Non-intrusive model reduction of large-scale, nonlinear dynamical systems using deep learning

Abstract: Projection-based model reduction has become a popular approach to reduce the cost associated with integrating large-scale dynamical systems so they can be used in many-query settings such as optimization and uncertainty quantification. For nonlinear systems, significant cost reduction is only possible with an additional layer of approximation to reduce the computational bottleneck of evaluating the projected nonlinear terms. Prevailing methods to approximate the nonlinear terms are code intrusive, potentially requiring years of development time to integrate into an existing codebase, and have been known to lack parametric robustness. This work develops a non-intrusive method to efficiently and accurately approximate the expensive nonlinear terms that arise in reduced nonlinear dynamical system using deep neural networks. The neural network is trained using only the simulation data used to construct the reduced basis and evaluations of the nonlinear terms at these snapshots. Once trained, the neural network-based reduced-order model only requires forward and backward propagation through the network to evaluate the nonlinear term and its derivative, which are used to integrate the reduced dynamical system at a new parameter configuration. We provide two numerical experiments---the dynamical systems result from the semi-discretization of parametrized, nonlinear, hyperbolic partial differential equations---that show, in addition to non-intrusivity, the proposed approach provides more stable and accurate approximations to each dynamical system across a large number of training and testing points than the popular empirical interpolation method.