在随机动态系统中用于库普曼半组估计的数据驱动框架
Yuanchao Xu1, Kaidi Shao2, Isao Ishikawa3
1Department of Mathematical and Statistical Sciences, University of Alberta, University Commons 5-140 Edmonton, Alberta T6G 2N8, Canada.
随机动态模式分解 (SDMD) 提供了一种稳定而精确的方法,通过近似库普曼半组来分析随机系统. 这种数据驱动的框架提高了理解复杂动态的效率和准确性.
科学领域:
- 动态系统理论 动态系统理论
- 数据驱动建模数据驱动建模
- 计算数学 计算数学 计算数学
背景情况:
- 分析随机动态系统对于理解复杂现象至关重要.
- 库普曼半组近似的现有方法面临着噪声和计算成本的挑战.
- 需要数量稳定和高效的框架.
研究的目的:
- 介绍随机动态模式分解 (SDMD),一个新的数据驱动框架.
- 在随机动态系统中准确高效地近似考普曼半组.
- 解决现有方法在数值稳定性和计算成本方面的局限性.
主要方法:
- SDMD的配方明确纳入采样时间,以提高数值稳定性和精度.
- 库普曼半组的直接近似,绕过计算密集的矩阵指数计算.
- 集成神经网络用于自动基础选择,减少手动干预.
主要成果:
- 在大数据,无限小的采样时间和日益增长的字典大小限制之间建立的理论收保证.
- 在各种正规的随机系统中捕获Koopman半组光谱属性的有效性.
- 对振荡系统,平均值逆转过程,超稳定系统和神经质量模型的成功应用.
结论:
- SDMD提供了一种计算效率高,数值稳定的方法来分析随机动态.
- 该框架有效地处理动态系统中的复杂随机行为.
- SDMD提供了一个实用的途径,通过数据驱动的方法来推进对随机系统的理解.
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