论文标题

通过深层延迟自动编码器从部分测量中发现管理方程式

Discovering Governing Equations from Partial Measurements with Deep Delay Autoencoders

论文作者

Bakarji, Joseph, Champion, Kathleen, Kutz, J. Nathan, Brunton, Steven L.

论文摘要

数据驱动的模型发现中的一个核心挑战是,没有直接测量但在动态上很重要的隐藏或潜在变量的存在。 Takens的定理提供了何时可以通过时间延迟信息来增加这些部分测量的条件,从而导致吸引子与原始全州系统的吸引子相差。但是,坐标转换回到原始吸引子通常是未知的,并且在数十年中学习嵌入空间的动态一直是一个开放的挑战。在这里,我们设计了一个自定义的深度自动编码器网络,以学习从延迟嵌入式空间到新空间的坐标转换,在该空间中可以以稀疏,封闭的形式表示动态。我们在Lorenz,Rössler和Lotka-Volterra系统上演示了这种方法,从单个测量变量中学习动力学。作为一个充满挑战的例子,我们从从混乱的水轮实验的视频中提取的单个标量变量中学习了洛伦兹的类似物。最终的建模框架结合了深度学习,以发现有效的坐标和可解释建模的非线性动力学(SINDY)的稀疏识别。因此,我们表明,可以同时学习封闭形式的模型和相关的坐标系,以部分观察到的动力学。

A central challenge in data-driven model discovery is the presence of hidden, or latent, variables that are not directly measured but are dynamically important. Takens' theorem provides conditions for when it is possible to augment these partial measurements with time delayed information, resulting in an attractor that is diffeomorphic to that of the original full-state system. However, the coordinate transformation back to the original attractor is typically unknown, and learning the dynamics in the embedding space has remained an open challenge for decades. Here, we design a custom deep autoencoder network to learn a coordinate transformation from the delay embedded space into a new space where it is possible to represent the dynamics in a sparse, closed form. We demonstrate this approach on the Lorenz, Rössler, and Lotka-Volterra systems, learning dynamics from a single measurement variable. As a challenging example, we learn a Lorenz analogue from a single scalar variable extracted from a video of a chaotic waterwheel experiment. The resulting modeling framework combines deep learning to uncover effective coordinates and the sparse identification of nonlinear dynamics (SINDy) for interpretable modeling. Thus, we show that it is possible to simultaneously learn a closed-form model and the associated coordinate system for partially observed dynamics.

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