Skip to main content
Log in

Verifiability of the Data-Driven Variational Multiscale Reduced Order Model

  • Published:
Journal of Scientific Computing Aims and scope Submit manuscript

Abstract

In this paper, we focus on the mathematical foundations of reduced order model (ROM) closures. First, we extend the verifiability concept from large eddy simulation to the ROM setting. Specifically, we call a ROM closure model verifiable if a small ROM closure model error (i.e., a small difference between the true ROM closure and the modeled ROM closure) implies a small ROM error. Second, we prove that the data-driven ROM closure studied here (i.e., the data-driven variational multiscale ROM) is verifiable. Finally, we investigate the verifiability of the data-driven variational multiscale ROM in the numerical simulation of the one-dimensional Burgers equation and a two-dimensional flow past a circular cylinder at Reynolds numbers \(Re=100\) and \(Re=1000\).

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Fig. 1
Fig. 2
Fig. 3
Fig. 4
Fig. 5
Fig. 6
Fig. 7
Fig. 8
Fig. 9
Fig. 10

Similar content being viewed by others

Data Availability

The datasets generated during the current study are available from the corresponding author on reasonable request.

Notes

  1. For the case \(r=20\), for about \(5\%\) of the total 400 possible k values, the constrained linear least squares solver lsqlin fails to converge. These k values are scattered around \(k=300\). We did not include the corresponding \(\mathcal {E} (L^2)\) and \(\eta (L^2)\) data in Fig. 1 and we also excluded them when computing the corresponding linear regression slope presented in Fig. 2.

References

  1. Ahmed, M., San, O.: Stabilized principal interval decomposition method for model reduction of nonlinear convective systems with moving shocks. Comput. Appl. Math. 37(5), 6870–6902 (2018)

    Article  MathSciNet  MATH  Google Scholar 

  2. Ahmed, S.E., Pawar, S., San, O., Rasheed, A., Iliescu, T., Noack, B.R.: On closures for reduced order models \(-\) a spectrum of first-principle to machine-learned avenues. Phys. Fluids 33(9), 091301 (2021)

    Article  Google Scholar 

  3. Ainsworth, M., Oden, J.T.: A Posteriori Error Estimation in Finite Element Analysis, vol. 37. Wiley, Hoboken (2000)

    Book  MATH  Google Scholar 

  4. Ali, S., Ballarin, F., Rozza, G.: Stabilized reduced basis methods for parametrized steady Stokes and Navier–Stokes equations. Comput. Math. Appl. 80(11), 2399–2416 (2020)

    Article  MathSciNet  MATH  Google Scholar 

  5. Azaïez, M., Rebollo, T.C., Rubino, S.: A cure for instabilities due to advection-dominance in POD solution to advection-diffusion-reaction equations. J. Comput. Phys. 425, 109916 (2021)

    Article  MathSciNet  MATH  Google Scholar 

  6. Ballarin, F., Manzoni, A., Quarteroni, A., Rozza, G.: Supremizer stabilization of POD-Galerkin approximation of parametrized steady incompressible Navier–Stokes equations. Int. J. Numer. Meth. Eng. 102, 1136–1161 (2015)

    Article  MathSciNet  MATH  Google Scholar 

  7. Ballarin, F., Rebollo, T.C., Ávila, E.D., Mármol, M.G., Rozza, G.: Certified reduced basis VMS-Smagorinsky model for natural convection flow in a cavity with variable height. Comput. Math.s Appl. 80(5), 973–989 (2020)

    Article  MathSciNet  MATH  Google Scholar 

  8. Bergmann, M., Bruneau, C.H., Iollo, A.: Enablers for robust POD models. J. Comput. Phys. 228(2), 516–538 (2009)

    Article  MathSciNet  MATH  Google Scholar 

  9. Berselli, L.C., Iliescu, T., Layton, W.J.: Mathematics of Large Eddy Simulation of Turbulent Flows. Scientific Computation, Springer-Verlag, Berlin (2006)

    MATH  Google Scholar 

  10. Borggaard, J., Iliescu, T., Wang, Z.: Artificial viscosity proper orthogonal decomposition. Math. Comput. Model. 53(1–2), 269–279 (2011)

    Article  MathSciNet  MATH  Google Scholar 

  11. Chekroun, M.D., Liu, H., McWilliams, J.C.: Variational approach to closure of nonlinear dynamical systems: autonomous case. J. Stat. Phys. 179, 1073–1160 (2020)

    Article  MathSciNet  MATH  Google Scholar 

  12. Chekroun, M.D., Liu, H., McWilliams, J.C.: Stochastic rectification of fast oscillations on slow manifold closures. Proc. Natl. Acad. Sci. U.S.A. 118, e2113650118 (2021)

    Article  MathSciNet  Google Scholar 

  13. Chekroun, M.D., Liu, H., Wang, S.: Stochastic Parameterizing Manifolds and Non-Markovian Reduced Equations: Stochastic Manifolds for Nonlinear SPDEs II. Springer, Berlin (2015)

    Book  MATH  Google Scholar 

  14. Chen, N., Liu, H., Lu, F.: Shock trace prediction by reduced models for a viscous stochastic Burgers equation. Chaos 32(4), 043109 (2022)

    Article  MathSciNet  Google Scholar 

  15. Chorin, A.J., Lu, F.: Discrete approach to stochastic parametrization and dimension reduction in nonlinear dynamics. Proc. Natl. Acad. Sci. U.S.A. 112(32), 9804–9809 (2015)

    Article  Google Scholar 

  16. Couplet, M., Sagaut, P., Basdevant, C.: Intermodal energy transfers in a proper orthogonal decomposition-Galerkin representation of a turbulent separated flow. J. Fluid Mech. 491, 275–284 (2003)

    Article  MathSciNet  MATH  Google Scholar 

  17. Girfoglio, M., Quaini, A., Rozza, G.: A POD-Galerkin reduced order model for a LES filtering approach. J. Comput. Phys. 436, 110260 (2021)

    Article  MathSciNet  MATH  Google Scholar 

  18. Girfoglio, M., Quaini, A., Rozza, G.: Pressure stabilization strategies for a LES filtering reduced order model. Fluids 6(9), 302 (2021)

    Article  MATH  Google Scholar 

  19. Gunzburger, M., Iliescu, T., Schneier, M.: A Leray regularized ensemble-proper orthogonal decomposition method for parameterized convection-dominated flows. IMA J. Numer. Anal. 40(2), 886–913 (2020)

    Article  MathSciNet  MATH  Google Scholar 

  20. Hansen, P.C.: Discrete Inverse Problems: Insight and Algorithms, vol. 7. Society for Industrial and Applied Mathematics, Philadelphia (2010)

    Book  MATH  Google Scholar 

  21. Hess, M.W., Quaini, A., Rozza, G.: Reduced basis model order reduction for Navier–Stokes equations in domains with walls of varying curvature. Int. J. Comput. Fluid Dyn. 34(2), 119–126 (2020)

    Article  MathSciNet  MATH  Google Scholar 

  22. Hesthaven, J.S., Rozza, G., Stamm, B.: Certified Reduced Basis Methods for Parametrized Partial Differential Equations. Springer, Berlin (2015)

    MATH  Google Scholar 

  23. Holmes, P., Lumley, J.L., Berkooz, G.: Turbulence, Coherent Structures. Dynamical Systems and Symmetry, Cambridge (1996)

    MATH  Google Scholar 

  24. Iliescu, T., Liu, H., Xie, X.: Regularized reduced order models for a stochastic Burgers equation. Int. J. Numer. Anal. Model. 15, 594–607 (2018)

    MathSciNet  MATH  Google Scholar 

  25. Iliescu, T., Wang, Z.: Variational multiscale proper orthogonal decomposition: convection-dominated convection-diffusion-reaction equations. Math. Comput. 82(283), 1357–1378 (2013)

    Article  MathSciNet  MATH  Google Scholar 

  26. Iliescu, T., Wang, Z.: Variational multiscale proper orthogonal decomposition: Navier–Stokes equations. Num. Meth. P.D.E.s 30(2), 641–663 (2014)

    Article  MathSciNet  MATH  Google Scholar 

  27. John, V.: Large Eddy Simulation of Turbulent Incompressible Flows. Lecture Notes in Computational Science and Engineering, vol. 34. Springer-Verlag, Berlin (2004)

  28. John, V.: Reference values for drag and lift of a two dimensional time-dependent flow around a cylinder. Int. J. Num. Meth. Fluids 44, 777–788 (2004)

    Article  MATH  Google Scholar 

  29. John, V., Linke, A., Merdon, C., Neilan, M., Rebholz, L.G.: On the divergence constraint in mixed finite element methods for incompressible flows. SIAM Rev. (2016)

  30. Kaya, M., Layton, W., et al.: On “verifiability’’ of models of the motion of large eddies in turbulent flows. Differ. Integral Equ. 15(11), 1395–1407 (2002)

    MathSciNet  MATH  Google Scholar 

  31. Koc, B., Mohebujjaman, M., Mou, C., Iliescu, T.: Commutation error in reduced order modeling of fluid flows. Adv. Comput. Math. 45(5–6), 2587–2621 (2019)

    Article  MathSciNet  MATH  Google Scholar 

  32. Kunisch, K., Volkwein, S.: Galerkin proper orthogonal decomposition methods for parabolic problems. Numer. Math. 90(1), 117–148 (2001)

    Article  MathSciNet  MATH  Google Scholar 

  33. Layton, W.J.: Introduction to the Numerical Analysis of Incompressible Viscous Flows, vol. 6. Society for Industrial and Applied Mathematics (SIAM), Philadelphia (2008)

    Book  MATH  Google Scholar 

  34. Lu, F.: Data-driven model reduction for stochastic Burgers equations. Entropy 22(12), 1360 (2020)

    Article  MathSciNet  Google Scholar 

  35. Martini, I., Haasdonk, B., Rozza, G.: Certified reduced basis approximation for the coupling of viscous and inviscid parametrized flow models. J. Sci. Comput. 74(1), 197–219 (2018)

    Article  MathSciNet  MATH  Google Scholar 

  36. Mohebujjaman, M., Rebholz, L.G., Iliescu, T.: Physically-constrained data-driven correction for reduced order modeling of fluid flows. Int. J. Num. Meth. Fluids 89(3), 103–122 (2019)

    Article  MathSciNet  Google Scholar 

  37. Mou, C., Koc, B., San, O., Rebholz, L.G., Iliescu, T.: Data-driven variational multiscale reduced order models. Comput. Methods Appl. Mech. Eng. 373, 113470 (2021)

    Article  MathSciNet  MATH  Google Scholar 

  38. Mou, C., Liu, H., Wells, D.R., Iliescu, T.: Data-driven correction reduced order models for the quasi-geostrophic equations: a numerical investigation. Int. J. Comput. Fluid Dyn. 34, 147–159 (2020)

    Article  MathSciNet  MATH  Google Scholar 

  39. Oberai, A.A., Jagalur-Mohan, J.: Approximate optimal projection for reduced-order models. Int. J. Num. Meth. Eng. 105(1), 63–80 (2016)

    Article  MathSciNet  MATH  Google Scholar 

  40. Parish, E.J., Duraisamy, K.: A unified framework for multiscale modeling using the Mori-Zwanzig formalism and the variational multiscale method. arXiv preprint http://arxiv.org/abs/1712.09669 (2017)

  41. Peherstorfer, B., Willcox, K.: Data-driven operator inference for nonintrusive projection-based model reduction. Comput. Methods Appl. Mech. Eng. 306, 196–215 (2016)

    Article  MathSciNet  MATH  Google Scholar 

  42. Quarteroni, A., Manzoni, A., Negri, F.: Reduced Basis Methods for Partial Differential Equations: An Introduction, vol. 92. Springer, Berlin (2015)

    MATH  Google Scholar 

  43. Rebholz, L., Xiao, M.: Improved accuracy in algebraic splitting methods for Navier–Stokes equations. SIAM J. Sci. Comput. 39(4), A1489–A1513 (2017)

    Article  MathSciNet  MATH  Google Scholar 

  44. Rebollo, T.C., Ávila, E.D., Mármol, M.G., Ballarin, F., Rozza, G.: On a certified Smagorinsky reduced basis turbulence model. SIAM J. Numer. Anal. 55(6), 3047–3067 (2017)

    Article  MathSciNet  MATH  Google Scholar 

  45. Rebollo, T.C., Lewandowski, R.: Mathematical and Numerical Foundations of Turbulence Models and Applications. Springer, Berlin (2014)

    MATH  Google Scholar 

  46. Reyes, R., Codina, R.: Projection-based reduced order models for flow problems: a variational multiscale approach. Comput. Methods Appl. Mech. Eng. 363, 112844 (2020)

    Article  MathSciNet  MATH  Google Scholar 

  47. Sagaut, P.: Large Eddy Simulation for Incompressible Flows. Scientific Computation, 3rd edn. Springer-Verlag, Berlin (2006)

    MATH  Google Scholar 

  48. Sell, G.R., You, Y.: Dynamics of Evolutionary Equations, vol. 143. Springer Science & Business Media, Berlin (2013)

    MATH  Google Scholar 

  49. Stabile, G., Ballarin, F., Zuccarino, G., Rozza, G.: A reduced order variational multiscale approach for turbulent flows. Adv. Comput. Math. pp. 1–20 (2019)

  50. Temam, R.: Navier–Stokes Equations: Theory and Numerical Analysis, vol. 2. American Mathematical Society, Providence (2001)

    MATH  Google Scholar 

  51. Thomée, V.: Galerkin finite element methods for parabolic problems. Springer Verlag, Berlin (2006)

    MATH  Google Scholar 

  52. Volkwein, S.: Proper orthogonal decomposition: theory and reduced-order modelling. Lecture Notes, University of Konstanz (2013). http://www.math.uni-konstanz.de/numerik/personen/volkwein/teaching/POD-Book.pdf

  53. Wang, Z., Akhtar, I., Borggaard, J., Iliescu, T.: Proper orthogonal decomposition closure models for turbulent flows: a numerical comparison. Comput. Meth. Appl. Mech. Eng. 237–240, 10–26 (2012)

    Article  MathSciNet  MATH  Google Scholar 

  54. Xie, X., Mohebujjaman, M., Rebholz, L.G., Iliescu, T.: Data-driven filtered reduced order modeling of fluid flows. SIAM J. Sci. Comput. 40(3), B834–B857 (2018)

    Article  MathSciNet  MATH  Google Scholar 

  55. Xie, X., Webster, C., Iliescu, T.: Closure learning for nonlinear model reduction using deep residual neural network. Fluids 5(1), 39 (2020)

    Article  Google Scholar 

  56. Xie, X., Wells, D., Wang, Z., Iliescu, T.: Approximate deconvolution reduced order modeling. Comput. Methods Appl. Mech. Eng. 313, 512–534 (2017)

    Article  MathSciNet  MATH  Google Scholar 

  57. Xie, X., Wells, D., Wang, Z., Iliescu, T.: Numerical analysis of the Leray reduced order model. J. Comput. Appl. Math. 328, 12–29 (2018)

    Article  MathSciNet  MATH  Google Scholar 

  58. Yıldız, S., Goyal, P., Benner, P., Karasozen, B.: Data-driven learning of reduced-order dynamics for a parametrized shallow water equation. PAMM 20(S1), e202000360 (2021)

    Article  Google Scholar 

Download references

Acknowledgements

We thank the reviewers for the insightful comments and suggestions, which have significantly improved the paper. The work of the first, second, and sixth authors was supported by NSF through grants DMS-2012253 and CDS &E-MSS-1953113. The third author acknowledges the support by NSF through grant DMS-2108856. The fifth author acknowledges the support by European Union Funding for Research and Innovation – Horizon 2020 Program – in the framework of European Research Council Executive Agency: Consolidator Grant H2020 ERC CoG 2015 AROMA-CFD project 681447 “Advanced Reduced Order Methods with Applications in Computational Fluid Dynamics,” the PRIN 2017 “Numerical Analysis for Full and Reduced Order Methods for the efficient and accurate solution of complex systems governed by Partial Differential Equations” (NA-FROM-PDEs), and the INDAM-GNCS project “Tecniche Numeriche Avanzate per Applicazioni Industriali.”

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Traian Iliescu.

Ethics declarations

Conflict of interests

The authors have not disclosed any conflict of interests.

Additional information

Publisher's Note

Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.

Rights and permissions

Springer Nature or its licensor holds exclusive rights to this article under a publishing agreement with the author(s) or other rightsholder(s); author self-archiving of the accepted manuscript version of this article is solely governed by the terms of such publishing agreement and applicable law.

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Koc, B., Mou, C., Liu, H. et al. Verifiability of the Data-Driven Variational Multiscale Reduced Order Model. J Sci Comput 93, 54 (2022). https://doi.org/10.1007/s10915-022-02019-y

Download citation

  • Received:

  • Revised:

  • Accepted:

  • Published:

  • DOI: https://doi.org/10.1007/s10915-022-02019-y

Keywords

Mathematics Subject Classification

Navigation