论文标题
数据驱动的非自主系统的学习
Data-driven learning of non-autonomous systems
论文作者
论文摘要
我们提出了一个数值框架,用于恢复具有时间依赖性输入的未知非自主动力学系统。为了避免系统的非自治性提出的困难,我们的方法将解决方案状态转化为在离散的时间实例中,将解决方案状态转化为系统的分段集成。然后,通过使用适当的模型(例如多项式回归)在按时间实例确定的片段中,通过使用适当的模型(例如多项式回归)将时间依赖性输入进行局部参数化。这将原始系统转换为本地时间不变的分段参数系统。然后,我们设计了深层的神经网络结构来学习本地模型。一旦构建了网络模型,随着时间的推移,它可以迭代用于进行全局系统预测。我们提供对算法的理论分析,并提供许多数值示例,以证明该方法的有效性。
We present a numerical framework for recovering unknown non-autonomous dynamical systems with time-dependent inputs. To circumvent the difficulty presented by the non-autonomous nature of the system, our method transforms the solution state into piecewise integration of the system over a discrete set of time instances. The time-dependent inputs are then locally parameterized by using a proper model, for example, polynomial regression, in the pieces determined by the time instances. This transforms the original system into a piecewise parametric system that is locally time invariant. We then design a deep neural network structure to learn the local models. Once the network model is constructed, it can be iteratively used over time to conduct global system prediction. We provide theoretical analysis of our algorithm and present a number of numerical examples to demonstrate the effectiveness of the method.