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Data-driven ordinary-differential-equation modeling of high-frequency complex dynamics via a low-frequency dynamics
Natsuki Tsutsumi1, Kengo Nakai2, Yoshitaka Saiki3
1Hitotsubashi University, Faculty of Commerce and Management, Tokyo 186-8601, Japan.
Abstract:
In our previous paper [N. Tsutsumi et al., Chaos 32, 091101 (2022)10.1063/5.0100166], we proposed a method for constructing a system of differential equations of chaotic behavior from only observable deterministic time series, which we call the radial function-based regression (RfR) method. However, when the targeted variable's behavior is rather complex, the direct application of the RfR method does not function well. In this study, we propose a method of modeling such dynamics, including the high-frequency intermittent behavior of a fluid flow, by considering another variable (base variable) showing relatively simple, less intermittent behavior. We construct an autonomous joint model composed of two parts: the first is an autonomous system of a base variable, and the other concerns the targeted variable being affected by a term involving the base variable to demonstrate complex dynamics. The constructed joint model succeeded in not only inferring a short trajectory but also reconstructing chaotic sets and statistical properties obtained from a long trajectory such as the density distributions of the actual dynamics.
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