Abstract

In this work, we consider the problem of learning a reduced-order model of a high-dimensional stochastic nonlinear system with control inputs from noisy data. In particular, we develop a hybrid parametric/non-parametric model that learns the “average” linear dynamics in the data using dynamic mode decomposition with control (DMDc) and the nonlinearities and model uncertainties using Gaussian process (GP) regression and compare it with total least squares dynamic mode decomposition, extended here to systems with control inputs (tlsDMDc). The proposed approach is also compared with existing methods, such as DMDc-only and GP-only models, in two tasks: controlling the stochastic nonlinear Stuart-Landau equation and predicting the flowfield induced by a jet-like body force field in a turbulent boundary layer using data from large-scale numerical simulations.

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