提出pMAGI与PMSP,实现混沌系统下高精度轨迹预测与不确定性量化。
Extracting Signal out of Chaos: Advancements on MAGI for Bayesian Analysis of Dynamical Systems
- 基于流形约束的高斯过程,提升稀疏噪声数据下的参数推断稳定性。
- 首次实现对系统是否稳定或混沌的概率分类,准确识别复杂动态行为。
- 在混沌系统上显著优于PINN,适合需要可信度评估的科学建模场景。
本文在基于常微分方程(ODE)的动力系统贝叶斯参数推断与轨迹重建方法——流形约束高斯过程推理(MAGI)基础上,提出两种新方法。首先引入Pilot MAGI(pMAGI),显著提升数值稳定性、参数推断与轨迹重构性能。其次,首次将MAGI与动力系统理论结合,实现对系统是否稳定或混沌的概率性分类。第三,pMAGI在多种场景下优于计算成本更高且参数过多的替代方法。最后,提出Pilot MAGI顺序预测(PMSP),仅需稀疏噪声观测即可多步预测系统轨迹,在混沌系统上仍保持高精度,显著超越基于物理信息神经网络(PINN)的方法。本工作贡献了两种新型贝叶斯方法,可作为具有不确定性量化的物理信息神经网络替代方案。
原文摘要 · Abstract (English)
This work builds off the manifold-constrained Gaussian process inference (MAGI) method for Bayesian parameter inference and trajectory reconstruction of ODE-based dynamical systems, focusing primarily on sparse and noisy data conditions. First, we introduce Pilot MAGI (pMAGI), a novel methodological upgrade on the base MAGI method that confers significantly-improved numerical stability, parameter inference, and trajectory reconstruction. Second, we demonstrate, for the first time to our knowledge, how one can combine MAGI-based methods with dynamical systems theory to provide probabilistic classifications of whether a system is stable or chaotic. Third, we demonstrate how pMAGI performs favorably in many settings against much more computationally-expensive and overparameterized methods. Fourth, we introduce Pilot MAGI Sequential Prediction (PMSP), a novel method building upon pMAGI that allows one to predict the trajectory of ODE-based dynamical systems multiple time steps into the future, given only sparse and noisy observations. We show that PMSP can output accurate future predictions even on chaotic dynamical systems and significantly outperform PINN-based methods. Overall, we contribute to the literature two novel methods, pMAGI and PMSP, that serve as Bayesian, uncertainty-quantified competitors to the Physics-Informed Neural Network.
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