For over a century, reduced order models (ROMs) have been a fundamental discipline of theoretical fluid mechanics. Early examples include Galerkin models inspired by the Orr–Sommerfeld stability equation and numerous vortex models, of which the von Kármán vortex street is one of the most prominent. Subsequent ROMs typically relied on first principles, like mathematical Galerkin models, weakly nonlinear stability theory, and two- and three-dimensional vortex models. Aubry et al. [J. Fluid Mech. 192, 115–173 (1988)] pioneered the data-driven proper orthogonal decomposition (POD) modeling. In early POD modeling, available data were used to build an optimal basis, which was then utilized in a classical Galerkin procedure to construct the ROM, but data have made a profound impact on ROMs beyond the Galerkin expansion. In this paper, we take a modest step and illustrate the impact of data-driven modeling on one significant ROM area. Specifically, we focus on ROM closures, which are correction terms that are added to the classical ROMs in order to model the effect of the discarded ROM modes in under-resolved simulations. Through simple examples, we illustrate the main modeling principles used to construct the classical ROMs, motivate and introduce modern ROM closures, and show how data-driven modeling, artificial intelligence, and machine learning have changed the standard ROM methodology over the last two decades. Finally, we outline our vision on how the state-of-the-art data-driven modeling can continue to reshape the field of reduced order modeling.
In this article, we introduce a modular hybrid analysis and modeling (HAM) approach to account for hidden physics in reduced order modeling (ROM) of parameterized systems relevant to fluid dynamics. The hybrid ROM framework is based on using first principles to model the known physics in conjunction with utilizing the data-driven machine learning tools to model the remaining residual that is hidden in data. This framework employs proper orthogonal decomposition as a compression tool to construct orthonormal bases and a Galerkin projection (GP) as a model to build the dynamical core of the system. Our proposed methodology, hence, compensates structural or epistemic uncertainties in models and utilizes the observed data snapshots to compute true modal coefficients spanned by these bases. The GP model is then corrected at every time step with a data-driven rectification using a long short-term memory (LSTM) neural network architecture to incorporate hidden physics. A Grassmann manifold approach is also adopted for interpolating basis functions to unseen parametric conditions. The control parameter governing the system’s behavior is, thus, implicitly considered through true modal coefficients as input features to the LSTM network. The effectiveness of the HAM approach is then discussed through illustrative examples that are generated synthetically to take hidden physics into account. Our approach, thus, provides insights addressing a fundamental limitation of the physics-based models when the governing equations are incomplete to represent underlying physical processes.
Closure problems are omnipresent when simulating multiscale systems, where some quantities and processes cannot be fully prescribed despite their effects on the simulation's accuracy. Recently, scientific machine learning approaches have been proposed as a way to tackle the closure problem, combining traditional (physics-based) modeling with data-driven (machine-learned) techniques, typically through enriching differential equations with neural networks. This paper reviews the different reduced model forms, distinguished by the degree to which they include known physics, and the different objectives of a priori and a posteriori learning. The importance of adhering to physical laws (such as symmetries and conservation laws) in choosing the reduced model form and choosing the learning method is discussed. The effect of spatial and temporal discretization and recent trends toward discretization-invariant models are reviewed. In addition, we make the connections between closure problems and several other research disciplines: inverse problems, Mori-Zwanzig theory, and multi-fidelity methods. In conclusion, much progress has been made with scientific machine learning approaches for solving closure problems, but many challenges remain. In particular, the generalizability and interpretability of learned models is a major issue that needs to be addressed further.
Reduced rank nonlinear filters are increasingly utilized in data assimilation of geophysical flows but often require a set of ensemble forward simulations to estimate forecast covariance. On the other hand, predictor–corrector type nudging approaches are still attractive due to their simplicity of implementation when more complex methods need to be avoided. However, optimal estimate of the nudging gain matrix might be cumbersome. In this paper, we put forth a fully nonintrusive recurrent neural network approach based on a long short-term memory (LSTM) embedding architecture to estimate the nudging term, which plays a role not only to force the state trajectories to the observations but also acts as a stabilizer. Furthermore, our approach relies on the power of archival data, and the trained model can be retrained effectively due to the power of transfer learning in any neural network applications. In order to verify the feasibility of the proposed approach, we perform twin experiments using the Lorenz 96 system. Our results demonstrate that the proposed LSTM nudging approach yields more accurate estimates than both the extended Kalman filter (EKF) and ensemble Kalman filter (EnKF) when only sparse observations are available. With the availability of emerging artificial intelligence friendly and modular hardware technologies and heterogeneous computing platforms, we articulate that our simplistic nudging framework turns out to be computationally more efficient than either the EKF or EnKF approaches.
Generating a digital twin of any complex system requires modeling and computational approaches that are efficient, accurate, and modular. Traditional reduced order modeling techniques are targeted at only the first two, but the novel nonintrusive approach presented in this study is an attempt at taking all three into account effectively compared to their traditional counterparts. Based on dimensionality reduction using proper orthogonal decomposition (POD), we introduce a long short-term memory neural network architecture together with a principal interval decomposition (PID) framework as an enabler to account for localized modal deformation. As an effective partitioning tool for breaking the Kolmogorov barrier, our PID framework, therefore, can be considered a key element in the accurate reduced order modeling of convective flows. Our applications for convection-dominated systems governed by Burgers, Navier-Stokes, and Boussinesq equations demonstrate that the proposed approach yields significantly more accurate predictions than the POD-Galerkin method and could be a key enabler toward near real-time predictions of unsteady flows.