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Universal Approximation Theorems for Dynamical Systems with Infinite-Time Horizon Guarantees.

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Neural Ordinary Differential Equations (Neural ODEs) now approximate complex, multistable dynamics over infinite time. This breakthrough addresses limitations in approximating systems with multiple stable states or oscillating behaviors.

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Area of Science:

  • Dynamical Systems Theory
  • Machine Learning
  • Neural Networks

Background:

  • Universal approximation theorems demonstrate neural network expressive power.
  • Existing theorems for dynamical systems are limited to finite time or globally stable equilibria.
  • Multistability and limit cycles in infinite-time dynamical systems remain unaddressed by current theories.

Purpose of the Study:

  • To extend universal approximation capabilities of Neural ODEs to infinite time horizons.
  • To address the approximation of multistable dynamical systems, including those with limit cycles.
  • To bridge theoretical guarantees with practical training metrics for neural network dynamics.

Main Methods:

  • Proved $\varepsilon$-$δ$ closeness for Neural ODEs over the infinite time horizon $[0,\infty)$.
  • Applied methods to three classes: Morse-Smale systems with hyperbolic fixed points, Morse-Smale systems with hyperbolic limit cycles (using period matching), and systems with normally hyperbolic attractors (via discretization).
  • Established a temporal generalization bound linking $\varepsilon$-$δ$ closeness to $L^p$ error.

Main Results:

  • Neural ODEs achieve $\varepsilon$-$δ$ closeness for infinite-horizon dynamics in specified classes.
  • Demonstrated approximation of systems with multistability and limit cycles.
  • Derived a bound showing $\varepsilon$-$δ$ closeness implies bounded $L^p$ error for all $t \geq 0$.

Conclusions:

  • This work provides the first universal approximation framework for multistable infinite-horizon dynamics using Neural ODEs.
  • The findings extend the theoretical understanding of neural network capabilities for complex systems.
  • The temporal generalization bound connects theoretical approximation quality to practical error metrics.