Data-Driven Response Regime Exploration and Identification for Dynamical
Systems
- URL: http://arxiv.org/abs/2304.05822v1
- Date: Fri, 7 Apr 2023 00:11:49 GMT
- Title: Data-Driven Response Regime Exploration and Identification for Dynamical
Systems
- Authors: Maor Farid
- Abstract summary: Data-Driven Response Regime Exploration and Identification (DR$2$EI) is a novel and fully data-driven method for identifying and classifying response regimes of a dynamical system.
DR$2$EI utilizes unsupervised learning algorithms to transform the system's response into an embedding space that facilitates regime classification.
The performance of the DR$2$EI method was evaluated by analyzing three established dynamical systems.
- Score: 0.0
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: Data-Driven Response Regime Exploration and Identification (DR$^2$EI) is a
novel and fully data-driven method for identifying and classifying response
regimes of a dynamical system without requiring human intervention. This
approach is a valuable tool for exploring and discovering response regimes in
complex dynamical systems, especially when the governing equations and the
number of response regimes are unknown, and the system is expensive to sample.
Additionally, the method is useful for order reduction, as it can be used to
identify the most dominant response regimes of a given dynamical system.
DR$^2$EI utilizes unsupervised learning algorithms to transform the system's
response into an embedding space that facilitates regime classification. An
active sequential sampling approach based on Gaussian Process Regression (GPR)
is used to efficiently sample the parameter space, quantify uncertainty, and
provide optimal trade-offs between exploration and exploitation. The
performance of the DR$^2$EI method was evaluated by analyzing three established
dynamical systems: the mathematical pendulum, the Lorenz system, and the
Duffing oscillator. The method was shown to effectively identify a variety of
response regimes with both similar and distinct topological features and
frequency content, demonstrating its versatility in capturing a wide range of
behaviors. While it may not be possible to guarantee that all possible regimes
will be identified, the method provides an automated and efficient means for
exploring the parameter space of a dynamical system and identifying its
underlying "sufficiently dominant" response regimes without prior knowledge of
the system's equations or behavior.
Related papers
- Learning Controlled Stochastic Differential Equations [61.82896036131116]
This work proposes a novel method for estimating both drift and diffusion coefficients of continuous, multidimensional, nonlinear controlled differential equations with non-uniform diffusion.
We provide strong theoretical guarantees, including finite-sample bounds for (L2), (Linfty), and risk metrics, with learning rates adaptive to coefficients' regularity.
Our method is available as an open-source Python library.
arXiv Detail & Related papers (2024-11-04T11:09:58Z) - Governing equation discovery of a complex system from snapshots [11.803443731299677]
We introduce a data-driven, simulation-free framework, called Sparse Identification of Differential Equations from Snapshots (SpIDES)
SpIDES discovers the governing equations of a complex system from snapshots by utilizing the advanced machine learning techniques.
We validate the effectiveness and robustness of SpIDES by successfully identifying the governing equation of an over-damped Langevin system confined within two potential wells.
arXiv Detail & Related papers (2024-10-22T04:55:12Z) - SLIDE: A machine-learning based method for forced dynamic response estimation of multibody systems [42.87502453001109]
SLiding-window Initially-truncated Dynamic-response Estimator (SLIDE)
Deep learning-based method designed to estimate output sequences of mechanical or multibody systems.
Results demonstrate significant speedups from the simulation up to several millions, exceeding real-time performance substantially.
arXiv Detail & Related papers (2024-09-26T20:34:07Z) - Automatically identifying ordinary differential equations from data [0.0]
We propose a methodology to identify dynamical laws by integrating denoising techniques to smooth the signal.
We evaluate our method on well-known ordinary differential equations with an ensemble of random initial conditions.
arXiv Detail & Related papers (2023-04-21T18:00:03Z) - Interactive System-wise Anomaly Detection [66.3766756452743]
Anomaly detection plays a fundamental role in various applications.
It is challenging for existing methods to handle the scenarios where the instances are systems whose characteristics are not readily observed as data.
We develop an end-to-end approach which includes an encoder-decoder module that learns system embeddings.
arXiv Detail & Related papers (2023-04-21T02:20:24Z) - Formal Controller Synthesis for Markov Jump Linear Systems with
Uncertain Dynamics [64.72260320446158]
We propose a method for synthesising controllers for Markov jump linear systems.
Our method is based on a finite-state abstraction that captures both the discrete (mode-jumping) and continuous (stochastic linear) behaviour of the MJLS.
We apply our method to multiple realistic benchmark problems, in particular, a temperature control and an aerial vehicle delivery problem.
arXiv Detail & Related papers (2022-12-01T17:36:30Z) - DySMHO: Data-Driven Discovery of Governing Equations for Dynamical
Systems via Moving Horizon Optimization [77.34726150561087]
We introduce Discovery of Dynamical Systems via Moving Horizon Optimization (DySMHO), a scalable machine learning framework.
DySMHO sequentially learns the underlying governing equations from a large dictionary of basis functions.
Canonical nonlinear dynamical system examples are used to demonstrate that DySMHO can accurately recover the governing laws.
arXiv Detail & Related papers (2021-07-30T20:35:03Z) - Reinforcement Learning with Fast Stabilization in Linear Dynamical
Systems [91.43582419264763]
We study model-based reinforcement learning (RL) in unknown stabilizable linear dynamical systems.
We propose an algorithm that certifies fast stabilization of the underlying system by effectively exploring the environment.
We show that the proposed algorithm attains $tildemathcalO(sqrtT)$ regret after $T$ time steps of agent-environment interaction.
arXiv Detail & Related papers (2020-07-23T23:06:40Z) - Active Learning for Nonlinear System Identification with Guarantees [102.43355665393067]
We study a class of nonlinear dynamical systems whose state transitions depend linearly on a known feature embedding of state-action pairs.
We propose an active learning approach that achieves this by repeating three steps: trajectory planning, trajectory tracking, and re-estimation of the system from all available data.
We show that our method estimates nonlinear dynamical systems at a parametric rate, similar to the statistical rate of standard linear regression.
arXiv Detail & Related papers (2020-06-18T04:54:11Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.