用物理神经网络残差异常检测非线性系统突变点,统一求解参数与切换时间。
Residual-loss Anomaly Analysis of Physics-Informed Neural Networks: An Inverse Method for Change-point Detection in Nonlinear Dynamical Systems with Regime Switching

- 基于物理约束的残差分析,分段识别系统突变区间。
- 在无噪声条件下,突变处残差有非零下界,可精确定位。
- 适合需要联合估计参数与突变点的复杂动态系统研究者。
具有模式切换的非线性动力系统通常由参数跳变的常微分方程描述。传统方法将突变点检测与参数估计分开处理,忽略了二者内在耦合。为此,本文提出物理信息神经网络的残差损失异常分析方法,构建统一框架,在物理一致性约束下联合推断分段参数与切换点。该方法采用两阶段策略:首先通过重叠子区间分解分析局部物理残差;当子区间包含真实切换点时,残差在无噪声条件下呈现显著结构抬升,且存在非零下界,可有效定位潜在切换区间;其次,将突变点位置与分段参数统一纳入物理损失函数进行联合优化,实现同步识别。在马尔萨斯增长、逻辑斯蒂增长、范德波尔振子、洛特卡-沃尔泰拉模型及洛伦兹系统等基准测试中,本方法在突变点定位与参数估计精度上均优于传统解耦方法。研究为具有模式切换的非线性动力系统的结构性耦合逆问题提供了高效统一解决方案。
原文摘要 · Abstract (English)
Nonlinear dynamical systems with regime transitions are typically described by ordinary differential equations with jumping parameters parameters. Traditional methods often treat change-point detection and parameter estimation as separate tasks, ignoring the inherent coupling between them. To address this, we propose residual-loss anomaly analysis of physics-informed neural networks, a unified framework that leverages dynamical consistency within the physics-informed learning paradigm. This approach jointly infers piecewise parameters and transition points under a single set of constraints. The method follows a two-stage strategy: First, local physical residuals are analyzed through overlapping subinterval decomposition. When a subinterval spans a true transition point, the residual exhibits a distinct structural elevation in noise-free conditions, which has a non-zero lower bound, enabling effective localization of potential transition intervals. Second, within our framework, change-point locations and piecewise parameters are integrated into a unified physical loss function for joint optimization, enabling simultaneous identification. Experiments on benchmark nonlinear dynamical systems, including Malthusian and logistic growth models, Van der Pol oscillator, Lotka-Volterra model and Lorenz system, demonstrate that the proposed method outperforms traditional decoupled approaches in both change-point localization and parameter estimation accuracy. This study provides an efficient, unified solution for structurally coupled inverse problems in nonlinear dynamical systems with regime switching.
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