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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.
Generation of arbitrary probability distributions from chaotic dynamics
A framework is developed to derive nonlinear dynamical systems that chaotically generate arbitrary multivariate probability distributions with smooth, deterministic trajectories. Herein, the ideas are used to extend the Nosé-Hoover thermostat methodology to three-dimensional cases where the momentum distribution is nonisotropic and/or non-Gaussian. Toy models that generate several well-known distributions in physics are given as pedagogical examples.
Optimal inference with chaotic dynamics
Nonlinear mappings that exhibit chaotic, seemingly random, evolution have appeal as models of dynamic systems. Their deterministic evolution, vis-a-vis Markov evolutions, results in much simpler optimal detection and estimation algorithms. The variation of a chaotic parameter (mu) results in diverse evolutions, suggesting a simple but rich source of model variations. For the specific mapping examined, this latter possibility is problematic due to the extreme sensitivity on mu of the evolution in the chaotic regime.
Mathematical analysis of laboratory microbial experiments demonstrating deterministic chaotic dynamics
Presented is a system of four ordinary differential equations and a mathematical analysis of microbiological experiments in a four-component chemostat—nutrient n, rods r, cocci c, and predators p. The analysis is consistent with the conclusion that previous experiments produced features of deterministic chaotic and classical dynamics depending on dilution rate. The surrogate model incorporates as much experimental detail as possible, but necessarily contains unmeasured parameters. The objective is to understand better the differences between model simulations and experimental results in complex microbial populations. The key methodology for simulation of chaotic dynamics, consistent with the measured dilution rate and microbial volume averages, was to cause the preference of p for r vs. c to vary with the r and c concentrations, to make r more competitive for nutrient than c, and to recycle some dying p biomass, leading to a modified version of the Monod kinetics model. Our mathematical model demonstrated that the occurrence of chaotic dynamics requires a predator, p, preference for r versus c to increase significantly with increases in r and c populations. Also included is a discussion of several generalizations of the existing model and a possible involvement of the minimum energy dissipation principle. This principle appears fundamental to thermodynamic systems including living systems. Several new experiments are suggested.
Chaotic Dynamics Driven by Particle-Core Interactions
High-intensity beams in modern linacs are frequently encircled by diffuse halos, which drive sustained particle losses and result in gradual degradation of accelerating structures. In large part, the growth of halos is facilitated by internal space-charge forces within the beams, and detailed characterization of this process constitutes an active area of ongoing research. A partial understanding of dynamics that ensue within space-charge dominated beams is presented by the particle-core interaction paradigm – a mathematical model wherein single particle dynamics, subject to the collective potential of the core, are treated as a proxy for the broader behavior of the beam. In this work, we investigate the conditions for the onset of large-scale chaos within the framework of this model, and demonstrate that the propensity towards stochastic evolution is strongly dependent upon the charge distribution of the beam. In particular, we show that while particle motion within a uniformly charged beam is dominantly regular, rapid deterministic chaos readily arises within space-charge dominated Gaussian beams. Importantly, we find that for sufficiently high values of the beam’s space charge and beam pulsation amplitude, enhanced chaotic mixing between the core and the halo can lead to an enhanced radial diffusion of charged particles. We explain our results from analytic grounds by demonstrating that chaotic motion is driven by the intersection of two principal resonances of the system, and derive the relevant overlap conditions. Additionally, our analysis illuminates a close connection between the mathematical formulation of the particle-core interaction model and the Andoyer family of integrable Hamiltonians
Computational assessment of smooth and rough parameter dependence of statistics in chaotic dynamical systems
An assumption of smooth response to small parameter changes, of statistics or long-time averages of a chaotic system, is generally made in the field of sensitivity analysis, and the parametric derivatives of statistical quantities are critically used in science and engineering. In this paper, we propose a numerical procedure to assess the differentiability of statistics with respect to parameters in chaotic systems. Here, we numerically show that the existence of the derivative depends on the Lebesgue integrability of a certain density gradient function, which we define as the derivative of logarithmic SRB density along the unstable manifold. We develop a recursive formula for the density gradient that can be efficiently computed along trajectories, and demonstrate its use in determining the differentiability of statistics. Our numerical procedure is illustrated on low-dimensional chaotic systems whose statistics exhibit both smooth and rough regions in parameter space.
Close Encounters of the Symplectic Kind: Integration Methods and Chaotic Dynamics
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Urey Prize Lecture - Chaotic dynamics in the solar system
Attention is given to solar system cases in which chaotic solutions of Newton's equations are important, as in chaotic rotation and orbital evolution. Hyperion is noted to be tumbling chaotically; chaotic orbital evolution is suggested to be of fundamental importance to an accounting for the Kirkwood gaps in asteroid distribution and for the phase space boundary of the chaotic zone at the 3/1 mean-motion commensurability with Jupiter. In addition, chaotic trajectories in the 2/1 chaotic zone reach very high eccentricities by a route that carries them to high inclinations temporarily.
Multigrid Reduction in Time for Chaotic Dynamical Systems
As CPU clock speeds have stagnated and high performance computers continue to have ever higher core counts, increased parallelism is needed to take advantage of these new architectures. Traditional serial time-marching schemes can be a significant bottleneck, as many types of simulations require large numbers of time-steps which must be computed sequentially. Parallel-in-time schemes, such as the Multigrid Reduction in Time (MGRIT) method, remedy this by parallelizing across time-steps and have shown promising results for parabolic problems. However, chaotic problems have proved more difficult, since chaotic initial value problems (IVPs) are inherently ill-conditioned. MGRIT relies on a hierarchy of successively coarser time-grids to iteratively correct the solution on the finest time-grid, but due to the nature of chaotic systems, small inaccuracies on the coarser levels can be greatly magnified and lead to poor coarse-grid corrections. Here we introduce a modified MGRIT algorithm based on an existing quadratically converging nonlinear extension to the multigrid Full Approximation Scheme (FAS), as well as a novel time-coarsening scheme. Together, these approaches better capture long-term chaotic behavior on coarse-grids and greatly improve convergence of MGRIT for chaotic IVPs. Further, we introduce a novel low-memory variant of the algorithm for solving chaotic PDEs with MGRIT which not only solves the IVP, but also provides estimates for the unstable Lyapunov vectors of the system. Finally, we provide supporting numerical results for the Lorenz system and demonstrate parallel speedup for the chaotic Kuramoto–Sivashinsky PDE over a significantly longer time-domain than in previous works.
Chaotic dynamics of corotating magnetospheric convection
The corotating plasma convection system of the Jovian magnetosphere is analyzed. The macroscopic (mhd) model introduced by Summers and Mu, (1992) that incorporates the effects of microdiffusion is extended by including previously neglected density effects. We reduce the governing partial differential equations to a third-order ordinary differential system by the Galerkin technique of mode truncation. We carry out such a severe truncation partly in the interests of tractability, and leave open the question of the efficacy of adding additional modes. Exhaustive numerical integrations are carried out to calculate the long-term solutions, and we discover that a rich array of plasma motions is possible, dependent on the value of the height-integrated ionospheric Pederson conductivity Sigma. If Sigma is less than a certain critical value Sigma(sub c), then plasma motion can be expected to be chaotic (or periodic), while if Sigma is greater than Sigma(sub c), then steady state convection is expected. In the former case, whether the plasma motion is chaotic or periodic (and, if periodic, the magnitude of the period) can be very sensitive to the value of Sigma. The value of Sigma(sub c), which is a function of a parameter q that occurs in the assumed form of the stationary radial profile (varies as L(exp -q) of the plasma mass per unit magnetic flux, lies well within the accepted range of values of Sigma for Jupiter, i.e. Sigma greater than or equal to 0.1 mho and less than or equal to 10 mho.
The Retrospective Iterated Analysis Scheme for Nonlinear Chaotic Dynamics
Atmospheric data assimilation is the name scientists give to the techniques of blending atmospheric observations with atmospheric model results to obtain an accurate idea of what the atmosphere looks like at any given time. Because two pieces of information are used, observations and model results, the outcomes of data assimilation procedure should be better than what one would get by using one of these two pieces of information alone. There is a number of different mathematical techniques that fall under the data assimilation jargon. In theory most these techniques accomplish about the same thing. In practice, however, slight differences in the approaches amount to faster algorithms in some cases, more economical algorithms in other cases, and even give better overall results in yet some other cases because of practical uncertainties not accounted for by theory. Therefore, the key is to find the most adequate data assimilation procedure for the problem in hand. In our Data Assimilation group we have been doing extensive research to try and find just such data assimilation procedure. One promising possibility is what we call retrospective iterated analysis (RIA) scheme. This procedure has recently been implemented and studied in the context of a very large data assimilation system built to help predict and study weather and climate. Although the results from that study suggest that the RIA scheme produces quite reasonable results, a complete evaluation of the scheme is very difficult due to the complexity of that problem. The present work steps back a little bit and studies the behavior of the RIA scheme in the context of a small problem. The problem is small enough to allow full assessment of the quality of the RIA scheme, but it still has some of the complexity found in nature, namely, its chaotic-type behavior. We find that the RIA performs very well for this small but still complex problem which is a result that seconds the results of our early studies.
The chaotic dynamics of comets and the problems of the Oort cloud
The dynamic properties of comets entering the planetary zone from the Oort cloud are discussed. Even a very slight influence of the large planets can trigger stochastic cometary dynamics. Multiple interactions of comets with the large planets produce diffusion of the parameters of cometary orbits and a mean increase in the semi-major axis of comets. Comets are lifted towards the Oort cloud, where collisions with stars begin to play a substantial role. The transport of comets differs greatly from the customary law of diffusion and noticeably alter cometary distribution.
The chaotic dynamics of Prometheus and Pandora
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TOWARD PARALLEL IN TIME FOR CHAOTIC DYNAMICAL SYSTEMS
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Chaotic neural dynamics facilitate probabilistic computations through sampling
Cortical neurons exhibit highly variable responses over trials and time. Theoretical works posit that this variability arises potentially from chaotic network dynamics of recurrently connected neurons. Here, we demonstrate that chaotic neural dynamics, formed through synaptic learning, allow networks to perform sensory cue integration in a sampling-based implementation. We show that the emergent chaotic dynamics provide neural substrates for generating samples not only of a static variable but also of a dynamical trajectory, where generic recurrent networks acquire these abilities with a biologically plausible learning rule through trial and error. Furthermore, the networks generalize their experience in the stimulus-evoked samples to the inference without partial or all sensory information, which suggests a computational role of spontaneous activity as a representation of the priors as well as a tractable biological computation for marginal distributions. These findings suggest that chaotic neural dynamics may serve for the brain function as a Bayesian generative model.