Active search for Bifurcations
- URL: http://arxiv.org/abs/2406.11141v1
- Date: Mon, 17 Jun 2024 02:01:17 GMT
- Title: Active search for Bifurcations
- Authors: Yorgos M. Psarellis, Themistoklis P. Sapsis, Ioannis G. Kevrekidis,
- Abstract summary: We propose an active learning framework, where Bayesian Optimization is leveraged to discover saddle-node or Hopf bifurcations.
It provides a framework for uncertainty quantification in systems with inherentity.
It also provides a framework for uncertainty quantification in systems with resource-limited space exploration.
- Score: 0.0
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: Bifurcations mark qualitative changes of long-term behavior in dynamical systems and can often signal sudden ("hard") transitions or catastrophic events (divergences). Accurately locating them is critical not just for deeper understanding of observed dynamic behavior, but also for designing efficient interventions. When the dynamical system at hand is complex, possibly noisy, and expensive to sample, standard (e.g. continuation based) numerical methods may become impractical. We propose an active learning framework, where Bayesian Optimization is leveraged to discover saddle-node or Hopf bifurcations, from a judiciously chosen small number of vector field observations. Such an approach becomes especially attractive in systems whose state x parameter space exploration is resource-limited. It also naturally provides a framework for uncertainty quantification (aleatoric and epistemic), useful in systems with inherent stochasticity.
Related papers
- Going beyond quantum Markovianity and back to reality: An exact master equation study [0.0]
An analytical depiction of an open quantum system is provided.
The steady-state excitation number (AEN) of the system shows rapid escalation with increasing non-Markovianity.
The Mpemba effect can be observed in the non-Markovian regime in a surprisingly super-cooling-like effect.
arXiv Detail & Related papers (2024-11-26T08:10:35Z) - 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) - Identifiable Representation and Model Learning for Latent Dynamic Systems [0.0]
We study the problem of identifiable representation and model learning for latent dynamic systems.
We prove that, for linear or affine nonlinear latent dynamic systems, it is possible to identify the representations up to scaling and determine the models up to some simple transformations.
arXiv Detail & Related papers (2024-10-23T13:55:42Z) - Let's do the time-warp-attend: Learning topological invariants of dynamical systems [3.9735602856280132]
We propose a data-driven, physically-informed deep-learning framework for classifying dynamical regimes and characterizing bifurcation boundaries.
We focus on the paradigmatic case of the supercritical Hopf bifurcation, which is used to model periodic dynamics across a range of applications.
Our method provides valuable insights into the qualitative, long-term behavior of a wide range of dynamical systems, and can detect bifurcations or catastrophic transitions in large-scale physical and biological systems.
arXiv Detail & Related papers (2023-12-14T18:57:16Z) - Learning minimal representations of stochastic processes with
variational autoencoders [52.99137594502433]
We introduce an unsupervised machine learning approach to determine the minimal set of parameters required to describe a process.
Our approach enables for the autonomous discovery of unknown parameters describing processes.
arXiv Detail & Related papers (2023-07-21T14:25:06Z) - An information field theory approach to Bayesian state and parameter estimation in dynamical systems [0.0]
This paper develops a scalable Bayesian approach to state and parameter estimation suitable for continuous-time, deterministic dynamical systems.
We construct a physics-informed prior probability measure on the function space of system responses so that functions that satisfy the physics are more likely.
arXiv Detail & Related papers (2023-06-03T16:36:43Z) - A Causality-Based Learning Approach for Discovering the Underlying
Dynamics of Complex Systems from Partial Observations with Stochastic
Parameterization [1.2882319878552302]
This paper develops a new iterative learning algorithm for complex turbulent systems with partial observations.
It alternates between identifying model structures, recovering unobserved variables, and estimating parameters.
Numerical experiments show that the new algorithm succeeds in identifying the model structure and providing suitable parameterizations for many complex nonlinear systems.
arXiv Detail & Related papers (2022-08-19T00:35:03Z) - Structure-Preserving Learning Using Gaussian Processes and Variational
Integrators [62.31425348954686]
We propose the combination of a variational integrator for the nominal dynamics of a mechanical system and learning residual dynamics with Gaussian process regression.
We extend our approach to systems with known kinematic constraints and provide formal bounds on the prediction uncertainty.
arXiv Detail & Related papers (2021-12-10T11:09:29Z) - 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) - Stochastically forced ensemble dynamic mode decomposition for
forecasting and analysis of near-periodic systems [65.44033635330604]
We introduce a novel load forecasting method in which observed dynamics are modeled as a forced linear system.
We show that its use of intrinsic linear dynamics offers a number of desirable properties in terms of interpretability and parsimony.
Results are presented for a test case using load data from an electrical grid.
arXiv Detail & Related papers (2020-10-08T20:25:52Z) - Multiplicative noise and heavy tails in stochastic optimization [62.993432503309485]
empirical optimization is central to modern machine learning, but its role in its success is still unclear.
We show that it commonly arises in parameters of discrete multiplicative noise due to variance.
A detailed analysis is conducted in which we describe on key factors, including recent step size, and data, all exhibit similar results on state-of-the-art neural network models.
arXiv Detail & Related papers (2020-06-11T09:58:01Z)
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.