用伴随法训练数据驱动的降维模型,提升噪声和稀疏数据下的稳定性。
An adjoint method for training data-driven reduced-order models
- 结合连续时间算子推断与伴随状态法,高效优化降维模型参数。
- 在稀疏采样和加噪条件下,精度和滚动预测稳定性显著优于传统方法。
- 适合大规模科学模拟中的高维系统降维,尤其适用于数据不完整场景。
降阶建模融合数值分析与数据驱动科学计算,为工程与科学中的高保真模拟提供压缩方法。本文提出一种训练框架,将连续时间算子推断与伴随状态法结合,构建鲁棒的数据驱动降阶模型。该方法基于轨迹损失最小化,使降阶解与投影快照数据匹配,无需从噪声测量中估计时间导数,并通过时间积分实现内在的时间正则化。我们推导了相应的连续伴随方程以高效计算梯度,并采用基于梯度的优化器更新降阶模型参数。每次迭代仅需一次前向降阶求解和一次伴随求解,随后进行低成本梯度组装,适用于大规模模拟。我们在三个偏微分方程上验证:黏性Burgers方程、二维Fisher-KPP方程及对流-扩散方程。在两种扰动情形下——降低时间快照密度和添加高斯噪声——系统比较标准算子推断。在干净数据下两者精度相近;但在稀疏采样与噪声条件下,所提伴随法训练表现更优,具有更强的滚动预测稳定性。
原文摘要 · Abstract (English)
Reduced-order modeling lies at the interface of numerical analysis and data-driven scientific computing, providing principled ways to compress high-fidelity simulations in science and engineering. We propose a training framework that couples a continuous-time form of operator inference with the adjoint-state method to obtain robust data-driven reduced-order models. This method minimizes a trajectory-based loss between reduced-order solutions and projected snapshot data, which removes the need to estimate time derivatives from noisy measurements and provides intrinsic temporal regularization through time integration. We derive the corresponding continuous adjoint equations to compute gradients efficiently and implement a gradient based optimizer to update the reduced model parameters. Each iteration only requires one forward reduced order solve and one adjoint solve, followed by inexpensive gradient assembly, making the method attractive for large-scale simulations. We validate the proposed method on three partial differential equations: viscous Burgers' equation, the two-dimensional Fisher-KPP equation, and an advection-diffusion equation. We perform systematic comparisons against standard operator inference under two perturbation regimes, namely reduced temporal snapshot density and additive Gaussian noise. For clean data, both approaches deliver similar accuracy, but in situations with sparse sampling and noise, the proposed adjoint-based training provides better accuracy and enhanced roll-out stability.
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