall temperature predictions. A buoyancy modeling sensitivity study revealed that the Boussinesq approximation significantly underpredicted thermal-hydraulic behavior in the RCCS. Based on these findings, modeling recommendations are provided. The validated data set along with identified sensitivities refine the modeling of natural convection in the RCCS. The information produced by this study supports RCCS design, optimization, and safety evaluations, enabling the calibration and verification of reduced-order thermal-hydraulic models.

22 - GENERAL STUDIES OF NUCLEAR REACTORS↗
DOE OSTI2026

Latent Twins

Over the past decade, scientific machine learning has transformed the development of mathematical and computational frameworks for analyzing, modeling, and predicting complex systems. From inverse problems to numerical partial differential equations (PDEs), dynamical systems, and model reduction, these advances have pushed the boundaries of what can be simulated. Yet they have often progressed in parallel, with representation learning and algorithmic solution methods evolving largely as separate pipelines. With Latent Twins, we propose a unifying mathematical framework that creates a hidden surrogate in latent space for the underlying equations. Whereas digital twins mirror physical systems in the digital world, Latent Twins mirror mathematical systems in a learned latent space governed by operators. Through this lens, classical modeling, inversion, model reduction, and operator approximation all emerge as special cases of a single principle. We establish the fundamental approximation properties of Latent Twins for both ordinary differential equations (ODEs) and PDEs and demonstrate the framework across three representative settings: (i) canonical ODEs, capturing diverse dynamical regimes; (ii) a PDE benchmark using the shallow-water equations, contrasting Latent Twin simulations with deep operator network and forecasts with a four-dimensional variational method baseline; and (iii) a challenging real-data geopotential reanalysis dataset, reconstructing and forecasting from sparse, noisy observations. Latent Twins provide a compact, interpretable surrogate for solution operators that evaluate across arbitrary time gaps in a single-shot, while remaining compatible with scientific pipelines such as assimilation, control, and uncertainty quantification. Looking forward, this framework offers scalable, theory-grounded surrogates that bridge data-driven representation learning and classical scientific modeling across disciplines.

Latent Twins↗
DOE OSTI2026

Higher-order LaSDI: Reduced order modeling with multiple time derivatives

Solving complex partial differential equations (PDEs) is essential across scientific disciplines but often requires numerical models that can be prohibitively expensive in time-sensitive applications. Reduced-order models (ROMs) address this challenge by exploiting low-dimensional structure to create fast approximations. The Latent Space Dynamics Identification (LaSDI) framework has demonstrated success in learning ROMs for parameterized PDE families, but remains limited to first-order systems. Here, in this paper, we propose Higher-Order LaSDI (HLaSDI), which extends the LaSDI framework to PDEs with arbitrary order of time derivatives. This generalization significantly expands the applicability of LaSDI-based methods to systems previously outside their scope, including hyperbolic PDEs. We demonstrate HLaSDI’s accuracy and efficiency on several linear and nonlinear benchmark problems.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2026

Reduced-order CFD modeling of cryogenic hydrogen isotope extrusion for pellet fueling

This study presents a reduced-order model (ROM) for computational fluid dynamics (CFD) simulations of cryogenic hydrogen isotope extrusions, focusing on protium (H₂) and deuterium (D₂) piston extruders. Using a 2D axisymmetric ROM in ANSYS-Polyflow, significant computational savings were achieved (runtime reduced from 9∼24 h to 3∼5 min), with extrusion force discrepancies between the 2D ROM and 3D models being on the order of 1%. Parametric studies identified optimal cutoff shear rates in the viscosity model (0.01/s for H₂ and 0.001/s for D₂), providing recommendations for future simulations. Finally, a comprehensive comparison of ROM results with experimental data was performed across varying geometries, cryogenic materials, temperatures, extrusion lengths, and piston velocities. Predictions at low extrusion temperatures met the objective of providing quick and efficient solutions with an acceptable extrusion force error of approximately 10% or less, validating the effectiveness of the 2D ROM approach. However, at high temperatures closer to the triple point, extrusion force error grows, which necessitates developing an improved model that accounts for temperature effects, e.g. melting. Nevertheless, the findings still represent a significant improvement in efficiency of CFD modeling of cryogenic hydrogenic extrusion. The ROM framework can also be extended to tritium (T2) and screw extruders, which will ultimately provide a fast and effective tool for optimizing pellet injector design for ITER and future reactor systems.

Fan, Joy [ORNL] (ORCID:0000000229751735)↗
DOE OSTI2026

Enabling probabilistic learning on manifolds through double diffusion maps

Here, we present a generative learning framework for probabilistic sampling that extends Probabilistic Learning on Manifolds (PLoM), which is designed to generate statistically consistent realizations of a random vector in a finite-dimensional Euclidean space, informed by a (representative) set of observations. In its original form, PLoM constructs a reduced-order probabilistic model by combining three main components: (a) kernel density estimation to approximate the underlying probability measure, (b) Diffusion Maps to characterize the manifold of the data, and (c) a reduced-order Itô Stochastic Differential Equation (ISDE) to sample from the learned distribution. However, its sampling dynamics are posed in the ambient space and the retained number of reduced coordinates is chosen by projection-reconstruction error. In practice, this often (i) requires more coordinates than the data’s intrinsic dimension to achieve stable sampling and (ii) lacks a smooth, basis-independent lifting back to the data domain; moreover, standard Diffusion Maps emphasize harmonic eigenfunctions and can miss non-harmonic latent structure. We address these limitations by decoupling geometry learning from sampling: a first Diffusion Maps pass identifies non-harmonic coordinates on which we formulate a full-order ISDE directly in the latent space, while Double Diffusion Maps captures multiscale geometric features and Geometric Harmonics (GH) learns a smooth lifting map to the ambient variables that is independent of the particular diffusion basis. This hybrid design preserves the system’s dynamical richness with a compact geometric representation and enables principled out-of-sample inference. The effectiveness and robustness of the proposed method are illustrated through two numerical studies: one based on data generated from two-dimensional Hermite polynomial functions and another based on high-fidelity simulations of a detonation wave in a reactive flow.

Double diffusion maps↗