Low Order Model Identification and Controller Design for Active Flow Control

In this thesis we analyze and develop methods based on model order reduction (MOR) for the solution of optimization problems constrained by time-dependent partial differential equations (PDEs). The methods combine a direct solution approach with model reduction via proper orthogonal decomposition (POD) and the discrete empirical interpolation method (DEIM). The reduced-order models (ROMs) are used to approximate the high-dimensional dynamic systems originating from a spatial discretization of a PDE. However, when used in an optimization algorithm, conventional POD/DEIM ROMs often lack the ability to give adequate approximations of the gradient. We propose methods for a suitable enhancement of the ROMs for the optimization purpose which are based on the inclusion of derivative information in the POD and DEIM subspaces. We distinguish two types of error between quantities evaluated with the high-dimensional model and its ROM approximation in dependency on the optimization variable q: The reconstruction error which is evaluated with the same q0 which is used constructing the ROM and the prediction error which assesses approximations at q with a ROM constructed at q0 different to q. The novel reconstruction results we present include estimates for solutions of the adjoint equation and the sensitivity equations as well as for the gradient of the objective function. Based on the estimates we explain how the POD and DEIM bases should be extended with either adjoint or sensitivity information. The enhanced ROMs allow control of the reconstruction error for the objective and its gradient up to machine precision. Moreover, we propose a POD prediction estimate for the objective of the optimization problem in a neighborhood of q where the ROM is constructed. In case of sensitivity-extended POD and DEIM bases we give an analogous result for solutions of the states. The derivative-extended ROMs are then used to develop adaptive algorithms for the solution of optimal control and parameter estimation problems which results in great runtime improvements for the optimization while ensuring high approximation quality of the solution of the original problem. For the parameter estimation case a novel a posteriori error estimate is proposed which assesses the quality of suboptimal solutions obtained with the ROM. A further fundamental contribution is a discussion of discretize-then-optimize (DTO) vs. optimize-then-discretize (OTD) approaches in the context of MOR for optimization. We analyze advantages and disadvantages of both approaches and discuss to which extent our methods exhibit properties of either strategy. We also give examples of representative optimization problems in which standard POD/DEIM ROMs show an inacceptable behavior and can be successfully solved by derivative-extended ROMs. We have further implemented the developed methods emphasizing an efficient realization which is important for the investigation of the MOR potential. We showcase the practical performance of the proposed algorithms and the superiority of derivative-extended over conventional ROMs on two academic and one industry-relevant application which exhibit a variety of challenges for the model reduction approach in optimization.

Pharmacokinetic-Pharmacodynamic Modeling and Simulation

A model reduction approach aimed at systematically reducing computational complexity of multiple scale homogenization for nonlinear history-dependent problems is developed. The so-called N-scale model reduction (NMR) approach is based on reformulating a sequence of nonlinear unit cell problems at multiple scales in terms of inelastic deformation modes that a priori satisfy equilibrium equations at multiple scales and thus eliminating the need for costly solution of discretized nonlinear equilibrium. The N-scale model reduction approach is validated on tube crush tests.

An iterative algorithm for POD basis adaptation in solving parametric convection–diffusion equations

Estimation of high-spatial resolution clear-sky longwave downward and net radiation over land surfaces from MODIS data

SummaryIn this paper, a non‐intrusive stochastic model reduction scheme is developed for polynomial chaos representation using proper orthogonal decomposition. The main idea is to extract the optimal orthogonal basis via inexpensive calculations on a coarse mesh and then use them for the fine‐scale analysis. To validate the developed reduced‐order model, the method is implemented to: (1) the stochastic steady‐state heat diffusion in a square slab; (2) the incompressible, two‐dimensional laminar boundary‐layer over a flat plate with uncertainties in free‐stream velocity and physical properties; and (3) the highly nonlinear Ackley function with uncertain coefficients. For the heat diffusion problem, the thermal conductivity of the slab is assumed to be a stochastic field with known exponential covariance function and approximated via the Karhunen–Loève expansion. In all three test cases, the input random parameters are assumed to be uniformly distributed, and a polynomial chaos expansion is found using the regression method. The Sobol's quasi‐random sequence is used to generate the sample points. The numerical results of the three test cases show that the non‐intrusive model reduction scheme is able to produce satisfactory results for the statistical quantities of interest. It is found that the developed non‐intrusive model reduction scheme is computationally more efficient than the classical polynomial chaos expansion for uncertainty quantification of stochastic problems. The performance of the developed scheme becomes more apparent for the problems with larger stochastic dimensions and those requiring higher polynomial order for the stochastic discretization. Copyright © 2015 John Wiley & Sons, Ltd.

: In this project, methods of model reduction that integrate feedback active flow control with applications to nonlinear convection and turbulent flows governed by Navier-Stokes equations are developed. A new methodology which extracts boundary conditions in reduced order proper orthogonal decomposition (POD) and finite difference models is developed. A new model reduction method based on empirical data and balanced truncation was developed and applied to nonlinear Galerkin models. Based on this method a new empirical Hankel norm model reduction algorithm is proposed. These methods are applied to a prototype nonlinear convective problem governed by the two-dimensional (2D) Burgers' equation. The reduced models are used in the design of robust boundary controllers that achieve tracking, and implemented on the full order Computational Fluid Dynamics (CFD) models.

This paper presents a physics-based data-driven method to learn predictive reduced-order models (ROMs) from high-fidelity simulations, and illustrates it in the challenging context of a single-injector combustion process. The method combines the perspectives of model reduction and machine learning. Model reduction brings in the physics of the problem, constraining the ROM predictions to lie on a subspace defined by the governing equations. This is achieved by defining the ROM in proper orthogonal decomposition (POD) coordinates, which embed the rich physics information contained in solution snapshots of a high-fidelity computational fluid dynamics (CFD) model. The machine learning perspective brings the flexibility to use transformed physical variables to define the POD basis. This is in contrast to traditional model reduction approaches that are constrained to use the physical variables of the high-fidelity code. Combining the two perspectives, the approach identifies a set of transformed physical variables that expose quadratic structure in the combustion governing equations and learns a quadratic ROM from transformed snapshot data. This learning does not require access to the high-fidelity model implementation. Numerical experiments show that the ROM accurately predicts temperature, pressure, velocity, species concentrations, and the limit-cycle amplitude, with speedups of more than five orders of magnitude over high-fidelity models. Moreover, ROM-predicted pressure traces accurately match the phase of the pressure signal and yield good approximations of the limit-cycle amplitude.

Nonlinear dynamic modeling and model reduction strategy are studied in this paper for a rotating thin cylindrical shell. The nonlinear dynamic model is first established in terms of ordinary differential equations, in which the effects of Coriolis and centrifugal forces are considered, as well as the initial hoop tension due to rotation. This model describes both the in‐plane vibrations and the flexural vibration and reflects the coupling effects of those deformations. Based on this original model, a novel model reduction strategy is proposed to reduce the degrees of freedom by neglecting vibration modes predominated by in‐plane vibrations. Meanwhile, for the reduced‐order model, the in‐plane vibrations’ contributions to the rotating shell’s response are still preserved. To validate the dynamic model and the model reduction strategy, comparisons and simulations are carried out. Subsequently, nonlinear dynamic behaviors are investigated preliminarily by analyzing the rotating cylindrical shell’s amplitude‐frequency responses under different excitation levels.

Chapter 2 - Models of Dynamic Processes and Signals

Model reduction techniques are simplification methods based on mathematical approaches employed to realize reduced models for the original high order systems. Some existing classical model reduction techniques for multivariable system are considered and compared for their performances. Interlacing property and coefficients matching (IPCM) method gives overall minimum integral square error (ISE), integral absolute error (IAE) and integral time absolute error (ITAE) values compared to other methods. Though the IPCM method is efficient, it may not guarantee for minimization of all objective functions simultaneously. In this paper, model reduction approach based on objectives like ISE, IAE and ITAE using multi-objective differential evolution (MODE) method is proposed for reducing the numerator and the denominator is reduced by interlacing property. MODE method minimizes the small, normal and large errors persisting for long time between original and reduced models. This multi-objective approach is applied for model reduction of 10th order multivariable linear time invariant power system model. Simulation results are demonstrated for single and multi-objective model reduction and compared with multi-objective particle swarm optimization (MOPSO) method to prove the validity of proposed MODE technique.

Implied volatility is (almost) past-dependent: Linear vs non-linear models

Spectral knowledge-based regression for laser-induced breakdown spectroscopy quantitative analysis

The pharmacokinetic parameters were estimated and the pharmacokinetic models of aprindine were evaluated in patients. Two pharmacokinetic models were used, comprising a linear elimination model and a non-linear elimination model, both one-compartment models in which first-order absorption is assumed. Twenty-two serum levels of patients in terms of TDM were measured and the pharmacokinetic parameters were estimated using the simple pool method. The pharmacokinetic parameters estimated using a linear model were ka= 0.244 (hr-1), ke=0.020 (hr-1) and Vd=1.778 (1/kg), while those using a non-linear model were ka=0.666 (hr-1), Km=2.022 (μg/ml), Vmax=0.106 (mg/hr/kg) and Vd=2.754 (1/kg).The non-linear model was more suitable than the linear model for the AIC (linear model:-12.59, non-linear model:-19.61). The parameters estimated using the non-linear model were therefore more accurate and were found to have a smaller bias than those estimated using the linear model.

Study on model-based pump noise suppression method of mud pulse signal