论文标题
部分可观测时空混沌系统的无模型预测
COMET: Clustering Observables Modelled by Emulated perturbation Theory
论文作者
论文摘要
储层计算是预测湍流的有力工具,其简单的架构具有处理大型系统的计算效率。然而,其实现通常需要完整的状态向量测量和系统非线性知识。我们使用非线性投影函数将系统测量扩展到高维空间,然后将其输入到储层中以获得预测。我们展示了这种储层计算网络在时空混沌系统上的应用,该系统模拟了湍流的若干特征。我们表明,使用径向基函数作为非线性投影器,即使只有部分观测并且不知道控制方程,也能稳健地捕捉复杂的系统非线性。最后,我们表明,当测量稀疏、不完整且带有噪声,甚至控制方程变得不准确时,我们的网络仍然可以产生相当准确的预测,从而为实际湍流系统的无模型预测铺平了道路。
In this paper we present COMET, a Gaussian process emulator of the galaxy power spectrum multipoles in redshift-space. The model predictions are based on one-loop perturbation theory and we consider two alternative descriptions of redshift-space distortions: one that performs a full expansion of the real- to redshift-space mapping, as in recent effective field theory models, and another that preserves the non-perturbative impact of small-scale velocities by means of an effective damping function. The outputs of COMET can be obtained at arbitrary redshifts (up to $z \sim 3$), for arbitrary fiducial background cosmologies, and for a large parameter space that covers the shape parameters $ω_c$, $ω_b$, and $n_s$, as well as the evolution parameters $h$, $A_s$, $Ω_K$, $w_0$, and $w_a$. This flexibility does not impair COMET's accuracy, since we exploit an exact degeneracy between the evolution parameters that allows us to train the emulator on a significantly reduced parameter space. While the predictions are sped up by at least two orders of magnitude, validation tests reveal an accuracy of $0.1\,\%$ for the monopole and quadrupole ($0.3\,\%$ for the hexadecapole), or alternatively, better than $0.25\,σ$ for all three multipoles in comparison to statistical uncertainties expected for the Euclid survey with a tenfold increase in volume. We show that these differences translate into shifts in mean posterior values that are at most of the same size, meaning that COMET can be used with the same confidence as the exact underlying models. COMET is a publicly available Python package that also provides the tree-level bispectrum multipoles in redshift-space and Gaussian covariance matrices.