Towards extending the aircraft flight envelope by mitigating transonic airfoil buffet.

In the age of globalization, commercial aviation plays a central role in maintaining our international connectivity by providing fast air transport services for passengers and freight. However, the upper limit of the aircraft flight envelope, i.e., its operational limit in the high-speed (transonic) regime, is usually fixed by the occurrence of transonic aeroelastic effects. These harmful structural vibrations are associated with an aerodynamic instability called transonic buffet. It refers to shock wave oscillations occurring on the aircraft wings, which induce unsteady aerodynamic loads acting on the wing structure. Since the structural response can cause severe structural damage endangering flight safety, the aviation industry is highly interested in suppressing transonic buffet to extend the flight envelope to higher aircraft speeds. In this contribution, we demonstrate experimentally that the application of porous trailing edges substantially attenuates the buffet phenomenon. Since porous trailing edges have the additional benefit of reducing acoustic aircraft emissions, they could prospectively provide faster air transport with reduced noise emissions.

Sensorimotor delays constrain robust locomotion in a 3D kinematic model of fly walking.

Walking animals must maintain stability in the presence of external perturbations, despite significant temporal delays in neural signaling and muscle actuation. Here, we develop a 3D kinematic model with a layered control architecture to investigate how sensorimotor delays constrain robustness of walking behavior in the fruit fly, Drosophila. Motivated by the anatomical architecture of insect locomotor control circuits, our model consists of three component layers: a neural network that generates realistic 3D joint kinematics for each leg, an optimal controller that executes the joint kinematics while accounting for delays, and an inter-leg coordinator. The model generates realistic simulated walking that matches real fly walking kinematics and sustains walking even when subjected to unexpected perturbations, generalizing beyond its training data. However, we found that the model's robustness to perturbations deteriorates when sensorimotor delay parameters exceed the physiological range. These results suggest that fly sensorimotor control circuits operate close to the temporal limit at which they can detect and respond to external perturbations. More broadly, we show how a modular, layered model architecture can be used to investigate physiological constraints on animal behavior.

The experimental multi-arm pendulum on a cart: A benchmark system for chaos, learning, and control.

The single, double, and triple pendulum has served as an illustrative experimental benchmark system for scientists to study dynamical behavior for more than four centuries. The pendulum system exhibits a wide range of interesting behaviors, from simple harmonic motion in the single pendulum to chaotic dynamics in multi-arm pendulums. Under forcing, even the single pendulum may exhibit chaos, providing a simple example of a damped-driven system. All multi-armed pendulums are characterized by the existence of index-one saddle points, which mediate the transport of trajectories in the system, providing a simple mechanical analog of various complex transport phenomena, from biolocomotion to transport within the solar system. Further, pendulum systems have long been used to design and test both linear and nonlinear control strategies, with the addition of more arms making the problem more challenging. In this work, we provide extensive designs for the construction and operation of a high-performance, multi-link pendulum on a cart system. Although many experimental setups have been built to study the behavior of pendulum systems, such an extensive documentation on the design, construction, and operation is missing from the literature. The resulting experimental system is highly flexible, enabling a wide range of benchmark problems in dynamical systems modeling, system identification and learning, and control. To promote reproducible research, we have made our entire system open-source, including 3D CAD drawings, basic tutorial code, and data. Moreover, we discuss the possibility of extending our system capability to be operated remotely, enabling researchers all around the world to use it, thus increasing access.

Arousal as a universal embedding for spatiotemporal brain dynamics.

Neural activity in awake organisms shows widespread and spatiotemporally diverse correlations with behavioral and physiological measurements. We propose that this covariation reflects in part the dynamics of a unified, arousal-related process that regulates brain-wide physiology on the timescale of seconds. Taken together with theoretical foundations in dynamical systems, this interpretation leads us to a surprising prediction: that a single, scalar measurement of arousal (e.g., pupil diameter) should suffice to reconstruct the continuous evolution of multimodal, spatiotemporal measurements of large-scale brain physiology. To test this hypothesis, we perform multimodal, cortex-wide optical imaging and behavioral monitoring in awake mice. We demonstrate that spatiotemporal measurements of neuronal calcium, metabolism, and blood-oxygen can be accurately and parsimoniously modeled from a low-dimensional state-space reconstructed from the time history of pupil diameter. Extending this framework to behavioral and electrophysiological measurements from the Allen Brain Observatory, we demonstrate the ability to integrate diverse experimental data into a unified generative model via mappings from an intrinsic arousal manifold. Our results support the hypothesis that spontaneous, spatially structured fluctuations in brain-wide physiology-widely interpreted to reflect regionally-specific neural communication-are in large part reflections of an arousal-related process. This enriched view of arousal dynamics has broad implications for interpreting observations of brain, body, and behavior as measured across modalities, contexts, and scales.

Hierarchical deep learning of multiscale differential equation time-steppers.

Nonlinear differential equations rarely admit closed-form solutions, thus requiring numerical time-stepping algorithms to approximate solutions. Further, many systems characterized by multiscale physics exhibit dynamics over a vast range of timescales, making numerical integration expensive. In this work, we develop a hierarchy of deep neural network time-steppers to approximate the dynamical system flow map over a range of time-scales. The model is purely data-driven, enabling accurate and efficient numerical integration and forecasting. Similar ideas can be used to couple neural network-based models with classical numerical time-steppers. Our hierarchical time-stepping scheme provides advantages over current time-stepping algorithms, including (i) capturing a range of timescales, (ii) improved accuracy in comparison with leading neural network architectures, (iii) efficiency in long-time forecasting due to explicit training of slow time-scale dynamics, and (iv) a flexible framework that is parallelizable and may be integrated with standard numerical time-stepping algorithms. The method is demonstrated on numerous nonlinear dynamical systems, including the Van der Pol oscillator, the Lorenz system, the Kuramoto-Sivashinsky equation, and fluid flow pass a cylinder; audio and video signals are also explored. On the sequence generation examples, we benchmark our algorithm against state-of-the-art methods, such as LSTM, reservoir computing and clockwork RNN. This article is part of the theme issue 'Data-driven prediction in dynamical systems'.

An empirical mean-field model of symmetry-breaking in a turbulent wake.

Improved turbulence modeling remains a major open problem in mathematical physics. Turbulence is notoriously challenging, in part due to its multiscale nature and the fact that large-scale coherent structures cannot be disentangled from small-scale fluctuations. This closure problem is emblematic of a greater challenge in complex systems, where coarse-graining and statistical mechanics descriptions break down. This work demonstrates an alternative data-driven modeling approach to learn nonlinear models of the coherent structures, approximating turbulent fluctuations as state-dependent stochastic forcing. We demonstrate this approach on a high-Reynolds number turbulent wake experiment, showing that our model reproduces empirical power spectra and probability distributions. The model is interpretable, providing insights into the physical mechanisms underlying the symmetry-breaking behavior in the wake. This work suggests a path toward low-dimensional models of globally unstable turbulent flows from experimental measurements, with broad implications for other multiscale systems.

Kernel learning for robust dynamic mode decomposition: linear and nonlinear disambiguation optimization.

Research in modern data-driven dynamical systems is typically focused on the three key challenges of high dimensionality, unknown dynamics and nonlinearity. The dynamic mode decomposition (DMD) has emerged as a cornerstone for modelling high-dimensional systems from data. However, the quality of the linear DMD model is known to be fragile with respect to strong nonlinearity, which contaminates the model estimate. By contrast, sparse identification of nonlinear dynamics learns fully nonlinear models, disambiguating the linear and nonlinear effects, but is restricted to low-dimensional systems. In this work, we present a kernel method that learns interpretable data-driven models for high-dimensional, nonlinear systems. Our method performs kernel regression on a sparse dictionary of samples that appreciably contribute to the dynamics. We show that this kernel method efficiently handles high-dimensional data and is flexible enough to incorporate partial knowledge of system physics. It is possible to recover the linear model contribution with this approach, thus separating the effects of the implicitly defined nonlinear terms. We demonstrate our approach on data from a range of nonlinear ordinary and partial differential equations. This framework can be used for many practical engineering tasks such as model order reduction, diagnostics, prediction, control and discovery of governing laws.

Finite-horizon, energy-efficient trajectories in unsteady flows.

Intelligent mobile sensors, such as uninhabited aerial or underwater vehicles, are becoming prevalent in environmental sensing and monitoring applications. These active sensing platforms operate in unsteady fluid flows, including windy urban environments, hurricanes and ocean currents. Often constrained in their actuation capabilities, the dynamics of these mobile sensors depend strongly on the background flow, making their deployment and control particularly challenging. Therefore, efficient trajectory planning with partial knowledge about the background flow is essential for teams of mobile sensors to adaptively sense and monitor their environments. In this work, we investigate the use of finite-horizon model predictive control (MPC) for the energy-efficient trajectory planning of an active mobile sensor in an unsteady fluid flow field. We uncover connections between trajectories optimized over a finite-time horizon and finite-time Lyapunov exponents of the background flow, confirming that energy-efficient trajectories exploit invariant coherent structures in the flow. We demonstrate our findings on the unsteady double gyre vector field, which is a canonical model for chaotic mixing in the ocean. We present an exhaustive search through critical MPC parameters including the prediction horizon, maximum sensor actuation, and relative penalty on the accumulated state error and actuation effort. We find that even relatively short prediction horizons can often yield energy-efficient trajectories. We also explore these connections on a three-dimensional flow and ocean flow data from the Gulf of Mexico. These results are promising for the adaptive planning of energy-efficient trajectories for swarms of mobile sensors in distributed sensing and monitoring.

Principal component trajectories for modeling spectrally continuous dynamics as forced linear systems.

Delay embeddings of time series data have emerged as a promising coordinate basis for data-driven estimation of the Koopman operator, which seeks a linear representation for observed nonlinear dynamics. Recent work has demonstrated the efficacy of dynamic mode decomposition (DMD) for obtaining finite-dimensional Koopman approximations in delay coordinates. In this paper we demonstrate how nonlinear dynamics with sparse Fourier spectra can be (i) represented by a superposition of principal component trajectories and (ii) modeled by DMD in this coordinate space. For continuous or mixed (discrete and continuous) spectra, DMD can be augmented with an external forcing term. We present a method for learning linear control models in delay coordinates while simultaneously discovering the corresponding exogenous forcing signal in a fully unsupervised manner. This extends the existing DMD with control (DMDc) algorithm to cases where a control signal is not known a priori. We provide examples to validate the learned forcing against a known ground truth and illustrate their statistical similarity. Finally, we offer a demonstration of this method applied to real-world power grid load data to show its utility for diagnostics and interpretation on systems in which somewhat periodic behavior is strongly forced by unknown and unmeasurable environmental variables.

Enhancing computational fluid dynamics with machine learning.

Machine learning is rapidly becoming a core technology for scientific computing, with numerous opportunities to advance the field of computational fluid dynamics. Here we highlight some of the areas of highest potential impact, including to accelerate direct numerical simulations, to improve turbulence closure modeling and to develop enhanced reduced-order models. We also discuss emerging areas of machine learning that are promising for computational fluid dynamics, as well as some potential limitations that should be taken into account.

Dimensionally consistent learning with Buckingham Pi.

In the absence of governing equations, dimensional analysis is a robust technique for extracting insights and finding symmetries in physical systems. Given measurement variables and parameters, the Buckingham Pi theorem provides a procedure for finding a set of dimensionless groups that spans the solution space, although this set is not unique. We propose an automated approach using the symmetric and self-similar structure of available measurement data to discover the dimensionless groups that best collapse these data to a lower dimensional space according to an optimal fit. We develop three data-driven techniques that use the Buckingham Pi theorem as a constraint: (1) a constrained optimization problem with a non-parametric input-output fitting function, (2) a deep learning algorithm (BuckiNet) that projects the input parameter space to a lower dimension in the first layer and (3) a technique based on sparse identification of nonlinear dynamics to discover dimensionless equations whose coefficients parameterize the dynamics. We explore the accuracy, robustness and computational complexity of these methods and show that they successfully identify dimensionless groups in three example problems: a bead on a rotating hoop, a laminar boundary layer and Rayleigh-Bénard convection.

Challenges in dynamic mode decomposition.

Dynamic mode decomposition (DMD) is a powerful tool for extracting spatial and temporal patterns from multi-dimensional time series, and it has been used successfully in a wide range of fields, including fluid mechanics, robotics and neuroscience. Two of the main challenges remaining in DMD research are noise sensitivity and issues related to Krylov space closure when modelling nonlinear systems. Here, we investigate the combination of noise and nonlinearity in a controlled setting, by studying a class of systems with linear latent dynamics which are observed via multinomial observables. Our numerical models include system and measurement noise. We explore the influences of dataset metrics, the spectrum of the latent dynamics, the normality of the system matrix and the geometry of the dynamics. Our results show that even for these very mildly nonlinear conditions, DMD methods often fail to recover the spectrum and can have poor predictive ability. Our work is motivated by our experience modelling multilegged robot data, where we have encountered great difficulty in reconstructing time series for oscillatory systems with intermediate transients, which decay only slightly faster than a period.

DeepGreen: deep learning of Green's functions for nonlinear boundary value problems.

Boundary value problems (BVPs) play a central role in the mathematical analysis of constrained physical systems subjected to external forces. Consequently, BVPs frequently emerge in nearly every engineering discipline and span problem domains including fluid mechanics, electromagnetics, quantum mechanics, and elasticity. The fundamental solution, or Green's function, is a leading method for solving linear BVPs that enables facile computation of new solutions to systems under any external forcing. However, fundamental Green's function solutions for nonlinear BVPs are not feasible since linear superposition no longer holds. In this work, we propose a flexible deep learning approach to solve nonlinear BVPs using a dual-autoencoder architecture. The autoencoders discover an invertible coordinate transform that linearizes the nonlinear BVP and identifies both a linear operator L and Green's function G which can be used to solve new nonlinear BVPs. We find that the method succeeds on a variety of nonlinear systems including nonlinear Helmholtz and Sturm-Liouville problems, nonlinear elasticity, and a 2D nonlinear Poisson equation and can solve nonlinear BVPs at orders of magnitude faster than traditional methods without the need for an initial guess. The method merges the strengths of the universal approximation capabilities of deep learning with the physics knowledge of Green's functions to yield a flexible tool for identifying fundamental solutions to a variety of nonlinear systems.

Intensity-Mosaic: automatic panorama mosaicking of disordered images with insufficient features.

Purpose: Handling low-quality and few-feature medical images is a challenging task in automatic panorama mosaicking. Current mosaicking methods for disordered input images are based on feature point matching, whereas in this case intensity-based registration achieves better performance than feature-point registration methods. We propose a mosaicking method that enables the use of mutual information (MI) registration for mosaicking randomly ordered input images with insufficient features. Approach: Dimensionality reduction is used to map disordered input images into a low dimensional space. Based on the low dimensional representation, the image global correspondence can be recognized efficiently. For adjacent image pairs, we optimize the MI metric for registration. The panorama is then created after image blending. We demonstrate our method on relatively lower-cost handheld devices that acquire images from the retina in vivo, kidney ex vivo, and bladder phantom, all of which contain sparse features. Results: Our method is compared with three baselines: AutoStitch, "dimension reduction + SIFT," and "MI-Only." Our method compared to the first two feature-point based methods exhibits 1.25 (ex vivo microscope dataset) to two times (in vivo retina dataset) rate of mosaic completion, and MI-Only has the lowest complete rate among three datasets. When comparing the subsequent complete mosaics, our target registration errors can be 2.2 and 3.8 times reduced when using the microscopy and bladder phantom datasets. Conclusions: Using dimensional reduction increases the success rate of detecting adjacent images, which makes MI-based registration feasible and narrows the search range of MI optimization. To the best of our knowledge, this is the first mosaicking method that allows automatic stitching of disordered images with intensity-based alignment, which provides more robust and accurate results when there are insufficient features for classic mosaicking methods.

Sparse nonlinear models of chaotic electroconvection.

Convection is a fundamental fluid transport phenomenon, where the large-scale motion of a fluid is driven, for example, by a thermal gradient or an electric potential. Modelling convection has given rise to the development of chaos theory and the reduced-order modelling of multiphysics systems; however, these models have been limited to relatively simple thermal convection phenomena. In this work, we develop a reduced-order model for chaotic electroconvection at high electric Rayleigh number. The chaos in this system is related to the standard Lorenz model obtained from Rayleigh-Benard convection, although our system is driven by a more complex three-way coupling between the fluid, the charge density, and the electric field. Coherent structures are extracted from temporally and spatially resolved charge density fields via proper orthogonal decomposition (POD). A nonlinear model is then developed for the chaotic time evolution of these coherent structures using the sparse identification of nonlinear dynamics (SINDy) algorithm, constrained to preserve the symmetries observed in the original system. The resulting model exhibits the dominant chaotic dynamics of the original high-dimensional system, capturing the essential nonlinear interactions with a simple reduced-order model.

Physics-constrained, low-dimensional models for magnetohydrodynamics: First-principles and data-driven approaches.

Plasmas are highly nonlinear and multiscale, motivating a hierarchy of models to understand and describe their behavior. However, there is a scarcity of plasma models of lower fidelity than magnetohydrodynamics (MHD), although these reduced models hold promise for understanding key physical mechanisms, efficient computation, and real-time optimization and control. Galerkin models, obtained by projection of the MHD equations onto a truncated modal basis, and data-driven models, obtained by modern machine learning and system identification, can furnish this gap in the lower levels of the model hierarchy. This work develops a reduced-order modeling framework for compressible plasmas, leveraging decades of progress in projection-based and data-driven modeling of fluids. We begin by formalizing projection-based model reduction for nonlinear MHD systems. To avoid separate modal decompositions for the magnetic, velocity, and pressure fields, we introduce an energy inner product to synthesize all of the fields into a dimensionally consistent, reduced-order basis. Next, we obtain an analytic model by Galerkin projection of the Hall-MHD equations onto these modes. We illustrate how global conservation laws constrain the model parameters, revealing symmetries that can be enforced in data-driven models, directly connecting these models to the underlying physics. We demonstrate the effectiveness of this approach on data from high-fidelity numerical simulations of a three-dimensional spheromak experiment. This manuscript builds a bridge to the extensive Galerkin literature in fluid mechanics and facilitates future principled development of projection-based and data-driven models for plasmas.

Go with the FLOW: visualizing spatiotemporal dynamics in optical widefield calcium imaging.

Widefield calcium imaging has recently emerged as a powerful experimental technique to record coordinated large-scale brain activity. These measurements present a unique opportunity to characterize spatiotemporally coherent structures that underlie neural activity across many regions of the brain. In this work, we leverage analytic techniques from fluid dynamics to develop a visualization framework that highlights features of flow across the cortex, mapping wavefronts that may be correlated with behavioural events. First, we transform the time series of widefield calcium images into time-varying vector fields using optic flow. Next, we extract concise diagrams summarizing the dynamics, which we refer to as FLOW (flow lines in optical widefield imaging) portraits. These FLOW portraits provide an intuitive map of dynamic calcium activity, including regions of initiation and termination, as well as the direction and extent of activity spread. To extract these structures, we use the finite-time Lyapunov exponent technique developed to analyse time-varying manifolds in unsteady fluids. Importantly, our approach captures coherent structures that are poorly represented by traditional modal decomposition techniques. We demonstrate the application of FLOW portraits on three simple synthetic datasets and two widefield calcium imaging datasets, including cortical waves in the developing mouse and spontaneous cortical activity in an adult mouse.

Learning dominant physical processes with data-driven balance models.

Throughout the history of science, physics-based modeling has relied on judiciously approximating observed dynamics as a balance between a few dominant processes. However, this traditional approach is mathematically cumbersome and only applies in asymptotic regimes where there is a strict separation of scales in the physics. Here, we automate and generalize this approach to non-asymptotic regimes by introducing the idea of an equation space, in which different local balances appear as distinct subspace clusters. Unsupervised learning can then automatically identify regions where groups of terms may be neglected. We show that our data-driven balance models successfully delineate dominant balance physics in a much richer class of systems. In particular, this approach uncovers key mechanistic models in turbulence, combustion, nonlinear optics, geophysical fluids, and neuroscience.

Structured time-delay models for dynamical systems with connections to Frenet-Serret frame.

Time-delay embedding and dimensionality reduction are powerful techniques for discovering effective coordinate systems to represent the dynamics of physical systems. Recently, it has been shown that models identified by dynamic mode decomposition on time-delay coordinates provide linear representations of strongly nonlinear systems, in the so-called Hankel alternative view of Koopman (HAVOK) approach. Curiously, the resulting linear model has a matrix representation that is approximately antisymmetric and tridiagonal; for chaotic systems, there is an additional forcing term in the last component. In this paper, we establish a new theoretical connection between HAVOK and the Frenet-Serret frame from differential geometry, and also develop an improved algorithm to identify more stable and accurate models from less data. In particular, we show that the sub- and super-diagonal entries of the linear model correspond to the intrinsic curvatures in the Frenet-Serret frame. Based on this connection, we modify the algorithm to promote this antisymmetric structure, even in the noisy, low-data limit. We demonstrate this improved modelling procedure on data from several nonlinear synthetic and real-world examples.

SINDy-PI: a robust algorithm for parallel implicit sparse identification of nonlinear dynamics.

Accurately modelling the nonlinear dynamics of a system from measurement data is a challenging yet vital topic. The sparse identification of nonlinear dynamics (SINDy) algorithm is one approach to discover dynamical systems models from data. Although extensions have been developed to identify implicit dynamics, or dynamics described by rational functions, these extensions are extremely sensitive to noise. In this work, we develop SINDy-PI (parallel, implicit), a robust variant of the SINDy algorithm to identify implicit dynamics and rational nonlinearities. The SINDy-PI framework includes multiple optimization algorithms and a principled approach to model selection. We demonstrate the ability of this algorithm to learn implicit ordinary and partial differential equations and conservation laws from limited and noisy data. In particular, we show that the proposed approach is several orders of magnitude more noise robust than previous approaches, and may be used to identify a class of ODE and PDE dynamics that were previously unattainable with SINDy, including for the double pendulum dynamics and simplified model for the Belousov-Zhabotinsky (BZ) reaction.