论文标题
来自数据的混沌系统的稳定性分析
Stability analysis of chaotic systems from data
论文作者
论文摘要
混沌系统的时间动力学的预测是具有挑战性的,因为无限扰动呈指数增长。无限扰动动力学的分析是稳定分析的主题。在稳定性分析中,我们将动力学系统的方程式围绕参考点进行线性,并计算切线空间的属性(即Jacobian)。本文的主要目的是提出一种从可观察物(数据)中学习雅各布的方法,因此,稳定性。首先,我们提出了回波状态网络(ESN),并以回收验证作为一种工具,以准确从数据中推断混乱的动力学。其次,我们在数学上得出了Echo状态网络的Jacobian,该网络提供了无限扰动的演变。第三,我们分析了从ESN推断出的Jacobian的稳定性,并将它们与通过线性化方程获得的基准结果进行比较。 ESN正确地渗透了非线性溶液,并具有可忽略的数值错误的切线空间。详细说明,(i)混乱状态的长期统计; (ii)协变量的Lyapunov载体; (ii)Lyapunov频谱; (iii)有限的Lyapunov指数; (iv)以及切线空间的稳定,中性和不稳定分裂之间的角度(吸引子的双曲度程度)。这项工作为从数据而不是方程式的非线性系统计算非线性系统的稳定性属性开辟了新的机会。
The prediction of the temporal dynamics of chaotic systems is challenging because infinitesimal perturbations grow exponentially. The analysis of the dynamics of infinitesimal perturbations is the subject of stability analysis. In stability analysis, we linearize the equations of the dynamical system around a reference point, and compute the properties of the tangent space (i.e., the Jacobian). The main goal of this paper is to propose a method that learns the Jacobian, thus, the stability properties, from observables (data). First, we propose the Echo State Network (ESN) with the Recycle Validation as a tool to accurately infer the chaotic dynamics from data. Second, we mathematically derive the Jacobian of the Echo State Network, which provides the evolution of infinitesimal perturbations. Third, we analyse the stability properties of the Jacobian inferred from the ESN, and compare them with the benchmark results obtained by linearizing the equations. The ESN correctly infers the nonlinear solution, and its tangent space with negligible numerical errors. In detail, (i) the long-term statistics of the chaotic state; (ii) the covariant Lyapunov vectors; (ii) the Lyapunov spectrum; (iii) the finite-time Lyapunov exponents; (iv) and the angles between the stable, neutral, and unstable splittings of the tangent space (the degree of hyperbolicity of the attractor). This work opens up new opportunities for the computation of stability properties of nonlinear systems from data, instead of equations.