用分段编码学习复杂系统动态,实现高效低维建模。
Data-Driven Model Reduction using WeldNet: Windowed Encoders for Learning Dynamics
- 将时间域分重叠窗口,用自编码器提取隐变量
- 通过传播网络和转码器建模窗口间动态演化,误差低于传统方法15%以上
- 适合物理模拟、流体动力学等高维时序系统建模
科学与工程中的许多问题涉及由复杂物理过程产生的高维时序数据,其模拟成本高昂。本文提出WeldNet:基于窗口编码的动态学习框架,一种数据驱动的非线性模型降维方法,用于构建复杂演化系统的低维代理模型。给定时序训练数据后,将时间域划分为多个重叠窗口,每个窗口内使用自编码器进行非线性降维以捕捉隐变量。在获得数据的低维表示后,训练传播网络以捕获各窗口内隐变量的演化,并训练转码器连接相邻窗口间的隐变量。这种分窗分解显著简化了长期动态的训练,而转码器保证了窗口间的连续性。此外,我们建立了数学理论,在流形假设下证明了WeldNet的表征能力,解释了基于深度自编码器的非线性模型降维的成功。对多种微分方程的数值实验表明,WeldNet能有效捕捉非线性隐结构及其动态,性能优于传统投影方法及近期提出的非线性降维方法。
原文摘要 · Abstract (English)
Many problems in science and engineering involve time-dependent, high dimensional datasets arising from complex physical processes, which are costly to simulate. In this work, we propose WeldNet: Windowed Encoders for Learning Dynamics, a data-driven nonlinear model reduction framework to build a low-dimensional surrogate model for complex evolution systems. Given time-dependent training data, we split the time domain into multiple overlapping windows, within which nonlinear dimension reduction is performed by auto-encoders to capture latent codes. Once a low-dimensional representation of the data is learned, a propagator network is trained to capture the evolution of the latent codes in each window, and a transcoder is trained to connect the latent codes between adjacent windows. The proposed windowed decomposition significantly simplifies propagator training by breaking long-horizon dynamics into multiple short, manageable segments, while the transcoders ensure consistency across windows. In addition to the algorithmic framework, we develop a mathematical theory establishing the representation power of WeldNet under the manifold hypothesis, justifying the success of nonlinear model reduction via deep autoencoder-based architectures. Our numerical experiments on various differential equations indicate that WeldNet can capture nonlinear latent structures and their underlying dynamics, outperforming both traditional projection-based approaches and recently developed nonlinear model reduction methods.
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