Learning Dynamical Systems and Bifurcation via Group Sparsity

Hayden Schaeffer; Giang Tran; Rachel Ward

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arXiv · 1709.01558

Learning Dynamical Systems and Bifurcation via Group Sparsity

Hayden Schaeffer·Giang Tran·Rachel Ward

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Abstract

Learning governing equations from a family of data sets which share the same physical laws but differ in bifurcation parameters is challenging. This is due, in part, to the wide range of phenomena that could be represented in the data sets as well as the range of parameter values. On the other hand, it is common to assume only a small number of candidate functions contribute to the observed dynamics. Based on these observations, we propose a group-sparse penalized method for model selection and parameter estimation for such data. We also provide convergence guarantees for our proposed numerical scheme. Various numerical experiments including the 1D logistic equation, the 3D Lorenz sampled from different bifurcation regions, and a switching system provide numerical validation for our method and suggest potential applications to applied dynamical systems.

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Hayden Schaeffer, Giang Tran, Rachel Ward. 2017-09-05. Learning Dynamical Systems and Bifurcation via Group Sparsity. https://arxiv.org/abs/1709.01558

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