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Data Driven Model Discovery and Coordinate Embeddings For Physical Systems by Nathan Kutz, University of Washington

Data driven model discovery and coordinate embeddings for physical systems by Nathan Kutz, University of Washington

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Matías Alemán
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151 views

Data Driven Model Discovery and Coordinate Embeddings For Physical Systems by Nathan Kutz, University of Washington

Data driven model discovery and coordinate embeddings for physical systems by Nathan Kutz, University of Washington

Uploaded by

Matías Alemán
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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DATA-DRIVEN MODEL DISCOVERY AND

COORDINATE EMBEDDINGS FOR


PHYSICAL SYSTEMS

ICERM 2019

J. Nathan Kutz
Department of Applied Mathematics
University of Washington
Email: [email protected]
Web: faculty.washington.edu/kutz
Model Discovery

Steven Brunton
Mechanical Engineering
University of Washington

Joshua Proctor
Institute for Disease Modeling
Mathematical Framework

Dynamics State-space Parameters

x
Dynamics Stochastic effects

Measurement

Measurement model Measurement noise


What Could the Right Side Be?

Limited by your imagination

2nd degree polynomials


Sparse Identification of Nonlinear Dynamics (SINDy)
Identifying ROMs
Discovery Innovations

Schaeffer et al -- corrupt data, PDEs, integral formulation, convergence


Dongbin Xiu & co-workers (2018) – Sampling strategies
Guang Lin & co-workers (2018) -- Uncertainty Metrics

Hod Lipson and co-workers (2006) — Symbolic/genetic regression


Karniadakis, Raissai, Perdikaris …. — Neural Nets

Zheng, Askham, Brunton, Kutz & Aravkin (2018) – SR3 sparse relaxed
regularized regression (for SINDy, LASSO, CS, TV, Matrix Completion …)
Manifolds and Embeddings

Observables & Coordinates


Bernard Koopman 1931

Mezic (2004)
Coifman, Kevrekidis, co-workers
Koopman Invariant Subspaces

Brunton, Proctor & Kutz, PLOS ONE (2018)


Burgers’ Equation

Cole-Hopf

Kutz, Proctor & Brunton, Complexity (2018)


Dynamic Mode Decomposition

Travis Askham
Askham & Kutz, SIADS (2018)
Approximate Dynamical Systems

Linear dynamics
(equation-free)

Eigenfunction
expansion

Least-square fit
DMD with Control

Input

Input
Snapshots

DMD
generalization

Proctor, Brunton & Kutz, SIADS (2016)


Koopman vs DMD: All about Observables!
Neural Nets
The Zoo

NN
Zoo
NNs for Koopman Embedding

Bethany Lusch Lusch et al. Nat. Comm (2018)


Handling the Continuous
NNs for Koopman Spectra
Embedding

Bethany Lusch Lusch, Kutz


Lusch& Brunton, arxiv
et al. Nat. (2017)
Comm (2018)
The Pendulum
Flow Around a Cylinder
Autoencoder + SINDy

Kathleen Champion
Fast Learning

Charles Delahunt
Moth Olfactory System
Learning New Odors
Sparsity for Learning
Rapid Learning in NNs
Comparisons
Decoder Networks
Structure of Mapping

Linear Maps: SVD (left singular vector) defines layer

Erichson, Mathelin, Brunton, Mahoney & Kutz (2019)


Mathematical Framework

State space

Measurements

Mapping

Approximate the full state space from limited measurements

Optimization
Linear Maps
Singular value decomposition Data

Linear measurements H

Optimize (least-squares)
Optimal Placement
Point measurements

Optimal Sensors via QR pivots

Manohar, Kutz & Brunton (2018) IEEE Control Systems Magazine


Clark, Askham, Brunton & Kutz (2019) IEEE Sensors
Nonlinear Mapping

General Form: Compositional Layers

Universal Approximators: Hornik 1990


Shallow Layer Mapping

Two Layers

Composition

Erichson, Mathelin, Brunton, Mahoney & Kutz (2019) SIAM


Activation Functions
Linear vs Nonlinear Maps

Improved Interpretability of Modes


Improved Performance
Robustness to Noise
Improved Performance
Super Resolution Analysis
Conclusion

Model Discovery: Sparse regression provides parsimonious dynamical models

Coordinates: Learning Koopman embeddings can provide optimal basis for dynamics

Neural Networks: Structure and function matter

- Connect discovery and coordinates

- Structure can lead to fast (one-shot) learning with limited data

- Discovery of improved coordinate embeddings through decoding

COMING SOON: A multi scale physics challenge set

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