2022 - Physics-Constrained Deep Learning of Nonlinear Normal Modes of Spatiotemporal Fluid Flow Dynamics
2022 - Physics-Constrained Deep Learning of Nonlinear Normal Modes of Spatiotemporal Fluid Flow Dynamics
2022 - Physics-Constrained Deep Learning of Nonlinear Normal Modes of Spatiotemporal Fluid Flow Dynamics
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AFFILIATIONS
Department of Mechanical Engineering-Engineering Mechanics, Michigan Technological University, Houghton,
Michigan 49931, USA
a)
Electronic mail: [email protected]
b)
Author to whom correspondence should be addressed: [email protected]
ABSTRACT
In this study, we present a physics-constrained deep learning method to discover and visualize from data the invariant nonlinear normal
I. INTRODUCTION POD, perhaps the most widely studied approach for mode
The existence of large-scale coherent structures in fluid flows has decomposition of fluid dynamics,5–9 performs a linear transformation
been observed despite fluids being highly complex, high-dimensional of the physical coordinates based on the energy norm, and the result-
dynamical systems.1 Therefore, discovering proper coordinates or ing modes are ranked according to the energy content. However, it
modes enables understanding and characterization of complex dynamic becomes ineffective when considerable nonlinearity is present such as
features of fluid flows exhibiting highly nonlinear phenomena, which is a flow with a high Reynolds number (HRN).10 Also, POD only
essential for many applications in system identification,2 modal analy- involves a spatial transformation, which captures spatial patterns in
sis,3 and system control.4 Specifically, these characteristic modes are able the original flow fields without explicitly considering the temporal
to (i) reveal the hidden structures of flow fields for an improved under- dynamics. As an example, if the temporal order of snapshots used for
standing of the flow physics and (ii) represent the flow in a reduced- deriving POD modes is not preserved, it will not affect derived POD
dimensional modal space, enabling the construction of a reduced-order modes as POD operation only takes snapshots as samples and does
model. To perform mode decomposition and identification of fluid not take into account their temporal order. Additionally, since this
dynamics, many methods have been developed, most representative method uses the Singular Value Decomposition (SVD) method, it
being proper orthogonal decomposition (POD) and Koopman operator cannot efficiently handle invariances in data, such as transitional or
or its approximation, e.g., dynamic mode decomposition (DMD). rotational invariances of low-rank objects embedded in fluid flow.1
As a result, the POD modes potentially lose temporal dynamic features In this study, we explore the invariance properties of NNMs and
of the flow. POD–Galerkin is a reduced order modeling (ROM) for non- present a holistic physics-constrained deep learning framework to (1)
linear dynamical systems, which approximates the state vector with the discover and visualize the NNMs from data to reveal the spatiotempo-
finite sum of POD modes, but it is subject to some limitations including ral dynamics of the fluid flow potentially containing strong nonlinear-
instability and computational efficiency.1,11 Recently, by leveraging the ity and (2) leverage the identified NNMs subspace for predictive
unprecedented nonlinear modeling capability of machine/deep learning modeling of the nonlinear flow fields. Specifically, we devise a NNM-
techniques for flow fields5,10,12–22 presented a nonlinear mode decompo- physics-constrained convolutional autoencoder (CNN-AE) integrated
sition of a flow around a circular cylinder at RD ¼ 100 by using a convo- with a multi-temporal-step dynamics prediction block to learn the
lutional autoencoder (CNN-AE), where latent fields contain series of nonlinear modal transformation functions, the NNMs containing the
POD modes to ensure mode decomposition. However, as with POD, spatiotemporal dynamics of the flow, and long-time future-state pre-
the temporal dynamics of the flow was not explicitly considered therein. diction of the flow fields, simultaneously. We investigate the perfor-
In this work, we aim to retain both spatial patterns and the associated mance of the presented method, with comparisons with POD and
temporal dynamics in the discovered modes of the flow. Koopman-based method, in studying the flows around circular cylin-
Koopman operator23–25 is able to discover both modes and the der for different regimes including low and high Reynolds numbers
associated modal dynamics of flow fields.3,25–34 With a proper mea- streams.
surement (coordinate transformation) function which can be nonlin- Distinctions are observed between the presented method and rel-
ear, the Koopman operator enables linearization of any nonlinear evant work. One approach to discovering dynamical systems from
systems in a new infinite-dimensional space, where the nonlinear data is to use the sparse identification of the nonlinear dynamics
dynamics can be represented by a linear superposition of infinite- (SINDy) algorithm. The SINDy algorithm is capable of identifying a
dimensional modes. The challenge of this method, however, is obtain- governing equation from time-discretized data as well as identifying
ing the measurement function that transforms nonlinear dynamics to dominant terms from a large set of possibilities.2,59 SINDy-based
a new coordinate space where the underlying dynamics can be approx- methods (in particular, Refs. 60 and 61) are closely related to our
imately represented linearly. Also, the required dimension of the new NNMs-embedded deep learning (DL) framework as both learn/
coordinate space is difficult to determine in advance because it should identify a mathematical model from data to represent the observed
be infinite in theory. DMD was proposed35 as a numerical approxima- dynamics. However, two significant differences are observed. First,
tion to the Koopman spectral analysis and successfully applied to these two frameworks have different levels of requirements on prior
pressure, and velocity, and the outputs are orthogonal modes repre- evolution and the system state remains on that manifold all the time).
senting the dominant spatial features of the flow: Derivation of the function G in our case can be treated as an invariant
X manifold-based reduced-order modeling approach since we identify
zðf; tÞ z ðfÞ ¼ aj ðtÞ/j ðfÞ; (1) this function in the latent/modal space, where a few coordinates
j contain/capture the most pertinent information about the dynamical
where z ðfÞ is the temporal mean of the flow field and /j ðf; tÞ and aj system. By its invariance properties45,46 and nonlinear mapping,
are modes and expansion coefficients, respectively.3 POD has shown NNMs are able to (1) capture and reveal the highly nonlinear spatio-
good performance for fluid systems that are not highly nonlinear and temporal dynamics in the fluid flow and (2) span the generally lowest-
allows reconstruction of the flow fields with a linear superposition of dimensional subspace to capture nonlinear dynamics.57,58
only a few dominant modes. However, the POD modes do not explic- Finding the analytical functions for both Koopman operator and
NNMs method is extremely challenging, if not impossible, especially
itly retain the temporal dynamics of the fluid flow because POD
when the governing equation is (partially) unknown. In Sec. III, we
mainly involves a spatial transformation with capturing spatial pat-
introduce a physics-constrained deep learning framework to discover/
terns in the original flow fields. Its performance will be investigated as
identify NNMs and the associated intrinsic modal coordinates that
a comparison with the proposed method in Sec. IV.
capture the underlying nonlinear dynamics of the fluid flow from data
only. The framework is flexible to allow integration of the physics con-
B. Koopman operator and nonlinear normal modes straints of Koopman operator, and the corresponding method for
(NNMs) learning Koopman modes is developed in the same manner and com-
The observed dynamics of flow fields can be expressed in the dis- pared with NNMs in Sec. IV.
crete space and time as follows:
III. PHYSICS-CONSTRAINED DEEP LEARNING
z kþ1
¼ Fðz Þ;k
(2) FRAMEWORK TO DISCOVER NONLINEAR NORMAL
MODES (NNMs) OF FLUID FLOWS
where z 2 R denotes the vector field measurements, superscript k
n
We devise NNMs-physics-constrained CNN-AE which (1)
stands for the time step, and F represents the dynamics of the system approximates nonlinear normal modal transformation through deep
which maps current field to next field forward in time. In this work, neural networks with loss functions about NNMs to enforce them to fol-
where lNNM is the overall loss function for NNM-CNN-AE and latent coordinates, the decoder should transform them back to
lrec ; lcorr ; levol , and lprd are reconstruction in original coordi- the original coordinates by minimizing jjzkþ1 #1 ðGð#ðzk ÞÞÞjj,
nates, independence between modal coordinates, evolution (dynamics) or generally for multiple-time-step prediction, lprd ¼ jjzkþm
in latent space, and prediction in original coordinates, respectively, #1 ðGðGðG…ð#ðzk ÞÞÞÞÞjj.
which have been expressed in detail as below:
During the implementation, different weights (hyper-parameters in
1. Encoder block to identify forward and inverse nonlinear coordi- Table I) are assigned to these loss terms comprising the overall loss
nate transformation functions (lrec ). The first loss is reconstruc- function to be minimized.
tion to enforce our NNM-CNN-AE to reconstruct the original
coordinates by the transformed latent intrinsic coordinates; this
C. Koopman-physics-constrained CNN-AE
is implemented by minimizing lrec ¼ jjzk #1 ð#ðzk ÞÞjj. z is
the input coordinates (velocity or vorticity) and the superscript k The performance of the proposed NNM-CNN-AE is compared
FIG. 2. Architecture of our physics-constrained CNN-AE. (a) The overall framework consists of a CNN-AE that encodes original coordinates of flow Zt into intrinsic coordinates
ut using / ¼ #ðzÞ and then decodes them back to original coordinates by z ¼ #1 ð/Þ. There are additional physics-based constraints that can be applied to the intrinsic
coordinates / to enable them to be translated to desired modal coordinates. (b) In addition, we implement a dynamics block (G/K), which advances intrinsic coordinates for-
ward in time and enforces the equivalence between encoding the next original coordinates and advancing current intrinsic coordinates forward. This allows us to ensure the
dynamics of the system remain in the identified intrinsic coordinates. (c) By combining encoder, dynamics block, and decoder orderly, we are able to determine intrinsic coordi-
nates for enabling future flow fields prediction. It should be noted that decoder is not exactly the inverse function of encoder, but, we try to approximate it as much as possible
through reconstruction loss function. (d) Encoder block (blue) contains convolutional layers with kernel size 3 3 and maxpooling layers with a pool size 2 2. (e) Decoder
block (green) contains convolutional layers with a kernel size 3 3 and upsampling layers with size 2 2.
four perception layers, each with 256 neurons. Each model performs mapping), and these intrinsic coordinates represent the Koopman
the following tasks. modal coordinates, which are independent of each other (using
lcorr ).
1. Encoder It should be noted that all of the three models are trained simul-
taneously, meaning that all weights are shared and modified during
The objective of this model is to convert the original coordi- the training phase. The activation functions used for the layers in
nates into modal coordinates (forward modal transformation). The NNM-CNN-AE are all nonlinear as we are seeking nonlinear modal
output of the encoder is the latent modal coordinates, and these transformations as well as nonlinear mapping for the flow dynamics
coordinates will then be passed through the dynamics block/ potentially containing strong nonlinearity. Among different nonlinear
decoder. As presented in Figs. 2(a)–2(c), the convolutional layer activation functions, we use the “Tanh” activation function for convo-
extracts the spatiotemporal features of the flow field, while the pool- lutional layers in encoder and decoder blocks for both NNMs and
suggest fixing the reconstruction loss weight and prediction loss weight (nonlinear), while the trajectory plot of POD modes is circular [Fig. 3].
and tune the correlation loss weight and evolution loss weight using a These results suggest that the identified NNMs are able to reveal the
from-coarse-to-fine grid search. As for the architecture, a more nonlinear physics behind the flow in the laminar regime better com-
strongly nonlinear dynamic regime generally needs a larger architec- pared to the linear method POD. These nonlinear spatiotemporal fea-
ture of neural network (with more layers and units in each layer) with tures captured by NNMs are also beneficial to the reduced-order
more capacity to represent and identify the stronger nonlinearity. For reconstruction and prediction of the flow field potentially containing
flow with high Reynolds number and transient flow regimes, the nonlinearity, as detailed in the following.
model training is conducted on a supercomputer of 24 computation We further evaluate the efficiency and accuracy of NNM-CNN-
nodes (ThetaGPU) at Argonne Leadership Computing Facility. Each AE compared with the linear method POD and Koopman operator in
node has two AMD Rome 64-core CPUs and eight NVIDIA A100 terms of the reconstruction and prediction of flow fields (i.e., velocity
GPUs with 320 GB GPU Memory. and vorticity) using their identified modes, respectively. To compare
POD and NNMs methods, the same number or dimension of the
IV. RESULTS AND DISCUSSION identified modal coordinates is used for (1) reconstruction of the flow
We study the performance of the proposed method on the flow field and (2) prediction for a time window which covers over six cycles.
past a circular cylinder for the laminar steady flow with low Reynolds The presented results are from using four identified modal coordinates
number (LRN) (RD ¼ 100), transient flow with Reynolds number for each approach (NNMs/POD), respectively.
ranging from 100 to 110, and a high Reynolds number (RD ¼ 1000), The reconstruction using a linear superposition [Eq. (1)] of four
respectively. identified POD modes [Fig. 4(b)] and a nonlinear combination of four
identified NNMs [Fig. 4(c)] are presented in Figs. 5(a) and 5(b),
A. Laminar regime: Low Reynolds number (LRN) respectively. The spatial least squares errors (L2 errors) between recon-
We first consider a flow past the cylinder with a Reynolds num- structed and real flow fields are depicted in the middle column five,
ber RD ¼ 100 in steady state. It produces vortex shedding in the wake whereas the reconstructed time history of a physical point in the flow
after the cylinder known as Karman vortex street. The governing equa- field compared with real data is in the right column. The mean
tions are the incompressible continuity and Navier–Stokes (NS) squared error (MSE) of the spatial flow is in order 105 , whereas this
equations: error has an order of 104 in the POD method (Table II). Also, time-
history reconstruction of the selected point with NNMs has better
FIG. 4. Mode decomposition of the streamwise velocity field with POD and NNM-CNN-AE. (a) Original streamwise velocity spatial- and time-domain flow field. Mid- and right
columns: instantaneous frequency and time history of a selected spatial point in the flow, respectively. (b) Identified POD modes (shown the first four) with instantaneous fre-
quency and time history. (c) Identified NNMs (shown the first four) with instantaneous frequency and time history by the presented NNM-CNN-AE.
modes [Fig. 7(a), as also reported in Table III]. As seen in Fig. 7(c) and fv D
Su ¼ ; (9)
Table III, the proposed NNM-CNN-AE also shows accurate recursive U1
prediction of both the spatial- and time-transverse velocity field.
where fv, U1 , and D are the vorticity main frequency, free stream
velocity, and diameter of cylinder, respectively. However, the vorticity
3. Vorticity
contains other higher-frequency components (modes) which should
We apply the proposed NNM-CNN-AE to study the vortex be considered for modeling this phenomenon accurately. In this stud-
shedding which takes place after the cylinder wake. The dimensionless ied case, the vorticity has multiple temporal frequencies, as illustrated
Strouhal number, Sr is commonly used as an indicator of the domi- in Fig. 8(a). Since a vorticity is a curl of velocity vectors, its two domi-
nant shedding frequency: nant modes have the same frequencies as within a velocity field. The
modal decomposition by POD and NNM-CNN-AE is illustrated in
Figs. 8(b) and 8(c), respectively. Both methods individually decompose
TABLE II. MSE of reconstruction and prediction (NNM only) of streamwise velocity the vorticity into two pairs of conjugated modes. Higher modes can be
field in both spatial and time domains by POD and NNM-CNN-AE.
visualized both in time domain and spatial domain where there are
larger wavenumbers for the higher-frequency modes. In Fig. 8(c), we
Spatial domain Time domain also observe the distorted nonlinear spatial and temporal fields in the
Reconstruction Prediction Reconstruction Prediction identified NNM modes, indicating that more nonlinear dynamics of
the vorticity is captured by the proposed NNM-CNN-AE method.
POD 2.12 104 3.52 104 Similarly, to study the benefit of the captured nonlinear dynamics
NNM 2.92 105 2.84 105 8.72 106 1.37 105 of the vorticity in the identified NNMs in representing the vorticity
field, in the same fashion with the velocity fields, we compare the
FIG. 6. Mode decomposition of the transverse velocity field with POD and NNM-CNN-AE. (a) Original transverse velocity spatial- and time-domain flow field. Mid- and right col-
umns: instantaneous frequency and time history of a selected spatial point in the flow, respectively. (b) Identified POD modes (shown the first four) with instantaneous fre-
quency and time history. (c) Single-mode reconstruction of NNM modes (shown the first four) with instantaneous frequency and time history.
performance of the POD and NNM-CNN-AE in reconstructing vor- consistent with the reconstruction error, suggesting the robustness of
ticity fields using the same number of modes (four POD modes and NNM-CNN-AE in capturing the nonlinear dynamics of the vorticity.
four NNMs, respectively). The POD- and NNMs-reconstructed vor-
ticity fields are shown in Figs. 9(a) and 9(b), respectively, and the 4. Koopman analysis and comparisons with NNMs
reconstruction errors are reported in Table IV. Clearly, NNMs’ recon-
struction of the vortex shedding is more accurate than POD: in spatial We investigate and compare the performance of the Koopman
domain, the error is in the order of 102 with the POD method com- operator in the CNN-AE framework and present the vorticity field
pared to order of 104 with NNMs, whereas in time domain, it is 101 case in this section, in terms of reconstruction and prediction of the
with POD compared to 104 with NNMs. Accurate prediction of the vorticity using the identified Koopman modes. Figure 10 and Table V
vorticity field both in the spatial and time domains using NNM-CNN- present the performance for three different numbers of Koopman
AE is also observed in Fig. 9(c). Interestingly, the prediction error is modes, compared with POD and NNM-CNN-AE methods. It is seen
that Koopman-CNN-AE has similar accuracy to POD in the spatial
domain with the same number of latent space (four modal coordi-
TABLE III. MSE of reconstruction and prediction (NNM only) of transverse velocity nates). As the number of Koopman modes increases to 6, the accuracy
field in both spatial and time domains for POD and NNM-CNN-AE. increases in both time and spatial domains, whereas eight modal coor-
dinates reduce the reconstruction error significantly. However, NNM-
Spatial domain Time domain CNN-AE using only four NNM modes achieves the best accuracy
Reconstruction Prediction Reconstruction Prediction compared to POD and Koopman methods. This is because the nonlin-
earity is captured in all the NNM-CNN-AE blocks with the invariance
POD 0.0011 0.0043 properties of NNMs embedded in the loss function: the encoder block
NNM 9.30 106 1.48 105 1.003 105 2.69 105 is nonlinear, ensuring nonlinear modal transformation; the dynamics
block is also nonlinear, embedded the physics of the system; and the
FIG. 8. Mode decomposition of the vorticity velocity field with POD and NNM-CNN-AE. (a) Original vorticity spatial- and time-domain flow field. Mid- and right columns: instan-
taneous frequency and time history of a selected spatial point in the flow, respectively. (b) Identified POD modes (shown the first four) with instantaneous frequency and time
history. (c) Single-mode reconstruction of NNM modes (shown the first four) with instantaneous frequency and time history.
nonlinear decoder block transfers the nonlinear modal space back to The reconstruction, prediction, and identified NNM modes of
the physical flow space. the flow are presented in Fig. 11. As seen in Fig. 11(d), the NNMs
contain the nonlinear spatial and temporal features of the HRN flow.
B. High Reynolds number (HRN) stream This is also visualized in the phase portrait in the modal coordinates
of the first and second modes of POD and NNMs, respectively, where
We also study the performance of the NNM-CNN-AE method
the NNMs curve is more distorted, whereas the trajectory curve of
applied to a high Reynolds number flow past a cylinder, containing
POD modes is circular [Fig. 3]. Figure 11(a) shows the reconstruction
irregular fluctuations and patterns. The spatial domain of the flow
using the first four POD modes. As it can be seen the error is
consists of n ¼ 154 by m ¼ 78 grid points and the cylinder center is
significant in both spatial and time domains, indicating that
located in ðm=3; m=2Þ. The Reynolds number is RD ¼ 1000, and the
POD has failed in capturing the flow with this number of modes (see
steady state regime is considered with 10 000 snapshots and a 0.4-s
Table VI). On contrast, NNM-CNN-AE using the same number of
time steps. The numerical simulation is done using Julia,64 and we pre-
modes, i.e., four NNM modes, has represented this HRN stream
sent the streamwise flow case only.
accurately with quiet small errors in both reconstruction and predic-
tion. The results indicate that the proposed NNM-CNN-AE has
TABLE IV. MSE of reconstruction and prediction (NNM only) of the vorticity field in promising ability to capture and represent the HRN flow, while POD
both spatial and time domains for POD and NNM-CNN-AE. performance deteriorates while increasing Reynolds number or being
in transient regime.
Spatial domain Time domain
C. Transient flow
Reconstruction Prediction Reconstruction Prediction
We apply the NNM-CNN-AE method to study transient flow
POD 0.0275 0.1092 over a cylinder in the range of ½100; 110, which is considered to be
NNM 5.104 104 5.05 104 1.73 104 2.91 104 laminar flow, to understand the nonlinear representation of the
flow for the given regime. It is generated on a 50-s time horizon.
TABLE V. MSE of reconstruction and prediction of the vorticity field in both spatial and time domains for POD, Koopman (KPM)-CNN-AE, and NNM-CNN-AE.
We found that across different spatial locations of the whole spatial frequency. Therefore, all the latent modal coordinates have the same
domain, the flow mostly oscillated with its fundamental frequency as temporal frequency.
shown in its wavelet spectra [Fig. 12(e)] where the higher frequency The identified spatial NNMs of the transient flow are seen to con-
is not dominant for the spatial points which oscillate with this tain considerable nonlinear features, as illustrated in Fig. 12(d).
In terms of reconstruction performance, the POD reconstruction required for reconstruction for different flow regimes and flow fields,
using four POD modes [Fig. 12(a)] fails in capturing the physics respectively. The percentage of the total energy that the first two
behind this transient flow. Using the same number of four NNM modes of POD and NNMs, respectively, contain for different flows is
modes, on the other hand, NNM-CNN-AE provide both accurate presented in Table VIII, indicating that NNMs’ fundamental modes
reconstruction and prediction with considerably less error than that of contain a quite high level of total energy, while POD’s fundamental
POD [see Figs. 12(b), 12(c), and Table VII]. modes contribute considerably less energy as the flow complexity
increases from LRN steady state flow to transient or HRN steady state
D. Energy distribution analysis of POD modes flow conditions. This is consistent with the results in Sec. IV A 1–3, B,
and NNMs and C that the identified NNMs contain significant more nonlinear
In this section, we further analyze the energy distribution of POD dynamics features of the flow than POD. On contrast, analyzing the
modes and NNMs, and the number of POD modes and NNMs normalized energy of various flow fields vs POD modes in Fig. 13,
TABLE VI. MSE of reconstruction and prediction (NNM only) of the HRL streamwise V. CONCLUSIONS
velocity field in both spatial and time domains for POD and NNM-CNN-AE.
In this study, we explore the physics of nonlinear normal modes
Spatial domain Time domain (NNMs) and develop a holistic physics-constrained deep learning
framework for mode decomposition and data-driven predictive
Reconstruction Prediction Reconstruction Prediction modeling of fluid flow fields. We construct an NNMs-physics-
constrained convolutional autoencoder (NNM-CNN-AE) which (1)
POD 0.0067 0.86 approximates the nonlinear normal modal transformation through
NNM 2.71 108 2.85 108 3.57 105 5.64 105 deep neural networks with loss functions about the constraints related
to NNMs to discover and visualize the NNMs and the associated
modal coordinates of the flow potentially containing strong nonlinear-
TABLE VII. MSE of reconstruction and prediction (NNM only) of the transient stream- ity and (2) leverages the identified low-dimensional NNMs subspace
wise velocity field in both spatial and time domains for POD and NNM-CNN-AE. through embedding the multi-step prediction in a temporal dynamics
block for data-driven predictive modeling of the nonlinear flow fields.
Spatial domain Time domain For testing cases, we apply the developed method to analyze dif-
Reconstruction Prediction Reconstruction Prediction ferent flow regimes over a cylinder, including laminar flows with low
Reynolds number in transient and steady (RD ¼ 100) states and a
POD 0.0019 0.309 HRN flow (RD ¼ 1000), respectively. The results indicate that the iden-
NNM 1.09 108 1.24 108 2.26 104 3.96 104 tified NNMs are able to reveal the nonlinear spatiotemporal dynamics
of these flows more acurrately and efficiently compared to the linear
POD modes. Using the identified NNM modes (only four modes),
TABLE VIII. First two POD/NNMs modes contribution in terms of energy in recon- NNM-CNN-AE achieves the best accuracy with orders of magnitude
struction of various flow fields and regimes. smaller errors for reduced-order reconstruction and long-time futur-
e-state prediction of these velocity and vorticity flow fields, compared to
LRN LRN HRN the POD and Koopman-CNN-AE methods using the same number or
streamwise transverse LRN LRN streamwise dimension of the modes, suggesting the benefits of the nonlinear spatio-
velocity velocity vorticity transient flow temporal dynamics features captured by NNMs. An analysis of the
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