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We propose a novel learning framework for Koopman operator of nonlinear dynamical systems that is informed by the governing equation and guarantees long-time stability and robustness to noise. In contrast to existing frameworks where either ad-hoc observables or blackbox neural networks are used to construct observables in the extended dynamic mode decomposition (EDMD), our observables are informed by governing equations via Polyflow. To improve the noise robustness and guarantee long-term stability, we designed a stable parameterization of the Koopman operator together with a progressive learning strategy for roll-out recurrent loss. To further improve model performance in the phase space, a simple iterative strategy of data augmentation was developed. Numerical experiments of prediction and control of classic nonlinear systems with ablation study showed the effectiveness of the proposed techniques over several state-of-the-art practices., Comment: 12 pages

A large number of magnetohydrodynamic (MHD) equilibrium calculations are often required for uncertainty quantification, optimization, and real-time diagnostic information, making MHD equilibrium codes vital to the field of plasma physics. In this paper, we explore a method for solving the Grad-Shafranov equation by using Physics-Informed Neural Networks (PINNs). For PINNs, we optimize neural networks by directly minimizing the residual of the PDE as a loss function. We show that PINNs can accurately and effectively solve the Grad-Shafranov equation with several different boundary conditions. We also explore the parameter space by varying the size of the model, the learning rate, and boundary conditions to map various trade-offs such as between reconstruction error and computational speed. Additionally, we introduce a parameterized PINN framework, expanding the input space to include variables such as pressure, aspect ratio, elongation, and triangularity in order to handle a broader range of plasma scenarios within a single network. Parametrized PINNs could be used in future work to solve inverse problems such as shape optimization.

PyKoopman is a Python package for the data-driven approximation of the Koopman operator associated with a dynamical system. The Koopman operator is a principled linear embedding of nonlinear dynamics and facilitates the prediction, estimation, and control of strongly nonlinear dynamics using linear systems theory. In particular, PyKoopman provides tools for data-driven system identification for unforced and actuated systems that build on the equation-free dynamic mode decomposition (DMD) and its variants. In this work, we provide a brief description of the mathematical underpinnings of the Koopman operator, an overview and demonstration of the features implemented in PyKoopman (with code examples), practical advice for users, and a list of potential extensions to PyKoopman. Software is available at http://github.com/dynamicslab/pykoopman, Comment: 16 pages

The Koopman operator provides a linear perspective on non-linear dynamics by focusing on the evolution of observables in an invariant subspace. Observables of interest are typically linearly reconstructed from the Koopman eigenfunctions. Despite the broad use of Koopman operators over the past few years, there exist some misconceptions about the applicability of Koopman operators to dynamical systems with more than one disjoint invariant sets (e.g., basins of attractions from isolated fixed points). In this work, we first provide a simple explanation for the mechanism of linear reconstruction-based Koopman operators of nonlinear systems with multiple disjoint invariant sets. Next, we discuss the use of discrete symmetry among such invariant sets to construct Koopman eigenfunctions in a data efficient manner. Finally, several numerical examples are provided to illustrate the benefits of exploiting symmetry for learning the Koopman operator., Comment: 14 pages

High-dimensional spatio-temporal dynamics can often be encoded in a low-dimensional subspace. Engineering applications for modeling, characterization, design, and control of such large-scale systems often rely on dimensionality reduction to make solutions computationally tractable in real-time. Common existing paradigms for dimensionality reduction include linear methods, such as the singular value decomposition (SVD), and nonlinear methods, such as variants of convolutional autoencoders (CAE). However, these encoding techniques lack the ability to efficiently represent the complexity associated with spatio-temporal data, which often requires variable geometry, non-uniform grid resolution, adaptive meshing, and/or parametric dependencies. To resolve these practical engineering challenges, we propose a general framework called Neural Implicit Flow (NIF) that enables a mesh-agnostic, low-rank representation of large-scale, parametric, spatial-temporal data. NIF consists of two modified multilayer perceptrons (MLPs): (i) ShapeNet, which isolates and represents the spatial complexity, and (ii) ParameterNet, which accounts for any other input complexity, including parametric dependencies, time, and sensor measurements. We demonstrate the utility of NIF for parametric surrogate modeling, enabling the interpretable representation and compression of complex spatio-temporal dynamics, efficient many-spatial-query tasks, and improved generalization performance for sparse reconstruction., Comment: 60 pages

Numerical solutions of partial differential equations (PDEs) require expensive simulations, limiting their application in design optimization, model-based control, and large-scale inverse problems. Surrogate modeling techniques seek to decrease the computational expense while retaining dominant solution features and behavior. Traditional Convolutional Neural Network-based frameworks for surrogate modeling require lossy pixelization and data-preprocessing, and generally are not effective in realistic engineering applications. We propose alternative deep-learning based surrogate models for discretization-independent, continuous representations of PDE solutions, which can be used for learning and prediction over domains with complex, variable geometry and mesh topology. Three methods are proposed and compared; design-variable-coded multi-layer perceptron (DV-MLP), design-variable hypernetworks (DV-Hnet), and non-linear independent dual system (NIDS). Each method utilizes a main network which consumes pointwise spatial information to provide a continuous representation, allowing predictions at any location in the domain. Input features include a minimum-distance function evaluation to implicitly encode the problem geometry. The geometric design variables, which define and distinguish problem instances, are used differently by each method, appearing as additional main-network input features (DV-MLP), or as hypernetwork inputs (DV-Hnet and NIDS). The methods are applied to predict solutions around complex, parametrically-defined geometries on non-parametrically-defined meshes with model predictions obtained many orders of magnitude faster than the full order models. Test cases include a vehicle-aerodynamics problem with complex geometry and limited training data, with a design-variable hypernetwork performing best, with a competitive time-to-best-model despite a much greater parameter count.

Recently developed physics-informed neural network (PINN) has achieved success in many science and engineering disciplines by encoding physics laws into the loss functions of the neural network, such that the network not only conforms to the measurements, initial and boundary conditions but also satisfies the governing equations. This work first investigates the performance of PINN in solving stiff chemical kinetic problems with governing equations of stiff ordinary differential equations (ODEs). The results elucidate the challenges of utilizing PINN in stiff ODE systems. Consequently, we employ Quasi-Steady-State-Assumptions (QSSA) to reduce the stiffness of the ODE systems, and the PINN then can be successfully applied to the converted non/mild-stiff systems. Therefore, the results suggest that stiffness could be the major reason for the failure of the regular PINN in the studied stiff chemical kinetic systems. The developed Stiff-PINN approach that utilizes QSSA to enable PINN to solve stiff chemical kinetics shall open the possibility of applying PINN to various reaction-diffusion systems involving stiff dynamics.

Koopman decomposition is a non-linear generalization of eigen-decomposition, and is being increasingly utilized in the analysis of spatio-temporal dynamics. Well-known techniques such as the dynamic mode decomposition (DMD) and its linear variants provide approximations to the Koopman operator, and have been applied extensively in many fluid dynamic problems. Despite being endowed with a richer dictionary of nonlinear observables, nonlinear variants of the DMD, such as extended/kernel dynamic mode decomposition (EDMD/KDMD) are seldom applied to large-scale problems primarily due to the difficulty of discerning the Koopman invariant subspace from thousands of resulting Koopman eigenmodes. To address this issue, we propose a framework based on multi-task feature learning to extract the most informative Koopman invariant subspace by removing redundant and spurious Koopman triplets. In particular, we develop a pruning procedure that penalizes departure from linear evolution. These algorithms can be viewed as sparsity promoting extensions of EDMD/KDMD. Further, we extend KDMD to a continuous-time setting and show a relationship between the present algorithm, sparsity-promoting DMD, and an empirical criterion from the viewpoint of non-convex optimization. The effectiveness of our algorithm is demonstrated on examples ranging from simple dynamical systems to two-dimensional cylinder wake flows at different Reynolds numbers and a three-dimensional turbulent ship air-wake flow. The latter two problems are designed such that very strong nonlinear transients are present, thus requiring an accurate approximation of the Koopman operator. Underlying physical mechanisms are analyzed, with an emphasis on characterizing transient dynamics. The results are compared to existing theoretical expositions and numerical approximations., Comment: 48 pages

Three-dimensional particle reconstruction with limited two-dimensional projections is an under-determined inverse problem that the exact solution is often difficult to be obtained. In general, approximate solutions can be obtained by iterative optimization methods. In the current work, a practical particle reconstruction method based on a convolutional neural network (CNN) with geometry-informed features is proposed. The proposed technique can refine the particle reconstruction from a very coarse initial guess of particle distribution generated by any traditional algebraic reconstruction technique (ART) based methods. Compared with available ART-based algorithms, the novel technique makes significant improvements in terms of reconstruction quality, {robustness to noises}, and at least an order of magnitude faster in the offline stage.

The Koopman operator has emerged as a powerful tool for the analysis of nonlinear dynamical systems as it provides coordinate transformations to globally linearize the dynamics. While recent deep learning approaches have been useful in extracting the Koopman operator from a data-driven perspective, several challenges remain. In this work, we formalize the problem of learning the continuous-time Koopman operator with deep neural networks in a measure-theoretic framework. Our approach induces two types of models: differential and recurrent form, the choice of which depends on the availability of the governing equations and data. We then enforce a structural parameterization that renders the realization of the Koopman operator provably stable. A new autoencoder architecture is constructed, such that only the residual of the dynamic mode decomposition is learned. Finally, we employ mean-field variational inference (MFVI) on the aforementioned framework in a hierarchical Bayesian setting to quantify uncertainties in the characterization and prediction of the dynamics of observables. The framework is evaluated on a simple polynomial system, the Duffing oscillator, and an unstable cylinder wake flow with noisy measurements., Comment: 31 pages

Numerical simulations on fluid dynamics problems primarily rely on spatially or/and temporally discretization of the governing equation into the finite-dimensional algebraic system solved by computers. Due to complicated nature of the physics and geometry, such process can be computational prohibitive for most real-time applications and many-query analyses. Therefore, developing a cost-effective surrogate model is of great practical significance. Deep learning (DL) has shown new promises for surrogate modeling due to its capability of handling strong nonlinearity and high dimensionality. However, the off-the-shelf DL architectures fail to operate when the data becomes sparse. Unfortunately, data is often insufficient in most parametric fluid dynamics problems since each data point in the parameter space requires an expensive numerical simulation based on the first principle, e.g., Naiver--Stokes equations. In this paper, we provide a physics-constrained DL approach for surrogate modeling of fluid flows without relying on any simulation data. Specifically, a structured deep neural network (DNN) architecture is devised to enforce the initial and boundary conditions, and the governing partial differential equations are incorporated into the loss of the DNN to drive the training. Numerical experiments are conducted on a number of internal flows relevant to hemodynamics applications, and the forward propagation of uncertainties in fluid properties and domain geometry is studied as well. The results show excellent agreement on the flow field and forward-propagated uncertainties between the DL surrogate approximations and the first-principle numerical simulations., Comment: 43 pages, 12 figures

An approximation model based on convolutional neural networks (CNNs) is proposed for flow field predictions. The CNN is used to predict the velocity and pressure field in unseen flow conditions and geometries given the pixelated shape of the object. In particular, we consider Reynolds Averaged Navier-Stokes (RANS) flow solutions over airfoil shapes. The CNN can automatically detect essential features with minimal human supervision and shown to effectively estimate the velocity and pressure field orders of magnitude faster than the RANS solver, making it possible to study the impact of the airfoil shape and operating conditions on the aerodynamic forces and the flow field in near-real time. The use of specific convolution operations, parameter sharing, and robustness to noise are shown to enhance the predictive capabilities of CNN. We explore the network architecture and its effectiveness in predicting the flow field for different airfoil shapes, angles of attack, and Reynolds numbers.

This work addresses fundamental issues related to the structure and conditioning of linear time-delayed models of non-linear dynamics on an attractor. While this approach has been well-studied in the asymptotic sense (e.g. for infinite number of delays), the non-asymptotic setting is not well-understood. First, we show that the minimal time-delays required for perfect signal recovery are solely determined by the sparsity in the Fourier spectrum for scalar systems. For the vector case, we provide a rank test and a geometric interpretation for the necessary and sufficient conditions for the existence of an accurate linear time delayed model. Further, we prove that the output controllability index of a linear system induced by the Fourier spectrum serves as a tight upper bound on the minimal number of time delays required. An explicit expression for the exact linear model in the spectral domain is also provided. From a numerical perspective, the effect of the sampling rate and the number of time delays on numerical conditioning is examined. An upper bound on the condition number is derived, with the implication that conditioning can be improved with additional time delays and/or decreasing sampling rates. Moreover, it is explicitly shown that the underlying dynamics can be accurately recovered using only a partial period of the attractor. Our analysis is first validated in simple periodic and quasi-periodic systems, and sensitivity to noise is also investigated. Finally, issues and practical strategies of choosing time delays in large-scale chaotic systems are discussed and demonstrated on 3D turbulent Rayleigh-B\'{e}nard convection., Comment: 30 pages

We study the use of feedforward neural networks (FNN) to develop models of nonlinear dynamical systems from data. Emphasis is placed on predictions at long times, with limited data availability. Inspired by global stability analysis, and the observation of the strong correlation between the local error and the maximum singular value of the Jacobian of the ANN, we introduce Jacobian regularization in the loss function. This regularization suppresses the sensitivity of the prediction to the local error and is shown to improve accuracy and robustness. Comparison between the proposed approach and sparse polynomial regression is presented in numerical examples ranging from simple ODE systems to nonlinear PDE systems including vortex shedding behind a cylinder, and instability-driven buoyant mixing flow. Furthermore, limitations of feedforward neural networks are highlighted, especially when the training data does not include a low dimensional attractor. Strategies of data augmentation are presented as remedies to address these issues to a certain extent., Comment: 30 pages. Complexity, 2018

Derivation of reduced order representations of dynamical systems requires the modeling of the truncated dynamics on the retained dynamics. In its most general form, this so-called closure model has to account for memory effects. In this work, we present a framework of operator inference to extract the governing dynamics of closure from data in a compact, non-Markovian form. We employ sparse polynomial regression and artificial neural networks to extract the underlying operator. For a special class of non-linear systems, observability of the closure in terms of the resolved dynamics is analyzed and theoretical results are presented on the compactness of the memory. The proposed framework is evaluated on examples consisting of linear to nonlinear systems with and without chaotic dynamics, with an emphasis on predictive performance on unseen data., Comment: 33 pages