Guaranteed Stable Quadratic Models and their applications in SINDy and Operator Inference
Scientific machine learning for inferring dynamical systems combines data-driven modeling, physics-based modeling, and empirical knowledge. It plays an essential role in engineering design and digital twinning. In this work, we primarily focus on an operator inference methodology that builds dynamical models, preferably in low-dimension, with a prior hypothesis on the model structure, often determined by known physics or given by experts. Then, for inference, we aim to learn the operators of a model by setting up an appropriate optimization problem. One of the critical properties of dynamical systems is stability. However, this property is not guaranteed by the inferred models. In this work, we propose inference formulations to learn quadratic models, which are stable by design. Precisely, we discuss the parameterization of quadratic systems that are locally and globally stable. Moreover, for quadratic systems with no stable point yet bounded (e.g., chaotic Lorenz model), we discuss how to parameterize such bounded behaviors in the learning process. Using those parameterizations, we set up inference problems, which are then solved using a gradient-based optimization method. Furthermore, to avoid numerical derivatives and still learn continuous systems, we make use of an integral form of differential equations. We present several numerical examples, illustrating the preservation of stability and discussing its comparison with the existing state-of-the-art approach to infer operators. By means of numerical examples, we also demonstrate how the proposed methods are employed to discover governing equations and energy-preserving models.
Code (1)
Tasks
PhilosophyMethods 이 논문이 사용한 방법론
Similar Papers 제목 키워드 기반
Data-driven system identification using quadratic embeddings of nonlinear dynamics
We propose a novel data-driven method called QENDy (Quadratic Embedding of Nonlinear Dynamics) that not only allows us to learn quadratic representations of highly nonlinear dynamical systems, but also to identify the go…
Sparse Identification of Nonlinear Dynamics with Conformal Prediction
The Sparse Identification of Nonlinear Dynamics (SINDy) is a method for discovering nonlinear dynamical system models from data. Quantifying uncertainty in SINDy models is essential for assessing their reliability, parti…
Time Series ForecastingTime Series PredictionFeature ImportanceUnrolled-SINDy: A Stable Explicit Method for Non linear PDE Discovery from Sparsely Sampled Data
Identifying from observation data the governing differential equations of a physical dynamics is a key challenge in machine learning. Although approaches based on SINDy have shown great promise in this area, they still f…
Sparse identification of nonlinear dynamics with high accuracy and reliability under noisy conditions for applications to industrial systems
This paper proposes a sparse identification of nonlinear dynamics (SINDy) with control and exogenous inputs for highly accurate and reliable prediction. The method is applied to the diesel engine airpath systems, which a…
Ensemble LearningBayesian autoencoders for data-driven discovery of coordinates, governing equations and fundamental constants
Recent progress in autoencoder-based sparse identification of nonlinear dynamics (SINDy) under $\ell_1$ constraints allows joint discoveries of governing equations and latent coordinate systems from spatio-temporal data,…
Uncertainty Quantificationvalid