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arXiv 2201.05193cs.LGcs.NAmath.DSmath.NA
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“下一代”储备池计算:时间步进形式的动力学方程的经验数据驱动表达式

`Next Generation' Reservoir Computing: an Empirical Data-Driven Expression of Dynamical Equations in Time-Stepping Form

Cooperative Institute for Research in Environmental Sciences(环境科学合作研究所);University of Colorado Boulder(科罗拉多大学博尔德分校);Physical Sciences Laboratory(物理科学实验室);National Oceanic and Atmospheric Administration(美国国家海洋和大气管理局);University of California San Diego(加利福尼亚大学圣迭戈分校)

Tse-Chun Chen, Stephen G. Penny, Timothy A. Smith, Jason A. Platt

摘要:

应用基于非线性向量自回归(NVAR)的下一代储备池计算来模拟简单的动态系统模型,并与数值积分方案(例如Euler和$2^\text{nd}$阶龙格库塔)进行比较。结果表明,NVAR仿真器可以被解释为一个数据驱动的方法,用于恢复的数值积分方案,产生的数据。它还表明,该方法可以扩展到直接从数据产生高阶数值方案。在训练集中的噪声和时间稀疏的存在的影响,进一步检查,以衡量这种方法的潜在用途更现实的应用。

英文摘要:

Next generation reservoir computing based on nonlinear vector autoregression (NVAR) is applied to emulate simple dynamical system models and compared to numerical integration schemes such as Euler and the $2^\text{nd}$ order Runge-Kutta. It is shown that the NVAR emulator can be interpreted as a data-driven method used to recover the numerical integration scheme that produced the data. It is also shown that the approach can be extended to produce high-order numerical schemes directly from data. The impacts of the presence of noise and temporal sparsity in the training set is further examined to gauge the potential use of this method for more realistic applications.

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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