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Lift & Learn: Physics-informed machine learning for large-scale nonlinear dynamical systems (1912.08177v5)

Published 17 Dec 2019 in math.NA, cs.LG, and cs.NA

Abstract: We present Lift & Learn, a physics-informed method for learning low-dimensional models for large-scale dynamical systems. The method exploits knowledge of a system's governing equations to identify a coordinate transformation in which the system dynamics have quadratic structure. This transformation is called a lifting map because it often adds auxiliary variables to the system state. The lifting map is applied to data obtained by evaluating a model for the original nonlinear system. This lifted data is projected onto its leading principal components, and low-dimensional linear and quadratic matrix operators are fit to the lifted reduced data using a least-squares operator inference procedure. Analysis of our method shows that the Lift & Learn models are able to capture the system physics in the lifted coordinates at least as accurately as traditional intrusive model reduction approaches. This preservation of system physics makes the Lift & Learn models robust to changes in inputs. Numerical experiments on the FitzHugh-Nagumo neuron activation model and the compressible Euler equations demonstrate the generalizability of our model.

Citations (247)

Summary

  • The paper presents a novel framework that lifts nonlinear systems into a quadratic structure using governing equations.
  • The method integrates physics-based transformations with operator inference to reduce model complexity non-intrusively.
  • Numerical experiments show that Lift & Learn achieves error levels comparable to intrusive POD models while enhancing computational efficiency.

Overview of "Lift & Learn: Physics-informed Machine Learning for Large-scale Nonlinear Dynamical Systems"

The paper "Lift & Learn: Physics-informed Machine Learning for Large-scale Nonlinear Dynamical Systems" introduces a novel method designed to address the challenge of deriving low-dimensional models for complex high-dimensional dynamical systems. Authored by Elizabeth Qian, Boris Kramer, Benjamin Peherstorfer, and Karen Willcox, this paper proposes a hybrid machine learning-model reduction approach termed "Lift & Learn." This technique integrates domain-specific insights from the governing equations of the systems to identify a lifting transformation that expresses the system dynamics in a quadratic structure.

Core Concept and Methodology

Traditional model reduction often involves projection-based techniques that require intrusive manipulation of solver codes, which is not always feasible. The Lift & Learn framework circumvents such intrusiveness by combining physics-informed transformations with data-driven learning. This approach leverages the governing equations to identify auxiliary variables that transform the nonlinear system dynamics into a quadratic form, known as the lifting map. Once the system is lifted, the method employs operator inference to fit reduced quadratic operators to this transformed data.

The distinguished aspect of the Lift & Learn method is its ability to derive dynamic models for systems that can be generalized across different input conditions without necessitating a detailed reconstruction of the original high-dimensional state. This capability is demonstrated through experiments on systems governed by the FitzHugh-Nagumo neuron activation model and the compressible Euler equations, indicating that Lift & Learn models exhibit robustness and reliability similar to traditionally intrusive methods.

Numerical Results and Claims

The paper substantiates its claims through rigorous numerical experiments. The Lift & Learn models display errors comparable to those of intrusive lifted POD reduced models for both the FitzHugh-Nagumo system and Euler equations, despite starting from extensively different initial parameter conditions. The results highlight that the Lift & Learn method preserves the physics of the original nonlinear systems, thereby ensuring model stability and accuracy while minimizing computational expense.

Implications and Future Developments

The theoretical insights and practical applications of the Lift & Learn approach present significant implications for the field of scientific machine learning and model reduction. By enabling the non-intrusive derivation of reduced models from nonlinear PDEs or ODEs, the method potentially broadens the scope of simulation analyses in engineering and scientific domains where high-dimensional models are computationally prohibitive.

Future research directions may include the exploration of automated techniques to determine the optimal lifting map, potential applications to noisy or experimental data, and the integration of additional physical constraints such as symmetries or stability properties into the learning framework. Moreover, the theoretical questions regarding the existence of universal quadratic liftings and the identification of minimal-dimensional lifted states warrant further investigation.

Conclusion

The Lift & Learn method embodies a significant step forward in the synthesis of physics-informed machine learning for the reduction of large-scale nonlinear dynamical systems. By bridging the gap between full model dynamics and data-driven learning, it paves the way for more efficient and generalizable computational models. The authors' contribution sets a promising foundation for future advancements in non-intrusive model reduction and offers a robust framework for incorporating physical knowledge into the learning of complex systems. This research advances the potential for machine learning to complement traditional scientific computing, enabling scalable, reliable, and interpretable models across various applied domains.