In this paper, we introduce a modular deep neural network (DNN) framework for data-driven reduced order modeling of dynamical systems relevant to fluid flows. We propose various deep neural network architectures which numerically predict evolution of dynamical systems by learning from either using discrete state or slope information of the system. Our approach has been demonstrated using both residual formula and backward difference scheme formulas. However, it can be easily generalized into many different numerical schemes as well. We give a demonstration of our framework for three examples: (i) Kraichnan-Orszag system, an illustrative coupled nonlinear ordinary differential equations, (ii) Lorenz system exhibiting chaotic behavior, and (iii) a non-intrusive model order reduction framework for the two-dimensional Boussinesq equations with a differentially heated cavity flow setup at various Rayleigh numbers. Using only snapshots of state variables at discrete time instances, our data-driven approach can be considered truly non-intrusive, since any prior information about the underlying governing equations is not required for generating the reduced order model. Our a posteriori analysis shows that the proposed data-driven approach is remarkably accurate, and can be used as a robust predictive tool for non-intrusive model order reduction of complex fluid flows.

We put forth a modular approach for distilling hidden flow physics from discrete and sparse observations. To address functional expressiblity, a key limitation of the black-box machine learning methods, we have exploited the use of symbolic regression as a principle for identifying relations and operators that are related to the underlying processes. This approach combines evolutionary computation with feature engineering to provide a tool for discovering hidden parameterizations embedded in the trajectory of fluid flows in the Eulerian frame of reference. Our approach in this study mainly involves gene expression programming (GEP) and sequential threshold ridge regression (STRidge) algorithms. We demonstrate our results in three different applications: (i) equation discovery, (ii) truncation error analysis, and (iii) hidden physics discovery, for which we include both predicting unknown source terms from a set of sparse observations and discovering subgrid scale closure models. We illustrate that both GEP and STRidge algorithms are able to distill the Smagorinsky model from an array of tailored features in solving the Kraichnan turbulence problem. Our results demonstrate the huge potential of these techniques in complex physics problems, and reveal the importance of feature selection and feature engineering in model discovery approaches.

Advances in machine learning (ML) coupled with increased computational power have enabled identification of patterns in data extracted from complex systems. ML algorithms are actively being sought in recovering physical models or mathematical equations from data. This is a highly valuable technique where models cannot be built using physical reasoning alone. In this paper, we investigate the application of fast function extraction (FFX), a fast, scalable, deterministic symbolic regression algorithm to recover partial differential equations (PDEs). FFX identifies active bases among a huge set of candidate basis functions and their corresponding coefficients from recorded snapshot data. This approach uses a sparsity-promoting technique from compressive sensing and sparse optimization called pathwise regularized learning to perform feature selection and parameter estimation. Furthermore, it recovers several models of varying complexity (number of basis terms). FFX finally filters out many identified models using non-dominated sorting and forms a Pareto front consisting of optimal models with respect to minimizing complexity and test accuracy. Numerical experiments are carried out to recover several ubiquitous PDEs such as wave and heat equations among linear PDEs and Burgers, Korteweg–de Vries (KdV), and Kawahara equations among higher-order nonlinear PDEs. Additional simulations are conducted on the same PDEs under noisy conditions to test the robustness of the proposed approach.