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Kookjin Lee, Kevin T.

Carlberg,
Model reduction of dynamical systems on nonlinear manifolds using deep
convolutional autoencoders,
Journal of Computational Physics,
Volume 404,
2020,
108973,
ISSN 0021-9991,
https://doi.org/10.1016/j.jcp.2019.108973.
(https://www.sciencedirect.com/science/article/pii/S0021999119306783)
Abstract: Nearly all model-reduction techniques project the governing equations
onto a linear subspace of the original state space. Such subspaces are typically
computed using methods such as balanced truncation, rational interpolation, the
reduced-basis method, and (balanced) proper orthogonal decomposition (POD).
Unfortunately, restricting the state to evolve in a linear subspace imposes a
fundamental limitation to the accuracy of the resulting reduced-order model (ROM).
In particular, linear-subspace ROMs can be expected to produce low-dimensional
models with high accuracy only if the problem admits a fast decaying Kolmogorov n-
width (e.g., diffusion-dominated problems). Unfortunately, many problems of
interest exhibit a slowly decaying Kolmogorov n-width (e.g., advection-dominated
problems). To address this, we propose a novel framework for projecting dynamical
systems onto nonlinear manifolds using minimum-residual formulations at the time-
continuous and time-discrete levels; the former leads to manifold Galerkin
projection, while the latter leads to manifold least-squares Petrov–Galerkin (LSPG)
projection. We perform analyses that provide insight into the relationship between
these proposed approaches and classical linear-subspace reduced-order models; we
also derive a posteriori discrete-time error bounds for the proposed approaches. In
addition, we propose a computationally practical approach for computing the
nonlinear manifold, which is based on convolutional autoencoders from deep
learning. Finally, we demonstrate the ability of the method to significantly
outperform even the optimal linear-subspace ROM on benchmark advection-dominated
problems, thereby demonstrating the method's ability to overcome the intrinsic n-
width limitations of linear subspaces.
Keywords: Model reduction; Deep learning; Autoencoders; Machine learning; Nonlinear
manifolds; Optimal projection

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