Johann Guilleminot

2papers

2 Papers

18.8NAMay 25
A Dynamic Subspace Approach for Low-rank Approximation of Large-scale Nonlinear Systems

Jack DeChant, Rudy Geelen, Shane A. McQuarrie et al.

We present a dynamic subspace approach for efficiently approximating large-scale systems by learning time-continuous trajectories on the Grassmannian manifold. By parameterizing a low-dimensional basis as a geodesic path, the method allows for adaptive tracking of evolving physics. Our approach decouples the geometric drift of the subspace from the intrinsic state evolution. This avoids the typical rank inflation required by static low-dimensional approximation methods to maintain accuracy, effectively breaking the Kolmogorov barrier in transport-dominated phenomena. To ensure scalability for high-dimensional data, the optimization is performed in a reduced feature space, rendering the computational cost independent of the large original state dimension. Numerical results for a 1D transport equation and a large-scale turbulent airfoil wake demonstrate that this dynamic subspace approach achieves higher accuracy than static linear approximations at equivalent ranks, positioning it as a robust and scalable method for the low-rank modeling of complex, non-stationary dynamical systems.

MLAug 30, 2024
Learning Latent Space Dynamics with Model-Form Uncertainties: A Stochastic Reduced-Order Modeling Approach

Jin Yi Yong, Rudy Geelen, Johann Guilleminot

This paper presents a probabilistic approach to represent and quantify model-form uncertainties in the reduced-order modeling of complex systems using operator inference techniques. Such uncertainties can arise in the selection of an appropriate state-space representation, in the projection step that underlies many reduced-order modeling methods, or as a byproduct of considerations made during training, to name a few. Following previous works in the literature, the proposed method captures these uncertainties by expanding the approximation space through the randomization of the projection matrix. This is achieved by combining Riemannian projection and retraction operators - acting on a subset of the Stiefel manifold - with an information-theoretic formulation. The efficacy of the approach is assessed on canonical problems in fluid mechanics by identifying and quantifying the impact of model-form uncertainties on the inferred operators.