Multidimensional approximation of nonlinear dynamical systems

DOI10.1115/1.4043148MaRDI QIDQ6306382zbMATH OpenFDO

Authors Patrick Gelß, Stefan Klus, Jens Eisert, Christof Schütte

Publication date 7 September 2018

Full work available at URL https://doi.org/10.1115/1.4043148

Multilinear algebra, tensor calculus (15A69) Nonlinear oscillations and coupled oscillators for ordinary differential equations (34C15) Linear regression; mixed models (62J05) General theory of numerical methods in complex analysis (potential theory, etc.) (65E05) System identification (93B30)

Abstract: A key task in the field of modeling and analyzing nonlinear dynamical systems is the recovery of unknown governing equations from measurement data only. There is a wide range of application areas for this important instance of system identification, ranging from industrial engineering and acoustic signal processing to stock market models. In order to find appropriate representations of underlying dynamical systems, various data-driven methods have been proposed by different communities. However, if the given data sets are high-dimensional, then these methods typically suffer from the curse of dimensionality. To significantly reduce the computational costs and storage consumption, we propose the method MANDy which combines data-driven methods with tensor network decompositions. The efficiency of the introduced approach will be illustrated with the aid of several high-dimensional nonlinear dynamical systems.

Cited in

(1)

On low-rank tensor train approximability for linear nearest neighbor systems

This page was built for publication: Multidimensional approximation of nonlinear dynamical systems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6306382)