SearcharxivSearch

arXiv · 1602.00342

Inferring Interaction Rules From Observations of Evolutive Systems I: The Variational Approach

Abstract

In this paper we are concerned with the learnability of nonlocal interaction kernels for first order systems modeling certain social interactions, from observations of realizations of their dynamics. This paper is the first of a series on learnability of nonlocal interaction kernels and presents a variational approach to the problem. In particular, we assume here that the kernel to be learned is bounded and locally Lipschitz continuous and that the initial conditions of the systems are drawn identically and independently at random according to a given initial probability distribution. Then the minimization over a rather arbitrary sequence of (finite dimensional) subspaces of a least square functional measuring the discrepancy from observed trajectories produces uniform approximations to the kernel on compact sets. The convergence result is obtained by combining mean-field limits, transport methods, and a $\Gamma$-convergence argument. A crucial condition for the learnability is a certain coercivity property of the least square functional, majoring an $L_2$-norm discrepancy to the kernel with respect to a probability measure, depending on the given initial probability distribution by suitable push forwards and transport maps. We illustrate the convergence result by means of several numerical experiments.

Explore related subjects

Keep this discovery

BibTeXRIS

Mattia Bongini, Massimo Fornasier, Markus Hansen, Mauro Maggioni. 2016-01-31. Inferring Interaction Rules From Observations of Evolutive Systems I: The Variational Approach. https://arxiv.org/abs/1602.00342

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Admissible Fourier Lengths, KAM Reducibility, and Spectral Applications

We develop a perturbative KAM reducibility theory for one-frequency $\mathrm{SL}(2,\mathbb{R})$ cocycles based on an admissible Fourier length $\ell$. The regularity relevant to the iteration is measured by positive adapted Fourier width rather than ordinary smoothness in the Euclidean length $|n|$. The same length governs Fourier decay, truncation and resonance scales, and the arithmetic condition controlling the small divisors. This framework contains the classical analytic and Gevrey settings, while non-monotone choices of $\ell$ allow classical nowhere differentiable Weierstrass-type perturbations and continuous perturbations outside every positive H\"older class. As spectral applications, we obtain purely absolutely continuous spectrum for every phase and $1/2$-H\"older continuity of the integrated density of states for the associated quasiperiodic Schr\"odinger operators. The Aubry dual has pure point spectrum for Lebesgue almost every dual phase, with eigenfunctions exponentially localized in the metric induced by $\ell$. We also construct nowhere differentiable quasiperiodic potentials with purely absolutely continuous Cantor spectrum.

math.DS

Dynamics inside the attracting basins of some skew products

Polynomial skew products in $\mathbb{C}^2$ are maps of the form $F(z,w)=(P(z),Q(z,w))$, where $P$ and $Q$ are polynomials. Their local dynamics have been widely investigated. In this paper, we study the global dynamics inside Fatou components of some skew products. We consider all the inverse images in a Fatou component of a given point and use the Kobayashi metric to measure the distance between points. In the cases we consider, there are always arbitrarily large Kobayashi balls in the complement of these inverse sets.

math.DS

Ergodicity of dynamical systems without uniqueness of orbits

Recently, there has been considerable interest in the study of non-deterministic dynamical systems. To analyze the chaotic behavior of such systems from a measure-theoretic viewpoint, it is desirable to consider ergodicity. However, the classical definition of ergodicity involves invariant sets, whose definition is not unique for non-deterministic dynamical systems. Thus, we are led to the question of which invariance yields an interesting definition of ergodicity. Here, we propose a definition based on the strong backward invariance and show that analogs of classical results hold. We also consider implications of the Birkhoff ergodic theorem for systems without uniqueness of orbits.

math.DS