Reconstruction, forecasting, and stability of chaotic dynamics from partial data.

The forecasting and computation of the stability of chaotic systems from partial observations are tasks for which traditional equation-based methods may not be suitable. In this computational paper, we propose data-driven methods to (i) infer the dynamics of unobserved (hidden) chaotic variables (full-state reconstruction); (ii) time forecast the evolution of the full state; and (iii) infer the stability properties of the full state. The tasks are performed with long short-term memory (LSTM) networks, which are trained with observations (data) limited to only part of the state: (i) the low-to-high resolution LSTM (LH-LSTM), which takes partial observations as training input, and requires access to the full system state when computing the loss; and (ii) the physics-informed LSTM (PI-LSTM), which is designed to combine partial observations with the integral formulation of the dynamical system's evolution equations. First, we derive the Jacobian of the LSTMs. Second, we analyze a chaotic partial differential equation, the Kuramoto-Sivashinsky, and the Lorenz-96 system. We show that the proposed networks can forecast the hidden variables, both time-accurately and statistically. The Lyapunov exponents and covariant Lyapunov vectors, which characterize the stability of the chaotic attractors, are correctly inferred from partial observations. Third, the PI-LSTM outperforms the LH-LSTM by successfully reconstructing the hidden chaotic dynamics when the input dimension is smaller or similar to the Kaplan-Yorke dimension of the attractor. The performance is also analyzed against noisy data. This work opens new opportunities for reconstructing the full state, inferring hidden variables, and computing the stability of chaotic systems from partial data.

Stability analysis of chaotic systems from data.

The prediction of the temporal dynamics of chaotic systems is challenging because infinitesimal perturbations grow exponentially. The analysis of the dynamics of infinitesimal perturbations is the subject of stability analysis. In stability analysis, we linearize the equations of the dynamical system around a reference point and compute the properties of the tangent space (i.e. the Jacobian). The main goal of this paper is to propose a method that infers the Jacobian, thus, the stability properties, from observables (data). First, we propose the echo state network (ESN) with the Recycle validation as a tool to accurately infer the chaotic dynamics from data. Second, we mathematically derive the Jacobian of the echo state network, which provides the evolution of infinitesimal perturbations. Third, we analyse the stability properties of the Jacobian inferred from the ESN and compare them with the benchmark results obtained by linearizing the equations. The ESN correctly infers the nonlinear solution and its tangent space with negligible numerical errors. In detail, we compute from data only (i) the long-term statistics of the chaotic state; (ii) the covariant Lyapunov vectors; (iii) the Lyapunov spectrum; (iv) the finite-time Lyapunov exponents; (v) and the angles between the stable, neutral, and unstable splittings of the tangent space (the degree of hyperbolicity of the attractor). This work opens up new opportunities for the computation of stability properties of nonlinear systems from data, instead of equations. Supplementary Information: The online version contains supplementary material available at 10.1007/s11071-023-08285-1.

Dynamical landscape and multistability of a climate model.

We apply two independent data analysis methodologies to locate stable climate states in an intermediate complexity climate model and analyse their interplay. First, drawing from the theory of quasi-potentials, and viewing the state space as an energy landscape with valleys and mountain ridges, we infer the relative likelihood of the identified multistable climate states and investigate the most likely transition trajectories as well as the expected transition times between them. Second, harnessing techniques from data science, and specifically manifold learning, we characterize the data landscape of the simulation output to find climate states and basin boundaries within a fully agnostic and unsupervised framework. Both approaches show remarkable agreement, and reveal, apart from the well known warm and snowball earth states, a third intermediate stable state in one of the two versions of PLASIM, the climate model used in this study. The combination of our approaches allows to identify how the negative feedback of ocean heat transport and entropy production via the hydrological cycle drastically change the topography of the dynamical landscape of Earth's climate.

Instanton based importance sampling for rare events in stochastic PDEs.

We present a new method for sampling rare and large fluctuations in a nonequilibrium system governed by a stochastic partial differential equation (SPDE) with additive forcing. To this end, we deploy the so-called instanton formalism that corresponds to a saddle-point approximation of the action in the path integral formulation of the underlying SPDE. The crucial step in our approach is the formulation of an alternative SPDE that incorporates knowledge of the instanton solution such that we are able to constrain the dynamical evolutions around extreme flow configurations only. Finally, a reweighting procedure based on the Girsanov theorem is applied to recover the full distribution function of the original system. The entire procedure is demonstrated on the example of the one-dimensional Burgers equation. Furthermore, we compare our method to conventional direct numerical simulations as well as to Hybrid Monte Carlo methods. It will be shown that the instanton-based sampling method outperforms both approaches and allows for an accurate quantification of the whole probability density function of velocity gradients from the core to the very far tails.

Multiscale velocity correlations in turbulence and Burgers turbulence: Fusion rules, Markov processes in scale, and multifractal predictions.

We compare different approaches towards an effective description of multiscale velocity field correlations in turbulence. Predictions made by the operator-product expansion, the so-called fusion rules, are placed in juxtaposition to an approach that interprets the turbulent energy cascade in terms of a Markov process of velocity increments in scale. We explicitly show that the fusion rules are a direct consequence of the Markov property provided that the structure functions exhibit scaling in the inertial range. Furthermore, the limit case of joint velocity gradient and velocity increment statistics is discussed and put into the context of the notion of dissipative anomaly. We generalize a prediction made by the multifractal model derived by Benzi et al. [R. Benzi et al., Phys. Rev. Lett. 80, 3244 (1998)PRLTAO0031-900710.1103/PhysRevLett.80.3244] to correlations among inertial range velocity increment and velocity gradients of any order. We show that for the case of squared velocity gradients such a relation can be derived from first principles in the case of Burgers equations. Our results are benchmarked by intensive direct numerical simulations of Burgers turbulence.