An official website of the United States government
A general, variational approach to derive low-order reduced models from possibly non-autonomous systems is presented. The approach is based on the concept of optimal parameterizing manifold (OPM) that substitutes more classical notions of invariant or slow manifolds when the breakdown of “slaving” occurs, i.e., when the unresolved variables cannot be expressed as an exact functional of the resolved ones anymore. The OPM provides, within a given class of parameterizations of the unresolved variables, the manifold that averages out optimally these variables as conditioned on the resolved ones. The class of parameterizations retained here is that of continuous deformations of parameterizations rigorously valid near the onset of instability. These deformations are produced through the integration of auxiliary backward–forward systems built from the model’s equations and lead to analytic formulas for parameterizations. In this modus operandi, the backward integration time is the key parameter to select per scale/variable to parameterize in order to derive the relevant parameterizations which are doomed to be no longer exact away from instability onset due to the breakdown of slaving typically encountered, e.g., for chaotic regimes. The selection criterion is then made through data-informed minimization of a least-square parameterization defect. It is thus shown through optimization of the backward integration time per scale/variable to parameterize, that skilled OPM reduced systems can be derived for predicting with accuracy higher-order critical transitions or catastrophic tipping phenomena, while training our parameterization formulas for regimes prior to these transitions takes place.
more »
« less
Non-Markovian reduced models to unravel transitions in non-equilibrium systems
Abstract This work proposes a general framework for analyzing noise-driven transitions in spatially extended non-equilibrium systems and explaining the emergence of coherent patterns beyond the instability onset. The framework relies on stochastic parameterization formulas to reduce the complexity of the original equations while preserving the essential dynamical effects of unresolved scales. The approach is flexible and operates for both Gaussian noise and non-Gaussian noise with jumps. Our stochastic parameterization formulas offer two key advantages. First, they can approximate stochastic invariant manifolds when these manifolds exist. Second, even when such manifolds break down, our formulas can be adapted through a simple optimization of its constitutive parameters. This allows us to handle scenarios with weak time-scale separation where the system has undergone multiple transitions, resulting in large-amplitude solutions not captured by invariant manifolds or other time-scale separation methods. The optimized stochastic parameterizations capture then how small-scale noise impacts larger scales through the system’s nonlinear interactions. This effect is achieved by the very fabric of our parameterizations incorporating non-Markovian (memory-dependent) coefficients into the reduced equation. These coefficients account for the noise’s past influence, not just its current value, using a finite memory length that is selected for optimal performance. The specific memory function, which determines how this past influence is weighted, depends on both the strength of the noise and how it interacts with the system’s nonlinearities. Remarkably, training our theory-guided reduced models on a single noise path effectively learns the optimal memory length for out-of-sample predictions. This approach retains indeed good accuracy in predicting noise-induced transitions, including rare events, when tested against a large ensemble of different noise paths. This success stems from our hybrid approach, which combines analytical understanding with data-driven learning. This combination avoids a key limitation of purely data-driven methods: their struggle to generalize to unseen scenarios, also known as the ‘extrapolation problem.’
more »
« less
- PAR ID:
- 10567426
- Publisher / Repository:
- IOP Publishing
- Date Published:
- Journal Name:
- Journal of Physics A: Mathematical and Theoretical
- Volume:
- 58
- Issue:
- 4
- ISSN:
- 1751-8113
- Format(s):
- Medium: X Size: Article No. 045204
- Size(s):
- Article No. 045204
- Sponsoring Org:
- National Science Foundation
More Like this
-
-
null (Ed.)This paper studies the local unstable manifold attached to an equilibrium solution of a system of delay differential equations (DDEs). Two main results are developed. The first is a general method for computing the formal Taylor series coefficients of a function parameterizing the unstable manifold. We derive linear systems of equations whose solutions are the Taylor coefficients, describe explicit formulas for assembling the linear equations for DDEs with polynomial nonlinearities. We also discuss a scheme for transforming non-polynomial DDEs into polynomial ones by appending auxiliary equations. The second main result is an a-posteriori theorem which—when combined with deliberate control of rounding errors— leads to mathematically rigorous computer assisted convergence results and error bounds for the truncated series. Our approach is based on the parameterization method for invariant manifolds and requires some mild non-resonance conditions between the unstable eigenvaluesmore » « less
-
Physical parameterizations (or closures) are used as representations of unresolved subgrid processes within weather and global climate models or coarse-scale turbulent models, whose resolutions are too coarse to resolve small-scale processes. These parameterizations are typically grounded on physically based, yet empirical, representations of the underlying small-scale processes. Machine learning-based parameterizations have recently been proposed as an alternative solution and have shown great promise to reduce uncertainties associated with the parameterization of small-scale processes. Yet, those approaches still show some important mismatches that are often attributed to the stochasticity of the considered process. This stochasticity can be due to coarse temporal resolution, unresolved variables, or simply to the inherent chaotic nature of the process. To address these issues, we propose a new type of parameterization (closure), which is built using memory-based neural networks, to account for the non-instantaneous response of the closure and to enhance its stability and prediction accuracy. We apply the proposed memory-based parameterization, with differentiable solver, to the Lorenz ’96 model in the presence of a coarse temporal resolution and show its capacity to predict skillful forecasts over a long time horizon of the resolved variables compared to instantaneous parameterizations. This approach paves the way for the use of memory-based parameterizations for closure problems.more » « less
-
Recent advances to hardware integration and realization of highly-efficient Compressive Sensing (CS) approaches have inspired novel circuit and architectural-level approaches. These embrace the challenge to design more optimal nonuniform CS solutions that consider device-level constraints for IoT applications wherein lifetime energy, device area, and manufacturing costs are highly-constrained, but meanwhile the sensing environment is rapidly changing. In this manuscript, we develop a novel adaptive hardware-based approach for non-uniform compressive sampling of sparse and time-varying signals. The proposed Adaptive Sampling of Sparse IoT signals via STochastic-oscillators (ASSIST) approach intelligently generates the CS measurement matrix by distributing the sensing energy among coefficients by considering the signal characteristics such as sparsity rate and noise level obtained in the previous time step. In our proposed approach, Magnetic Random Access Memory (MRAM)-based stochastic oscillators are utilized to generate the random bitstreams used in the CS measurement matrix. SPICE and MATLAB circuit-algorithm simulation results indicate that ASSIST efficiently achieves the desired non-uniform recovery of the original signals with varying sparsity rates and noise levels.more » « less
-
The problems of identifying the slow component (e.g., for weather forecast initialization) and of characterizing slow–fast interactions are central to geophysical fluid dynamics. In this study, the related rectification problem of slow manifold closures is addressed when breakdown of slow-to-fast scales deterministic parameterizations occurs due to explosive emergence of fast oscillations on the slow, geostrophic motion. For such regimes, it is shown on the Lorenz 80 model that if 1) the underlying manifold provides a good approximation of the optimal nonlinear parameterization that averages out the fast variables and 2) the residual dynamics off this manifold is mainly orthogonal to it, then no memory terms are required in the Mori–Zwanzig full closure. Instead, the noise term is key to resolve, and is shown to be, in this case, well modeled by a state-independent noise, obtained by means of networks of stochastic nonlinear oscillators. This stochastic parameterization allows, in turn, for rectifying the momentum-balanced slow manifold, and for accurate recovery of the multiscale dynamics. The approach is promising to be further applied to the closure of other more complex slow–fast systems, in strongly coupled regimes.more » « less
