用ADAM优化法同时调参和系数,让物理系统建模更准更快。
ADAM-SINDy: An Efficient Optimization Framework for Parameterized Nonlinear Dynamical System Identification
- 用ADAM算法同步优化非线性参数与函数系数
- 在多类微分方程中实现高精度参数识别
- 适合需自动调参的复杂动力学建模场景
识别由非线性参数表征的动力学系统,在构建增强物理理解的数学模型方面面临重大挑战。传统方法如稀疏非线性动力学识别(SINDy)和符号回归可从观测数据中提取控制方程,但各有优劣。本文提出一种基于SINDy框架的新方法——ADAM-SINDy,融合现有方法优势,采用ADAM优化算法,实现非线性参数与候选函数系数的联合优化。该方法无需预先知道非线性特征(如三角频率、指数带宽或多项式阶次),克服了SINDy的关键局限。通过全局优化,ADAM-SINDy能动态调整所有未知变量以适应数据,降低对候选函数库的敏感性。在一系列典型动力学系统上验证,包括耦合非线性常微分方程(振子、混沌流体、反应动力学、药代动力学)及非线性偏微分方程(野火传播),结果表明其显著提升了参数化动力学系统的识别能力,强调了同时优化所有参数(尤其是非线性参数)的重要性。这证明了ADAM-SINDy有望拓展SINDy在复杂系统识别中的应用边界。
原文摘要 · Abstract (English)
Identifying dynamical systems characterized by nonlinear parameters presents significant challenges in deriving mathematical models that enhance understanding of physics. Traditional methods, such as Sparse Identification of Nonlinear Dynamics (SINDy) and symbolic regression, can extract governing equations from observational data; however, they also come with distinct advantages and disadvantages. This paper introduces a novel method within the SINDy framework, termed ADAM-SINDy, which synthesizes the strengths of established approaches by employing the ADAM optimization algorithm. This facilitates the simultaneous optimization of nonlinear parameters and coefficients associated with nonlinear candidate functions, enabling precise parameter estimation without requiring prior knowledge of nonlinear characteristics such as trigonometric frequencies, exponential bandwidths, or polynomial exponents, thereby addressing a key limitation of SINDy. Through an integrated global optimization, ADAM-SINDy dynamically adjusts all unknown variables in response to data, resulting in an adaptive identification procedure that reduces the sensitivity to the library of candidate functions. The performance of the ADAM-SINDy methodology is demonstrated across a spectrum of dynamical systems, including benchmark coupled nonlinear ordinary differential equations such as oscillators, chaotic fluid flows, reaction kinetics, pharmacokinetics, as well as nonlinear partial differential equations (wildfire transport). The results demonstrate significant improvements in identifying parameterized dynamical systems and underscore the importance of concurrently optimizing all parameters, particularly those characterized by nonlinear parameters. These findings highlight the potential of ADAM-SINDy to extend the applicability of the SINDy framework in addressing more complex challenges in dynamical system identification.
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