scholarly journals Multidimensional Approximation of Nonlinear Dynamical Systems

Author(s):  
Patrick Gelß ◽  
Stefan Klus ◽  
Jens Eisert ◽  
Christof Schütte

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 multidimensional approximation of nonlinear dynamical systems (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.

2016 ◽  
Vol 113 (15) ◽  
pp. 3932-3937 ◽  
Author(s):  
Steven L. Brunton ◽  
Joshua L. Proctor ◽  
J. Nathan Kutz

Extracting governing equations from data is a central challenge in many diverse areas of science and engineering. Data are abundant whereas models often remain elusive, as in climate science, neuroscience, ecology, finance, and epidemiology, to name only a few examples. In this work, we combine sparsity-promoting techniques and machine learning with nonlinear dynamical systems to discover governing equations from noisy measurement data. The only assumption about the structure of the model is that there are only a few important terms that govern the dynamics, so that the equations are sparse in the space of possible functions; this assumption holds for many physical systems in an appropriate basis. In particular, we use sparse regression to determine the fewest terms in the dynamic governing equations required to accurately represent the data. This results in parsimonious models that balance accuracy with model complexity to avoid overfitting. We demonstrate the algorithm on a wide range of problems, from simple canonical systems, including linear and nonlinear oscillators and the chaotic Lorenz system, to the fluid vortex shedding behind an obstacle. The fluid example illustrates the ability of this method to discover the underlying dynamics of a system that took experts in the community nearly 30 years to resolve. We also show that this method generalizes to parameterized systems and systems that are time-varying or have external forcing.


2009 ◽  
Vol 19 (09) ◽  
pp. 2823-2869 ◽  
Author(s):  
Z. E. MUSIELAK ◽  
D. E. MUSIELAK

Studies of nonlinear dynamical systems with many degrees of freedom show that the behavior of these systems is significantly different as compared with the behavior of systems with less than two degrees of freedom. These findings motivated us to carry out a survey of research focusing on the behavior of high-dimensional chaos, which include onset of chaos, routes to chaos and the persistence of chaos. This paper reports on various methods of generating and investigating nonlinear, dissipative and driven dynamical systems that exhibit high-dimensional chaos, and reviews recent results in this new field of research. We study high-dimensional Lorenz, Duffing, Rössler and Van der Pol oscillators, modified canonical Chua's circuits, and other dynamical systems and maps, and we formulate general rules of high-dimensional chaos. Basic techniques of chaos control and synchronization developed for high-dimensional dynamical systems are also reviewed.


2019 ◽  
Vol 125 (24) ◽  
pp. 244901 ◽  
Author(s):  
C. M. Greve ◽  
K. Hara ◽  
R. S. Martin ◽  
D. Q. Eckhardt ◽  
J. W. Koo

Author(s):  
Clark C. McGehee ◽  
Si Mohamed Sah ◽  
Brian P. Mann

KBM averaging is a widely used technique in the analysis of nonlinear dynamical systems. The KBM method allows complex systems to be approximated as perturbations of simple harmonic oscillator. In many cases, such as in otherwise linear systems with various forms nonlinear damping, the KBM method performs exceptionally well, with error proportional to the size of the perturbations. However, when the largest perturbation in the system arises from nonlinearities in the restoring force, the KBM method falls short, and the interesting effects of other nonlinear terms are drowned out by the approximation errors generated by the KBM method. By generalizing the notion of KBM averaging and approximating systems as perturbations the isoenergy contours of their corresponding Hamiltonian, a greater degree of accuracy can be obtained. We extend the work of several authors to show that not only is this method more accurate, but it is also simple to implement and generalizable to a wide range of nonlinear systems. As an illustrative example, the motion of a pendulum on a tilted platform is studied.


2018 ◽  
Vol 58 (6-7) ◽  
pp. 787-794 ◽  
Author(s):  
David W. Sroczynski ◽  
Or Yair ◽  
Ronen Talmon ◽  
Ioannis G. Kevrekidis

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