Reduced-order models for coupled dynamical systems: Data-driven methods and the Koopman operator
Abstract
Providing efficient and accurate parameterizations for model reduction is a key goal in many areas of science and technology. Here, we present a strong link between data-driven and theoretical approaches to achieving this goal. Formal perturbation expansions of the Koopman operator allow us to derive general stochastic parameterizations of weakly coupled dynamical systems. Such parameterizations yield a set of stochastic integrodifferential equations with explicit noise and memory kernel formulas to describe the effects of unresolved variables. We show that the perturbation expansions involved need not be truncated when the coupling is additive. The unwieldy integrodifferential equations can be recast as a simpler multilevel Markovian model, and we establish an intuitive connection with a generalized Langevin equation. This connection helps setting up a parallelism between the top-down, equation-based methodology herein and the well-established empirical model reduction (EMR) methodology that has been shown to provide efficient dynamical closures to partially observed systems. Hence, our findings, on the one hand, support the physical basis and robustness of the EMR methodology and, on the other hand, illustrate the practical relevance of the perturbative expansion used for deriving the parameterizations.
Document Details
- Document Type
- Pub Defense Publication
- Publication Date
- May 01, 2021
- Source ID
- 10.1063/5.0039496
Entities
People
- Manuel Santos Gutiérrez
- Michael Ghil
- Mickael Chekroun
- Valerio Lucarini
Organizations
- European Institute of Innovation and Technology
- Institute of Applied Physics
- Office of Naval Research Global
- Russian Science Foundation
- University of California, Los Angeles
- University of Reading
- Weizmann Institute of Science
- École Normale Supérieure