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Sparse identification of nonlinear dynamics and Koopman operators with Shallow Recurrent Decoder Networks.
Mars Liyao Gao1, Jan P Williams2, J Nathan Kutz3,4
1Paul G. Allen School of Computer Science & Engineering, University of Washington, Seattle, WA 98195.
This study introduces SINDy-SHRED, a novel method for modeling complex spatiotemporal data by learning interpretable dynamics and discovering governing equations. It achieves superior accuracy and data efficiency compared to existing deep learning models.
Area of Science:
- Computational Physics
- Machine Learning
- Data Science
Background:
- Modeling complex spatiotemporal data is challenging due to high dimensionality, noise, and partial observations.
- Existing methods often require extensive data and computational resources.
Purpose of the Study:
- To present Sparse Identification of Nonlinear Dynamics with SHallow REcurrent Decoder networks (SINDy-SHRED), a method for joint sensing and model identification.
- To develop a computationally efficient and robust approach for spatiotemporal data analysis.
Main Methods:
- Utilizes Gated Recurrent Units for temporal sequence modeling of sparse sensor measurements.
- Employs a shallow decoder network to reconstruct spatiotemporal fields from latent states.
- Introduces SINDy-based regularization for latent space convergence to a SINDy-class functional.
Main Results:
- Learns a symbolic, interpretable, low-dimensional latent space for complex dynamics.
- Discovers governing equations for physical systems and achieves a convex loss landscape.
- Demonstrates superior accuracy, data efficiency, and reduced training cost over state-of-the-art methods.
Conclusions:
- SINDy-SHRED provides a powerful tool for understanding and predicting complex spatiotemporal phenomena.
- The method enables stable and accurate long-term video predictions, outperforming deep learning baselines.
- Offers a parsimonious and interpretable model with fewer parameters than competing approaches.
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