arXiv subjects

Erik M. Bollt

Publications and source records attributed to Erik M. Bollt.

At least 19 recordsLinked to original sources

arXiv2026

Empirical Discovery of Multi-Scale Transfer of Information in Dynamical Systems

In this work, we quantify the time scales and information flow associated with multiscale energy transfer in a weakly turbulent system. This is done through a greedy optimization algorithm which finds the maximum conditional-mutual information across lagged embeddings of time series localized by wavenumber. For our chosen weakly turbulent system, the algorithm finds asymmetries in the information flow across wavenumbers, reflecting what are typically described as forward and inverse cascades. However, our approach goes beyond typical heuristic arguments and provides quantitative insight into the intricate multi-wave mixing dynamics necessary to maintain the steady statistical state characterizing weak turbulence. Our work then provides a novel, detailed, and fully nonlinear statistical analysis of a weakly turbulent system. The flexibility of our approach points to broader applicability in real-world data coming from chaotic or turbulent dynamical systems.

nlin.CD↗

arXiv2025

Tree-based Learning for High-Fidelity Prediction of Chaos

Model-free forecasting of the temporal evolution of chaotic systems is crucial but challenging. Existing solutions require hyperparameter tuning, significantly hindering their wider adoption. In this work, we introduce a tree-based approach not requiring hyperparameter tuning: TreeDOX. It uses time delay overembedding as explicit short-term memory and Extra-Trees Regressors to perform feature reduction and forecasting. We demonstrate the state-of-the-art performance of TreeDOX using the Henon map, Lorenz and Kuramoto-Sivashinsky systems, and the real-world Southern Oscillation Index.

cs.LG↗

arXiv2025

The problem of infinite information flow

We study conditional mutual information (cMI) between a pair of variables $X,Y$ given a third one $Z$ and derived quantities including transfer entropy (TE) and causation entropy (CE) in the dynamically relevant context where $X=T(Y,Z)$ is determined by $Y,Z$ via a deterministic transformation $T$. Under mild continuity assumptions on their distributions, we prove a zero-infinity dichotomy for cMI for a wide class of $T$, which gives a yes-or-no answer to the question of information flow as quantified by TE or CE. Such an answer fails to distinguish between the relative amounts of information flow. To resolve this problem, we propose a discretization strategy and a conjectured formula to discern the \textit{relative ambiguities} of the system, which can serve as a reliable proxy for the relative amounts of information flow. We illustrate and validate this approach with numerical evidence.

math.DS↗

arXiv2025

Analysis of tidal flows through the Strait of Gibraltar using Dynamic Mode Decomposition

The Strait of Gibraltar is a region characterized by intricate oceanic sub-mesoscale features, influenced by topography, tidal forces, instabilities, and nonlinear hydraulic processes, all governed by the nonlinear equations of fluid motion. In this study, we aim to uncover the underlying physics of these phenomena within 3D MIT general circulation model simulations, including waves, eddies, and gyres. To achieve this, we employ Dynamic Mode Decomposition (DMD) to break down simulation snapshots into Koopman modes, with distinct exponential growth/decay rates and oscillation frequencies. Our objectives encompass evaluating DMD's efficacy in capturing known features, unveiling new elements, ranking modes, and exploring order reduction. We also introduce modifications to enhance DMD's robustness, numerical accuracy, and robustness of eigenvalues. DMD analysis yields a comprehensive understanding of flow patterns, internal wave formation, and the dynamics of the Strait of Gibraltar, its meandering behaviors, and the formation of a secondary gyre, notably the Western Alboran Gyre, as well as the propagation of Kelvin and coastal-trapped waves along the African coast. In doing so, it significantly advances our comprehension of intricate oceanographic phenomena and underscores the immense utility of DMD as an analytical tool for such complex datasets, suggesting that DMD could serve as a valuable addition to the toolkit of oceanographers.

math.DS↗

arXiv2024

Fractal Conditional Correlation Dimension Infers Complex Causal Networks

Determining causal inference has become popular in physical and engineering applications. While the problem has immense challenges, it provides a way to model the complex networks by observing the time series. In this paper, we present the optimal conditional correlation dimensional geometric information flow principle ($oGeoC$) that can reveal direct and indirect causal relations in a network through geometric interpretations. We introduce two algorithms that utilize the $oGeoC$ principle to discover the direct links and then remove indirect links. The algorithms are evaluated using coupled logistic networks. The results indicate that when the number of observations is sufficient, the proposed algorithms are highly accurate in identifying direct causal links and have a low false positive rate.

cs.IT↗

arXiv2024

Data-driven model discovery with Kolmogorov-Arnold networks

Data-driven model discovery of complex dynamical systems is typically done using sparse optimization, but it has a fundamental limitation: sparsity in that the underlying governing equations of the system contain only a small number of elementary mathematical terms. Examples where sparse optimization fails abound, such as the classic Ikeda or optical-cavity map in nonlinear dynamics and a large variety of ecosystems. Exploiting the recently articulated Kolmogorov-Arnold networks, we develop a general model-discovery framework for any dynamical systems including those that do not satisfy the sparsity condition. In particular, we demonstrate non-uniqueness in that a large number of approximate models of the system can be found which generate the same invariant set with the correct statistics such as the Lyapunov exponents and Kullback-Leibler divergence. An analogy to shadowing of numerical trajectories in chaotic systems is pointed out.

cs.LG↗

arXiv2023

Learning Transfer Operators by Kernel Density Estimation

Inference of transfer operators from data is often formulated as a classical problem that hinges on the Ulam method. The conventional description, known as the Ulam-Galerkin method, involves projecting onto basis functions represented as characteristic functions supported over a fine grid of rectangles. From this perspective, the Ulam-Galerkin approach can be interpreted as density estimation using the histogram method. In this study, we recast the problem within the framework of statistical density estimation. This alternative perspective allows for an explicit and rigorous analysis of bias and variance, thereby facilitating a discussion on the mean square error. Through comprehensive examples utilizing the logistic map and a Markov map, we demonstrate the validity and effectiveness of this approach in estimating the eigenvectors of the Frobenius-Perron operator. We compare the performance of Histogram Density Estimation(HDE) and Kernel Density Estimation(KDE) methods and find that KDE generally outperforms HDE in terms of accuracy. However, it is important to note that KDE exhibits limitations around boundary points and jumps. Based on our research findings, we suggest the possibility of incorporating other density estimation methods into this field and propose future investigations into the application of KDE-based estimation for high-dimensional maps. These findings provide valuable insights for researchers and practitioners working on estimating the Frobenius-Perron operator and highlight the potential of density estimation techniques in this area of study. Keywords: Transfer Operators; Frobenius-Perron operator; probability density estimation; Ulam-Galerkin method; Kernel Density Estimation; Histogram Density Estimation.

cs.LG↗

arXiv2023

Autoencoding for the 'Good Dictionary' of eigen pairs of the Koopman Operator

Reduced order modelling relies on representing complex dynamical systems using simplified modes, which can be achieved through Koopman operator analysis. However, computing Koopman eigen pairs for high-dimensional observable data can be inefficient. This paper proposes using deep autoencoders, a type of deep learning technique, to perform non-linear geometric transformations on raw data before computing Koopman eigen vectors. The encoded data produced by the deep autoencoder is diffeomorphic to a manifold of the dynamical system, and has a significantly lower dimension than the raw data. To handle high-dimensional time series data, Takens's time delay embedding is presented as a pre-processing technique. The paper concludes by presenting examples of these techniques in action.

math.DS↗

arXiv2023

Non-normality, optimality and synchronization

It has been recognized for quite some time that for some matrices the spectra are not enough to tell the complete story of the dynamics of the system, even for linear ODEs. While it is true that the eigenvalues control the asymptotic behavior of the system, if the matrix representing the system is non-normal, short term transients may appear in the linear system. Recently it has been recognized that since the matrices representing directed networks are non-normal, analysis based on spectra alone may be misleading. Both a normal and a non-normal system may be stable according to the master stability paradigm, but the non-normal system may have an arbitrarily small attraction basin to the synchronous state whereas an equivalent normal system may have a significantly larger sync basin. This points to the need to study synchronization in non-normal networks more closely. In this work, various tools will be utilized to examine synchronization in directed networks, including pseudospectra, an adaption of pseudospectra that we will call Laplacian pseudospectra. We define a resulting concept that we call Laplacian pseudospectral resilience (LPR). It will be shown that LPR outperforms other scalar measures for estimating the stability of the synchronous state to finite perturbations in a class of networks known as optimal networks. Finally we find that the ideal choice of optimal network, with an eye toward synchronization, is the one which minimizes LPR

nlin.CD↗

arXiv2022

Stability analysis of intralayer synchronization in time-varying multilayer networks with generic coupling functions

The stability analysis of synchronization patterns on generalized network structures is of immense importance nowadays. In this article, we scrutinize the stability of intralayer synchronous state in temporal multilayer hypernetworks, where each dynamic units in a layer communicate with others through various independent time-varying connection mechanisms. Here, dynamical units within and between layers may be interconnected through arbitrary generic coupling functions. We show that intralayer synchronous state exists as an invariant solution. Using fast switching stability criteria, we derive the condition for stable coherent state in terms of associated time-averaged network structure, and in some instances we are able to separate the transverse subspace optimally. Using simultaneous block diagonalization of coupling matrices, we derive the synchronization stability condition without considering time-averaged network structure. Finally, we verify our analytically derived results through a series of numerical simulations on synthetic and real-world neuronal networked systems.

nlin.CD↗

arXiv2022

Recurrent Neural Networks for Dynamical Systems: Applications to Ordinary Differential Equations, Collective Motion, and Hydrological Modeling

Classical methods of solving spatiotemporal dynamical systems include statistical approaches such as autoregressive integrated moving average, which assume linear and stationary relationships between systems' previous outputs. Development and implementation of linear methods are relatively simple, but they often do not capture non-linear relationships in the data. Thus, artificial neural networks (ANNs) are receiving attention from researchers in analyzing and forecasting dynamical systems. Recurrent neural networks (RNN), derived from feed-forward ANNs, use internal memory to process variable-length sequences of inputs. This allows RNNs to applicable for finding solutions for a vast variety of problems in spatiotemporal dynamical systems. Thus, in this paper, we utilize RNNs to treat some specific issues associated with dynamical systems. Specifically, we analyze the performance of RNNs applied to three tasks: reconstruction of correct Lorenz solutions for a system with a formulation error, reconstruction of corrupted collective motion trajectories, and forecasting of streamflow time series possessing spikes, representing three fields, namely, ordinary differential equations, collective motion, and hydrological modeling, respectively. We train and test RNNs uniquely in each task to demonstrate the broad applicability of RNNs in reconstruction and forecasting the dynamics of dynamical systems.

math.DS↗

arXiv2022

The Essential Synchronization Backbone Problem

Network optimization strategies for the process of synchronization have generally focused on the re-wiring or re-weighting of links in order to: (1) expand the range of coupling strengths that achieve synchronization, (2) expand the basin of attraction for the synchronization manifold, or (3) lower the average time to synchronization. A new optimization goal is proposed in seeking the minimum subset of the edge set of the original network that enables the same essential ability to synchronize in that the synchronization manifolds have conjugate stability. We call this type of minimal spanning subgraph an Essential Synchronization Backbone (ESB) of the original system, and we present two algorithms: one is a strategy for an exhaustive search for a true solution, while the other is a method of approximation for this combinatorial problem. The solution spaces that result from different choices of dynamical systems and coupling schemes vary with the level of hierarchical structure present and also the number of interwoven central cycles. Applications can include the important problem in civil engineering of power grid hardening, where new link creation may be costly, and the defense of certain key links to the functional process may be prioritized.

nlin.AO↗

arXiv2022

Spanning Trees of Recursive Scale-Free Graphs

We present a link-by-link rule-based method for constructing all members of the ensemble of spanning trees for any recursively generated, finitely articulated graph, such as the DGM net. The recursions allow for many large-scale properties of the ensemble of spanning trees to be analytically solved exactly. We show how a judicious application of the prescribed growth rules selects for certain subsets of the spanning trees with particular desired properties (small-world or extended diameter, degree distribution, etc.), and thus provides solutions to several optimization problems. The analysis of spanning trees enhances the usefulness of recursive graphs as sophisticated models for everyday life complex networks.

physics.soc-ph↗

arXiv2021

Stochastic and mixed flower graphs

Stochasticity is introduced to a well studied class of recursively grown graphs: $(u,v)$-flower nets, which have power-law degree distributions as well as small-world properties (when $u=1$). The stochastic variant interpolates between different (deterministic) flower graphs and might better model real-world networks. The random multiplicative growth process involved, however, leads to a spread ensemble of networks with finite variance for the number of links, nodes, and loops. Nevertheless, the degree exponent and loopiness exponent attain unique values in the thermodynamic limit of infinitely large graphs. We also study a class of mixed flower networks, closely related to the stochastic flowers, but which are grown recursively in a deterministic way. The deterministic growth of mixed flower-nets eliminates ensemble spreads, and their recursive growth allows for exact analysis of their (uniquely defined) mixed properties.

physics.soc-ph↗

arXiv2021

Beach-level 24-hour forecasts of Florida red tide-induced respiratory irritation

An accurate forecast of the red tide respiratory irritation level would improve the lives of many people living in areas affected by algal blooms. Using a decades-long database of daily beach conditions, two conceptually different models to forecast the respiratory irritation risk level one day ahead of time are trained. One model is wind-based, using the current days' respiratory level and the predicted wind direction of the following day. The other model is a probabilistic self-exciting Hawkes process model. Both models are trained on beaches in Florida during 2011-2017 and applied to the red tide bloom during 2018-2019. For beaches where there is enough historical data to develop a model, the model which performs best depends on the beach. The wind-based model is the most accurate at half the beaches, correctly predicting the respiratory risk level on average about 84% of the time. The Hawkes model is the most accurate (81% accuracy) at nearly all of the remaining beaches.

physics.data-an↗

arXiv2021

Is the Finite-Time Lyapunov Exponent Field a Koopman Eigenfunction?

This work serves as a bridge between two approaches to analysis of dynamical systems: the local, geometric analysis and the global, operator theoretic, Koopman analysis. We explicitly construct vector fields where the instantaneous Lyapunov exponent field is a Koopman eigenfunction. Restricting ourselves to polynomial vector fields to make this construction easier, we find that such vector fields do exist, and we explore whether such vector fields have a special structure, thus making a link between the geometric theory and the transfer operator theory.

math.DS↗

arXiv2021

Randomized Projection Learning Method forDynamic Mode Decomposition

A data-driven analysis method known as dynamic mode decomposition (DMD) approximates the linear Koopman operator on projected space. In the spirit of Johnson-Lindenstrauss Lemma, we will use random projection to estimate the DMD modes in reduced dimensional space. In practical applications, snapshots are in high dimensional observable space and the DMD operator matrix is massive. Hence, computing DMD with the full spectrum is infeasible, so our main computational goal is estimating the eigenvalue and eigenvectors of the DMD operator in a projected domain. We will generalize the current algorithm to estimate a projected DMD operator. We focus on a powerful and simple random projection algorithm that will reduce the computational and storage cost. While clearly, a random projection simplifies the algorithmic complexity of a detailed optimal projection, as we will show, generally the results can be excellent nonetheless, and quality understood through a well-developed theory of random projections. We will demonstrate that modes can be calculated for a low cost by the projected data with sufficient dimension. Keyword: Koopman Operator, Dynamic Mode Decomposition(DMD), Johnson-Lindenstrauss Lemma, Random Projection, Data-driven method.

cs.LG↗

arXiv2020

On Geometry of Information Flow for Causal Inference

Causal inference is perhaps one of the most fundamental concepts in science, beginning originally from the works of some of the ancient philosophers, through today, but also weaved strongly in current work from statisticians, machine learning experts, and scientists from many other fields. This paper takes the perspective of information flow, which includes the Nobel prize winning work on Granger-causality, and the recently highly popular transfer entropy, these being probabilistic in nature. Our main contribution will be to develop analysis tools that will allow a geometric interpretation of information flow as a causal inference indicated by positive transfer entropy. We will describe the effective dimensionality of an underlying manifold as projected into the outcome space that summarizes information flow. Therefore contrasting the probabilistic and geometric perspectives, we will introduce a new measure of causal inference based on the fractal correlation dimension conditionally applied to competing explanations of future forecasts, which we will write $GeoC_{y\rightarrow x}$. This avoids some of the boundedness issues that we show exist for the transfer entropy, $T_{y\rightarrow x}$. We will highlight our discussions with data developed from synthetic models of successively more complex nature: then include the Hénon map example, and finally a real physiological example relating breathing and heart rate function. Keywords: Causal Inference; Transfer Entropy; Differential Entropy; Correlation Dimension; Pinsker's Inequality; Frobenius-Perron operator.

cs.IT↗