Work

Identifying Nonlinear Dynamics with High Confidence from Sparse Data

Year: 2024
Type: article
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.
Language: English
Open Access status: green
OpenAlex ID: W4391170336
FWCI: 0.148
Cites: 16
Cited by: 3
Related to: 10