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InvariantModels

A Julia package to calculate data-driven and equation-driven reduced order models

Watch the video explaining invariant foliations here.

The detailed documentation and a case study can be found here.

The key concept behind methods implemented here is invariance. The following methods are implemented both for autonomous and (quasi-) peridocically forced systems.

  • Invariant foliations

    • from data
    • from discrete-time systems
    • from differential equations
  • Invariant manifolds from

    • differential equations
    • discrete-time systems (maps)
    • cannot be done directly from data (regardless of what others claim), but can be extracted from foliations
  • Invariant manifolds from two invariant foliations

  • Accurate instantaneous frequency and damping ratio calculations

The package has been used to demonstrate the methods in papers

  1. R. Szalai. Machine-learning invariant foliations in forced systems for reduced order modelling, preprint, 2024
  2. R. Szalai. Non-resonant invariant foliations of quasi-periodically forced systems, preprint, 2024

There are two other papers that explain the background of the methods.

  1. R. Szalai, Data-Driven Reduced Order Models Using Invariant Foliations, Manifolds and Autoencoders, J Nonlinear Sci 33, 75 (2023). link
  2. R. Szalai, Invariant spectral foliations with applications to model order reduction and synthesis. Nonlinear Dyn 101, 2645–2669 (2020). link

Paper [4] introduced the idea of using invariant foliations for reduced order modelling, paper [3] has shown that only invariant foliations can be used for genuine data-driven reduced order modelling (when we classify all possible methods into: a) autoencoders, b) invariant foliations, c) invariant manifolds, d) equation-free models.

There are four examples. For paper 1:

For paper 2:

This package makes the previous version obsolete.

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