Data-driven reconstruction of nonlinear dynamics from sparse observation

DOI10.1016/J.JCP.2019.06.039MaRDI QIDQ2222367zbMATH OpenOpenAlexWikidataFDO

Authors Kyongmin Yeo

Publication date 26 January 2021

Published in Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1906.04059

zbMATH Keywords

time seriesimputationnonlinear dynamical systemecho state networkreservoir computingsparse observation

Mathematics Subject Classification ID

Artificial neural networks and deep learning (68T07) Qualitative investigation and simulation of ordinary differential equation models (34C60) Time series analysis of dynamical systems (37M10)

Abstract: We present a data-driven model to reconstruct nonlinear dynamics from a very sparse times series data, which relies on the strength of the echo state network (ESN) in learning nonlinear representation of data. With an assumption of the universal function approximation capability of ESN, it is shown that the reconstruction problem can be formulated as a fixed-point problem, in which the trajectory of the dynamical system is a fixed point of the ESN. An under-relaxed fixed-point iteration is proposed to reconstruct the nonlinear dynamics from a sparse observation. The proposed fixed-point ESN is tested against both univariate and multivariate chaotic dynamical systems by randomly removing up to 95% of the data. It is shown that the fixed-point ESN is able to reconstruct the complex dynamics from only 5 ~ 10% of the data. For a relatively simple non-chaotic dynamical system, the numerical experiments on a forced van der Pol oscillator show that it is possible to reconstruct the nonlinear dynamics from only 1~2% of the data.

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Cited in

(10)

• Embedding and approximation theorems for echo state networks
• Data-based prediction and causality inference of nonlinear dynamics
• Sequential reconstruction of driving-forces from nonlinear nonstationary dynamics
• Learning the tangent space of dynamical instabilities from data
• Identifying Nonlinear Dynamics with High Confidence from Sparse Data
• Extracting Sparse High-Dimensional Dynamics from Limited Data
• Learning quantities of interest from dynamical systems for observation-consistent inversion
• Robustness of LSTM neural networks for multi-step forecasting of chaotic time series
• Echo state networks trained by Tikhonov least squares are \(L^2(\mu)\) approximators of ergodic dynamical systems
• Data based identification and prediction of nonlinear and complex dynamical systems

Describes a project that uses

Uses Software

• BRITS
• PRMLT

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