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Data-driven state-space and Koopman operator models of coherent state dynamics on invariant manifolds

Published online by Cambridge University Press:  12 April 2024

C. Ricardo Constante-Amores
Affiliation:
Department of Chemical and Biological Engineering, University of Wisconsin-Madison, Madison, WI 53706, USA
Michael D. Graham*
Affiliation:
Department of Chemical and Biological Engineering, University of Wisconsin-Madison, Madison, WI 53706, USA
*
Email address for correspondence: mdgraham@wisc.edu

Abstract

The accurate simulation of complex dynamics in fluid flows demands a substantial number of degrees of freedom, i.e. a high-dimensional state space. Nevertheless, the swift attenuation of small-scale perturbations due to viscous diffusion permits in principle the representation of these flows using a significantly reduced dimensionality. Over time, the dynamics of such flows evolves towards a finite-dimensional invariant manifold. Using only data from direct numerical simulations, in the present work we identify the manifold and determine evolution equations for the dynamics on it. We use an advanced autoencoder framework to automatically estimate the intrinsic dimension of the manifold and provide an orthogonal coordinate system. Then, we learn the dynamics by determining an equation on the manifold by using both a function-space approach (approximating the Koopman operator) and a state-space approach (approximating the vector field on the manifold). We apply this method to exact coherent states for Kolmogorov flow and minimal flow unit pipe flow. Fully resolved simulations for these cases require $O(10^3)$ and $O(10^5)$ degrees of freedom, respectively, and we build models with two or three degrees of freedom that faithfully capture the dynamics of these flows. For these examples, both the state-space and function-space time evaluations provide highly accurate predictions of the long-time dynamics in manifold coordinates.

Information

Type
JFM Rapids
Creative Commons
Creative Common License - CCCreative Common License - BY
This is an Open Access article, distributed under the terms of the Creative Commons Attribution licence (https://creativecommons.org/licenses/by/4.0), which permits unrestricted re-use, distribution, and reproduction in any medium, provided the original work is properly cited.
Copyright
© The Author(s), 2024. Published by Cambridge University Press
Figure 0

Figure 1. (a) Representation of the framework for identifying $d_\mathcal {M}$ and $\mathcal {M}$ coordinates. (b) Forecasting on the manifold coordinates using either NODE or Koopman.

Figure 1

Table 1. Neural networks architectures. Between the $\mathcal {E}$ and $\mathcal {D}$, there are $n$ sequential linear layers $\mathcal {W}_i$ of shape $d_z \times d_z$ (i.e. $n=4$ and $d_z=10$).

Figure 2

Figure 2. Kolmogorov flow with $Re=10$: travelling wave regime. (a) Identification of $\mathcal {M}$: normalised singular values of the latent space data with a drop at $d_\mathcal {M}=2$. (b) Eigenvalues of the approximate Koopman operator (the right panel shows a magnified view of the eigenvalues). (c) Energy spectrum. (d) Snapshots of the vorticity field for the ground truth and models after 5000 time units evolved with the same initial condition.

Figure 3

Figure 3. Kolmogorov flow with $Re=12$: RPO regime. (a) Identification of $\mathcal {M}$: normalised singular values of the latent space data with a drop at $d_\mathcal {M}=3$. (b) Eigenvalues of the Koopman operator (the right panel shows a magnified view of the eigenvalues). (c) Comparison of $||\omega (t)||$. (d) Energy spectrum. (e) Snapshots of $\omega$ for the ground truth and models, after 500 time units evolved with the same initial condition.

Figure 4

Figure 4. Pipe flow with $Re=2500$: periodic orbit regime. (a) Eigenvalues of POD modes sorted in descending order. (b) Identification of $\mathcal {M}$: normalised singular values of the latent space data with a drop at $d_\mathcal {M}=2$. (c) Eigenvalues of the Koopman operator (the right panel shows a magnified view of the eigenvalues). (d) Comparison of the norms of the velocity field between the models and the true data. (e) Reynolds stresses varying with the radial position from the ground truth, Koopman and NODE predictions; the labels are on the plot. (f) Two-dimensional representation of the dynamics in a $z\unicode{x2013}\theta$ plane $(r = 0.496)$ with $u_z$ for the true and predicted dynamics at $t=200$.