论文标题

多尺度媒体中非自治动力学系统的数据驱动降级建模

Data-driven reduced-order modeling for nonautonomous dynamical systems in multiscale media

论文作者

Li, Mengnan, Jiang, Lijian

论文摘要

在本文中,我们使用Koopman操作员介绍了多尺度媒体中非自主动力学系统的数据驱动的降序建模。与自主动力学系统的情况不同,非自主动力学系统的库普曼操作员家族很大程度上取决于时间对。为了有效地估算时间依赖的Koopman运算符,使用移动时间窗口分解快照数据,并将扩展的动态模式分解方法应用于计算每个局部时间域中的Koopman运算符。多尺度介质中的许多物理特性通常在截然不同的尺度上有所不同。为了很好地捕获多尺度信息,收集的数据的维度可能很高。为了准确构建多尺度介质中动态系统的模型,我们使用观察数据的高空间维度。使用非常高维数据计算Koopman运营商是一项挑战。因此,提出了减少订购建模的策略来治疗难度。拟议的减少订单建模包括两个阶段:离线阶段和在线阶段。在离线阶段,使用区块低等级分解用于降低初始快照数据的空间维度。对于非自主动力学系统,可能需要实时观察数据来更新Koopman操作员。提出了在线减少订单建模,以纠正离线减少订单建模。开发了用于在线减少订单建模的三种方法:完全在线,半online和自适应在线。自适应在线方法会自动选择完全在线或半联盟,并可以在建模准确性和效率之间实现良好的权衡。

In this article, we present data-driven reduced-order modeling for nonautonomous dynamical systems in multiscale media using Koopman operators. Different from the case of autonomous dynamical systems, the Koopman operator family of nonautonomous dynamical systems significantly depend on a time pair. In order to effectively estimate the time-dependent Koopman operators, a moving time window is used to decompose the snapshot data, and the extended dynamic mode decomposition method is applied to computing the Koopman operators in each local temporal domain. Many physical properties in multiscale media often vary in very different scales. In order to capture multiscale information well, the dimension of collected data may be high. To accurately construct the models of dynamical systems in multiscale media, we use high spatial dimension of observation data. It is challenging to compute the Koopman operators using the very high dimensional data. Thus, the strategy of reduced-order modeling is proposed to treat the difficulty. The proposed reduced-order modeling includes two stages: offline stage and online stage. In offline stage, a block-wise low rank decomposition is used to reduce the spatial dimension of initial snapshot data. For the nonautonomous dynamical systems, real-time observation data may be required to update the Koopman operators. The online reduced-order modeling is proposed to correct the offline reduced-order modeling. Three methods are developed for the online reduced-order modeling: fully online, semi-online and adaptive online. The adaptive online method automatically selects the fully online or semi-online and can achieve a good trade-off between modeling accuracy and efficiency.

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