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We perform twenty experiments on an acoustically-forced laminar premixed Bunsen flame and assimilate high-speed footage of the natural emission into a physics-based model containing seven parameters. The experimental rig is a ducted Bunsen flame supplied by a mixture of methane and ethylene. A high-speed camera captures the natural emission of the flame, from which we extract the position of the flame front. We use Bayesian inference to combine this experimental data with our prior knowledge of this flame's behaviour. This prior knowledge is expressed through (i) a model of the kinematics of a flame front moving through a model of the perturbed velocity field, and (ii) a priori estimates of the parameters of the above model with quantified uncertainties. We find the most probable a posteriori model parameters using Bayesian parameter inference, and quantify their uncertainties using Laplace's method combined with first-order adjoint methods. This is substantially cheaper than other common Bayesian inference frameworks, such as Markov Chain Monte Carlo. This process results in a quantitatively-accurate physics-based reduced-order model of the acoustically forced Bunsen flame for injection velocities ranging from 1.75 m/s to 2.99 m/s and equivalence ratio values ranging from 1.26 to 1.47, using seven parameters. We use this model to evaluate the heat release rate between experimental snapshots, to extrapolate to different experimental conditions, and to calculate the flame transfer function and its uncertainty for all the flames. Since the proposed model relies on only seven parameters, it can be trained with little data and successfully extrapolates beyond the training dataset. Matlab code is provided so that the reader can apply it to assimilate further flame images into the model.

We formulate and solve a Bayesian inverse Navier-Stokes (N-S) problem that assimilates velocimetry data in order to jointly reconstruct a 3D flow field and learn the unknown N-S parameters, including the boundary position. By hardwiring a generalised N-S problem, and regularising its unknown parameters using Gaussian prior distributions, we learn the most likely parameters in a collapsed search space. The most likely flow field reconstruction is then the N-S solution that corresponds to the learned parameters. We develop the method in the variational setting and use a stabilised Nitsche weak form of the N-S problem that permits the control of all N-S parameters. To regularise the inferred the geometry, we use a viscous signed distance field (vSDF) as an auxiliary variable, which is given as the solution of a viscous Eikonal boundary value problem. We devise an algorithm that solves this inverse problem, and numerically implement it using an adjoint-consistent stabilised cut-cell finite element method. We then use this method to reconstruct magnetic resonance velocimetry (flow-MRI) data of a 3D steady laminar flow through a physical model of an aortic arch for two different Reynolds numbers and signal-to-noise ratio (SNR) levels (low/high). We find that the method can accurately i) reconstruct the low SNR data by filtering out the noise/artefacts and recovering flow features that are obscured by noise, and ii) reproduce the high SNR data without overfitting. Although the framework that we develop applies to 3D steady laminar flows in complex geometries, it readily extends to time-dependent laminar and Reynolds-averaged turbulent flows, as well as non-Newtonian (e.g. viscoelastic) fluids.

We propose a fast probabilistic framework for identifying differential equations governing the dynamics of observed data. We recast the SINDy method within a Bayesian framework and use Gaussian approximations for the prior and likelihood to speed up computation. The resulting method, Bayesian-SINDy, not only quantifies uncertainty in the parameters estimated but also is more robust when learning the correct model from limited and noisy data. Using both synthetic and real-life examples such as Lynx-Hare population dynamics, we demonstrate the effectiveness of the new framework in learning correct model equations and compare its computational and data efficiency with existing methods. Because Bayesian-SINDy can quickly assimilate data and is robust against noise, it is particularly suitable for biological data and real-time system identification in control. Its probabilistic framework also enables the calculation of information entropy, laying the foundation for an active learning strategy., Comment: 25 pages, 14 figures

We formulate a physics-informed compressed sensing (PICS) method for the reconstruction of velocity fields from noisy and sparse phase-contrast magnetic resonance signals. The method solves an inverse Navier-Stokes boundary value problem, which permits us to jointly reconstruct and segment the velocity field, and at the same time infer hidden quantities such as the hydrodynamic pressure and the wall shear stress. Using a Bayesian framework, we regularize the problem by introducing a priori information about the unknown parameters in the form of Gaussian random fields. This prior information is updated using the Navier-Stokes problem, an energy-based segmentation functional, and by requiring that the reconstruction is consistent with the $k$-space signals. We create an algorithm that solves this reconstruction problem, and test it for noisy and sparse $k$-space signals of the flow through a converging nozzle. We find that the method is capable of reconstructing and segmenting the velocity fields from sparsely-sampled (15% $k$-space coverage), low ($\sim$$10$) signal-to-noise ratio (SNR) signals, and that the reconstructed velocity field compares well with that derived from fully-sampled (100% $k$-space coverage) high ($>40$) SNR signals of the same flow.

We formulate and solve a generalized inverse Navier-Stokes problem for the joint velocity field reconstruction and boundary segmentation of noisy flow velocity images. To regularize the problem we use a Bayesian framework with Gaussian random fields. This allows us to estimate the uncertainties of the unknowns by approximating their posterior covariance with a quasi-Newton method. We first test the method for synthetic noisy images of 2D flows and observe that the method successfully reconstructs and segments the noisy synthetic images with a signal-to-noise ratio (SNR) of 3. Then we conduct a magnetic resonance velocimetry (MRV) experiment to acquire images of an axisymmetric flow for low ($\simeq 6$) and high ($>30$) SNRs. We show that the method is capable of reconstructing and segmenting the low SNR images, producing noiseless velocity fields and a smooth segmentation, with negligible errors compared with the high SNR images. This amounts to a reduction of the total scanning time by a factor of 27. At the same time, the method provides additional knowledge about the physics of the flow (e.g. pressure), and addresses the shortcomings of MRV (low spatial resolution and partial volume effects) that otherwise hinder the accurate estimation of wall shear stresses. Although the implementation of the method is restricted to 2D steady planar and axisymmetric flows, the formulation applies immediately to 3D steady flows and naturally extends to 3D periodic and unsteady flows.

Magnetic resonance velocimetry (MRV) is a non-invasive experimental technique widely used in medicine and engineering to measure the velocity field of a fluid. These measurements are dense but have a low signal-to-noise ratio (SNR). The measurements can be de-noised by imposing physical constraints on the flow, which are encapsulated in governing equations for mass and momentum. Previous studies have required the shape of the boundary (for example, a blood vessel) to be known a priori. This, however, requires a set of additional measurements, which can be expensive to obtain. In this paper, we present a physics-informed neural network that instead uses the noisy MRV data alone to simultaneously infer the most likely boundary shape and de-noised velocity field. We achieve this by training an auxiliary neural network that takes the value 1.0 within the inferred domain of the governing PDE and 0.0 outside. This network is used to weight the PDE residual term in the loss function accordingly and implicitly learns the geometry of the system. We test our algorithm by assimilating both synthetic and real MRV measurements for flows that can be well modeled by the Poisson and Stokes equations. We find that we are able to reconstruct very noisy (SNR = 2.5) MRV signals and recover the ground truth with low reconstruction errors of 3.7 - 7.5%. The simplicity and flexibility of our physics-informed neural network approach can readily scale to assimilating MRV data with complex 3D geometries, time-varying 4D data, or unknown parameters in the physical model.

The 100 MW cryogenic liquid oxygen/hydrogen multi-injector combustor BKD operated by the DLR Institute of Space Propulsion is a research platform that allows the study of thermoacoustic instabilities under realistic conditions, representative of small upper stage rocket engines. We use data from BKD experimental campaigns in which the static chamber pressure and fuel-oxidizer ratio are varied such that the first tangential mode of the combustor is excited under some conditions. We train an autoregressive Bayesian neural network model to forecast the amplitude of the dynamic pressure time series, inputting multiple sensor measurements (injector pressure/ temperature measurements, static chamber pressure, high-frequency dynamic pressure measurements, high-frequency OH* chemiluminescence measurements) and future flow rate control signals. The Bayesian nature of our algorithms allows us to work with a dataset whose size is restricted by the expense of each experimental run, without making overconfident extrapolations. We find that the networks are able to accurately forecast the evolution of the pressure amplitude and anticipate instability events on unseen experimental runs 500 milliseconds in advance. We compare the predictive accuracy of multiple models using different combinations of sensor inputs. We find that the high-frequency dynamic pressure signal is particularly informative. We also use the technique of integrated gradients to interpret the influence of different sensor inputs on the model prediction. The negative log-likelihood of data points in the test dataset indicates that predictive uncertainties are well-characterized by our Bayesian model and simulating a sensor failure event results as expected in a dramatic increase in the epistemic component of the uncertainty.

This paper proposes a Bayesian data-driven machine learning method for the online inference of the parameters of a G-equation model of a ducted, premixed flame. Heteroscedastic Bayesian neural network ensembles are trained on a library of 1.7 million flame fronts simulated in LSGEN2D, a G-equation solver, to learn the Bayesian posterior distribution of the model parameters given observations. The ensembles are then used to infer the parameters of Bunsen flame experiments so that the dynamics of these can be simulated in LSGEN2D. This allows the surface area variation of the flame edge, a proxy for the heat release rate, to be calculated. The proposed method provides cheap and online parameter and uncertainty estimates matching results obtained with the ensemble Kalman filter, at less computational cost. This enables fast and reliable simulation of the combustion process., Comment: 6 pages, 3 figures

Combustion instabilities are particularly problematic for rocket thrust chambers because of their high energy release rates and their operation close to the structural limits. In the last decades, progress has been made in predicting high amplitude combustion instabilities but still, no reliable prediction ability is given. Reliable early warning signals are the main requirement for active combustion control systems. In this paper, we present a data-driven method for the early detection of thermoacoustic instabilities. Recurrence quantification analysis is used to calculate characteristic combustion features from short-length time series of dynamic pressure sensor data. Features like the recurrence rate are used to train support vector machines to detect the onset of an instability a few hundred milliseconds in advance. The performance of the proposed method is investigated on experimental data from a representative LOX/H$_2$ research thrust chamber. In most cases, the method is able to timely predict two types of thermoacoustic instabilities on test data not used for training. The results are compared with state-of-the-art early warning indicators.

The estimation of model parameters with uncertainties from observed data is a ubiquitous inverse problem in science and engineering. In this paper, we suggest an inexpensive and easy to implement parameter estimation technique that uses a heteroscedastic Bayesian Neural Network trained using anchored ensembling. The heteroscedastic aleatoric error of the network models the irreducible uncertainty due to parameter degeneracies in our inverse problem, while the epistemic uncertainty of the Bayesian model captures uncertainties which may arise from an input observation's out-of-distribution nature. We use this tool to perform real-time parameter inference in a 6 parameter G-equation model of a ducted, premixed flame from observations of acoustically excited flames. We train our networks on a library of 2.1 million simulated flame videos. Results on the test dataset of simulated flames show that the network recovers flame model parameters, with the correlation coefficient between predicted and true parameters ranging from 0.97 to 0.99, and well-calibrated uncertainty estimates. The trained neural networks are then used to infer model parameters from real videos of a premixed Bunsen flame captured using a high-speed camera in our lab. Re-simulation using inferred parameters shows excellent agreement between the real and simulated flames. Compared to Ensemble Kalman Filter-based tools that have been proposed for this problem in the combustion literature, our neural network ensemble achieves better data-efficiency and our sub-millisecond inference times represent a savings on computational costs by several orders of magnitude. This allows us to calibrate our reduced-order flame model in real-time and predict the thermoacoustic instability behaviour of the flame more accurately.

Ensembles of geophysical models improve projection accuracy and express uncertainties. We develop a novel data-driven ensembling strategy for combining geophysical models using Bayesian Neural Networks, which infers spatiotemporally varying model weights and bias while accounting for heteroscedastic uncertainties in the observations. This produces more accurate and uncertainty-aware projections without sacrificing interpretability. Applied to the prediction of total column ozone from an ensemble of 15 chemistry-climate models, we find that the Bayesian neural network ensemble (BayNNE) outperforms existing ensembling methods, achieving a 49.4% reduction in RMSE for temporal extrapolation, and a 67.4% reduction in RMSE for polar data voids, compared to a weighted mean. Uncertainty is also well-characterized, with 90.6% of the data points in our extrapolation validation dataset lying within 2 standard deviations and 98.5% within 3 standard deviations.

Reduced-order models of flame dynamics can be used to predict and mitigate the emergence of thermoacoustic oscillations in the design of gas turbine and rocket engines. This process is hindered by the fact that these models, although often qualitatively correct, are not usually quantitatively accurate. As automated experiments and numerical simulations produce ever-increasing quantities of data, the question arises as to how this data can be assimilated into physics-informed reduced-order models in order to render these models quantitatively accurate. In this study, we develop and test a physics-based reduced-order model of a ducted premixed flame in which the model parameters are learned from high speed videos of the flame. The experimental data is assimilated into a level-set solver using an ensemble Kalman filter. This leads to an optimally calibrated reduced-order model with quantified uncertainties, which accurately reproduces elaborate nonlinear features such as cusp formation and pinch-off. The reduced-order model continues to match the experiments after assimilation has been switched off. Further, the parameters of the model, which are extracted automatically, are shown to match the first order behavior expected on physical grounds. This study shows how reduced-order models can be updated rapidly whenever new experimental or numerical data becomes available, without the data itself having to be stored., Comment: 16 pages, 8 figures

Thermoacoustic instabilities are one of the most challenging problems faced by gas turbine and rocket motor manufacturers. The key instability mechanism is described by the {\it Rayleigh criterion}. The Rayleigh criterion does not directly show how to alter a system to make it more stable. This is the objective of sensitivity analysis. Because thermoacoustic systems have many design parameters, adjoint sensitivity analysis has been proposed to obtain all the sensitivities with one extra calculation. Although adjoint sensitivity analysis can be carried out in both the time and the frequency domain, the frequency domain is more natural for a linear analysis. Perhaps surprisingly, the Rayleigh criterion has not yet been rigorously derived and comprehensively interpreted in the frequency domain. The contribution of this theoretical paper is threefold. First, the Rayleigh criterion is interpreted in the frequency domain with integral formulae for the complex eigenvalue. Second, the first variation of the Rayleigh criterion is calculated both in the time and frequency domain, both with and without Lagrange multipliers (adjoint variables). The Lagrange multipliers are physically related to the system's observables. Third, an adjoint Rayleigh criterion is proposed. The paper also points out that the conclusions of {\it Juniper, M. P. (2018), Phys. Rev. Fluids, vol. 3, 110509} apply to the first variation of the Rayleigh criterion, not to the Rayleigh criterion itself. The mathematical relations of this paper can be used to compute sensitivities directly from measurable quantities to enable optimal design., Comment: 11 pages, 0 figures

Reduced-order models based on level-set methods are widely used tools to qualitatively capture and track the nonlinear dynamics of an interface. The aim of this paper is to develop a physics-informed, data-driven, statistically rigorous learning algorithm for state and parameter estimation with level-set methods. A Bayesian approach based on data assimilation is introduced. Data assimilation is enabled by the ensemble Kalman filter and smoother, which are used in their probabilistic formulations. The level-set data assimilation framework is verified in onedimensional and two-dimensional test cases, where state estimation, parameter estimation and uncertainty quantification are performed. The statistical performance of the proposed ensemble Kalman filter and smoother is quantified by twin experiments. In the twin experiments, the combined state and parameter estimation fully recovers the reference solution, which validates the proposed algorithm. The level-set data assimilation framework is then applied to the prediction of the nonlinear dynamics of a forced premixed flame, which exhibits the formation of sharp cusps and intricate topological changes, such as pinch-off events. The proposed physics-informed statistical learning algorithm opens up new possibilities for making reduced-order models of interfaces quantitatively predictive, any time that reference data is available., Comment: 52 pages, 19 figures; accepted for publication

Monte Carlo and Active Subspace Identification methods are combined with first- and second-order adjoint sensitivities to perform (forward) uncertainty quantification analysis of the thermo-acoustic stability of two annular combustor configurations. This method is applied to evaluate the risk factor, i.e., the probability for the system to be unstable. It is shown that the adjoint approach reduces the number of nonlinear-eigenproblem calculations by up to $\sim\mathcal{O}(M)$, as many as the Monte Carlo samples., Comment: 18 pages, 7 figures

We present an adjoint-based method for the calculation of eigenvalue perturbations in nonlinear, degenerate and non self-adjoint eigenproblems. This method is applied to a thermo-acoustic annular combustor network, the stability of which is governed by a nonlinear eigenproblem. We calculate the first- and second-order sensitivities of the growth rate and frequency to geometric, flow and flame parameters. Three different configurations are analysed. The benchmark sensitivities are obtained by finite difference, which involves solving the nonlinear eigenproblem at least as many times as the number of parameters. By solving only one adjoint eigenproblem, we obtain the sensitivities to any thermo-acoustic parameter, which match the finite-difference solutions at much lower computational cost., Comment: 27 pages, 10 figures

This paper presents the linear theory of adjoint equations as applied to thermo-acoustics. The purpose is to describe the mathematical foundations of adjoint equations for linear sensitivity analysis of thermo-acoustic systems, recently developed by Magri and Juniper (J. Fluid Mech. (2013), vol. 719, pp. 183--202). This method is applied pedagogically to a damped oscillator, for which analytical solutions are available, and then for an electrically heated Rijke tube with a mean-flow temperature discontinuity induced by the compact heat source. Passive devices that most affect the growth rate / frequency of the electrical Rijke-tube system are presented, including a discussion about the effect of modelling the mean-flow temperature discontinuity., Comment: 16 pages, 2 figures

In this theoretical and numerical paper, we derive the adjoint equations for a thermo-acoustic system consisting of an infinite-rate chemistry diffusion flame coupled with duct acoustics. We then calculate the thermo-acoustic system's linear global modes (i.e. the frequency/growth rate of oscillations, together with their mode shapes), and the global modes' receptivity to species injection, sensitivity to base-state perturbations, and structural sensitivity to advective-velocity perturbations. We then compare these with the Rayleigh index. The receptivity analysis shows the regions of the flame where open-loop injection of fuel or oxidizer will have most influence on the thermo-acoustic oscillation. We find that the flame is most receptive at its tip. The base-state sensitivity analysis shows the influence of each parameter on the frequency/growth rate. We find that perturbations to the stoichiometric mixture fraction, the fuel slot width, and the heat-release parameter have most influence, while perturbations to the P\'eclet number have least influence. These sensitivities oscillate: e.g. positive perturbations to the fuel slot width either stabilizes or destabilizes the system, depending on the operating point. This analysis reveals that, as expected from a simple model, the phase delay between velocity and heat-release fluctuations is the key parameter in determining the sensitivities. It also reveals that this thermo-acoustic system is exceedingly sensitive to changes in the base state. The structural-sensitivity analysis shows the influence of perturbations to the advective flame velocity. The regions of highest sensitivity are around the stoichiometric line close to the inlet, showing where velocity models need to be most accurate., Comment: 27 pages, 18 figures

Perturbations in a non-normal system can grow transiently even if the system is linearly stable. If this transient growth is sufficiently large, it can trigger self-sustained oscillations from small initial disturbances. This has important practical consequences for combustion-acoustic oscillations, which are a continual problem in rocket and aircraft engines. Balasubramanian and Sujith (Journal of Fluid Mechanics, 2008, 594, 29-57) modelled an infinite-rate chemistry diffusion flame in an acoustic duct and found that the transient growth in this system can amplify the initial energy by a factor, $G_{max}$, of order $10^5$ to $10^7$. However, recent investigations by L. Magri & M. P. Juniper have brought to light certain errors in that paper. When the errors are corrected, $G_{max}$ is found to be of order 1 to 10, revealing that non-normality is not as influential as it was thought to be., Comment: 4 pages, 2 figures

We apply adjoint-based sensitivity analysis to a time-delayed thermo-acoustic system: a Rijke tube containing a hot wire. We calculate how the growth rate and frequency of small oscillations about a base state are affected either by a generic passive control element in the system (the structural sensitivity analysis) or by a generic change to its base state (the base-state sensitivity analysis). We illustrate the structural sensitivity by calculating the effect of a second hot wire with a small heat release parameter. In a single calculation, this shows how the second hot wire changes the growth rate and frequency of the small oscillations, as a function of its position in the tube. We then examine the components of the structural sensitivity in order to determine the passive control mechanism that has the strongest influence on the growth rate. We find that a force applied to the acoustic momentum equation in the opposite direction to the instantaneous velocity is the most stabilizing feedback mechanism. We also find that its effect is maximized when it is placed at the downstream end of the tube. This feedback mechanism could be supplied, for example, by an adiabatic mesh. We illustrate the base-state sensitivity by calculating the effects of small variations in the damping factor, the heat-release time-delay coefficient, the heat-release parameter, and the hot wire location. The successful application of sensitivity analysis to thermo-acoustics opens up new possibilities for the passive control of thermo-acoustic oscillations by providing gradient information that can be combined with constrained optimization algorithms in order to reduce linear growth rates., Comment: 20 pages, 11 figures