Proper states' representations are the key to the successful dynamics modeling of chaotic systems. Inspired by recent advances of deep representations in various areas such as natural language processing and computer vision, we propose the adaptation of the state-of-art Transformer model in application to the dynamical systems modeling. The model demonstrates promising results in trajectories generation as well as in the general attractors' characteristics approximation, including states' distribution and Lyapunov exponent.
In this article, we present data-driven reduced-order modeling for nonautonomous dynamical systems in multiscale media using Koopman operators. Different from the case of autonomous dynamical systems, the Koopman operator family of nonautonomous dynamical systems significantly depend on a time pair. In order to effectively estimate the time-dependent Koopman operators, a moving time window is used to decompose the snapshot data, and the extended dynamic mode decomposition method is applied to computing the Koopman operators in each local temporal domain. Many physical properties in multiscale …
We consider linear dynamical systems with quadratic output. We first define the two transfer functions, a single-variable and a multivariate one, that fully describe the dynamics of these special nonlinear systems. Then, using the samples of these two transfer functions, we extend the AAA algorithm to model linear systems with quadratic output from data.
In this paper we develop a kernel density estimation (KDE) approach to modeling and forecasting recurrent trajectories on a compact manifold. For the purposes of this paper, a trajectory is a sequence of coordinates in a phase space defined by an underlying hidden dynamical system. Our work is inspired by earlier work on the use of KDE to detect shipping anomalies using high-density, high-quality automated information system (AIS) data as well as our own earlier work in trajectory modeling. We focus specifically on the sparse, noisy trajectory reconstruction problem in which the data are (i) s…
Skolkovo Institute of Science and Technology（斯科尔科沃科学技术研究院）
The identification of nonlinear dynamics from observations is essential for the alignment of the theoretical ideas and experimental data. The last, in turn, is often corrupted by the side effects and noise of different natures, so probabilistic approaches could give a more general picture of the process. At the same time, high-dimensional probabilities modeling is a challenging and data-intensive task. In this paper, we establish a parallel between the dynamical systems modeling and language modeling tasks. We propose a transformer-based model that incorporates geometrical properties of the da…
The existence of multiple radial solutions to the elliptic equation modeling fermionic cloud of interacting particles is proved for the limiting Planck constant and intermediate values of mass parameters. It is achieved by considering the related nonautonomous dynamical system for which the passage to the limit can be established due to the continuity of the solutions with respect to the parameter going to zero.
The problems of causality, modeling, and control for chaotic, high-dimensional dynamical systems are formulated in the language of information theory. The central quantity of interest is the Shannon entropy, which measures the amount of information in the states of the system. Within this framework, causality is quantified by the information flux among the variables of interest in the dynamical system. Reduced-order modeling is posed as a problem related to the conservation of information in which models aim at preserving the maximum amount of relevant information from the original system. Sim…
The AAA algorithm has become a popular tool for data-driven rational approximation of single variable functions, such as transfer functions of a linear dynamical system. In the setting of parametric dynamical systems appearing in many prominent applications, the underlying (transfer) function to be modeled is a multivariate function. With this in mind, we develop the AAA framework for approximating multivariate functions where the approximant is constructed in the multivariate barycentric form. The method is data-driven, in the sense that it does not require access to full state-space model an…
Data Denoising and Derivative Estimation for Data-Driven Modeling of Nonlinear Dynamical Systems
School of Computer and Mathematical Sciences, The University of Adelaide（计算机与数学科学学院，阿德莱德大学）；Australian Institute for Machine Learning, The University of Adelaide（澳大利亚机器学习研究所，阿德莱德大学）；Department of Biomedical Engineering, Northwestern University（生物医学工程系，西北大学）
Efficient forward and inverse uncertainty quantification for dynamical systems based on dimension reduction and Kriging surrogate modeling in functional space
Deficiency of equation-finding approach to data-driven modeling of dynamical systems
School of Electrical, Computer and Energy Engineering, Arizona State University, Tempe, Arizona 85287, USA（电气、计算机与能源工程学院，亚利桑那州立大学）；School of Computing and Mathematical Sciences, University of Leicester, Leicester LE1 7RH, UK（计算与数学科学学院，莱斯特大学）；Department of Physics, Arizona State University, Tempe, Arizona 85287, USA（物理系，亚利桑那州立大学）
Dynamical systems are no strangers in wireless communications. Our story will necessarily involve chaos, but not in the terms secure chaotic communications have introduced it: we will look for the chaos, complexity and dynamics that already exist in everyday wireless communications. We present a short overview of dynamical systems and chaos before focusing on the applications of dynamical systems theory to wireless communications in the past 30 years, ranging from the modeling on the physical layer to different kinds of self-similar traffic encountered all the way up to the network layer. The …
In this paper, we consider modeling missing dynamics with a nonparametric non-Markovian model, constructed using the theory of kernel embedding of conditional distributions on appropriate Reproducing Kernel Hilbert Spaces (RKHS), equipped with orthonormal basis functions. Depending on the choice of the basis functions, the resulting closure model from this nonparametric modeling formulation is in the form of parametric model. This suggests that the success of various parametric modeling approaches that were proposed in various domains of applications can be understood through the RKHS represen…
Texas A&M University – Corpus Christi（得克萨斯农工大学科珀斯克里斯蒂分校）；Clarkson University（克拉克森大学）
Classical methods of solving spatiotemporal dynamical systems include statistical approaches such as autoregressive integrated moving average, which assume linear and stationary relationships between systems' previous outputs. Development and implementation of linear methods are relatively simple, but they often do not capture non-linear relationships in the data. Thus, artificial neural networks (ANNs) are receiving attention from researchers in analyzing and forecasting dynamical systems. Recurrent neural networks (RNN), derived from feed-forward ANNs, use internal memory to process variable…
Linear projection schemes like Proper Orthogonal Decomposition can efficiently reduce the dimensions of dynamical systems but are naturally limited, e.g., for convection-dominated problems. Nonlinear approaches have shown to outperform linear methods in terms of dimension reduction versus accuracy but, typically, come with a large computational overhead. In this work, we consider a quadratic reduction scheme which induces nonlinear structures that are well accessible to tensorized linear algebra routines. We discuss that nonintrusive approaches can be used to simultaneously reduce the complexi…
We study the use of feedforward neural networks (FNN) to develop models of nonlinear dynamical systems from data. Emphasis is placed on predictions at long times, with limited data availability. Inspired by global stability analysis, and the observation of the strong correlation between the local error and the maximum singular value of the Jacobian of the ANN, we introduce Jacobian regularization in the loss function. This regularization suppresses the sensitivity of the prediction to the local error and is shown to improve accuracy and robustness. Comparison between the proposed approach and …
Dynamic mode decomposition (DMD) has emerged as a popular data-driven modeling approach to identifying spatio-temporal coherent structures in dynamical systems, owing to its strong relation with the Koopman operator. For dynamical systems with external forcing, the identified model should not only be suitable for a specific forcing function but should generally approximate the input-output behavior of the underlying dynamics. A novel methodology for modeling those classes of dynamical systems is proposed in the present work, using wavelets in conjunction with the input-output dynamic mode deco…
A simple discrete planar dynamical model for the ideal (logical) R-S flip-flop circuit is developed with an eye toward mimicking the dynamical behavior observed for actual physical realizations of this circuit. It is shown that the model exhibits most of the qualitative features ascribed to the R-S flip-flop circuit, such as an intrinsic instability associated with unit set and reset inputs, manifested in a chaotic sequence of output states that tend to oscillate among all possible output states, and the existence of periodic orbits of arbitrarily high period that depend on the various intrins…
An analytical study of dynamical properties of a semiconductor laser with optical injection of arbitrary polarization is presented. It is shown that if the injected field is sufficiently weak, then the laser has nine equilibrium points, however, only one of them is stable. Even if the injected field is linearly polarized, six of the equilibrium points have a state of polarization that is elliptical. Dependence of the equilibrium points on the injected field is described, and it is shown that as the intensity of the injected field increases, the number of equilibrium points decreases, with only…
We present a data-driven nonintrusive model order reduction method for dynamical systems with moving boundaries. The proposed method draws on the proper orthogonal decomposition, Gaussian process regression, and moving least squares interpolation. It combines several attributes that are not simultaneously satisfied in the existing model order reduction methods for dynamical systems with moving boundaries. Specifically, the method requires only snapshot data of state variables at discrete time instances and the parameters that characterize the boundaries, but not further knowledge of the full-o…
In this paper, we introduce a novel modeling framework for incorporating fear of infection and frustration with social distancing into disease dynamics. We show that the resulting SEIR behavior-perception model has three principal modes of qualitative behavior---no outbreak, controlled outbreak, and uncontrolled outbreak. We also demonstrate that the model can produce transient and sustained waves of infection consistent with secondary outbreaks. We fit the model to cumulative COVID-19 case and mortality data from several regions. Our analysis suggests that regions which experience a significa…
Stability analysis plays a crucial role in studying the behavior of dynamical systems with theoretical and engineering applications. Among various kinds of stability, the stability of equilibrium points is of the greatest importance which is mainly studied by Lyapunov's stability theory. This theory requires finding a function with specified properties. Except for a few simple examples, there is no straightforward constructive algorithm to find a Lyapunov function for an arbitrary dynamical system. The goal of this work is proposing a simple yet effective way to approximate this function using…
