This study presents a Bayesian maximum a posteriori (MAP) framework for dynamical system identification from time-series data. This is shown to be equivalent to a generalized Tikhonov regularization, providing a rational justification for the choice of the residual and regularization terms, respectively, from the negative logarithms of the likelihood and prior distributions. In addition to the estimation of model coefficients, the Bayesian interpretation gives access to the full apparatus for Bayesian inference, including the ranking of models, the quantification of model uncertainties, and the estimation of unknown (nuisance) hyperparameters.
View Article and Find Full Text PDFThe concept of a "flow network"-a set of nodes and links which carries one or more flows-unites many different disciplines, including pipe flow, fluid flow, electrical, chemical reaction, ecological, epidemiological, neurological, communications, transportation, financial, economic and human social networks. This Feature Paper presents a generalized maximum entropy framework to infer the state of a flow network, including its flow rates and other properties, in probabilistic form. In this method, the network uncertainty is represented by a joint probability function over its unknowns, subject to all that is known.
View Article and Find Full Text PDFWe investigate the predictive power of recurrent neural networks for oscillatory systems not only on the attractor but in its vicinity as well. For this, we consider systems perturbed by an external force. This allows us to not merely predict the time evolution of the system but also study its dynamical properties, such as bifurcations, dynamical response curves, characteristic exponents, etc.
View Article and Find Full Text PDFBig data have become a critically enabling component of emerging mathematical methods aimed at the automated discovery of dynamical systems, where first principles modeling may be intractable. However, in many engineering systems, abrupt changes must be rapidly characterized based on limited, incomplete, and noisy data. Many leading automated learning techniques rely on unrealistically large data sets, and it is unclear how to leverage prior knowledge effectively to re-identify a model after an abrupt change.
View Article and Find Full Text PDFA synchronization experiment on two mutual interacting organ pipes is compared with a theoretical model which takes into account the coupling mechanisms by the underlying first principles of fluid mechanics and aeroacoustics. The focus is on the Arnold-tongue, a mathematical object in the parameter space of detuning and coupling strength which quantitatively captures the interaction of the synchronized sound sources. From the experiment, a nonlinearly shaped Arnold-tongue is obtained, describing the coupling of the synchronized pipe-pipe system.
View Article and Find Full Text PDFWe study the modeling and prediction of dynamical systems based on conventional models derived from measurements. Such algorithms are highly desirable in situations where the underlying dynamics are hard to model from physical principles or simplified models need to be found. We focus on symbolic regression methods as a part of machine learning.
View Article and Find Full Text PDFRev Sci Instrum
June 2016
We present a novel experimental setup to investigate two-dimensional thermal convection in a freestanding thin liquid film. Such films can be produced in a controlled way on the scale of 5-1000 nm. Our primary goal is to investigate convection patterns and the statistics of reversals in Rayleigh-Bénard convection with varying aspect ratio.
View Article and Find Full Text PDFPhys Rev E Stat Nonlin Soft Matter Phys
December 2015
We study aqueous, freestanding, thin films stabilized by a surfactant with respect to mixing and dynamical systems properties. With this special setup, a two-dimensional fluid can be realized experimentally. The physics of the system involves a complex interplay of thermal convection and interface and gravitational forces.
View Article and Find Full Text PDFPiezoelectric polymers are known for their flexibility in applications, mainly due to their bending ability, robustness, and variable sensor geometry. It is an optimal material for minimal-invasive investigations in vibrational systems, e.g.
View Article and Find Full Text PDFSound generation and interaction are highly complex, nonlinear, and self-organized. Nearly 150 years ago Rayleigh raised the following problem: two nearby organ pipes of different fundamental frequencies sound together almost inaudibly with identical pitch. This effect is now understood qualitatively by modern synchronization theory M.
View Article and Find Full Text PDFPhys Rev E Stat Nonlin Soft Matter Phys
January 2005
We present a nonparametric way to retrieve an additive system of differential equations in embedding space from a single time series. These equations can be treated with dynamical systems theory and allow for long-term predictions. We apply our method to a modified chaotic Chua oscillator in order to demonstrate its potential.
View Article and Find Full Text PDFWe develop a theory describing the transition to a spatially homogeneous regime in a mixing flow with a chaotic in time reaction. The transverse Lyapunov exponent governing the stability of the homogeneous state can be represented as a combination of Lyapunov exponents for spatial mixing and temporal chaos. This representation, being exact for time-independent flows and equal Pe clet numbers of different components, is demonstrated to work accurately for time-dependent flows and different Pe clet numbers.
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