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TAModels.py
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TAModels.py
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from scipy.interpolate import splrep, splev
import pylab as plt
import Bias
from Util import Cheb, RK4
import os
import time
import numpy as np
from scipy.integrate import solve_ivp
import multiprocessing as mp
from functools import partial
from copy import deepcopy
from datetime import date
# os.environ["OMP_NUM_THREADS"] = '1'
num_proc = os.cpu_count()
if num_proc > 1:
num_proc = int(num_proc)
rng = np.random.default_rng(6)
# %% =================================== PARENT MODEL CLASS ============================================= %% #
class Model:
""" Parent Class with the general thermoacoustic model
properties and methods definitions.
"""
attr_model: dict = dict(t=0., psi0=np.empty(1), alpha0=np.empty(1), ensemble=False)
attr_ens: dict = dict(m=10, est_p=[], est_s=True, est_b=False,
biasType=Bias.NoBias, inflation=1.01,
std_psi=0.001, std_a=0.001, alpha_distr='normal',
num_DA_blind=0, num_SE_only=0,
start_ensemble_forecast=0.)
def __init__(self, TAdict):
model_dict = TAdict.copy()
# ================= INITIALISE THERMOACOUSTIC MODEL ================== ##
for key, val in self.attr.items():
if key in model_dict.keys():
setattr(self, key, model_dict[key])
else:
setattr(self, key, val)
for key, val in Model.attr_model.items():
if key in model_dict.keys():
setattr(self, key, model_dict[key])
else:
setattr(self, key, val)
self.alpha0 = {par: getattr(self, par) for par in self.params}
self.alpha = self.alpha0.copy()
self.N, self.Na = len(self.psi0), 0
self.psi = np.array([self.psi0]).T
# ========================== CREATE HISTORY ========================== ##
self.hist = np.array([self.psi])
self.hist_t = np.array([self.t])
self.hist_J = []
def copy(self):
return deepcopy(self)
def getObservableHist(self, Nt=0, **kwargs):
return self.getObservables(Nt, **kwargs)
def printModelParameters(self):
print('\n ------------------ {} Model Parameters ------------------ '.format(self.name))
for k in self.attr.keys():
print('\t {} = {}'.format(k, getattr(self, k)))
# --------------------- DEFINE OBS-STATE MAP --------------------- ##
@property
def M(self):
if not hasattr(self, '_M'):
obs = self.getObservables()
Nq = np.shape(obs)[0]
# if ensemble.est_b:
# y0 = np.concatenate(y0, np.zeros(ensemble.bias.Nb))
y0 = np.concatenate((np.zeros(self.N), np.ones(Nq)))
self._M = np.zeros((Nq, len(y0)))
iq = 0
for ii in range(len(y0)):
if y0[ii] == 1:
self._M[iq, ii] = 1
iq += 1
return self._M
# -------------- Functions for update/initialise the model ------------------- #
@staticmethod
def addUncertainty(y_mean, y_std, m, method='normal'):
if method == 'normal':
cov = np.diag((y_std * np.ones(len(y_mean))) ** 2)
return (y_mean * rng.multivariate_normal(np.ones(len(y_mean)), cov, m)).T
elif method == 'uniform':
ens_aug = np.zeros((len(y_mean), m))
for ii, pp in enumerate(y_mean):
ens_aug[ii, :] = pp * (1. + rng.uniform(-y_std, y_std, m))
return ens_aug
else:
raise 'Parameter distribution not recognised'
def resetInitialConditions(self):
self.psi = np.array([self.psi0]).T
self.hist = np.array([self.psi])
self.N = len(self.psi0)
def getOutputs(self):
out = dict(name=self.name,
hist_y=self.getObservableHist(),
y_lbls=self.obsLabels,
bias=self.bias.getOutputs(),
hist_t=self.hist_t,
hist=self.hist,
hist_J=self.hist_J,
alpha0=self.alpha0
)
if self.ensemble:
for key in self.attr_ens.keys():
out[key] = getattr(self, key)
for attrs in [self.attr_child, self.attr_parent]:
for key in attrs.keys():
out[key] = getattr(self, key)
return out
def initEnsemble(self, DAdict):
DAdict = DAdict.copy()
self.ensemble = True
for key, val in Model.attr_ens.items():
if key in DAdict.keys():
setattr(self, key, DAdict[key])
else:
setattr(self, key, val)
# ----------------------- DEFINE STATE MATRIX ----------------------- ##
# Note: if est_p and est_b psi = [psi; alpha; biasWeights]
# if self.m > 1:
# if True:
mean_psi = np.array(self.psi0) # * rng.uniform(0.9, 1.1, len(self.psi0))
# self.psi = self.addUncertainty(mean, self.std_psi, self.m, method=self.alpha_distr)
cov = np.diag((self.std_psi ** 2 * abs(mean_psi)))
self.psi = rng.multivariate_normal(mean_psi, cov, self.m).T
if 'ensure_mean' in DAdict.keys() and DAdict['ensure_mean']:
self.psi[:, 0] = np.array(self.psi0)
if len(self.est_p) > 0: # Augment ensemble with estimated parameters
self.Na = len(self.est_p)
self.N += self.Na
mean_a = np.array([getattr(self, pp) for pp in self.est_p]) # * rng.uniform(0.9, 1.1, len(self.psi0))
ens_a = self.addUncertainty(mean_a, self.std_a, self.m, method=self.alpha_distr)
if 'ensure_mean' in DAdict.keys() and DAdict['ensure_mean']:
ens_a[:, 0] = mean_a
self.psi = np.vstack((self.psi, ens_a))
# ------------------------ INITIALISE BIAS ------------------------ ##
if 'Bdict' not in DAdict.keys():
DAdict['Bdict'] = {}
Bdict = DAdict['Bdict'].copy()
self.initBias(Bdict)
# ========================== RESET ENSEMBLE HISTORY ========================== ##
self.hist = np.array([self.psi])
def initBias(self, Bdict=None):
if Bdict is None:
Bdict = dict()
# Assign some required items
Bdict['est_b'] = self.est_b
Bdict['dt'] = self.dt
if 'filename' not in Bdict.keys(): # default bias file name
Bdict['filename'] = self.name + '_' + str(date.today())
# Initialise bias. Note: self.bias is now an instance of the bias class
yb = self.getObservables()
self.bias = self.biasType(yb, self.t, Bdict)
# Create bias history
b = self.bias.getBias(yb)
self.bias.updateHistory(b, self.t, reset=True)
def updateHistory(self, psi, t):
self.hist = np.concatenate((self.hist, psi), axis=0)
self.hist_t = np.hstack((self.hist_t, t))
self.psi = psi[-1]
self.t = t[-1]
# -------------- Functions required for the forecasting ------------------- #
@property
def pool(self):
if not hasattr(self, '_pool'):
self._pool = mp.Pool()
return self._pool
def close(self):
if hasattr(self, '_pool'):
self.pool.close()
self.pool.join()
delattr(self, "_pool")
else:
pass
@staticmethod
def forecast(y0, fun, t, params, alpha=None):
# SOLVE IVP ========================================
out = solve_ivp(fun, t_span=(t[0], t[-1]), y0=y0, t_eval=t, method='RK45', args=(params, alpha))
psi = out.y.T
# ODEINT =========================================== THIS WORKS AS IF HARD CODED
# psi = odeint(fun, y0, t_interp, (params,))
#
# HARD CODED RUGGE KUTTA 4TH ========================
# psi = RK4(t_interp, y0, fun, params)
return psi
def getAlpha(self, psi=None):
alpha = []
if psi is None:
psi = self.psi
for mi in range(psi.shape[-1]):
ii = -self.Na
alph = self.alpha0.copy()
for param in self.est_p:
alph[param] = psi[ii, mi]
ii += 1
alpha.append(alph)
return alpha
def timeIntegrate(self, Nt=100, averaged=False, alpha=None):
"""
Integrator of the model. If the model is forcast as an ensemble, it uses parallel computation.
Args:
Nt: number of forecast steps
averaged (bool): if true, each member in the ensemble is forecast individually. If false,
the ensemble is forecast as a mean, i.e., every member is the mean forecast.
alpha: possibly-varying parameters
Returns:
psi: forecasted ensemble state
t: time of the propagated psi
"""
t = np.linspace(self.t, self.t + Nt * self.dt, Nt + 1)
self_dict = self.govEqnDict()
if not self.ensemble:
psi = [Model.forecast(self.psi[:, 0], self.timeDerivative, t, params=self_dict, alpha=self.alpha0)]
psi = np.array(psi).transpose(1, 2, 0)
return psi[1:], t[1:]
if not averaged:
alpha = self.getAlpha()
fun_part = partial(Model.forecast, fun=self.timeDerivative, t=t, params=self_dict)
sol = [self.pool.apply_async(fun_part, kwds={'y0': self.psi[:, mi].T, 'alpha': alpha[mi]})
for mi in range(self.m)]
psi = [s.get() for s in sol]
else:
psi_mean = np.mean(self.psi, 1, keepdims=True)
psi_std = (self.psi - psi_mean) / psi_mean
if alpha is None:
alpha = self.getAlpha(psi_mean)[0]
psi_mean = Model.forecast(y0=psi_mean[:, 0], fun=self.timeDerivative, t=t, params=self_dict, alpha=alpha)
psi = [psi_mean * (1 + psi_std[:, ii]) for ii in range(self.m)]
# Rearrange dimensions to be Nt x N x m and remove initial condition
psi = np.array(psi).transpose(1, 2, 0)
return psi[1:], t[1:]
# %% =================================== VAN DER POL MODEL ============================================== %% #
class VdP(Model):
""" Van der Pol Oscillator Class
- cubic heat release law
- atan heat release law
Note: gamma appears only in the higher order polynomial which is currently commented out
"""
name: str = 'VdP'
attr: dict = dict(dt=1E-4, t_transient=1.5, t_CR=0.04,
omega=2 * np.pi * 120., law='tan',
zeta=60., beta=70., kappa=4.0, gamma=1.7) # beta, zeta [rad/s]
params: list = ['zeta', 'kappa', 'beta'] # ,'omega', 'gamma']
# __________________________ Init method ___________________________ #
def __init__(self, TAdict=None, DAdict=None):
if TAdict is None:
TAdict = {}
super().__init__(TAdict)
if 'psi0' not in TAdict.keys():
self.psi0 = [0.1, 0.1] # initialise eta and mu
self.resetInitialConditions()
# initialise model history
if DAdict is not None:
self.initEnsemble(DAdict)
# set limits for the parameters
self.param_lims = dict(zeta=(20, 120), kappa=(0.1, 10.),
gamma=(None, None), beta=(20, 120))
# _______________ VdP specific properties and methods ________________ #
@property
def obsLabels(self):
return "$\\eta$"
def getObservables(self, Nt=1):
if Nt == 1: # required to reduce from 3 to 2 dimensions
return self.hist[-1, 0:1, :]
else:
return self.hist[-Nt:, 0:1, :]
# _________________________ Governing equations ________________________ #
def govEqnDict(self):
d = dict(law=self.law,
N=self.N,
Na=self.Na,
omega=self.omega
)
if d['Na'] > 0:
d['est_p'] = self.est_p
return d
@staticmethod
def timeDerivative(t, psi, P, A):
eta, mu = psi[:2]
dmu_dt = - P['omega'] ** 2 * eta + mu * (A['beta'] - A['zeta'])
# Add nonlinear term
if P['law'] == 'cubic': # Cubic law
dmu_dt -= mu * A['kappa'] * eta ** 2
elif P['law'] == 'tan': # arc tan model
dmu_dt -= mu * (A['kappa'] * eta ** 2) / (1. + A['kappa'] / A['beta'] * eta ** 2)
return (mu, dmu_dt) + (0,) * P['Na']
# %% ==================================== RIJKE TUBE MODEL ============================================== %% #
class Rijke(Model):
"""
Rijke tube model with Galerkin discretisation and gain-delay sqrt heat release law.
Args:
TAdict: dictionary with the model parameters. If not defined, the default value is used.
> Nm - Number of Galerkin modes
> Nc - Number of Chebyshev modes
> beta - Heat source strength [-]
> tau - Time delay [s]
> C1 - First damping constant [-]
> C2 - Second damping constant [-]
> xf - Flame location [m]
> L - Tube length [m]
"""
name: str = 'Rijke'
attr: dict = dict(dt=1E-4, t_transient=1., t_CR=0.02,
Nm=10, Nc=10, Nmic=6,
beta=4.0, tau=1.5E-3, C1=.05, C2=.01, kappa=1E5,
xf=0.2, L=1., law='sqrt')
params: list = ['beta', 'tau', 'C1', 'C2', 'kappa']
def __init__(self, TAdict=None, DAdict=None):
if TAdict is None:
TAdict = {}
super().__init__(TAdict)
if DAdict is not None and 'est_p' in DAdict.keys() and 'tau' in DAdict['est_p']:
self.tau_adv, self.Nc = 1E-2, 50
else:
self.tau_adv = self.tau
if 'psi0' not in TAdict.keys():
self.psi0 = .05 * np.hstack([np.ones(2 * self.Nm), np.zeros(self.Nc)])
self.resetInitialConditions()
assert self.N == self.Nc + 2 * self.Nm
self.param_lims = dict(beta=(0.01, 5),
tau=(1E-6, self.tau_adv),
C1=(0., 1.),
C2=(0., 1.),
kappa=(1E3, 1E8)
)
# ------------------------------------------------------------------------------------- #
# Chebyshev modes
self.Dc, self.gc = Cheb(self.Nc, getg=True)
# Microphone locations
self.x_mic = np.linspace(self.xf, self.L, self.Nmic + 1)[:-1]
# Define modes frequency of each mode and sin cos etc
self.j = np.arange(1, self.Nm + 1)
self.jpiL = self.j * np.pi / self.L
self.sinomjxf = np.sin(self.jpiL * self.xf)
self.cosomjxf = np.cos(self.jpiL * self.xf)
# Mean Flow Properties
def weight_avg(y1, y2):
return self.xf / self.L * y1 + (1. - self.xf / self.L) * y2
self.meanFlow = dict(u=weight_avg(10, 11.1643),
p=101300.,
gamma=1.4,
T=weight_avg(300, 446.5282),
R=287.1
)
self.meanFlow['rho'] = self.meanFlow['p'] / (self.meanFlow['R'] * self.meanFlow['T'])
self.meanFlow['c'] = np.sqrt(self.meanFlow['gamma'] * self.meanFlow['R'] * self.meanFlow['T'])
# Wave parameters ############################################################################################
# c1: 347.2492 p1: 1.0131e+05 rho1: 1.1762 u1: 10 M1: 0.0288 T1: 300
# c2: 423.6479 p2: 101300 rho2: 0.7902 u2: 11.1643 M2: 0.0264 T2: 446.5282
# Tau: 0.0320 Td: 0.0038 Tu: 0.0012 R_in: -0.9970 R_out: -0.9970 Su: 0.9000
# Qbar: 5000 R_gas: 287.1000 gamma: 1.4000
##############################################################################################################
if DAdict is not None:
self.initEnsemble(DAdict)
# _______________ Rijke specific properties and methods ________________ #
@property
def obsLabels(self, loc=None, velocity=False):
if loc is None:
loc = np.expand_dims(self.x_mic, axis=1)
if not velocity:
return ["$p'(x = {:.2f})$".format(x) for x in loc[:, 0].tolist()]
else:
return [["$p'(x = {:.2f})$".format(x) for x in loc[:, 0].tolist()],
["$u'(x = {:.2f})$".format(x) for x in loc[:, 0].tolist()]]
def getObservables(self, Nt=1, loc=None, velocity=False):
if loc is None:
loc = self.x_mic
loc = np.expand_dims(loc, axis=1)
om = np.array([self.jpiL])
eta = self.hist[-Nt:, :self.Nm, :]
mu = self.hist[-Nt:, self.Nm:2 * self.Nm, :]
# Compute acoustic pressure and velocity at locations
p_mic = -np.dot(np.sin(np.dot(loc, om)), mu)
p_mic = p_mic.transpose(1, 0, 2)
if Nt == 1:
p_mic = p_mic[0]
# if velocity:
# u_mic = np.dot(np.cos(np.dot(loc, om)), eta)
# u_mic = u_mic.transpose(1, 0, 2)
# if Nt == 1:
# u_mic = u_mic[0]
# return [p_mic, u_mic]
# else:
return p_mic
# _________________________ Governing equations ________________________ #
def govEqnDict(self):
d = dict(Nm=self.Nm,
Nc=self.Nc,
N=self.N,
Na=self.Na,
j=self.j,
jpiL=self.jpiL,
cosomjxf=self.cosomjxf,
sinomjxf=self.sinomjxf,
tau_adv=self.tau_adv,
meanFlow=self.meanFlow,
Dc=self.Dc,
gc=self.gc,
L=self.L,
law=self.law
)
if self.Na > 0:
d['est_p'] = self.est_p
return d
@staticmethod
def timeDerivative(t, psi, P, A):
"""
Governing equations of the model.
Args:
psi: current state vector
t: current time
P: dictionary with all the case parameters
A: dictionary of varying parameters
Returns:
concatenation of the state vector time derivative
"""
eta = psi[:P['Nm']]
mu = psi[P['Nm']:2 * P['Nm']]
v = psi[2 * P['Nm']:P['N'] - P['Na']]
# Advection equation boundary conditions
v2 = np.hstack((np.dot(eta, P['cosomjxf']), v))
# Evaluate u(t_interp-tau) i.e. velocity at the flame at t_interp - tau
x_tau = A['tau'] / P['tau_adv']
if x_tau < 1:
f = splrep(P['gc'], v2)
u_tau = splev(x_tau, f)
elif x_tau == 1: # if no tau estimation, bypass interpolation to speed up code
u_tau = v2[-1]
else:
raise Exception("tau = {} can't_interp be larger than tau_adv = {}".format(A['tau'], P['tau_adv']))
# Compute damping and heat release law
zeta = A['C1'] * P['j'] ** 2 + A['C2'] * P['j'] ** .5
MF = P['meanFlow'] # Physical properties
if P['law'] == 'sqrt':
qdot = MF['p'] * MF['u'] * A['beta'] * (
np.sqrt(abs(1. / 3 + u_tau / MF['u'])) - np.sqrt(1. / 3)) # [W/m2]=[m/s3]
elif P['law'] == 'tan':
qdot = A['beta'] * np.sqrt(A['beta'] / A['kappa']) * np.arctan(
np.sqrt(A['beta'] / A['kappa']) * u_tau) # [m / s3]
qdot *= -2. * (MF['gamma'] - 1.) / P['L'] * P['sinomjxf'] # [Pa/s]
# governing equations
deta_dt = P['jpiL'] / MF['rho'] * mu
dmu_dt = - P['jpiL'] * MF['gamma'] * MF['p'] * eta - MF['c'] / P['L'] * zeta * mu + qdot
dv_dt = - 2. / P['tau_adv'] * np.dot(P['Dc'], v2)
return np.concatenate((deta_dt, dmu_dt, dv_dt[1:], np.zeros(P['Na'])))
# %% =================================== VAN DER POL MODEL ============================================== %% #
class Lorenz63(Model):
""" Lorenz 63 Class
"""
name: str = 'Lorenz63'
attr_child: dict = dict(rho=28., sigma=10., beta=8. / 3.)
# attr_child: dict = dict(rho=20., sigma=10., beta=1.8)
params: list = ['rho', 'sigma', 'beta']
# __________________________ Init method ___________________________ #
def __init__(self, TAdict=None, DAdict=None):
if TAdict is None:
TAdict = {}
super().__init__(TAdict)
self.t_transient = 0.
self.dt = 0.01
self.t_CR = 5.
if 'psi0' not in TAdict.keys():
self.psi0 = [1.0, 1.0, 1.0] # initialise x, y, z
self.resetInitialConditions()
if DAdict is not None:
self.initEnsemble(DAdict)
# set limits for the parameters
self.param_lims = dict(rho=(None, None), beta=(None, None), sigma=(None, None))
# _______________ Lorenz63 specific properties and methods ________________ #
@property
def obsLabels(self):
return ["x", 'y', 'z']
def getObservables(self, Nt=1):
if Nt == 1:
return self.hist[-1, :, :]
else:
return self.hist[-Nt:, :, :]
# _________________________ Governing equations ________________________ #
def govEqnDict(self):
d = dict(N=self.N,
Na=self.Na)
if d['Na'] > 0:
d['est_p'] = self.est_p
return d
@staticmethod
def timeDerivative(t, psi, params, alpha):
x1, x2, x3 = psi[:3]
dx1 = alpha['sigma'] * (x2 - x1)
dx2 = x1 * (alpha['rho'] - x3) - x2
dx3 = x1 * x2 - alpha['beta'] * x3
return (dx1, dx2, dx3) + (0,) * params['Na']
if __name__ == '__main__':
MyModel = Rijke
paramsTA = dict(dt=2E-4)
t1 = time.time()
# Non-ensemble case =============================
case = MyModel(paramsTA)
state, t_ = case.timeIntegrate(int(case.t_transient * 2 / case.dt))
case.updateHistory(state, t_)
print('Elapsed time = ', str(time.time() - t1))
_, ax = plt.subplots(1, 2, figsize=[10, 5])
plt.suptitle('Non-ensemble case')
t_h = case.hist_t
t_zoom = min([len(t_h) - 1, int(0.05 / case.dt)])
# State evolution
y, lbl = case.getObservableHist(), case.obsLabels
lbl = lbl[0]
ax[0].plot(t_h, y[:, 0], color='green', label=lbl)
i, j = [0, 1]
ax[1].plot(t_h[-t_zoom:], y[-t_zoom:, 0], color='green')
# Ensemble case =============================
paramsDA = dict(m=10, est_p=['beta'])
case = MyModel(paramsTA, paramsDA)
t1 = time.time()
for _ in range(1):
state, t_ = case.timeIntegrate(int(1. / case.dt))
case.updateHistory(state, t_)
for _ in range(5):
state, t_ = case.timeIntegrate(int(.1 / case.dt), averaged=True)
case.updateHistory(state, t_)
print('Elapsed time = ', str(time.time() - t1))
t_h = case.hist_t
t_zoom = min([len(t_h) - 1, int(0.05 / case.dt)])
_, ax = plt.subplots(1, 3, figsize=[15, 5])
plt.suptitle('Ensemble case')
# State evolution
y, lbl = case.getObservableHist(), case.obsLabels
lbl = lbl[0]
ax[0].plot(t_h, y[:, 0], color='blue', label=lbl)
i, j = [0, 1]
ax[1].plot(t_h[-t_zoom:], y[-t_zoom:, 0], color='blue')
ax[0].set(xlabel='t', ylabel=lbl, xlim=[t_h[0], t_h[-1]])
ax[1].set(xlabel='t', xlim=[t_h[-t_zoom], t_h[-1]])
# Params
ai = - case.Na
max_p, min_p = -1000, 1000
c = ['g', 'sandybrown', 'mediumpurple', 'cyan']
mean = np.mean(case.hist, -1, keepdims=True)
for p in case.est_p:
superscript = '^\mathrm{init}$'
# reference_p = truth['true_params']
reference_p = case.alpha0
mean_p = mean[:, ai].squeeze() / reference_p[p]
std = np.std(case.hist[:, ai] / reference_p[p], axis=1)
max_p = max(max_p, max(mean_p))
min_p = min(min_p, min(mean_p))
ax[2].plot(t_h, mean_p, color=c[-ai], label='$\\' + p + '/\\' + p + superscript)
ax[2].set(xlabel='$t$', xlim=[t_h[0], t_h[-1]])
ax[2].fill_between(t_h, mean_p + std, mean_p - std, alpha=0.2, color=c[-ai])
ai += 1
ax[2].legend(bbox_to_anchor=(1., 1.), loc="upper left", ncol=1)
ax[2].plot(t_h[1:], t_h[1:] / t_h[1:], '-', color='k', linewidth=.5)
ax[2].set(ylim=[min_p - 0.1, max_p + 0.1])
plt.tight_layout()
plt.show()