论文标题
缓慢的时间尺度动力学的稀疏识别
Sparse Identification of Slow Timescale Dynamics
论文作者
论文摘要
在多个不同的时间尺度上进化的多尺度现象在整个科学中普遍存在。通常情况下,规定了持久性和大约周期性快速尺度的管理方程,而新兴的慢速尺度演变却未知。然而,课程元素,缓慢的动力学通常在实践中具有最大的兴趣。在这项工作中,我们提出了一种准确有效的方法,用于从显示多个时间尺度的信号中提取缓慢的时间尺度动力学。该方法依赖于以均匀间隔的间隔跟踪信号的长度为快速时间尺度的时期,该时间表使用聚类技术与动态模式分解结合使用。然后使用稀疏回归技术发现映射,该映射描述了从一个数据点到下一个数据的迭代。我们表明,对于足够不同的时间尺度,该发现的映射可用于发现连续的慢速动力学,从而为在多个时间尺度上提取动力学提供了一种新颖的工具。
Multiscale phenomena that evolve on multiple distinct timescales are prevalent throughout the sciences. It is often the case that the governing equations of the persistent and approximately periodic fast scales are prescribed, while the emergent slow scale evolution is unknown. Yet the course-grained, slow scale dynamics is often of greatest interest in practice. In this work we present an accurate and efficient method for extracting the slow timescale dynamics from signals exhibiting multiple timescales that are amenable to averaging. The method relies on tracking the signal at evenly-spaced intervals with length given by the period of the fast timescale, which is discovered using clustering techniques in conjunction with the dynamic mode decomposition. Sparse regression techniques are then used to discover a mapping which describes iterations from one data point to the next. We show that for sufficiently disparate timescales this discovered mapping can be used to discover the continuous-time slow dynamics, thus providing a novel tool for extracting dynamics on multiple timescales.