1. Identifying Nonlinear Dynamics with High Confidence from Sparse Data.
- Author
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Batko, Bogdan, Gameiro, Marcio, Ying Hung, Kalies, William, Mischaikow, Konstantin, and Vieira, Ewerton
- Subjects
NONLINEAR dynamical systems ,GAUSSIAN processes ,ORBITS (Astronomy) ,DYNAMICAL systems ,CONFIDENCE ,STATISTICAL models - Abstract
We introduce a novel procedure that, given sparse data generated from a stationary deterministic nonlinear dynamical system, can characterize specific local and/or global dynamic behavior with rigorous probability guarantees. More precisely, the sparse data is used to construct a statistical surrogate model based on a Gaussian process (GP). The dynamics of the surrogate model is interrogated using combinatorial methods and characterized using algebraic topological invariants (Conley index). The GP predictive distribution provides a lower bound on the confidence that these topological invariants, and hence the characterized dynamics, apply to the unknown dynamical system (assumed to be a sample path of the GP). The focus of this paper is on explaining the ideas, thus we restrict our examples to one-dimensional systems and show how to capture the existence of fixed points, periodic orbits, connecting orbits, bistability, and chaotic dynamics. [ABSTRACT FROM AUTHOR]
- Published
- 2024
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