Related papers: Constructing differential equations using only a s…
In our previous study (N. Tsutsumi, K. Nakai and Y. Saiki (2022)) we proposed a method of constructing a system of differential equations of chaotic behavior only from observable deterministic time series, which we will call radial…
We present an optimization process to estimate parameters in systems of ordinary differential equations from chaotic time series. The optimization technique is based on a variational approach, and numerical studies on noisy time series…
We propose a reconstruction of the initial system of ordinary differential equations from a single observed variable. The suggested approach is applied to a certain class of systems which includes, in particular, the Rossler system and…
We construct a data-driven dynamical system model for a macroscopic variable the Reynolds number of a high-dimensionally chaotic fluid flow by training its scalar time-series data. We use a machine-learning approach, the reservoir computing…
The applicability of machine learning for predicting chaotic dynamics relies heavily upon the data used in the training stage. Chaotic time series obtained by numerically solving ordinary differential equations embed a complicated noise of…
We introduce a simple method to estimate the system parameters in continuous dynamical systems from the time series. In this method, we construct a modified system by introducing some constants (controlling constants) into the given…
We propose a method that is able to analyze chaotic time series, gained from exp erimental data. The method allows to identify scalar time-delay systems. If the dynamics of the system under investigation is governed by a scalar time-delay…
This paper considers the problem of learning, from samples, the dependency structure of a system of linear stochastic differential equations, when some of the variables are latent. In particular, we observe the time evolution of some…
In our previous paper [N. Tsutsumi, K. Nakai and Y. Saiki, Chaos 32, 091101 (2022)], we proposed a method for constructing a system of differential equations of chaotic behavior from only observable deterministic time series, which we call…
We present a nonparametric way to retrieve a system of differential equations in embedding space from a single time series. These equations can be treated with dynamical systems theory and allow for long term predictions. We demonstrate the…
We develop a numerical method to reconstruct systems of ordinary differential equations (ODEs) from time series data without {\it a priori} knowledge of the underlying ODEs using sparse basis learning and sparse function reconstruction. We…
This study evaluates data-driven models from a dynamical system perspective, such as unstable fixed points, periodic orbits, chaotic saddle, Lyapunov exponents, manifold structures, and statistical values. We find that these dynamical…
Dynamics of complex systems is studied by first considering a chaotic time series generated by Lorenz equations and adding noise to it. The trend (smooth behavior) is separated from fluctuations at different scales using wavelet analysis…
We propose a simple method to estimate the parameters involved in discrete dynamical systems from time series. The method is based on the concept of controlling chaos by constant feedback. The major advantages of the method are that it…
We present a general method for reconstruction of a network of nonlinearly coupled neural fields from the observations. A prominent example of such a system is a dynamical random neural network model studied by Sompolinsky et. al [Phys.…
We present a new chaotic system of three coupled ordinary differential equations, limited to quadratic nonlinear terms. A wide variety of dynamical regimes are reported. For some parameters, chaotic reversals of the amplitudes are produced…
Discrete numerical methods with finite time-steps represent a practical technique to solve initial-value problems involving nonlinear differential equations. These methods seem particularly useful to the study of chaos since no analytical…
We propose an approach for learning the causal structure in stochastic dynamical systems with a $1$-step functional dependency in the presence of latent variables. We propose an information-theoretic approach that allows us to recover the…
The discovery of structure from time series data is a key problem in fields of study working with complex systems. Most identifiability results and learning algorithms assume the underlying dynamics to be discrete in time. Comparatively…
This paper extends the subjects dicussed in the Data Analysis and Dynamical Systems courses by looking at the subject of modelling data. This task is nontrivial as the underlying process could be non-linear. In the paper some common…