Reduced order modeling of convection-dominated flows, dimensionality reduction and stabilization

We present methodologies for reduced order modeling of convection dominated flows. Accordingly, three main problems are addressed. Firstly, an optimal manifold is realized to enhance reducibility of convection dominated flows. We design a low-rank auto-encoder to specifically reduce the dimensionality of solution arising from convection-dominated nonlinear physical systems. Although existing nonlinear manifold learning methods seem to be compelling tools to reduce the dimensionality of data characterized by large Kolmogorov n-width, they typically lack a straightforward mapping from the latent space to the high-dimensional physical space. Also, considering that the latent variables are often hard to interpret, many of these methods are dismissed in the reduced order modeling of dynamical systems governed by partial differential equations (PDEs). This deficiency is of importance to the extent that linear methods, such as principle component analysis (PCA) and Koopman operators, are still prevalent. Accordingly, we propose an interpretable nonlinear dimensionality reduction algorithm. An unsupervised learning problem is constructed that learns a diffeomorphic spatio-temporal grid which registers the output sequence of the PDEs on a non-uniform time-varying grid. The Kolmogorov n-width of the mapped data on the learned grid is minimized. Secondly, the reduced order models are constructed on the realized manifolds. We project the high fidelity models on the learned manifold, leading to a time-varying system of equations. Moreover, as a data-driven model free architecture, recurrent neural networks on the learned manifold are trained, showing versatility of the proposed framework. Finally, a stabilization method is developed to maintain stability and accuracy of the projection based ROMs on the learned manifold a posteriori. We extend the eigenvalue reassignment method of stabilization of linear time-invariant ROMs, to the more general case of linear time-varying systems. Through a post-processing step, the ROMs are controlled using a constrained nonlinear lease-square minimization problem. The controller and the input signals are defined at the algebraic level, using left and right singular vectors of the reduced system matrices. The proposed stabilization method is general and applicable to a large variety of linear time-varying ROMs

Physics-aware registration based auto-encoder for convection dominated PDEs

We design a physics-aware auto-encoder to specifically reduce the dimensionality of solutions arising from convection-dominated nonlinear physical systems. Although existing nonlinear manifold learning methods seem to be compelling tools to reduce the dimensionality of data characterized by a large Kolmogorov n-width, they typically lack a straightforward mapping from the latent space to the high-dimensional physical space. Moreover, the realized latent variables are often hard to interpret. Therefore, many of these methods are often dismissed in the reduced order modeling of dynamical systems governed by the partial differential equations (PDEs). Accordingly, we propose an auto-encoder type nonlinear dimensionality reduction algorithm. The unsupervised learning problem trains a diffeomorphic spatio-temporal grid, that registers the output sequence of the PDEs on a non-uniform parameter/time-varying grid, such that the Kolmogorov n-width of the mapped data on the learned grid is minimized. We demonstrate the efficacy and interpretability of our approach to separate convection/advection from diffusion/scaling on various manufactured and physical systems.Comment: 10 pages, 6 figure

Interpretable structural model error discovery from sparse assimilation increments using spectral bias-reduced neural networks: A quasi-geostrophic turbulence test case

Earth system models suffer from various structural and parametric errors in their representation of nonlinear, multi-scale processes, leading to uncertainties in their long-term projections. The effects of many of these errors (particularly those due to fast physics) can be quantified in short-term simulations, e.g., as differences between the predicted and observed states (analysis increments). With the increase in the availability of high-quality observations and simulations, learning nudging from these increments to correct model errors has become an active research area. However, most studies focus on using neural networks, which while powerful, are hard to interpret, are data-hungry, and poorly generalize out-of-distribution. Here, we show the capabilities of Model Error Discovery with Interpretability and Data Assimilation (MEDIDA), a general, data-efficient framework that uses sparsity-promoting equation-discovery techniques to learn model errors from analysis increments. Using two-layer quasi-geostrophic turbulence as the test case, MEDIDA is shown to successfully discover various linear and nonlinear structural/parametric errors when full observations are available. Discovery from spatially sparse observations is found to require highly accurate interpolation schemes. While NNs have shown success as interpolators in recent studies, here, they are found inadequate due to their inability to accurately represent small scales, a phenomenon known as spectral bias. We show that a general remedy, adding a random Fourier feature layer to the NN, resolves this issue enabling MEDIDA to successfully discover model errors from sparse observations. These promising results suggest that with further development, MEDIDA could be scaled up to models of the Earth system and real observations.Comment: 26 pages, 5+1 figure

Learning Closed-Form Equations for Subgrid-Scale Closures From High-Fidelity Data: Promises and Challenges

There is growing interest in discovering interpretable, closed-form equations for subgrid-scale (SGS) closures/parameterizations of complex processes in Earth systems. Here, we apply a common equation-discovery technique with expansive libraries to learn closures from filtered direct numerical simulations of 2D turbulence and Rayleigh-Bénard convection (RBC). Across common filters (e.g., Gaussian, box), we robustly discover closures of the same form for momentum and heat fluxes. These closures depend on nonlinear combinations of gradients of filtered variables, with constants that are independent of the fluid/flow properties and only depend on filter type/size. We show that these closures are the nonlinear gradient model (NGM), which is derivable analytically using Taylor-series. Indeed, we suggest that with common (physics-free) equation-discovery algorithms, for many common systems/physics, discovered closures are consistent with the leading term of the Taylor-series (except when cutoff filters are used). Like previous studies, we find that large-eddy simulations with NGM closures are unstable, despite significant similarities between the true and NGM-predicted fluxes (correlations >0.95). We identify two shortcomings as reasons for these instabilities: in 2D, NGM produces zero kinetic energy transfer between resolved and subgrid scales, lacking both diffusion and backscattering. In RBC, potential energy backscattering is poorly predicted. Moreover, we show that SGS fluxes diagnosed from data, presumed the “truth” for discovery, depend on filtering procedures and are not unique. Accordingly, to learn accurate, stable closures in future work, we propose several ideas around using physics-informed libraries, loss functions, and metrics. These findings are relevant to closure modeling of any multi-scale system

Lagrangian PINNs: A causality-conforming solution to failure modes of physics-informed neural networks

Physics-informed neural networks (PINNs) leverage neural-networks to find the solutions of partial differential equation (PDE)-constrained optimization problems with initial conditions and boundary conditions as soft constraints. These soft constraints are often considered to be the sources of the complexity in the training phase of PINNs. Here, we demonstrate that the challenge of training (i) persists even when the boundary conditions are strictly enforced, and (ii) is closely related to the Kolmogorov n-width associated with problems demonstrating transport, convection, traveling waves, or moving fronts. Given this realization, we describe the mechanism underlying the training schemes such as those used in eXtended PINNs (XPINN), curriculum regularization, and sequence-to-sequence learning. For an important category of PDEs, i.e., governed by non-linear convection-diffusion equation, we propose reformulating PINNs on a Lagrangian frame of reference, i.e., LPINNs, as a PDE-informed solution. A parallel architecture with two branches is proposed. One branch solves for the state variables on the characteristics, and the second branch solves for the low-dimensional characteristics curves. The proposed architecture conforms to the causality innate to the convection, and leverages the direction of travel of the information in the domain. Finally, we demonstrate that the loss landscapes of LPINNs are less sensitive to the so-called "complexity" of the problems, compared to those in the traditional PINNs in the Eulerian framework.Comment: 15 pages, 12 figure