Skip to Main content Skip to Navigation
Journal articles

Reduced-order models for coupled dynamical systems: Data-driven methods and the Koopman operator

Abstract : Providing efficient and accurate parameterizations for model reduction is a key goal in many areas of science and technology. Here, we present a strong link between data-driven and theoretical approaches to achieving this goal. Formal perturbation expansions of the Koopman operator allow us to derive general stochastic parameterizations of weakly coupled dynamical systems. Such parameterizations yield a set of stochastic integrodifferential equations with explicit noise and memory kernel formulas to describe the effects of unresolved variables. We show that the perturbation expansions involved need not be truncated when the coupling is additive. The unwieldy integrodifferential equations can be recast as a simpler multilevel Markovian model, and we establish an intuitive connection with a generalized Langevin equation. This connection helps setting up a parallelism between the top-down, equation-based methodology herein and the well-established empirical model reduction (EMR) methodology that has been shown to provide efficient dynamical closures to partially observed systems. Hence, our findings, on the one hand, support the physical basis and robustness of the EMR methodology and, on the other hand, illustrate the practical relevance of the perturbative expansion used for deriving the parameterizations.
Document type :
Journal articles
Complete list of metadata
Contributor : Nathalie POTHIER Connect in order to contact the contributor
Submitted on : Saturday, August 6, 2022 - 4:01:39 PM
Last modification on : Saturday, August 6, 2022 - 4:01:40 PM


Publisher files allowed on an open archive





Manuel Santos Gutiérrez, Valerio Lucarini, Mickaël D. Chekroun, Michael Ghil. Reduced-order models for coupled dynamical systems: Data-driven methods and the Koopman operator. Chaos: An Interdisciplinary Journal of Nonlinear Science, 2021, 31, ⟨10.1063/5.0039496⟩. ⟨insu-03726945⟩



Record views


Files downloads