Journal
SIAM JOURNAL ON APPLIED DYNAMICAL SYSTEMS
Volume 18, Issue 1, Pages 558-593Publisher
SIAM PUBLICATIONS
DOI: 10.1137/18M1177846
Keywords
nonlinear systems; high-dimensional systems; reduced-order modeling; neural networks; data-driven analysis; Koopman operator
Categories
Funding
- ARO [W911NF-17-0512]
- DARPA
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This paper describes a method for learning low-dimensional approximations of nonlinear dynamical systems, based on neural network approximations of the underlying Koopman operator. Extended Dynamic Mode Decomposition (EDMD) provides a useful data-driven approximation of the Koopman operator for analyzing dynamical systems. This paper addresses a fundamental problem associated with EDMD: a trade-off between representational capacity of the dictionary and overfitting due to insufficient data. A new neural network architecture combining an autoencoder with linear recurrent dynamics in the encoded state is used to learn a low-dimensional and highly informative Koopman-invariant subspace of observables. A method is also presented for balanced model reduction of overspecified EDMD systems in feature space. Nonlinear reconstruction using partially linear multikernel regression aims to improve reconstruction accuracy from the low-dimensional state when the data has complex but intrinsically low-dimensional structure. The techniques demonstrate the ability to identify Koopman eigenfunctions of the unforced Duffing equation, create accurate low-dimensional models of an unstable cylinder wake flow, and make short-time predictions of the chaotic Kuramoto-Sivashinsky equation.
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