Data-driven ODE modeling of the high-frequency complex dynamics via a low-frequency dynamics model
- URL: http://arxiv.org/abs/2409.00668v2
- Date: Sun, 10 Nov 2024 04:58:40 GMT
- Title: Data-driven ODE modeling of the high-frequency complex dynamics via a low-frequency dynamics model
- Authors: Natsuki Tsutsumi, Kengo Nakai, Yoshitaka Saiki,
- Abstract summary: We propose a novel method of modeling such dynamics, including the high-frequency intermittent behavior of a fluid flow.
We construct an autonomous joint model composed of two parts: the first is an autonomous system of a base variable, and the other concerns the targeted variable being affected by a term.
The constructed joint model succeeded in not only inferring a short trajectory but also reconstructing chaotic sets and statistical properties obtained from a long trajectory.
- Score: 0.0
- License:
- Abstract: In our previous paper [N. Tsutsumi, K. Nakai and Y. Saiki, Chaos 32, 091101 (2022)], we proposed a method for constructing a system of differential equations of chaotic behavior from only observable deterministic time series, which we call the radial function-based regression (RfR) method. However, when the targeted variable's behavior is rather complex, the direct application of the RfR method does not function well. In this study, we propose a novel method of modeling such dynamics, including the high-frequency intermittent behavior of a fluid flow, by considering another variable (base variable) showing relatively simple, less intermittent behavior. We construct an autonomous joint model composed of two parts: the first is an autonomous system of a base variable, and the other concerns the targeted variable being affected by a term involving the base variable to demonstrate complex dynamics. The constructed joint model succeeded in not only inferring a short trajectory but also reconstructing chaotic sets and statistical properties obtained from a long trajectory such as the density distributions of the actual dynamics.
Related papers
- Deep Generative Modeling for Identification of Noisy, Non-Stationary Dynamical Systems [3.1484174280822845]
We focus on finding parsimonious ordinary differential equation (ODE) models for nonlinear, noisy, and non-autonomous dynamical systems.
Our method, dynamic SINDy, combines variational inference with SINDy (sparse identification of nonlinear dynamics) to model time-varying coefficients of sparse ODEs.
arXiv Detail & Related papers (2024-10-02T23:00:00Z) - Latent Space Energy-based Neural ODEs [73.01344439786524]
This paper introduces a novel family of deep dynamical models designed to represent continuous-time sequence data.
We train the model using maximum likelihood estimation with Markov chain Monte Carlo.
Experiments on oscillating systems, videos and real-world state sequences (MuJoCo) illustrate that ODEs with the learnable energy-based prior outperform existing counterparts.
arXiv Detail & Related papers (2024-09-05T18:14:22Z) - On the Trajectory Regularity of ODE-based Diffusion Sampling [79.17334230868693]
Diffusion-based generative models use differential equations to establish a smooth connection between a complex data distribution and a tractable prior distribution.
In this paper, we identify several intriguing trajectory properties in the ODE-based sampling process of diffusion models.
arXiv Detail & Related papers (2024-05-18T15:59:41Z) - Accurate Data-Driven Surrogates of Dynamical Systems for Forward
Propagation of Uncertainty [0.0]
collocation (SC) is a non-intrusive method of constructing surrogate models for uncertainty.
This work presents an alternative approach, where we apply the SC approximation over the dynamics of the model, rather than the solution.
We demonstrate that the SC-over-dynamics framework leads to smaller errors, both in terms of the approximated system trajectories as well as the model state distributions.
arXiv Detail & Related papers (2023-10-16T21:07:54Z) - Reservoir Computing with Error Correction: Long-term Behaviors of
Stochastic Dynamical Systems [5.815325960286111]
We propose a data-driven framework combining Reservoir Computing and Normalizing Flow to study this issue.
We verify the effectiveness of the proposed framework in several experiments, including the Van der Pal, El Nino-Southern Oscillation simplified model, and Lorenz system.
arXiv Detail & Related papers (2023-05-01T05:50:17Z) - Capturing dynamical correlations using implicit neural representations [85.66456606776552]
We develop an artificial intelligence framework which combines a neural network trained to mimic simulated data from a model Hamiltonian with automatic differentiation to recover unknown parameters from experimental data.
In doing so, we illustrate the ability to build and train a differentiable model only once, which then can be applied in real-time to multi-dimensional scattering data.
arXiv Detail & Related papers (2023-04-08T07:55:36Z) - Data-driven Control of Agent-based Models: an Equation/Variable-free
Machine Learning Approach [0.0]
We present an Equation/Variable free machine learning (EVFML) framework for the control of the collective dynamics of complex/multiscale systems.
The proposed implementation consists of three steps: (A) from high-dimensional agent-based simulations, machine learning (in particular, non-linear manifold learning (DMs))
We exploit the Equation-free approach to perform numerical bifurcation analysis of the emergent dynamics.
We design data-driven embedded wash-out controllers that drive the agent-based simulators to their intrinsic, imprecisely known, emergent open-loop unstable steady-states.
arXiv Detail & Related papers (2022-07-12T18:16:22Z) - Time varying regression with hidden linear dynamics [74.9914602730208]
We revisit a model for time-varying linear regression that assumes the unknown parameters evolve according to a linear dynamical system.
Counterintuitively, we show that when the underlying dynamics are stable the parameters of this model can be estimated from data by combining just two ordinary least squares estimates.
arXiv Detail & Related papers (2021-12-29T23:37:06Z) - Learning Unstable Dynamics with One Minute of Data: A
Differentiation-based Gaussian Process Approach [47.045588297201434]
We show how to exploit the differentiability of Gaussian processes to create a state-dependent linearized approximation of the true continuous dynamics.
We validate our approach by iteratively learning the system dynamics of an unstable system such as a 9-D segway.
arXiv Detail & Related papers (2021-03-08T05:08:47Z) - Euclideanizing Flows: Diffeomorphic Reduction for Learning Stable
Dynamical Systems [74.80320120264459]
We present an approach to learn such motions from a limited number of human demonstrations.
The complex motions are encoded as rollouts of a stable dynamical system.
The efficacy of this approach is demonstrated through validation on an established benchmark as well demonstrations collected on a real-world robotic system.
arXiv Detail & Related papers (2020-05-27T03:51:57Z)
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.