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Divide and conquer: Learning chaotic dynamical systems with multistep penalty neural ordinary differential equations

Forecasting high-dimensional dynamical systems is a fundamental challenge in various fields, such as geosciences and engineering. Neural Ordinary Differential Equations (NODEs), which combine the power of neural networks and numerical solvers, have emerged as a promising algorithm for forecasting complex nonlinear dynamical systems. However, classical techniques used for NODE training are ineffective for learning chaotic dynamical systems. In this work, we propose a novel NODE-training approach that allows for robust learning of chaotic dynamical systems. Here, our method addresses the challenges of non-convexity and exploding gradients associated with underlying chaotic dynamics. Training data trajectories from such systems are split into multiple, non-overlapping time windows. In addition to the deviation from the training data, the optimization loss term further penalizes the discontinuities of the predicted trajectory between the time windows. The window size is selected based on the fastest Lyapunov time scale of the system. Multi-step penalty(MP) method is first demonstrated on Lorenz equation, to illustrate how it improves the loss landscape and thereby accelerates the optimization convergence. MP method can optimize chaotic systems in a manner similar to least-squares shadowing with significantly lower computational costs. Our proposed algorithm, denoted the Multistep Penalty NODE, is applied to chaotic systems such as the Kuramoto-Sivashinsky equation, the two-dimensional Kolmogorov flow, and ERA5 reanalysis data for the atmosphere. It is observed that MP-NODE provide viable performance for such chaotic systems, not only for short-term trajectory predictions but also for invariant statistics that are hallmarks of the chaotic nature of these dynamics.

Chaotic dynamical systems

Multigrid Reduction in Time for Chaotic and Hyperbolic Problems (Final Report)

The coming massive parallelism of exascale computing presents a pressing challenge for the many DOE simulations of time-dependent partial differential equations (PDEs), which typically use traditional sequential time stepping methods. Since this traditional approach is inherently serial, it presents a sequential bottleneck when moving to exascale computing, because future performance gains will come through greater concurrency, not faster clock speeds. Thus, the goal of this work is to research parallelism in time, i.e., methods that compute multiple time values simultaneously, not sequentially. The focus will be on hyperbolic and chaotic problems of interest to DOE, with the goal of enabling scalable simulations of time-dependent hyperbolic and chaotic problems on future architectures. The chosen methodology for solving these problems parallel-in-time is multigrid, because multigrid (when it works) is a powerful, optimal, and scalable solver for discretized PDEs. Multigrid is already commonly used in many DOE simulations for scalably and optimally solving space-only PDE problems. The areas of hyperbolic and chaotic problems are chosen because of their relevance to problems of programmatic interest to DOE. However, these problems are also well-known to be difficult for parallel-in-time methods, with the most common method, parareal, diverging in many cases. The current state of-the-art for parallel-in-time at LLNL is the multigrid reduction in time (MGRIT) XBraid package, which also struggles for such problems, while still showing some improvement over parareal. In summary, new methods are needed for an efficient parallel-in-time scheme for hyperbolic and chaotic problems, and this work shall research promising new multigrid methods in this area. In particular, this work shall continue researching the directions from the current collaboration with Dr. Falgout, which are laid out in the work Toward Parallel in Time for Chaotic Dynamical Systems and showed the first known results of a parallel-in-time speedup for a chaotic problem. This work outlines two key improvements to XBraid for chaotic problems, the so-called “theta” and “delta-correction” methods. Here, these two improvements will be further researched and improved (including with a new relaxation method inspired by on Least Squares Shadowing (LSS)) and explored for more complicated problems.

97 MATHEMATICS AND COMPUTING

Shearless effective barriers to chaotic transport induced by even twin islands in nontwist systems

For several decades now it has been known that systems with shearless invariant tori, nontwist Hamiltonian systems, possess barriers to chaotic transport. These barriers are resilient to breakage under perturbation and therefore regions where they occur are natural places to look for barriers to transport. Here we describe a kind of effective barrier that persists after the shearless torus is broken. Because phenomena are generic, for convenience we study the standard nontwist map (SNM), an area-preserving map that violates the twist condition locally in the phase space. The barrier occurs in nontwist systems when twin even period islands are present, which happens for a broad range of parameter values in the SNM. With a phase space composed of regular and irregular orbits, the movement of chaotic trajectories is hampered by the existence of shearless curves, total barriers, and a network of partial barriers formed by the stable and unstable manifolds of the hyperbolic points. Being a degenerate system, the SNM has twin islands and, consequently, twin hyperbolic points. We show that the structures formed by the manifolds intrinsically depend on period parity of the twin islands. For this even scenario the structure that we call a torus free barrier occurs because the manifolds of different hyperbolic points form an intricate chain atop a dipole configuration and the transport of chaotic trajectories through the chain becomes a rare event. This structure impacts the emergence of transport, the escape basin for chaotic trajectories, the transport mechanism, and the chaotic saddle. The case of odd periodic orbits is different: we find for this case the emergence of transport immediately after the breakup of the last invariant curve, and this leads to a scenario of higher transport, with intricate escape basin boundary and a chaotic saddle with nonuniformly distributed points.

classical mechanics

Chaotic roots of the modular multiplication dynamical system in Shor's algorithm

Shor's factoring algorithm, believed to provide an exponential speedup over classical computation, relies on finding the period of an exactly periodic quantum modular multiplication operator. This exact periodicity is the hallmark of an integrable system, which is paradoxical from the viewpoint of quantum chaos, given that the classical limit of the modular multiplication operator is a highly chaotic system that occupies the “maximally random” Bernoulli level of the classical ergodic hierarchy. In this work, we approach this apparent paradox from a quantum dynamical systems viewpoint, and consider whether signatures of ergodicity and chaos may indeed be encoded in such an “integrable” quantization of a chaotic system. We show that Shor's modular multiplication operator, in specific cases, can be written as a superposition of quantized 𝐴-baker's maps exhibiting more typical signatures of quantum chaos and ergodicity. This work suggests that the integrability of Shor's modular multiplication operator may stem from the interference of other “chaotic” quantizations of the same family of maps, and paves the way for deeper studies on the interplay of integrability, ergodicity, and chaos in and via quantum algorithms.

Dynamical systems

Estimating time in quantum chaotic systems and black holes

We characterize new universal features of the dynamics of chaotic quantum many-body systems, by considering a hypothetical task of "time estimation". Most macroscopic observables in a chaotic system equilibrate to nearly constant late-time values. Intuitively, it should become increasingly difficult to estimate the precise value of time by making measurements on the state. We use a quantity called the Fisher information from quantum metrology to quantify the minimum uncertainty in estimating time. Due to unitarity, the uncertainty in the time estimate does not grow with time if we have access to optimal measurements on the full system. Restricting the measurements to act on a small subsystem or to have low computational complexity leads to results expected from equilibration, where the time uncertainty becomes large at late times. With optimal measurements on a subsystem larger than half of the system, we regain the ability to estimate the time very precisely, even at late times. Hawking's calculation for the reduced density matrix of the black hole radiation in semiclassical gravity contradicts our general predictions for unitary quantum chaotic systems. Hawking's state always has a large uncertainty for attempts to estimate the time using the radiation, whereas our general results imply that the uncertainty should become small after the Page time. This gives a new version of the black hole information loss paradox in terms of the time estimation task. By restricting to simple measurements on the radiation, the time uncertainty becomes large. This indicates from a new perspective that the observations of computationally bounded agents are consistent with the semiclassical effective description of gravity.

Black holes

Spectral anomalies and broken symmetries in maximally chaotic quantum maps

Spectral statistics such as the level spacing statistics and spectral form factor (SFF) are widely expected to accurately identify “ergodicity,” including the presence of underlying macroscopic symmetries, in generic quantum systems ranging from quantized chaotic maps to interacting many-body systems. By studying various quantizations of maximally chaotic maps that break a discrete classical symmetry upon quantization, we demonstrate that this approach can be misleading and fail to detect macroscopic symmetries. Notably, the same classical map can exhibit signatures of different random matrix symmetry classes in short-range spectral statistics depending on the quantization. While the long-range spectral statistics encoded in the early time ramp of the SFF are more robust and correctly identify macroscopic symmetries in several common quantizations, we also demonstrate analytically and numerically that the presence of Berry-like phases in the quantization leads to spectral anomalies, which break this correspondence. Finally, we provide numerical evidence that long-range spectral rigidity remains directly correlated with ergodicity in the quantum dynamical sense of visiting a complete orthonormal basis.

Shou, Laura [Univ. of Maryland, College Park, MD (

Governance and Resilience: A Holistic Approach to Systems Security in Complex and Chaotic Environments

Here, a systems governance approach emphasizes a holistic perspective that identifies and navigates the interdependencies and conflicts between security and operational needs. Governance is defined as a collection of metasystems that provide the necessary constraints and processes to support, steer, adapt, transform, and sustain a system (Keating et al. 2022). Utilizing the Cynefin framework, which distinguishes between simple, complicated, complex, and chaotic environments (Snowden and Boone 2007), the article highlights the challenges faced by nuclear power plants in predatory contexts and the importance of integrating security objectives into governance frameworks. By incorporating security as a fundamental aspect of governance, the article underscores its significance for persistence, adaptation, and transformation in the face of uncertainty. Additionally, it introduces key heuristics of systems security, such as the importance of context, knowledge‐based decision‐making, and organization‐specific sociological factors (Williams and Caskey 2024). Ultimately, this work provides valuable insights into enhancing resilient operations in complex environments by reinforcing the connection between effective governance and security in systems engineering.

Caskey, Susan A. [Sandia National Laboratories (SN

Chaotic LLM billiards

Abstract We study null geodesics of the ten-dimensional LLM geometries. In particular, we show that there are a subset of these null geodesics that are confined to the LLM plane. The effective dynamics of these in-plane geodesics is that of a Hamiltonian system with two degrees of freedom (a phase space of dimension 4). We show that these are chaotic. In the two-coloring of the LLM plane, if they start in the empty region, they cannot penetrate the filled region and viceversa. The dynamical problem is therefore very similar to that of a billiards problem with fixed obstacles. We study to what extent LLM geometries with many droplets may be treated as an incipient black hole and draw analogies with the fuzzball proposal. We argue that for in-plane null geodesics deep in the interior of a region with a lot of droplets, in order to exit towards theAdSboundary they will need to undergo a process that resembles diffusion. This mechanism can account for signals getting lost in the putative black hole for a very long time.

Physics

Enhanced quantum state transfer by circumventing quantum chaotic behavior

The ability to realize high-fidelity quantum communication is one of the many facets required to build generic quantum computing devices. In addition to quantum processing, sensing, and storage, transferring the resulting quantum states demands a careful design that finds no parallel in classical communication. Existing experimental demonstrations of quantum information transfer in solid-state quantum systems are largely confined to small chains with few qubits, often relying upon non-generic schemes. Here, by using a superconducting quantum circuit featuring thirty-six tunable qubits, accompanied by general optimization procedures deeply rooted in overcoming quantum chaotic behavior, we demonstrate a scalable protocol for transferring few-particle quantum states in a two-dimensional quantum network. These include single-qubit excitation, two-qubit entangled states, and two excitations for which many-body effects are present. Our approach, combined with the quantum circuit’s versatility, paves the way to short-distance quantum communication for connecting distributed quantum processors or registers, even if hampered by inherent imperfections in actual quantum devices.

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND

Limitations for Quantum Algorithms to Solve Turbulent and Chaotic Systems

We investigate the limitations of quantum computers for solving nonlinear dynamical systems. In particular, we tighten the worst-case bounds of the quantum Carleman linearisation (QCL) algorithm answering one of their open questions. We provide a further significant limitation for any quantum algorithm that aims to output a quantum state that approximates the normalized solution vector. Given a natural choice of coordinates for a dynamical system with one or more positive Lyapunov exponents and solutions that grow sub-exponentially, we prove that any such algorithm has complexity scaling at least exponentially in the integration time. As such, an efficient quantum algorithm for simulating chaotic systems or regimes is likely not possible.

97 MATHEMATICS AND COMPUTING

Mercury’s Chaotic Secular Evolution as a Subdiffusive Process

Abstract Mercury’s orbit can destabilize, generally resulting in a collision with either Venus or the Sun. Chaotic evolution can causeg 1 to decrease to the approximately constant value ofg 5 and create a resonance. Previous work has approximated the variation ing 1 as stochastic diffusion, which leads to a phenomological model that can reproduce the Mercury instability statistics of secular andN-body models on timescales longer than 10 Gyr. Here we show that the diffusive model significantly underpredicts the Mercury instability probability on timescales less than 5 Gyr, the remaining lifespan of the solar system. This is becauseg 1 exhibits larger variations on short timescales than the diffusive model would suggest. To better model the variations on short timescales, we build a new subdiffusive phenomological model forg 1 . Subdiffusion is similar to diffusion but exhibits larger displacements on short timescales and smaller displacements on long timescales. We choose model parameters based on the behavior of theg 1 trajectories in theN-body simulations, leading to a tuned model that can reproduce Mercury instability statistics from 1–40 Gyr. This work motivates fundamental questions in solar system dynamics: why does subdiffusion better approximate the variation ing 1 than standard diffusion? Why is there an upper bound ong 1 , but not a lower bound that would prevent it from reachingg 5 ?

Astronomy & Astrophysics

Quantum chaos on edge

Recently, the physics of many-body quantum chaotic systems close to their ground states has come under intensified scrutiny. Such studies are motivated by the emergence of model systems exhibiting chaotic fluctuations throughout the entire spectrum [the Sachdev-Ye-Kitaev (SYK) model being a renowned representative] as well as by the physics of holographic principles, which likewise unfold close to ground states. Interpreting the edge of the spectrum as a quantum critical point, here we combine a wide range of analytical and numerical methods to the identification and comprehensive description of two different universality classes: the near edge physics of “sparse” and the near edge of “dense” chaotic systems. The distinction lies in the ratio between the number of a system's random parameters and its Hilbert space dimension, which is exponentially small or algebraically small in the sparse and dense case, respectively. Notable representatives of the two classes are generic chaotic many-body models (sparse) and invariant random matrix ensembles or chaotic gravitational systems (dense). While the two families share identical spectral correlations at energy scales comparable to the level spacing, the density of states and its fluctuations near the edge are different. Considering the SYK model as a representative of the sparse class, we apply a combination of field theory and exact diagonalization to a detailed discussion of its edge spectrum. Conversely, Jackiw-Teitelboim gravity is our reference model for the dense class, where an analysis of the gravitational path integral and random matrix theory reveal universal differences to the sparse class, whose implications for the construction of holographic principles we discuss. Published by the American Physical Society 2024

Altland, Alexander (ORCID:0000000229914805)

Quantifying Quantum Chaos through Microcanonical Distributions of Entanglement

A characteristic feature of “quantum chaotic” systems is that their eigenspectra and eigenstates display universal statistical properties described by random matrix theory (RMT). However, eigenstates of local systems also encode structure beyond RMT. To capture this feature, we introduce a framework that allows us to compare the properties of eigenstates in local systems with those of pure random states. In particular, our framework defines a notion of distance between quantum state ensembles that utilizes the Kullback-Leibler divergence to compare the microcanonical distribution of entanglement entropy (EE) of eigenstates with a reference RMT distribution generated by pure random states (with appropriate constraints). This notion gives rise to a quantitative metric for quantum chaos that not only accounts for averages of the distributions but also higher moments. The differences in moments are compared on a highly resolved scale set by the standard deviation of the RMT distribution, which is exponentially small in system size. As a result, the metric can distinguish between chaotic and integrable behaviors and, in addition, quantify and compare the of chaos (in terms of proximity to RMT behavior) between two systems that are assumed to be chaotic. We implement our framework in local, minimally structured, Floquet random circuits, as well as a canonical family of many-body Hamiltonians, the mixed-field Ising model (MFIM). Importantly, for Hamiltonian systems, we find that the reference random distribution must be appropriately constrained to incorporate the effect of energy conservation in order to describe the ensemble properties of midspectrum eigenstates. The metric captures deviations from RMT across all models and parameters, including those that have been previously identified as strongly chaotic, and for which other diagnostics of chaos such as level spacing statistics look strongly thermal. In Floquet circuits, the dominant source of deviations is the second moment of the distribution, and this persists for all system sizes. For the MFIM, we find significant variation of the KL divergence in parameter space. Notably, we find a small region where deviations from RMT are minimized, suggesting that “maximally chaotic” Hamiltonians may exist in fine-tuned pockets of parameter space. Published by the American Physical Society 2024

Physics

BPS chaos

Black holes are chaotic quantum systems that are expected to exhibit random matrix statistics in their finite energy spectrum. Lin, Maldacena, Rozenberg and Shan (LMRS) have proposed a related characterization of chaos for the ground states of BPS black holes with finite area horizons. On a separate front, the “fuzzball program” has uncovered large families of horizon-free geometries that account for the entropy of holographic BPS systems, but only in situations with sufficient supersymmetry to exclude finite area horizons. The highly structured, non-random nature of these solutions seems in tension with strong chaos. We verify this intuition by performing analytic and numerical calculations of the LMRS diagnostic in the corresponding boundary quantum system. In particular we examine the 1/2 and 1/4-BPS sectors of \mathcal{N}=4 𝒩 = 4 SYM, and the two charge sector of the D1-D5 CFT. We find evidence that these systems are only weakly chaotic, with a Thouless time determining the onset of chaos that grows as a power of N N . In contrast, finite horizon area BPS black holes should be strongly chaotic, with a Thouless time of order one. In this case, finite energy chaotic states become BPS as N N is decreased through the recently discovered “fortuity” mechanism. Hence they can plausibly retain their strongly chaotic character.

Chen, Yiming (ORCID:0000000218613230)

Bistable random momentum transfer in a linear on-chip resonator

Optical switches and bifurcation rely on the nonlinear response of materials. Here, we demonstrate linear temporal bifurcation responses in a passive multimode microresonator, with strongly coupled chaotic and whispering gallery modes (WGMs). In microdisks, the chaotic modes exhibit broadband transfer within the deformed cavities, but their transient response is less explored and yields a random output of the analog signal distributed uniformly from “0” to “1.” Here, we build chaotic states by perturbing the multimode microring resonators with densely packed silicon nanocrystals on the waveguide surface. In vivo measurements reveal random and “digitized” output that ONLY populates around 0 and 1 intensity levels. The bus waveguide mode couples first to chaotic modes, then either dissipates or tunnels into stable WGMs. This binary pathway generates high-contrast, digitized outputs. In conclusion, the fully passive device enables real-time conversion of periodic clock signals into binary outputs with contrasts exceeding 12.3 dB, data rates of up to 10 7 · bits per second, and 20 dB dynamic range.

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND