1. Hierarchical deep learning of multiscale differential equation time-steppers.
- Author
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Liu, Yuying, Kutz, J. Nathan, and Brunton, Steven L.
- Subjects
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DIFFERENTIAL equations , *NONLINEAR dynamical systems , *DEEP learning , *NONLINEAR oscillators , *ARTIFICIAL neural networks , *NONLINEAR differential equations , *DYNAMICAL systems - Abstract
Nonlinear differential equations rarely admit closed-form solutions, thus requiring numerical time-stepping algorithms to approximate solutions. Further, many systems characterized by multiscale physics exhibit dynamics over a vast range of timescales, making numerical integration expensive. In this work, we develop a hierarchy of deep neural network time-steppers to approximate the dynamical system flow map over a range of time-scales. The model is purely data-driven, enabling accurate and efficient numerical integration and forecasting. Similar ideas can be used to couple neural network-based models with classical numerical time-steppers. Our hierarchical time-stepping scheme provides advantages over current time-stepping algorithms, including (i) capturing a range of timescales, (ii) improved accuracy in comparison with leading neural network architectures, (iii) efficiency in long-time forecasting due to explicit training of slow time-scale dynamics, and (iv) a flexible framework that is parallelizable and may be integrated with standard numerical time-stepping algorithms. The method is demonstrated on numerous nonlinear dynamical systems, including the Van der Pol oscillator, the Lorenz system, the Kuramoto–Sivashinsky equation, and fluid flow pass a cylinder; audio and video signals are also explored. On the sequence generation examples, we benchmark our algorithm against state-of-the-art methods, such as LSTM, reservoir computing and clockwork RNN. This article is part of the theme issue 'Data-driven prediction in dynamical systems'. [ABSTRACT FROM AUTHOR]
- Published
- 2022
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