关于库普曼运算符近似与神经常规微分方程之间的关系,用于数据驱动的时间演变预测
Jake Buzhardt1, C Ricardo Constante-Amores2, Michael D Graham1
1Department of Chemical and Biological Engineering, University of Wisconsin-Madison, Madison, Wisconsin 53706, USA.
Chaos (Woodbury, N.Y.)
|April 15, 2025
概括
扩展动态模式分解与字典学习 (EDMD-DL) 结合状态空间投影相当于神经普通微分方程 (ODEs) 预测非线性动态系统.
科学领域:
- 动态系统理论 动态系统理论
- 机器学习用于科学发现
- 非线性动力学是一种非线性动力学.
背景情况:
- 在许多科学领域中,预测非线性动态系统的时间演变至关重要.
- 库普曼基于操作者的方法和状态空间方法为这个挑战提供了不同的方法.
- 将这些方法结合起来,可以产生更强大的预测模型.
研究的目的:
- 探索状态空间和库普曼基于操作者的方法之间的关系.
- 为了证明扩展动态模式分解与字典学习 (EDMD-DL) 和神经网络表示之间的等价性.
- 开发和评估用于非线性系统预测的新型混合模型.
主要方法:
- 使用扩展动态模式分解与字典学习 (EDMD-DL) 结合状态空间投影.
- 实现的神经普通微分方程 (ODEs) 和EDMD-DL.DL.的变化.
- 在混乱系统 (洛伦茨系统,九模流) 上进行了数值实验.
主要成果:
- 具有状态空间投影的EDMD-DL相当于非线性离散时间流图的神经网络表示.
- 预测步骤引入非线性,显著改善EDMD-DL预测.
- 混合模型在各种预测任务中显示了与神经ODEs和非马科夫方法相比较的性能.
结论:
- 确定EDMD-DL与状态空间投影和神经ODE之间的等价性.
- 这些方法为混乱动态,长期统计和极端事件提供了可靠的预测.
- 这些发现为非线性动态系统的数据驱动建模提供了统一的视角.
相关概念视频
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