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Lagrangian Coherence, Braids, and Machine Learning

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  • 7/23/2019 Lagrangian Coherence, Braids, and Machine Learning

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    Department of Mathematics

    68th Annual Meeting of the

    APS Division of Fluid DynamicsBoston, Nov 2015

    Marko Budi!i"

    Jean-Luc Thiffeault

    LAGRANGIANCOHERENCE,BRAIDSANDMACHINELEARNING

    Supported by NSF grants

    DMS-0806821 (JLT) and

    CMMI-1233935 (MB, JLT)

    http://www.math.wisc.edu/
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    M. Budisic: Lagrangian Coherence, Braids and Machine LearningNov 22, 2015 2

    Similarity: entanglement of loops bythe braid of trajectories.

    Goal is to aggregatetopologically-similarLagrangian trajectories into coherent structures.

    Aggregation:a machine-learning problem.

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    M. Budisic: Lagrangian Coherence, Braids and Machine LearningNov 22, 2015

    Many faces of transport-coherent structures

    3

    :

    b

    .. , ,

    . .

    .

    . ,

    , , .

    , .

    ,

    .

    .

    .

    .

    ,

    . .

    , , .

    .

    .

    .

    .

    :

    .

    .

    .

    .

    .

    Lagrangian Coherent

    Structures

    Haller et al.doi:10.1146/annurev-fluid-010313-141322

    Almost-Coherent Sets

    Froyland et al.doi:10.1016/j.physd.2009.03.002

    Mesochronic Analysis

    Mezi"; MB et al.arxiv.org:1506.05333

    Ergodic Quotient

    MB; Mezi"doi:10.1016/j.physd.2012.04.006

    Finite-Time Curvature

    Bollt et al.doi:10.1137/130940633

    Trajectories/initial conditions

    aggregatedby a common property.

    Trajectories

    separatedby boundaries.

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    M. Budisic: Lagrangian Coherence, Braids and Machine LearningNov 22, 2015

    Braids: good for sparsely sampled trajectory sets

    4

    60 40 20

    40

    50

    60

    70

    Latitude

    Longitude

    Spaghetti plot of planar

    trajectories

    050

    4050

    607060

    40

    20

    TimeLongitude

    Latitude

    Trajectories in space-time,

    physical braid

    0 50 10040

    50

    60

    70

    Time

    Latitude

    Project onto a plane

    and monitor exchanges

    Braid encodes

    trajectory crossings as

    symbols (generators).

    k

    1

    k

    k

    k+ 1

    k

    k + 1

    2 21

    1 2 1

    1

    Crossin

    Topology retained,

    geometry discarded.[Thiffeault, 2010]

  • 7/23/2019 Lagrangian Coherence, Braids, and Machine Learning

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    M. Budisic: Lagrangian Coherence, Braids and Machine LearningNov 22, 2015

    Where else do braids show up?

    5

    Braiding of solar coronal loops:

    Random braids, tightness leads tocoronal reconnection

    Braiding of non-abelian anyons:Topological Quantum Computing

    [Berger, 2009]doi:10.1088/0004-637X/705/1/347

    [Caussin, Bartolo, 2015]doi:10.1103/PhysRevLett.114.258101

    Braiding of flocks:

    Use braiding to detect breaking of

    symmetry, associated with an

    external stimulus

    Microsoft Q Station, [Hormozi, et al. 2007]doi:10.1103/PhysRevB.75.165310

    http://www.apple.com/http://dx.doi.org/10.1103/PhysRevLett.114.258101http://dx.doi.org/doi:10.1088/0004-637X/705/1/347
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    M. Budisic: Lagrangian Coherence, Braids and Machine LearningNov 22, 2015

    Braids act on loops

    6

    2 21

    1 2

    1

    1

    Loops are tightened (rubber bands) and cannot be broken.

    Reduced modelFull model

    BraidsODEs, PDEs,Dynamics

    Loops pulled tightDetailed curvesMaterial

    Maps on integer vectorsFront/interface trackingAdvection

    1

    1

    2

    |`| = 2

    |11 `| = 4

    |21

    1 `| = 6

    Punctures

  • 7/23/2019 Lagrangian Coherence, Braids, and Machine Learning

    7/14M. Budisic: Lagrangian Coherence, Braids and Machine LearningNov 22, 2015

    Detecting coherence (Allshouse, Thiffeault, 2012)

    7

    Separation strategy:

    Direct search for

    non-growing loops.

    Impractical: Numberof

    subsets to test grows

    exponentiallywith numberof punctures (the more

    data, the worse off we are).

    Trajectories moveeither in left half or in right half,

    e.g., two side-by-side vortices.

    Imagine two non-interacting structures

    Time

    Loops surrounding either of the halves

    do not grow (topological analog to LCS definitions).

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    8/14M. Budisic: Lagrangian Coherence, Braids and Machine LearningNov 22, 2015 8

    Pair-loop

    Before braid action

    After braid action

    Entangled punctures:

    caused the pair-loop to grow

    Aggregation strategy:

    Dynamically-similar trajectories

    will deform the same loops.

    Test all pair-loops (quadratic in N) and

    aggregate punctures that entangle same

    pair-loops.

    Alternative method from (A., T., 2012)

    Instead of binary entangled /unentangled, to each puncture

    assign entanglement depth.

    New refinement:

    Already-seen pair-loop:

    Some other pair-loop:

  • 7/23/2019 Lagrangian Coherence, Braids, and Machine Learning

    9/14M. Budisic: Lagrangian Coherence, Braids and Machine LearningNov 22, 2015

    Pair-loop entanglement is a good measure of similarity

    9

    Pair-loop

    anchors

    Pair-loop

    anchors

    Pair-loop

    anchors

    3 different pair-loops:

    Color is the depth of entanglement

    There are many more pair-loops:

    how do we simultaneously use

    information from all of them?{Nearby trajectories commonly

    get buried to similar depths,

    regardless of the chosen pair-loop.Loop anchored within avortex is entangled only by

    vortex trajectories.

    Loops between vortices

    entangled by all trajectories.

    Simple steady system to test the idea.

    Think of each pair-loop as a different

    measurement/dimension

    in the description of a trajectory

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    10/14M. Budisic: Lagrangian Coherence, Braids and Machine LearningNov 22, 2015

    Detecting regularities in data (machine learning)

    10

    Element (i,j)is the

    entanglement of

    puncture iby the pair-loopj.

    Stack entanglement

    vectors into rows

    Sort columnsso that

    neighbors look alike.

    Group trajectorieswith

    similar entanglements.

    d(k, j) =kckcjk2

    Look alike?

    Column-wise distance

    All-to-all distances.

    Diagonal blocks are

    clusters of tightly-

    packed trajectories.

    Loops from

    previous

    slide

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    11/14M. Budisic: Lagrangian Coherence, Braids and Machine LearningNov 22, 2015

    Extract Large-Scale Structure using Diffusion Maps

    11

    Each vertex (trajectory)

    is a samplefrom an unknown

    underlying structure. {

    Distance between

    vertices is the differencein entanglement vectors.

    Diffusion Maps

    constructs a random

    walk on the graph.

    Paths between

    large features

    are less likely

    than paths inside

    them.

    Close-to-invariant

    densities are

    concentrated on the

    large-scale features.

    Using density

    values as

    coordinates for

    points maps

    large features to

    clusters.

    Distance matrix defines a graph:

    [Coifman, Lafon, et al. cca 2005]

  • 7/23/2019 Lagrangian Coherence, Braids, and Machine Learning

    12/14M. Budisic: Lagrangian Coherence, Braids and Machine LearningNov 22, 2015

    Diffusion Map of Entanglement Coherence

    12

    Sorting by D.C.1: Neighbors are similar

    Separation of structures

    No blobs at ends:

    Structures are 1-parameter

    families.

    Branches indeed correspond to vortices:Block diagonals correspond to clusters

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    M. Budisic: Lagrangian Coherence, Braids and Machine LearningNov 22, 2015 13

    Apply to time varying flows

    Multi-scale flows may require

    adapting row-differencesExperimental flows have their

    own challenges

    (missing, incomplete data)

    Structural analysis of Diffusion Map

    embedding (persistent homology)

    How many trajectories do we need?

    Is there a better way to choose test

    loops (instead of pair-loops)?

    Hackborn Rotor-Oscillator (w/ Margaux Filippi, Tom Peacock)

    Future work:

  • 7/23/2019 Lagrangian Coherence, Braids, and Machine Learning

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    M. Budisic: Lagrangian Coherence, Braids and Machine LearningNov 22, 2015

    References

    14

    Previous work on coherence in braids:

    Allshouse, Michael, and Jean-Luc Thiffeault. 2012. Detecting Coherent Structures Using

    Braids. Physica D. Nonlinear Phenomena, 95105.

    doi:10.1016/j.physd.2011.10.002.

    Previous work using Diffusion Maps to detect coherence: Budi!i", Marko, and Igor Mezi". 2012. Geometry of the Ergodic Quotient Reveals Coherent

    Structures in Flows. Physica D. Nonlinear Phenomena 241 (15): 125569.

    http://dx.doi.org/10.1016/j.physd.2012.04.006.

    Diffusion Maps:

    Coifman, Ronald, and Stphane Lafon. 2006. Diffusion Maps. Applied and Computational

    Harmonic Analysis 21 (January): 530.

    doi:10.1016/j.acha.2006.04.006.

    Lee, Ann B, and Larry Wasserman. 2010. Spectral Connectivity Analysis. Journal of the

    American Statistical Association 105 (491): 124155.

    doi:10.1198/jasa.2010.tm09754.

    Braids of trajectories:

    Thiffeault, Jean-Luc. 2010. Braids of Entangled Particle Trajectories. Chaos: An

    Interdisciplinary Journal of Nonlinear Science 20 (1): 017516017514.

    doi:10.1063/1.3262494.

    http://dx.doi.org/10.1063/1.3262494http://dx.doi.org/10.1198/jasa.2010.tm09754http://dx.doi.org/10.1016/j.acha.2006.04.006http://dx.doi.org/10.1016/j.physd.2011.10.002

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