Constructing low-dimensional ordinary differential equations from chaotic time series of high- or...

In our previous study [N. Tsutsumi, K. Nakai, and Y. Saiki, Chaos 32, 091101 (2022)1054-150010.1063/5.0100166] we proposed a method of constructing a system of ordinary differential equations of chaotic behavior only from observable deterministic time series, which we will call the radial-function-based regression (RfR) method. The RfR method employs a regression using Gaussian radial basis functions together with polynomial terms to facilitate the robust modeling of chaotic behavior. In this paper, we apply the RfR method to several example time series of high- or infinite-dimensional deterministic systems, and we construct a system of relatively low-dimensional ordinary differential equations with a large number of terms. The examples include time series generated from a partial differential equation, a delay differential equation, a turbulence model, and intermittent dynamics. The case when the observation includes noise is also tested. We have effectively constructed a system of differential equations for each of these examples, which is assessed from the point of view of time series forecast, reconstruction of invariant sets, and invariant densities. We find that in some of the models, an appropriate trajectory is realized on the chaotic saddle and is identified by the stagger-and-step method.