Data-based reduced-order modeling of nonlinear two-time-scale processes

Abstract

This work focuses on data-based reduced-order modeling of nonlinear processes that exhibit time-scale multiplicity. Using time-series data from all the state variables of a nonlinear process, an approach that involves nonlinear principal component analysis and neural network function approximators is employed to identify the fast and slow process state variables as well as compute a nonlinear slow manifold function approximation in which the fast variables are “slaved” in terms of the slow variables. Subsequently, a nonlinear sparse identification approach is employed to calculate a dynamic model of nonlinear first-order ordinary differential equations that describe the temporal evolution of the slow process states. The method is applied to two chemical process examples, and the advantages of the proposed method over using only sparse identification for the original two-time-scale process are discussed. The approach can be thought of as a data-based analogue of the classical singular perturbation modeling of two-time-scale processes where explicit time-scale separation is assumed (and expressed in terms of a small positive parameter ε multiplying the time derivative of the fast states), and the reduced-order slow subsystem is calculated analytically.