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arXiv · 2109.06825

Estimating initial conditions for dynamical systems with incomplete information

Blas Kolic·Juan Sabuco·J. Doyne Farmer
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Abstract

In this paper we study the problem of inferring the initial conditions of a dynamical system under incomplete information. Studying several model systems, we infer the latent microstates that best reproduce an observed time series when the observations are sparse,noisy and aggregated under a (possibly) nonlinear observation operator. This is done by minimizing the least-squares distance between the observed time series and a model-simulated time series using gradient-based methods. We validate this method for the Lorenz and Mackey-Glass systems by making out-of-sample predictions. Finally, we analyze the predicting power of our method as a function of the number of observations available. We find a critical transition for the Mackey-Glass system, beyond which it can be initialized with arbitrary precision.

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Blas Kolic, Juan Sabuco, J. Doyne Farmer. 2021-09-14. Estimating initial conditions for dynamical systems with incomplete information. https://doi.org/10.1007/s11071-022-07365-y

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