scholarly journals Ensemble Riemannian Data Assimilation: Towards High-dimensional Implementation

2021 ◽  
Author(s):  
Sagar Kumar Tamang ◽  
Ardeshir Ebtehaj ◽  
Peter Jan van Leeuwen ◽  
Gilad Lerman ◽  
Efi Foufoula-Georgiou

Abstract. This paper presents the results of the Ensemble Riemannian Data Assimilation for relatively high-dimensional nonlinear dynamical systems, focusing on the chaotic Lorenz-96 model and a two-layer quasi-geostrophic (QG) model of atmospheric circulation. The analysis state in this approach is inferred from a joint distribution that optimally couples the background probability distribution and the likelihood function, enabling formal treatment of systematic biases without any Gaussian assumptions. Despite the risk of the curse of dimensionality in the computation of the coupling distribution, comparisons with the classic implementation of the particle filter and the stochastic ensemble Kalman filter demonstrate that with the same ensemble size, the presented methodology could improve the predictability of dynamical systems. In particular, under systematic errors, the root mean squared error of the analysis state can be reduced by 20 % (30 %) in Lorenz-96 (QG) model.

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.


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.


2003 ◽  
Vol 13 (10) ◽  
pp. 3015-3027 ◽  
Author(s):  
DAVID ORRELL ◽  
LEONARD A. SMITH

This paper presents methods to visualize bifurcations in flows of nonlinear dynamical systems, using the Lorenz '96 systems as examples. Three techniques are considered; the first two, density and max/min diagrams, are analagous to the bifurcation diagrams used for maps, which indicate how the system's behavior changes with a control parameter. However the diagrams are generally harder to interpret than the corresponding diagrams of maps, due to the continuous nature of the flow. The third technique takes an alternative approach: by calculating the power spectrum at each value of the control parameter, a plot is produced which clearly shows the changes between periodic, quasi-periodic, and chaotic states, and reveals structure not shown by the other methods.


2020 ◽  
Vol 6 (46) ◽  
pp. eabb3989
Author(s):  
Katsuma Inoue ◽  
Kohei Nakajima ◽  
Yasuo Kuniyoshi

Chaotic itinerancy is a frequently observed phenomenon in high-dimensional nonlinear dynamical systems and is characterized by itinerant transitions among multiple quasi-attractors. Several studies have pointed out that high-dimensional activity in animal brains can be observed to exhibit chaotic itinerancy, which is considered to play a critical role in the spontaneous behavior generation of animals. Thus, how to design desired chaotic itinerancy is a topic of great interest, particularly for neurorobotics researchers who wish to understand and implement autonomous behavioral controls. However, it is generally difficult to gain control over high-dimensional nonlinear dynamical systems. In this study, we propose a method for implementing chaotic itinerancy reproducibly in a high-dimensional chaotic neural network. We demonstrate that our method enables us to easily design both the trajectories of quasi-attractors and the transition rules among them simply by adjusting the limited number of system parameters and by using the intrinsic high-dimensional chaos.


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