Recurrent Deep Kernel Learning of Dynamical Systems

Fuente: arXiv
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Autori principali: Botteghi, Nicolò, Motta, Paolo, Manzoni, Andrea, Zunino, Paolo, Guo, Mengwu
Natura: Preprint
Pubblicazione: 2024
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author Botteghi, Nicolò
Motta, Paolo
Manzoni, Andrea
Zunino, Paolo
Guo, Mengwu
author_facet Botteghi, Nicolò
Motta, Paolo
Manzoni, Andrea
Zunino, Paolo
Guo, Mengwu
contents Digital twins require computationally-efficient reduced-order models (ROMs) that can accurately describe complex dynamics of physical assets. However, constructing ROMs from noisy high-dimensional data is challenging. In this work, we propose a data-driven, non-intrusive method that utilizes stochastic variational deep kernel learning (SVDKL) to discover low-dimensional latent spaces from data and a recurrent version of SVDKL for representing and predicting the evolution of latent dynamics. The proposed method is demonstrated with two challenging examples -- a double pendulum and a reaction-diffusion system. Results show that our framework is capable of (i) denoising and reconstructing measurements, (ii) learning compact representations of system states, (iii) predicting system evolution in low-dimensional latent spaces, and (iv) quantifying modeling uncertainties.
format Preprint
id arxiv_https___arxiv_org_abs_2405_19785
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Recurrent Deep Kernel Learning of Dynamical Systems
Botteghi, Nicolò
Motta, Paolo
Manzoni, Andrea
Zunino, Paolo
Guo, Mengwu
Machine Learning
Digital twins require computationally-efficient reduced-order models (ROMs) that can accurately describe complex dynamics of physical assets. However, constructing ROMs from noisy high-dimensional data is challenging. In this work, we propose a data-driven, non-intrusive method that utilizes stochastic variational deep kernel learning (SVDKL) to discover low-dimensional latent spaces from data and a recurrent version of SVDKL for representing and predicting the evolution of latent dynamics. The proposed method is demonstrated with two challenging examples -- a double pendulum and a reaction-diffusion system. Results show that our framework is capable of (i) denoising and reconstructing measurements, (ii) learning compact representations of system states, (iii) predicting system evolution in low-dimensional latent spaces, and (iv) quantifying modeling uncertainties.
title Recurrent Deep Kernel Learning of Dynamical Systems
topic Machine Learning
url https://arxiv.org/abs/2405.19785