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arXiv 2407.00568cs.LGcs.AI
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分而治之:使用多步惩罚神经常微分方程学习混沌动力系统

Divide And Conquer: Learning Chaotic Dynamical Systems With Multistep Penalty Neural Ordinary Differential Equations

Pennsylvania State University(宾夕法尼亚州立大学);Lawrence Livermore National Laboratory(劳伦斯利弗莫尔国家实验室);Argonne National Laboratory(阿贡国家实验室)

Dibyajyoti Chakraborty, Seung Whan Chung, Troy Arcomano, Romit Maulik

AI总结:

针对神经常微分方程学习混沌动力系统时存在的梯度爆炸与非凸性问题,提出Multistep Penalty NODE算法,通过将轨迹分窗并惩罚窗口间不连续性进行优化,在多个混沌系统中实现了优异的短期预测与不变统计量捕获。

摘要:

预测高维动力系统是地球科学和工程学等各个领域的一项基本挑战。神经常微分方程(NODEs)结合了神经网络和数值求解器的能力,已成为预测复杂非线性动力系统的一种有前景的算法。然而,用于NODE训练的经典技术在学习混沌动力系统时效果不佳。在这项工作中,我们提出了一种新颖的NODE训练方法,能够稳健地学习混沌动力系统。我们的方法解决了与底层混沌动力学相关的非凸性和梯度爆炸的挑战。来自此类系统的训练数据轨迹被分割为多个不重叠的时间窗口。除了与训练数据的偏差外,优化损失项还进一步惩罚时间窗口之间预测轨迹的不连续性。窗口大小根据系统的最快Lyapunov时间尺度来选择。多步惩罚(MP)方法首先在Lorenz方程上进行演示,以说明它如何改善损失景观,从而加速优化收敛。MP方法可以以类似于最小二乘伴随的方式优化混沌系统,但计算成本显著更低。我们提出的算法称为Multistep Penalty NODE,被应用于混沌系统,如Kuramoto-Sivashinsky方程、二维Kolmogorov流以及用于大气的ERA5再分析数据。观察到MP-NODE在此类混沌系统中提供了可行的性能,不仅适用于短期轨迹预测,也适用于作为这些动力学混沌特性标志的不变统计量。

英文摘要:

Forecasting high-dimensional dynamical systems is a fundamental challenge in various fields, such as geosciences and engineering. Neural Ordinary Differential Equations (NODEs), which combine the power of neural networks and numerical solvers, have emerged as a promising algorithm for forecasting complex nonlinear dynamical systems. However, classical techniques used for NODE training are ineffective for learning chaotic dynamical systems. In this work, we propose a novel NODE-training approach that allows for robust learning of chaotic dynamical systems. Our method addresses the challenges of non-convexity and exploding gradients associated with underlying chaotic dynamics. Training data trajectories from such systems are split into multiple, non-overlapping time windows. In addition to the deviation from the training data, the optimization loss term further penalizes the discontinuities of the predicted trajectory between the time windows. The window size is selected based on the fastest Lyapunov time scale of the system. Multi-step penalty(MP) method is first demonstrated on Lorenz equation, to illustrate how it improves the loss landscape and thereby accelerates the optimization convergence. MP method can optimize chaotic systems in a manner similar to least-squares shadowing with significantly lower computational costs. Our proposed algorithm, denoted the Multistep Penalty NODE, is applied to chaotic systems such as the Kuramoto-Sivashinsky equation, the two-dimensional Kolmogorov flow, and ERA5 reanalysis data for the atmosphere. It is observed that MP-NODE provide viable performance for such chaotic systems, not only for short-term trajectory predictions but also for invariant statistics that are hallmarks of the chaotic nature of these dynamics.

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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