Data-driven discovery of quasiperiodically driven dynamics
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Abstract: Quasiperiodically driven dynamical systems are nonlinear systems which are driven by some periodic source with multiple base-frequencies. Such systems abound in nature, and are present in data collected from sources such as astronomy and traffic data. We present a completely data-driven procedure which reconstructs the dynamics into two components - the driving quasiperiodic source with generating frequencies; and the driven nonlinear dynamics. Unlike conventional methods based on DMD or neural networks, we use kernel based methods. We utilize our structural assumption on the dynamics to conceptually separate the dynamics into a quasiperiodic and nonlinear part. We then use a kernel based Harmonic analysis and kernel based interpolation technique in a combined manner to discover these two parts. Our technique is shown to provide accurate reconstructions and frequency identification for datasets collected from three real world systems.
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