Reconstruction of the vector fields of continuous dynamical systems from numerical scalar time series

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

In our previous study [N. Tsutsumi, K. Nakai, and Y. Saiki, Chaos 32, 091101 (2022)1054-150010.1063/5.0100166] we proposed a method of constructing a system of ordinary differential equations of chaotic behavior only from observable deterministic time series, which we will call the 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 example time series of high- or infinite-dimensional deterministic systems, and we construct a system of relatively low-dimensional ordinary differential equations with a large number of terms. The examples include time series generated from 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.

Transformations that preserve the uniqueness of the differential form for Lorenz-like systems

Differential equations serve as models for many physical systems. But, are these equations unique? We prove here that when a 3D system of ordinary differential equations for a dynamical system is transformed to the jerk or differential form, the jerk form is preserved in relation to a given variable and, therefore, the transformed system shares the time series of that given variable with the original untransformed system. Multiple algebraically different systems of ordinary differential equations can share the same jerk form. They may also share the same time series of the transformed variable depending on the parameters of the jerk form. Here, we studied 17 algebraically different Lorenz-like systems that share the same functional jerk form. There are groups of these systems that share the jerk parameters and, therefore, also have the same time series of the transformed variable.

Recovering chaotic properties from small data

Physical properties are obviously essential to study a chaotic system that generates discrete-time signals, but recovering chaotic properties of a signal source from small data is a very troublesome work. Existing chaotic models are weak in dealing with such case in that most of them need big data to exploit those properties. In this paper, geometric theory is considered to solve this problem. We build a smooth trajectory from series to implicitly exhibit the chaotic properties with series-nonuniform rational B-spline (S-NURBS) modeling method, which is presented by our team to model slow-changing chaotic time series. As for the part of validation, we reveal how well our model recovers the properties from both the statistical and the chaotic aspects to confirm the effectiveness of the model. Finally a practical chaotic model is built up to recover the chaotic properties contained in the Musa standard dataset, which is used in analyzing software reliability, thereby further proves the high credibility of this model in practical time series. The effectiveness of the S-NURBS modeling leads us to believe that it is really a feasible and worthy research area to study chaotic systems from geometric perspective. For this reason, we reckon that we have opened up a new horizon for chaotic system research.

Series-NonUniform Rational B-Spline (S-NURBS) model: a geometrical interpolation framework for chaotic data

Time series is widely exploited to study the innate character of the complex chaotic system. Existing chaotic models are weak in modeling accuracy because of adopting either error minimization strategy or an acceptable error to end the modeling process. Instead, interpolation can be very useful for solving differential equations with a small modeling error, but it is also very difficult to deal with arbitrary-dimensional series. In this paper, geometric theory is considered to reduce the modeling error, and a high-precision framework called Series-NonUniform Rational B-Spline (S-NURBS) model is developed to deal with arbitrary-dimensional series. The capability of the interpolation framework is proved in the validation part. Besides, we verify its reliability by interpolating Musa dataset. The main improvement of the proposed framework is that we are able to reduce the interpolation error by properly adjusting weights series step by step if more information is given. Meanwhile, these experiments also demonstrate that studying the physical system from a geometric perspective is feasible.

Electrocardiogram classification using delay differential equations

Time series analysis with nonlinear delay differential equations (DDEs) reveals nonlinear as well as spectral properties of the underlying dynamical system. Here, global DDE models were used to analyze 5 min data segments of electrocardiographic (ECG) recordings in order to capture distinguishing features for different heart conditions such as normal heart beat, congestive heart failure, and atrial fibrillation. The number of terms and delays in the model as well as the order of nonlinearity of the model have to be selected that are the most discriminative. The DDE model form that best separates the three classes of data was chosen by exhaustive search up to third order polynomials. Such an approach can provide deep insight into the nature of the data since linear terms of a DDE correspond to the main time-scales in the signal and the nonlinear terms in the DDE are related to nonlinear couplings between the harmonic signal parts. The DDEs were able to detect atrial fibrillation with an accuracy of 72%, congestive heart failure with an accuracy of 88%, and normal heart beat with an accuracy of 97% from 5 min of ECG, a much shorter time interval than required to achieve comparable performance with other methods.

Second modified localized approximation for use in generalized Lorenz-Mie theory and other theories revisited

Arbitrary electromagnetic shaped beams may be described by using expansions over a set of basis functions, with expansion coefficients containing subcoefficients named "beam shape coefficients" (BSCs). When BSCs cannot be obtained in closed form, and/or when the beam description does not exactly satisfy Maxwell's equations, the most efficient method to evaluate the BSCs is to rely on localized approximations. One of them, named the second modified localized approximation, has been presented in a way that may be found ambiguous in some cases. The aim of the present paper is to remove any ambiguity on the use of the second modified localized approximation.

Nonuniqueness of global modeling and time scaling

Starting from an observed single time series, it is shown how to reconstruct a global model in the original phase space by using the ansatz library approach. This model is then compared to the underlying dynamical system that describes the initial time series, and the nonuniqueness of the reconstructed model is discussed. This framework is extended by taking an additional time scaling factor in the reconstructed model class under consideration.

Spatiotemporal system identification on nonperiodic domains using Chebyshev spectral operators and system reduction algorithms

A system identification methodology based on Chebyshev spectral operators and an orthogonal system reduction algorithm is proposed, leading to a new approach for data-driven modeling of nonlinear spatiotemporal systems on nonperiodic domains. A continuous model structure is devised allowing for terms of arbitrary derivative order and nonlinearity degree. Chebyshev spectral operators are introduced to realm of inverse problems to discretize that continuous structure and arrive with spectral accuracy at a discrete form. Finally, least squares combined with an orthogonal system reduction algorithm are employed to solve for the parameters and eliminate the redundancies to achieve a parsimonious model. A numerical case study of identifying the Allen-Cahn metastable equation demonstrates the superior accuracy of the proposed Chebyshev spectral identification over its finite difference counterpart.

Spatiotemporal system reconstruction using Fourier spectral operators and structure selection techniques

A technique based on trigonometric spectral methods and structure selection is proposed for the reconstruction, from observed time series, of spatiotemporal systems governed by nonlinear partial differential equations of polynomial type with terms of arbitrary derivative order and nonlinearity degree. The system identification using Fourier spectral differentiation operators in conjunction with a structure selection procedure leads to a parsimonious model of the original system by detecting and eliminating the redundant parameters using orthogonal decomposition of the state data. Implementation of the technique is exemplified for a highly stiff reaction-diffusion system governed by the Kuramoto-Sivashinsky equation. Numerical experiments demonstrate the superior performance of the proposed technique in terms of accuracy as well as robustness, even with smaller sets of sampling data.

Modeling global vector fields of chaotic systems from noisy time series with the aid of structure-selection techniques

We address the problem of reconstructing a set of nonlinear differential equations from chaotic time series. A method that combines the implicit Adams integration and the structure-selection technique of an error reduction ratio is proposed for system identification and corresponding parameter estimation of the model. The structure-selection technique identifies the significant terms from a pool of candidates of functional basis and determines the optimal model through orthogonal characteristics on data. The technique with the Adams integration algorithm makes the reconstruction available to data sampled with large time intervals. Numerical experiment on Lorenz and Rossler systems shows that the proposed strategy is effective in global vector field reconstruction from noisy time series.

Generic two-variable model of excitability

We present a simple model that displays all classes of two-dimensional excitable regimes. One of the variables of the model displays the usual spikes observed in excitable systems. Since the model is written in terms of a "standard" vector field, it is always possible to fit it to experimental data displaying spikes in an algorithmic way. In fact, we use it to fit a series of membrane potential recordings obtained in the medicinal leech and time series generated with the FitzHugh-Nagumo equations and the excitability model of Eguía et al. [Phys. Rev. E 58, 2636 (1998)]. In each case, we determine the excitability class of the corresponding system.

Modeling continuous processes from data

Experimental and simulated time series are necessarily discretized in time. However, many real and artificial systems are more naturally modeled as continuous-time systems. This paper reviews the major techniques employed to estimate a continuous vector field from a finite discrete time series. We compare the performance of various methods on experimental and artificial time series and explore the connection between continuous (differential) and discrete (difference equation) systems. As part of this process we propose improvements to existing techniques. Our results demonstrate that the continuous-time dynamics of many noisy data sets can be simulated more accurately by modeling the one-step prediction map than by modeling the vector field. We also show that radial basis models provide superior results to global polynomial models.

Continuous model for vocal fold oscillations to study the effect of feedback

In this work we study the effects of delayed feedback on vocal fold dynamics. To perform this study, we work with a vocal fold model that is made as simple as possible while retaining the spectral content characteristic of human vocal production. Our results indicate that, even with the simplest explanation for vocal fold oscillation, delayed feedback due to reflected sound in the vocal tract can lead to extremely rich dynamics.

Stochastic relaxation oscillator model for the solar cycle

We perform a detailed analysis of the sunspot number time series to reconstruct the phase space of the underlying dynamical system. The features of this phase space allow us to describe the behavior of the solar cycle in terms of a simple relaxation oscillator in two dimensions. The absence of systematic self-crossings suggests that the complexity of the sunspot time series does not arise as a consequence of chaos. Instead, we show that it can be adequately modeled through the introduction of a stochastic fluctuation in one of the parameters of the dynamic equations.