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Natsuki Tsutsumi

Publications and source records attributed to Natsuki Tsutsumi.

6 recordsLinked to original sources

Geometric structure of ideal data-driven dynamical model using RfR method

The Gaussian radial function-based Regression (RfR) method is a data-driven modeling approach that utilizes physically understandable variables from scalar time series, constructed using delay coordinates and Gaussian radial basis functions. Even when a model successfully describes an approximate trajectory of the original system, data-driven models rarely reconstruct negative Lyapunov exponents of chaotic dynamics. An ''ideal model'' should reconstruct the dynamical structure, including the negative (physically dominant) Lyapunov exponents. Comparing the ideal model and the non-ideal model, we investigate the geometric structure of the attractor of such models using the Lyapunov exponents and the corresponding Lyapunov vectors. Our investigation suggests that the ideal model reconstructs the original system's attractor as a time-delay embedding. By applying the results, we search for a method to construct an ideal model, which persists against the change in hyperparameters.

nlin.CD

On the attractor in a high-dimensional neural network dynamics of reservoir computing: Lyapunov analysis viewpoint

Recent theoretical developments of reservoir computing have clarified a sufficient condition about which reservoir computing can capture the dynamics of a target system, enabling the reconstruction of dynamical invariants. Even when the condition is relaxed, the reservoir computing is found to succeed in reconstructing time series. In this study, we investigate numerically the dynamical structures underlying the embedding structure by comparing the Lyapunov spectrum of a high-dimensional neural network in a reservoir computing model with that of the actual system. We also compute Lyapunov exponents restricted to the tangent space of the inertial manifold in a high-dimensional neural network. Our results provide numerical evidence that reservoir computing can accurately identify the Lyapunov spectrum of the target system, including all negative exponents.

nlin.CD

Data-driven ODE modeling of the high-frequency complex dynamics via a low-frequency dynamics model

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 the radial function-based regression (RfR) method. However, when the targeted variable's behavior is rather complex, the direct application of the RfR method does not function well. In this study, we propose a novel method of modeling such dynamics, including the high-frequency intermittent behavior of a fluid flow, by considering another variable (base variable) showing relatively simple, less intermittent behavior. We construct an autonomous joint model composed of two parts: the first is an autonomous system of a base variable, and the other concerns the targeted variable being affected by a term involving the base variable to demonstrate complex dynamics. The constructed joint model succeeded in not only inferring a short trajectory but also reconstructing chaotic sets and statistical properties obtained from a long trajectory such as the density distributions of the actual dynamics.

nlin.CD

Constructing low-dimensional ordinary differential equations from chaotic time series of high/infinite-dimensional systems using radial function-based regression

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 function-based regression (RfR) method. The RfR method employs a regression using Gaussian radial basis functions together with polynomial terms to facilitate the robust modeling of chaotic behavior. In this paper, we apply the RfR method to several types of relatively high-dimensional deterministic time series generated by a partial differential equation, a delay differential equation, a turbulence model, and intermittent dynamics. The case when the observation includes noise is also tested. We have effectively constructed a system of differential equations for each of these examples, which is assessed from the point of view of time series forecast, reconstruction of invariant sets, and invariant densities. We find that in some of the models, an appropriate trajectory is realized on the chaotic saddle and is identified by the Stagger-and-Step method.

math.DS

Constructing differential equations using only a scalar time-series about continuous time chaotic dynamics

We propose a simple method of constructing a system of differential equations of chaotic behavior based on the regression only from a scalar observable time-series data. The estimated system enables us to reconstruct invariant sets and statistical properties as well as to infer short time-series. Our successful modeling relies on the introduction of a set of Gaussian radial basis functions to capture local structure. The proposed method is used to construct a system of ordinary differential equations whose orbit reconstructs a time-series of a variable of the well-known Lorenz system as a simple but typical example. A system for a macroscopic fluid variable is also constructed.

math.DS

Dynamical system analysis of a data-driven model constructed by reservoir computing

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 characteristics can be reconstructed much more precisely by a data-driven model than by computing directly from training data. With this idea, we predict the laminar lasting time distribution of a particular macroscopic variable of chaotic fluid flow, which cannot be calculated from a direct numerical simulation of the Navier-Stokes equation because of its high computational cost.

math.DS