scholarly journals Learning Dynamic Systems Using Gaussian Process Regression with Analytic Ordinary Differential Equations as Prior Information

2021 ◽  
Vol E104.D (9) ◽  
pp. 1440-1449
Author(s):  
Shengbing TANG ◽  
Kenji FUJIMOTO ◽  
Ichiro MARUTA
2021 ◽  
pp. 2140010
Author(s):  
Fabian Andsem Harang ◽  
Nicolas Perkowski

We study ordinary differential equations (ODEs) with vector fields given by general Schwartz distributions, and we show that if we perturb such an equation by adding an “infinitely regularizing” path, then it has a unique solution and it induces an infinitely smooth flow of diffeomorphisms. We also introduce a criterion under which the sample paths of a Gaussian process are infinitely regularizing, and we present two processes which satisfy our criterion. The results are based on the path-wise space–time regularity properties of local times, and solutions are constructed using the approach of Catellier–Gubinelli based on nonlinear Young integrals.


1973 ◽  
Vol 40 (3) ◽  
pp. 809-811 ◽  
Author(s):  
Y. O. Bayazitoglu ◽  
M. A. Chace

The equations of motion for any discrete, lower pair mechanical system can be obtained by analyzing a branched, three-dimensional compound pendulum of indefinite length. In this paper, a set of expressions which provides the equations of motion of arbitrary mechanical dynamic systems directly as ordinary differential equations are presented. These expressions and the associated technique is applicable to linear and nonlinear unconstrained dynamic systems, kinematic systems and multidegree-of-freedom constrained systems.


Entropy ◽  
2020 ◽  
Vol 22 (2) ◽  
pp. 152
Author(s):  
Christopher G. Albert ◽  
Katharina Rath

Specialized Gaussian process regression is presented for data that are known to fulfill a given linear differential equation with vanishing or localized sources. The method allows estimation of system parameters as well as strength and location of point sources. It is applicable to a wide range of data from measurement and simulation. The underlying principle is the well-known invariance of the Gaussian probability distribution under linear operators, in particular differentiation. In contrast to approaches with a generic covariance function/kernel, we restrict the Gaussian process to generate only solutions of the homogeneous part of the differential equation. This requires specialized kernels with a direct correspondence of certain kernel hyperparameters to parameters in the underlying equation and leads to more reliable regression results with less training data. Inhomogeneous contributions from linear superposition of point sources are treated via a linear model over fundamental solutions. Maximum likelihood estimates for hyperparameters and source positions are obtained by nonlinear optimization. For differential equations representing laws of physics the present approach generates only physically possible solutions, and estimated hyperparameters represent physical properties. After a general derivation, modeling of source-free data and parameter estimation is demonstrated for Laplace’s equation and the heat/diffusion equation. Finally, the Helmholtz equation with point sources is treated, representing scalar wave data such as acoustic pressure in the frequency domain.


2021 ◽  
Author(s):  
Kerstin Rau ◽  
Thomas Gläßle ◽  
Tobias Rentschler ◽  
Philipp Hennig ◽  
Thomas Scholten

<p>Recently, there is a growing interest for the soil variable soil thickness in the soil science, geoscience and ecology communities. More and more scientists assume that soil thickness summarizes many different characteristics of the site that are important for plant growth, soil biodiversity and climate change. As such soil thickness can be an indicator of properties like water holding capacity, nutrient cycling, carbon storage, habitat for soil fauna and overall soil quality and productivity. At the same time, it takes a lot of effort to measure soil thickness, especially for larger and heterogeneous areas like mountain regions, which would require dense sampling. For these reasons, it is becoming increasingly important to spatially predict soil thickness as accurately as possible using models. <br>The typical difficulty in predicting variables in environmental sciences is the small number of samples in the field and resulting from this a small number of usable data points to train models in the spatial domain. One possibility to create valid models with sparse spatially distributed soil data is the combination of point measurements with domain knowledge. For soils and their properties such knowledge can be archived from related environmental data, for example, parent material and climate, and their spatial distribution neighboring the sample points. Frequently used machine learning methods for environmental modelling, especially in the geosciences, are the Gaussian Process Regression Models (GPRs), because a spatial correlation can already be implemented via the covariance kernel. One of the great advantages of using GPRs is the possibility to inform this algorithm directly with soil science knowledge. We can claim this knowledge in different ways. <br>In this paper we apply a new approach of implementing geographical knowledge into the Gaussian Processes by means of partial differential equations (PDEs), each describing a pedological process. These PDEs include information on how independent environmental variables influence the searched dependent variable. At first, we calculate for simple correlations between soil thickness and these variables, which we then convert into a PDE. As independent variables we initially use exclusively topographical variables derived from Digital Elevation Models (DEM) such as slope, different curvatures, aspect or the topographic wetness index. In this way, expert knowledge can adapt the GPR model in addition to the already existing assumption of spatial dependency given by prior covariance, where near things are more related than distant. <br>The algorithm will be applied to a data set from Andalusia, Spain, developed by Tobias Rentschler. Among land use information gained from remote sensing, it contains our target variable soil thickness.</p>


2021 ◽  
Vol 8 (7) ◽  
pp. 210171
Author(s):  
Yu Chen ◽  
Jin Cheng ◽  
Arvind Gupta ◽  
Huaxiong Huang ◽  
Shixin Xu

Parameter inference of dynamical systems is a challenging task faced by many researchers and practitioners across various fields. In many applications, it is common that only limited variables are observable. In this paper, we propose a method for parameter inference of a system of nonlinear coupled ordinary differential equations with partial observations. Our method combines fast Gaussian process-based gradient matching and deterministic optimization algorithms. By using initial values obtained by Bayesian steps with low sampling numbers, our deterministic optimization algorithm is both accurate, robust and efficient with partial observations and large noise.


Sign in / Sign up

Export Citation Format

Share Document