Karen E. Willcox’s research while affiliated with University of Texas at Austin and other places

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Publications (173)


Figure 1: Coupled OpInf-sFOM overview. Left panel: we collect state snapshot data and decompose the spatial domain into an OpInf and an sFOM subdomain. Central panel: we perform the coupled OpInf and sFOM inference using a novel stability-promoting regularization and postprocess the interface solution. Right panel: we simulate the coupled OpInf-sFOM and evaluate the predictions.
Figure 3: Schematic of solution interpolation across the ROM/FOM interface (shown for 1D problems). A transition from the reprojected ROM solution to the FOM solution is ensured by a post-processing interpolation over the overlap region z ∈ [a, b].
Figure 4: The effect of the Gershgorin L 2 regularization on the eigenvalues of an inferred linear operator. From left to right, we increase the factor η 1 ≥ 0, corresponding to Tikhonov (or L 2 ) regularization. This can be interpreted as a stronger penalization of the Gershgorin disk radii of the inferred linear operator. From bottom to top, we increase the factor η 2 ≥ 0 and promote negative values for the diagonal entries of the linear operators. The introduced Gershgorin regularization in (26) combines both η 1 and η 2 terms.
Figure 8: Eigenvalues and Gershgorin disks for the inferred OpInf and sFOM linear operators A FF and A RR in (17). Employing the introduced regularization in (25) leads to stable linear operators. We observe that sFOM infers a symmetric negative definite matrix A FF , which is in line with the diffusive linear operator (see (34)).
Figure 17: OpInf-sFOM predictions for α = 50 m/yr. Upper row: state predictions for the coupled OpInf-sFOM and comparison to the ISSM code data. Since the largest part of the DOFs where input (37) is applied are in the sFOM subdomain, the OpInf has no parametric dependence. Lower row: predicted floating ice region, with a close-up towards the sFOM subdomain. The predictions are in good accordance with the data, with 1% of the total DOFs being falsely classified as floating/grounded.
Non-intrusive reduced-order modeling for dynamical systems with spatially localized features
  • Preprint
  • File available

January 2025

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81 Reads

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Marco Tezzele

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Karen E. Willcox

This work presents a non-intrusive reduced-order modeling framework for dynamical systems with spatially localized features characterized by slow singular value decay. The proposed approach builds upon two existing methodologies for reduced and full-order non-intrusive modeling, namely Operator Inference (OpInf) and sparse Full-Order Model (sFOM) inference. We decompose the domain into two complementary subdomains which exhibit fast and slow singular value decay. The dynamics of the subdomain exhibiting slow singular value decay are learned with sFOM while the dynamics with intrinsically low dimensionality on the complementary subdomain are learned with OpInf. The resulting, coupled OpInf-sFOM formulation leverages the computational efficiency of OpInf and the high resolution of sFOM, and thus enables fast non-intrusive predictions for conditions beyond those sampled in the training data set. A novel regularization technique with a closed-form solution based on the Gershgorin disk theorem is introduced to promote stable sFOM and OpInf models. We also provide a data-driven indicator for the subdomain selection and ensure solution smoothness over the interface via a post-processing interpolation step. We evaluate the efficiency of the approach in terms of offline and online speedup through a quantitative, parametric computational cost analysis. We demonstrate the coupled OpInf-sFOM formulation for two test cases: a one-dimensional Burgers' model for which accurate predictions beyond the span of the training snapshots are presented, and a two-dimensional parametric model for the Pine Island Glacier ice thickness dynamics, for which the OpInf-sFOM model achieves an average prediction error on the order of 1%1 \% with an online speedup factor of approximately 8×8\times compared to the numerical simulation.

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Formal Verification of Digital Twins with TLA and Information Leakage Control

November 2024

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7 Reads

Verifying the correctness of a digital twin provides a formal guarantee that the digital twin operates as intended. Digital twin verification is challenging due to the presence of uncertainties in the virtual representation, the physical environment, and the bidirectional flow of information between physical and virtual. A further challenge is that a digital twin of a complex system is composed of distributed components. This paper presents a methodology to specify and verify digital twin behavior, translating uncertain processes into a formally verifiable finite state machine. We use the Temporal Logic of Actions (TLA) to create a specification, an implementation abstraction that defines the properties required for correct system behavior. Our approach includes a novel weakening of formal security properties, allowing controlled information leakage while preserving theoretical guarantees. We demonstrate this approach on a digital twin of an unmanned aerial vehicle, verifying synchronization of physical-to-virtual and virtual-to-digital data flows to detect unintended misalignments.


Real-Time Aerodynamic Load Estimation for Hypersonics via Strain-Based Inverse Maps

October 2024

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15 Reads

AIAA Journal

This work develops an efficient real-time inverse formulation for inferring the aerodynamic surface pressures on a hypersonic vehicle from sparse measurements of the structural strain. The approach aims to provide real-time estimates of the aerodynamic loads acting on the vehicle for ground and flight testing, as well as guidance, navigation, and control applications. Specifically, the approach targets hypersonic flight conditions where direct measurement of the surface pressures is challenging due to the harsh aerothermal environment. For problems employing a linear elastic structural model, the inference problem can be posed as a least-squares problem with a linear constraint arising from a finite element discretization of the governing elasticity partial differential equation. Due to the linearity of the problem, an explicit solution is given by the normal equations. Precomputation of the resulting inverse map enables rapid evaluation of the surface pressure and corresponding integrated quantities, such as the force and moment coefficients. The inverse approach additionally allows for uncertainty quantification, providing insights for theoretical recoverability and robustness to sensor noise. Numerical studies demonstrate the estimator performance for reconstructing the surface pressure field, as well as the force and moment coefficients, for the Initial Concept 3.X (IC3X) conceptual hypersonic vehicle.


Fig. 1 Two example domains decomposed into three overlapping subdomains. The overlapping regions are shown in red.
Fig. 3 Pressure field example (top), and the í µí±¥-í µí±¦ and í µí±¦-í µí± § extents of the computational domain (bottom). For more details, we refer the reader to Ref. [45].
Fig. 10 Squared í µí°¿ 2 relative errors for pressure (top left), temperature (top right), and fuel (bottom left) and oxidizer (bottom right) mass fractions, for both training and prediction horizons.
Fig. 13 One-dimensional circumferential temperature profile predictions. The columns plot the results at three representative locations close to the mid-channel. The rows plot the profiles at four representative time instants.
Domain Decomposition for Data-Driven Reduced Modeling of Large-Scale Systems

September 2024

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167 Reads

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2 Citations

AIAA Journal

This paper focuses on the construction of accurate and predictive data-driven reduced models of large-scale numerical simulations with complex dynamics and sparse training datasets. In these settings, standard, single-domain approaches may be too inaccurate or may overfit and hence generalize poorly. Moreover, processing large-scale datasets typically requires significant memory and computing resources, which can render single-domain approaches computationally prohibitive. To address these challenges, we introduce a domain-decomposition formulation into the construction of a data-driven reduced model. In doing so, the basis functions used in the reduced model approximation become localized in space, which can increase the accuracy of the domain-decomposed approximation of the complex dynamics. The decomposition furthermore reduces the memory and computing requirements to process the underlying large-scale training dataset. We demonstrate the effectiveness and scalability of our approach in a large-scale three-dimensional unsteady rotating-detonation rocket engine simulation scenario with more than 75 million degrees of freedom and a sparse training dataset. Our results show that compared to the single-domain approach, the domain-decomposed version reduces both the training and prediction errors for pressure by up to 13% and up to 5% for other key quantities, such as temperature, and fuel, and oxidizer mass fractions. Lastly, our approach decreases the memory requirements for processing by almost a factor of four, which in turn reduces the computing requirements as well.


Bayesian learning with Gaussian processes for low-dimensional representations of time-dependent nonlinear systems

August 2024

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155 Reads

This work presents a data-driven method for learning low-dimensional time-dependent physics-based surrogate models whose predictions are endowed with uncertainty estimates. We use the operator inference approach to model reduction that poses the problem of learning low-dimensional model terms as a regression of state space data and corresponding time derivatives by minimizing the residual of reduced system equations. Standard operator inference models perform well with accurate training data that are dense in time, but producing stable and accurate models when the state data are noisy and/or sparse in time remains a challenge. Another challenge is the lack of uncertainty estimation for the predictions from the operator inference models. Our approach addresses these challenges by incorporating Gaussian process surrogates into the operator inference framework to (1) probabilistically describe uncertainties in the state predictions and (2) procure analytical time derivative estimates with quantified uncertainties. The formulation leads to a generalized least-squares regression and, ultimately, reduced-order models that are described probabilistically with a closed-form expression for the posterior distribution of the operators. The resulting probabilistic surrogate model propagates uncertainties from the observed state data to reduced-order predictions. We demonstrate the method is effective for constructing low-dimensional models of two nonlinear partial differential equations representing a compressible flow and a nonlinear diffusion-reaction process, as well as for estimating the parameters of a low-dimensional system of nonlinear ordinary differential equations representing compartmental models in epidemiology.


Figure 7: Evolution of the digital states z 1 and z 2 for the test mission. The initial state z at time t = 1 is set to [0.2, 0.2].
Adaptive planning for risk-aware predictive digital twins

July 2024

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48 Reads

This work proposes a mathematical framework to increase the robustness to rare events of digital twins modelled with graphical models. We incorporate probabilistic model-checking and linear programming into a dynamic Bayesian network to enable the construction of risk-averse digital twins. By modeling with a random variable the probability of the asset to transition from one state to another, we define a parametric Markov decision process. By solving this Markov decision process, we compute a policy that defines state-dependent optimal actions to take. To account for rare events connected to failures we leverage risk measures associated with the distribution of the random variables describing the transition probabilities. We refine the optimal policy at every time step resulting in a better trade off between operational costs and performances. We showcase the capabilities of the proposed framework with a structural digital twin of an unmanned aerial vehicle and its adaptive mission replanning.


Figure 1: Combustion chamber domain for the considered RDRE scenario. The left figure plots the structured mesh. The right figure plots an example pressure field showing the three dominant co-rotating waves.
Figure 4: One-dimensional circumferential pressure profiles. The columns plot the results at three representative locations close to the mid-channel. The rows plots the profiles at four representative time instants.
Distributed computing for physics-based data-driven reduced modeling at scale: Application to a rotating detonation rocket engine

July 2024

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45 Reads

High-performance computing (HPC) has revolutionized our ability to perform detailed simulations of complex real-world processes. A prominent contemporary example is from aerospace propulsion, where HPC is used for rotating detonation rocket engine (RDRE) simulations in support of the design of next-generation rocket engines; however, these simulations take millions of core hours even on powerful supercomputers, which makes them impractical for engineering tasks like design exploration and risk assessment. Reduced-order models (ROMs) address this limitation by constructing computationally cheap yet sufficiently accurate approximations that serve as surrogates for the high-fidelity model. This paper contributes a new distributed algorithm that achieves fast and scalable construction of predictive physics-based ROMs trained from sparse datasets of extremely large state dimension. The algorithm learns structured physics-based ROMs that approximate the dynamical systems underlying those datasets. This enables model reduction for problems at a scale and complexity that exceeds the capabilities of existing approaches. We demonstrate our algorithm's scalability using up to 2,048 cores on the Frontera supercomputer at the Texas Advanced Computing Center. We focus on a real-world three-dimensional RDRE for which one millisecond of simulated physical time requires one million core hours on a supercomputer. Using a training dataset of 2,536 snapshots each of state dimension 76 million, our distributed algorithm enables the construction of a predictive data-driven reduced model in just 13 seconds on 2,048 cores on Frontera.


Predictive digital twin framework for civil engineering structures: graphical abstraction of the end-to-end information flow enabled by the probabilistic graphical model.
A digital twin framework for civil engineering structures

January 2024

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595 Reads

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58 Citations

Computer Methods in Applied Mechanics and Engineering

The digital twin concept represents an appealing opportunity to advance condition-based and predictive maintenance paradigms for civil engineering systems, thus allowing reduced lifecycle costs, increased system safety, and increased system availability. This work proposes a predictive digital twin approach to the health monitoring, maintenance, and management planning of civil engineering structures. The asset-twin coupled dynamical system is encoded employing a probabilistic graphical model, which allows all relevant sources of uncertainty to be taken into account. In particular, the time-repeating observations-to-decisions flow is modeled using a dynamic Bayesian network. Real-time structural health diagnostics are provided by assimilating sensed data with deep learning models. The digital twin state is continually updated in a sequential Bayesian inference fashion. This is then exploited to inform the optimal planning of maintenance and management actions within a dynamic decision-making framework. A preliminary offline phase involves the population of training datasets through a reduced-order numerical model and the computation of a health-dependent control policy. The strategy is assessed on two synthetic case studies, involving a cantilever beam and a railway bridge, demonstrating the dynamic decision-making capabilities of health-aware digital twins.



Citations (76)


... 16 Additionally, Ref. 17 demonstrated promising forecasting capabilities for the state of canonical chaotic systems such as Lorenz 96 and the Kuramoto-Sivashinsky equations. Extensions include using filtering 18 and roll-outs 19 to handle noisy, scarce, and low-quality data, localization, 20 domain decomposition, 21 and quadratic manifolds 22 to address some of the challenges in reducing problems with complex dynamics. The recent review paper 8 provides a comprehensive overview on OpInf. ...

Reference:

Scientific machine learning based reduced-order models for plasma turbulence simulations
Domain Decomposition for Data-Driven Reduced Modeling of Large-Scale Systems

AIAA Journal

... However, this approach does not satisfy the requirements for low-cost and high-reliability data obtained under realistic conditions. This poses a challenging problem to the design (Du et al., 2022;Araujo-Estrada and Windsor, 2021), remote monitoring (Pham et al., 2024), and predictive control of turbomachinery (Renn andGharib, 2022, Xu et al., 2024), which depend on the aerodynamics estimated from available sensors. Taking a gas turbine engine with a compact design as an example, the global flow dynamics cannot be determined from limited local measurements because of the complex vortical and pressure variations in both spatial and temporal dimensions. ...

Real-time aerodynamic load estimation for hypersonics via strain-based inverse maps
  • Citing Conference Paper
  • January 2024

... In recent years, there has been increasing research into understanding and using DTs with ever-increasing safety for PdM in the railway sector, i.e. to monitor rolling stock and/or infrastructure, train movements, provide information on passenger behaviour on board trains and detect or predict possible failures [33]. As explained in recent works [34,35], a strong and correct interdependency between the physical and virtual systems is fundamental to the success of these innovative monitoring strategies. In particular, the physical system can adapt its behaviour based on feedback generated in real time by DTs and AI technologies. ...

A digital twin framework for civil engineering structures

Computer Methods in Applied Mechanics and Engineering

... Modal decomposition methods can decompose the whole flow field and visualize the spatial flow phenomena with modes, providing a new technique for the flow mechanisms analyzing, flow controlling, and optimizing. 22 Among those methods, proper orthogonal decomposition (POD) 23 and dynamic mode decomposition (DMD) 24,25 are commonly applied to extract features on flow dynamics and instabilities. [26][27][28][29][30] Compared to POD, DMD not only provides the individual modes of the entire flow field but also yields the specific frequency of each mode. ...

Learning Nonlinear Reduced Models from Data with Operator Inference
  • Citing Article
  • November 2023

Annual Review of Fluid Mechanics

... 5 We restrict our exposition to scalar OoIs solely for the purpose of simpler notation; each of the presented multifidelity UQ methods can be posed similarly for vector-valued quantities. For MLBLUE, it is even possible to consider surrogate models that have additional or less OoIs than the high-fidelity model (c.f., [80]). ...

Multi-output multilevel best linear unbiased estimators via semidefinite programming
  • Citing Article
  • August 2023

Computer Methods in Applied Mechanics and Engineering

... Low rank solvers for the solution of inverse problems have also been designed in [26] using proper orthogonal decomposition. In recent years, significant advancements have been made in utilizing machine learning for solving PDEs and efficiently representing the solutions or deriving reduced order models [16,20,23,27,29,30]. These developments are very useful in the context of inverse problems, where they have been utilized in both data-and model-driven inverse problems [12,15,17,18,21,24,25]. ...

Nonintrusive Reduced-Order Models for Parametric Partial Differential Equations via Data-Driven Operator Inference
  • Citing Article
  • July 2023

SIAM Journal on Scientific Computing

... Reduced Order Modeling (ROM) techniques come into play to provide a surrogate model that is both reliable and fast to evaluate, making such intensive computation feasible. Reduced order models can be created using linear reduction techniques [3][4][5][6] with methods such as Proper Orthogonal Decomposition (POD) [3][4][5], greedy algorithm [3,4], empirical interpolation method [3,7], dynamic mode decomposition [8,9]. Moreover, the methods can be adopted in a multi-fidelity context [10] or in dynamic adaptation [11]. ...

Data-driven closures for the dynamic mode decomposition using quadratic manifolds
  • Citing Conference Paper
  • June 2023

... Some efforts implemented linear methods like POD [35,31,60], to identify a suitable subspace that contains the majority of the variance of the system, and parametrizes the long term dynamics. More recently, operator inference with quadratic manifolds has been proposed for model reduction [25,64,49,47]. Nonlinear dimensionality reduction methods, such as autoencoders [34] or Diffusion Maps (DMAPs) [14] have also been used to discover latent variables of data that originally live in a high-dimensional space. ...

Data-driven Model Reduction via Operator Inference for Coupled Aeroelastic Flutter

... Many of the neural operators can be characterized in a unified way; see [63,65,76]. Some applications of neural operators include Bayesian inference [61], design of materials and structures [57], digital twin [56], inverse problem [71,73], multiphase flow [60], multiscale modeling [59], optimal experimental design [55], PDE-constrained optimization [54], and phase-field modeling [58]. ...

Learning Optimal Aerodynamic Designs through Multi-Fidelity Reduced-Dimensional Neural Networks

... In such cases, we use the discrete-time version of (3) and a corresponding fully discrete version of (4) to derive the reduced operators of the discrete-time ROM. In this approach, snapshot time derivatives are no longer needed, and are replaced by time-shifted snapshot data, akin to the dynamic mode decomposition (DMD) technique for learning linear discrete-time systems [25,29,30]; see also [31,32]. Following Ref. [33], Tikhonov regularization is added to (4) to reduce overfitting and to account for model misspecification or other sources of error, with scalar regularization hyperparameters ℓ , ∈ R. The procedure proposed in [33] for finding the optimal values for ℓ , involves solving (4) and ensuing the resulting ROM over a time horizon [ init , reg ] with reg ≥ final over two nested loops: an outer-loop over candidate values for ℓ and an inner-loop over candidate values for ; see also [26]. ...

Parametric non-intrusive reduced-order models via operator inference for large-scale rotating detonation engine simulations
  • Citing Conference Paper
  • January 2023