Dataset Information

Scientific multi-agent reinforcement learning for wall-models of turbulent flows.

ABSTRACT: The predictive capabilities of turbulent flow simulations, critical for aerodynamic design and weather prediction, hinge on the choice of turbulence models. The abundance of data from experiments and simulations and the advent of machine learning have provided a boost to turbulence modeling efforts. However, simulations of turbulent flows remain hindered by the inability of heuristics and supervised learning to model the near-wall dynamics. We address this challenge by introducing scientific multi-agent reinforcement learning (SciMARL) for the discovery of wall models for large-eddy simulations (LES). In SciMARL, discretization points act also as cooperating agents that learn to supply the LES closure model. The agents self-learn using limited data and generalize to extreme Reynolds numbers and previously unseen geometries. The present simulations reduce by several orders of magnitude the computational cost over fully-resolved simulations while reproducing key flow quantities. We believe that SciMARL creates unprecedented capabilities for the simulation of turbulent flows.

SUBMITTER: Bae HJ

PROVIDER: S-EPMC8931082 | biostudies-literature | 2022 Mar

REPOSITORIES: biostudies-literature

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Publications

Scientific multi-agent reinforcement learning for wall-models of turbulent flows.

Bae H Jane HJ Koumoutsakos Petros P

Nature communications 20220317 1

The predictive capabilities of turbulent flow simulations, critical for aerodynamic design and weather prediction, hinge on the choice of turbulence models. The abundance of data from experiments and simulations and the advent of machine learning have provided a boost to turbulence modeling efforts. However, simulations of turbulent flows remain hindered by the inability of heuristics and supervised learning to model the near-wall dynamics. We address this challenge by introducing scientific mul ...[more]

PMID: 35301284

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Project description:Financial portfolio management (PM) is one of the most applicable problems in reinforcement learning (RL) owing to its sequential decision-making nature. However, existing RL-based approaches rarely focus on scalability or reusability to adapt to the ever-changing markets. These approaches are rigid and unscalable to accommodate the varying number of assets of portfolios and increasing need for heterogeneous data input. Also, RL agents in the existing systems are ad-hoc trained and hardly reusable for different portfolios. To confront the above problems, a modular design is desired for the systems to be compatible with reusable asset-dedicated agents. In this paper, we propose a multi-agent RL-based system for PM (MSPM). MSPM involves two types of asynchronously-updated modules: Evolving Agent Module (EAM) and Strategic Agent Module (SAM). An EAM is an information-generating module with a Deep Q-network (DQN) agent, and it receives heterogeneous data and generates signal-comprised information for a particular asset. An SAM is a decision-making module with a Proximal Policy Optimization (PPO) agent for portfolio optimization, and it connects to multiple EAMs to reallocate the corresponding assets in a financial portfolio. Once been trained, EAMs can be connected to any SAM at will, like assembling LEGO blocks. With its modularized architecture, the multi-step condensation of volatile market information, and the reusable design of EAM, MSPM simultaneously addresses the two challenges in RL-based PM: scalability and reusability. Experiments on 8-year U.S. stock market data prove the effectiveness of MSPM in profit accumulation by its outperformance over five different baselines in terms of accumulated rate of return (ARR), daily rate of return (DRR), and Sortino ratio (SR). MSPM improves ARR by at least 186.5% compared to constant rebalanced portfolio (CRP), a widely-used PM strategy. To validate the indispensability of EAM, we back-test and compare MSPMs on four different portfolios. EAM-enabled MSPMs improve ARR by at least 1341.8% compared to EAM-disabled MSPMs.

Dataset Information

Scientific multi-agent reinforcement learning for wall-models of turbulent flows.

Publications

Scientific multi-agent reinforcement learning for wall-models of turbulent flows.

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