用数据驱动方法构建物理系统的精确动态模型,支持强迫与参数依赖系统。
Data-driven modelling of autonomous and forced dynamical systems
- 基于不变叶状结构拟合数据,可处理单条或多条轨迹。
- 能准确预测长期动态,且通过多项式阶数控制避免过拟合或欠拟合。
- 适用于周期、准周期乃至混沌强迫系统,适合建模复杂动力学过程。
本文表明,不变叶状结构是数据驱动建模物理系统的高精度、高数据效率且实用的工具。该方法可应用于填充相空间或聚集在不变流形附近的观测数据,支持单条或多条轨迹的拟合。通过合理选择函数形式及其超参数(如多项式阶数),可有效消除过拟合与欠拟合问题。本文将不变叶状结构扩展至受迫及参数依赖系统,假设强迫由保体积映射生成,因此强迫可为周期、准周期甚至混沌。方法利用完整轨迹,从而实现长期动态的高精度预测。对于可约化为稳态自治系统的受迫系统,类比Floquet理论进行处理。通过在不变流形邻域内计算多个不变叶状结构,部分可为线性,其余仅在小邻域定义,显著减少待识别参数量。不变流形通过一个或多个叶状结构的零水平集恢复。为解释结果,所识别的数学模型被转化为规范形式,并计算瞬时频率与阻尼信息。
原文摘要 · Abstract (English)
The paper demonstrates that invariant foliations are accurate, data-efficient and practical tools for data-driven modelling of physical systems. Invariant foliations can be fitted to data that either fill the phase space or cluster about an invariant manifold. Invariant foliations can be fitted to a single trajectory or multiple trajectories. Over and underfitting are eliminated by appropriately choosing a function representation and its hyperparameters, such as polynomial orders. The paper extends invariant foliations to forced and parameter dependent systems. It is assumed that forcing is provided by a volume preserving map, and therefore the forcing can be periodic, quasi-periodic or even chaotic. The method utilises full trajectories, hence it is able to predict long-term dynamics accurately. We take into account if a forced system is reducible to an autonomous system about a steady state, similar to how Floquet theory guarantees reducibility for periodically forced systems. In order to find an invariant manifold, multiple invariant foliations are calculated in the neighbourhood of the invariant manifold. Some of the invariant foliations can be linear, while others nonlinear but only defined in a small neighbourhood of an invariant manifold, which reduces the number of parameters to be identified. An invariant manifold is recovered as the zero level set of one or more of the foliations. To interpret the results, the identified mathematical models are transformed to a canonical form and instantaneous frequency and damping information are calculated.
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