Neural Ideal Large Eddy Simulation: Modeling Turbulence with Neural Stochastic Differential Equations

We introduce a data-driven learning framework that assimilates two powerful ideas: ideal large eddy simulation (LES) from turbulence closure modeling and neural stochastic differential equations (SDE) for stochastic modeling. The ideal LES models the LES flow by treating each full-order trajectory as a random realization of the underlying dynamics, as such, the effect of small-scales is marginalized to obtain the deterministic evolution of the LES state. However, ideal LES is analytically intractable. In our work, we use a latent neural SDE to model the evolution of the stochastic process and an encoder-decoder pair for transforming between the latent space and the desired ideal flow field. This stands in sharp contrast to other types of neural parameterization of closure models where each trajectory is treated as a deterministic realization of the dynamics. We show the effectiveness of our approach (niLES - neural ideal LES) on a challenging chaotic dynamical system: Kolmogorov flow at a Reynolds number of 20,000. Compared to competing methods, our method can handle non-uniform geometries using unstructured meshes seamlessly. In particular, niLES leads to trajectories with more accurate statistics and enhances stability, particularly for long-horizon rollouts.

Paper

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Peer review

Reviewer hr9G8/10 · confidence 5/52023-07-02

Summary

The authors introduce a neural SDE model for LES flow fields. The model structure is motivated by the ideal LES approach and the model learns a data-driven closure term. The learned latent representation captures the variability and fine-scale structure of the fully-resolved DNS solution that is lost by the LES filter.

Strengths

The paper is excellently motivated, presented and embedded into the theory. Stochastic modeling for turbulence as presented in this paper is an important direction to explore and therefore the paper would be valuable contribution to the field.

Weaknesses

1. The authors seem to use the term "closure model" more loosely than usual in the introduction. Out of the citations for data-driven closure models in line 39, only [45] defines a closure model as the term is used in the context of RANS and LES. 1. Lines 177-182 are slightly misleading as they can be understood to suggest that the model would learn possible DNS realizations as $Z_t$ instead of an opaque latent representation. (Actually, lines 211-213 clarify this but could be moved forward/merged into the first paragraph) 1. A figure showing the flow (and predictions) after, for example, 200, 400, etc. steps would help the reader appreciate how chaotic the flow is and how much the velocity field evolves over 800 steps. 1. A figure comparing the DNS and filtered data would also be helpful for the reader to understand the effect of LES filtering better.

Questions

1. Eq (2): Why can the pressure be eliminated? 1. Line 87: Which boundary conditions do you impose and how do you do so implicitly? 1. Is there a mix-up of $h_\theta$, $h_\psi$, $h_phi$, $g_\theta$ and $g_\phi$ happening in Eq (8), (9), (10)? 1. Eq (14): You could define $f$ more explicitly here. 1. Eq (16): What do you mean with spatio-temporal lifting? Does w correspond to z? What is $\mathcal{D}$? 1. What exactly is the relationship between the SDE solver timestep and the simulation timestep? Are the temporal intervals $\mathcal{T}_i$ rescaled to $[0, 1]$?

Rating

8: Strong Accept: Technically strong paper, with novel ideas, excellent impact on at least one area, or high-to-excellent impact on multiple areas, with excellent evaluation, resources, and reproducibility, and no unaddressed ethical considerations.

Confidence

5: You are absolutely certain about your assessment. You are very familiar with the related work and checked the math/other details carefully.

Soundness

3 good

Presentation

4 excellent

Contribution

4 excellent

Limitations

The authors discuss limitations adequately.

Reviewer a9bB6/10 · confidence 3/52023-07-07

Summary

This paper introduces a data-driven method for approximating the closure term in Large Eddy Simulation (LES). The closure term represents the unresolved scaling effect caused by reducing the computational grid through downsampling. In comparison to the traditional physically-informed approach, the learned closure term has the ability to automatically capture relevant features without the need for specific domain expertise or manual design. The model improves temporal resolution by employing latent space evolution with stochastic propagation. The proposed model demonstrates competitive performance compared to the Filtered DNS reference across different wave numbers, and significantly outperforms the baseline model.

Strengths

- The proposed method outperforms several baselines in terms of the squared error and the accuracy of turbulent kinetic energy spectrum. - The latent space evolution implements the procedure to solve the SDE equation, which introduces the domain specific inductive bias into the model.

Weaknesses

- The model's training solely relies on a single reconstruction loss, which is atypical for stochastic latent variables. The absence of prior regularization with respect to latent space implies that the stochastic component added at each temporal step acts more like a sparsity regularization, as the model is trained to minimize the stochastic effect rather than explicitly capturing the physical dynamics. Apart from prediction accuracy, there is a lack of additional benchmarks to demonstrate the advantages of the stochasticity, such as prediction diversity. - When comparing the proposed niLES with deterministic Neural Network-based models, it should be noted that niLES introduces additional parameters $h_{\phi}$ and $g_{\theta}$ as well as more computational routes, potentially leading to an unfair comparison. The authors should showcase the model's performance while varying the magnitude of the Wiener process in Equation 15 and compare it to the scenario where the noise magnitude is zero. - The current evaluation protocol does not adequately assess the scalability of the model, particularly with respect to wave numbers. To address this limitation, the authors should exclude a certain range of wave numbers as test cases, enabling a more comprehensive evaluation of the model's scalability.

Questions

Q: It would be better if the authors could show the stochastic property in latent space brings diverse and valid results in the LES space.

Rating

6: Weak Accept: Technically solid, moderate-to-high impact paper, with no major concerns with respect to evaluation, resources, reproducibility, ethical considerations.

Confidence

3: You are fairly confident in your assessment. It is possible that you did not understand some parts of the submission or that you are unfamiliar with some pieces of related work. Math/other details were not carefully checked.

Soundness

3 good

Presentation

3 good

Contribution

3 good

Limitations

N/A

Reviewer GBgQ6/10 · confidence 3/52023-07-07

Summary

This submission proposed a data-driven method to learn a.closure model to simulate the results from DNS. The key part is a latent stochastic process by Neural SDE. And finally compute the Monte-Carlo approximation.

Strengths

1. The model treats the DNS as a stochastic process, instead of a deterministic process as in many previous works. 2. Empirical results indicate it performs well on Kolmogorov flow.

Weaknesses

1. The number of datasets is small. 2. It lacks recent deep learning-based methods as baselines.

Questions

1. Since the work treats DNS field as stochastic, why can you compute RMSE in the figure 3? 2. Why do you design a stochastic process on latent space, instead of directly on original field?

Rating

6: Weak Accept: Technically solid, moderate-to-high impact paper, with no major concerns with respect to evaluation, resources, reproducibility, ethical considerations.

Confidence

3: You are fairly confident in your assessment. It is possible that you did not understand some parts of the submission or that you are unfamiliar with some pieces of related work. Math/other details were not carefully checked.

Soundness

3 good

Presentation

3 good

Contribution

3 good

Limitations

See questions and weakness.

Reviewer SnNJ7/10 · confidence 4/52023-07-18

Summary

This paper targets learning turbulence closure models for RANS simulations via neural networks. The paper proposes to use a neural SDE on the latent space of a transformer to predict different samples from the distribution of the next state, and then compute an average over these. This process is unrolled and trained for a sequence of multiple steps.

Strengths

Overall, this is a good idea, and I'm not aware of a an NSDE being previously used in this form. Thus, I see the general direction of the paper and the promising approach as strong points.

Weaknesses

On the other hand, the paper targets a single, two dimensional Kolmogorov flow secnario as the only test case. In addition, only a single deterministic NN is compared to (plus an implicit LES solver). For this single data set, the paper is lacking a stable evaluation: multiple, differentily initialized models evaluated across multiple tests to obtain a stable result are not evaluated. In addition, NeurIPS is a very broad ML venue. Turbulence is definitively an exciting topic here, but even more important would be a broader evaluation, ideally with substantially different secnarios to show that the method has merit beyond turbulence. In its current form, I don't think that the results are sufficient for a NeurIPS paper. I see two ways to improve this aspect of the submission: either the authors focus their writing on the turbulence secnario (cf. below), and present multiple scenarios in this context, or non-turbulence cases are included to broaden the scope. A more stable evaluation with multiple models and tests should be included either way. This potentially also could help to show the benefits of the method more clearly. Right now the gains in terms of accuracy and the differences in the TKE spectrum seem to be mild. Additional cases could show areas where the approach gives larger improvements. In addition, I would also recommend that the authors include additional learned baselines. This is less crucial, but would nonetheless help to put the work into the context of previous methods at NeurIPS, ICLR & co. I also do want to mention two weak points in the writing. One is that I found the motivation (esp. L44) quite unintuitive: the "inductive bias of the LES field" is not very clear, and the summary implies this is "simply" a matter of choosing the right architecture. Things get clearer afterwards, but reading the paper front to back, I think this summarizing question is not helping a reader. The conclusions are also not a good fit with the rest of the paper: suddently, a transition is is made to generic chaotic systems. The whole previous paper targets a single specific scenario in the form of Kolmogorov turbulence, and presents a single set of results. Hence, this outlook is not supported by the content of the paper. I can understand that the authors have hopes that their method will at some point in the future generalize to other cases, but it should be made clear that this is an outlook. Rather, references to specific works where the authors see potential would be interesting to give here. Overall, I want to encourage the authors to continue their direction of work. Nonetheless, I find it difficult to directly argue for accepting this paper in its current form.

Questions

Which other, specific applications and scenarios do the authors see for their method?

Rating

7: Accept: Technically solid paper, with high impact on at least one sub-area, or moderate-to-high impact on more than one areas, with good-to-excellent evaluation, resources, reproducibility, and no unaddressed ethical considerations.

Confidence

4: You are confident in your assessment, but not absolutely certain. It is unlikely, but not impossible, that you did not understand some parts of the submission or that you are unfamiliar with some pieces of related work.

Soundness

3 good

Presentation

3 good

Contribution

2 fair

Limitations

Limitations are discussed briefly.

Reviewer hr9G2023-08-13

Thank you for the clarifications. I will remain with my assessment.

Reviewer SnNJ2023-08-19

Rebuttal

I’d like to thank the authors for the comments and the updated results. The cylinder case is very good to see! In terms of evaluation, I would encourage the authors to provide an averaged evaluation across multiple trained models (with different random seeds) for a final version. Nonetheless, I’d be happy to support an accept for this paper, and I’ve raised my score.

Authorsrebuttal2023-08-21

Thank you for the positive feedback. We will update the final version with the new dataset and expand the evaluation with multiple trained models initialized with random seeds.

Reviewer a9bB2023-08-20

Further questions

I appreciate the authors’ efforts to address my inquiries and share results related to neural ODE and the description of sample diversity. Having gone through the feedback provided by the authors, I have further questions regarding the results, particularly on the comparison to deterministic methods. (1) Concerning the training objectives, the introduced approach learns features in the latent space through VAE-like objectives. Yet, it outperforms deterministic methods when considering reconstruction error. This seems somewhat unexpected to me, given that a standard VAE often yields blurred results and struggles to retain high-quality details. (2) Referring to Figure 4, the deterministic NN (d) seems to generate a sharp output, but it concurrently leads to high-frequency artifacts. My impression is that these artifacts might be attributed more to specific model configurations and training issues rather than an inherent property of deterministic NNs. (3) When it comes to assessing the diversity of samples, how can one accurately evaluate their correctness beyond mere qualitative visualization?

Authorsrebuttal2023-08-20

Thank you for the positive comments regarding our responses and your thoughtful follow up questions. Please find our replies below, and let us know if you have any further questions. (1) We compare the reconstruction errors from long-term rollouts. For short-term rollouts (i.e., when the model is unrolled only 8 times, and that is identical to the setup during training) the deterministic approaches and our method yield similar reconstruction errors. In a nutshell, the closure model learns to correct the coarse solver. You have noted correctly that VAE-like objectives have been shown to have a ‘smoothing’ effect on the predictions, which also aids in generalization. However, in our method, the LES samples are not directly samples from the VAE, but rather the VAE-like samples form the fluctuations or corrections to the LES solver. Therefore, the smoothing effect of a VAE does not necessarily translate to the smoothing in the LES field samples (because we do not use those samples as the final output). In fact, we believe that the smoothing-like effect in the fluctuation-space, which dampens the overcorrection of deterministic methods, is crucial to preventing the unphysical energy buildup. This latter energy buildup prevents the highly chaotic system from retaining high-quality details and leads to loss of accuracy over the long term. (2) As you note correctly, the deterministic NN approaches maintain a sharp output over the short term, but over the long term this leads to instabilities and unphysical artifacts. The high-frequency artifacts are caused due to the unphysical build up of turbulent energy over time at the higher frequencies (see Fig 3 in the main paper). An extremely well-tuned deterministic NN might be able to attenuate those issues but such unphysical buildup would eventually lead to the simulation ‘blowing up’. This phenomenon is well known in computational fluid dynamics, and it is usually handled by incorporating a filtering stage that removes spurious high-frequency energy at each time-step (as is done in the Implicit LES). Such filtering is based on the spectral properties of the time-stepper, and it is tailored to remove only the spurious components, thus maintaining the high-accuracy of the solver in a stable manner. In an abstract level, we can argue that in our formalism the averaging of the fluctuations is analogous to such filtering. The inability to retain high-quality physical features precisely highlights the issues of treating the learning signal as a deterministic LES field. In other words, we view the better performance largely due to the probabilistic formalism of learning LES, which is now tractable through neural-SDE based modeling. (3) You have raised a good point: one possibility is to compute a large number of ‘nearby’ DNS trajectories, and filter them to LES fields. We can then use our samples to compare the generated distribution to the ensemble of the LES fields. While this is theoretically plausible, we need to overcome the challenge of computing nearby DNS trajectories and comparing high-dimensional distributions, which is computationally expensive. We agree that these comparisons would be fruitful directions to explore in future work.

Reviewer a9bB2023-08-21

(Updated) Thanks for your clarification

Thank you for your clarification. The discussion related to the short-term and long-term rollouts performance will be helpful for better accessing the method. I will update my score to 6.

Authorsrebuttal2023-08-21

Thank you for the positive feedback. We will update the final version with the discussion regarding the accuracy of short-term and long-term rollouts.

Reviewer GBgQ2023-08-20

Thanks for the authors' reply and new results. I think it solves my concerns well. I will keep my score.

Program Chairsdecision2023-09-21

Decision

Accept (poster)

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