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arXiv 1804.02480math.DS
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随机动力系统的数据驱动闭包

Data-driven closures for stochastic dynamical systems

Catherine Brennan, Daniele Venturi

摘要:

在本文中,我们开发了一个新的数据驱动的闭包近似方法来计算的统计性质的感兴趣的量在高维随机动力系统。新方法依赖于从样本路径或实验数据中估计条件期望,并且与底层相空间的维数无关。我们还解决了一个重要的问题,是否有足够的有用数据被注入到降阶模型管理的数量感兴趣。为此,我们开发了一种新的范式来衡量的数据的信息含量的基础上的数值解的双曲方程组。在非线性动力系统和从随机初态演化的系统生物学模型的应用中,证明了所提出的新方法的有效性。

英文摘要:

In this paper we develop a new data-driven closure approximation method to compute the statistical properties of quantities of interest in high-dimensional stochastic dynamical systems. The new method relies on estimating conditional expectations from sample paths or experimental data, and it is independent of the dimension of the underlying phase space. We also address the important question of whether enough useful data is being injected into the reduced-order model governing the quantity of interest. To this end, we develop a new paradigm to measure the information content of data based on the numerical solution of hyperbolic systems of equations. The effectiveness of the proposed new methods is demonstrated in applications to nonlinear dynamical systems and models of systems biology evolving from random initial states.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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