Inferring the dynamics of oscillatory systems using recurrent neural networks.

We investigate the predictive power of recurrent neural networks for oscillatory systems not only on the attractor but in its vicinity as well. For this, we consider systems perturbed by an external force. This allows us to not merely predict the time evolution of the system but also study its dynamical properties, such as bifurcations, dynamical response curves, characteristic exponents, etc. It is shown that they can be effectively estimated even in some regions of the state space where no input data were given. We consider several different oscillatory examples, including self-sustained, excitatory, time-delay, and chaotic systems. Furthermore, with a statistical analysis, we assess the amount of training data required for effective inference for two common recurrent neural network cells, the long short-term memory and the gated recurrent unit.

Maximum Entropy Analysis of Flow Networks: Theoretical Foundation and Applications.

The concept of a "flow network"-a set of nodes and links which carries one or more flows-unites many different disciplines, including pipe flow, fluid flow, electrical, chemical reaction, ecological, epidemiological, neurological, communications, transportation, financial, economic and human social networks. This Feature Paper presents a generalized maximum entropy framework to infer the state of a flow network, including its flow rates and other properties, in probabilistic form. In this method, the network uncertainty is represented by a joint probability function over its unknowns, subject to all that is known. This gives a relative entropy function which is maximized, subject to the constraints, to determine the most probable or most representative state of the network. The constraints can include "observable" constraints on various parameters, "physical" constraints such as conservation laws and frictional properties, and "graphical" constraints arising from uncertainty in the network structure itself. Since the method is probabilistic, it enables the prediction of network properties when there is insufficient information to obtain a deterministic solution. The derived framework can incorporate nonlinear constraints or nonlinear interdependencies between variables, at the cost of requiring numerical solution. The theoretical foundations of the method are first presented, followed by its application to a variety of flow networks.

Sparse identification of nonlinear dynamics for rapid model recovery.

Big data have become a critically enabling component of emerging mathematical methods aimed at the automated discovery of dynamical systems, where first principles modeling may be intractable. However, in many engineering systems, abrupt changes must be rapidly characterized based on limited, incomplete, and noisy data. Many leading automated learning techniques rely on unrealistically large data sets, and it is unclear how to leverage prior knowledge effectively to re-identify a model after an abrupt change. In this work, we propose a conceptual framework to recover parsimonious models of a system in response to abrupt changes in the low-data limit. First, the abrupt change is detected by comparing the estimated Lyapunov time of the data with the model prediction. Next, we apply the sparse identification of nonlinear dynamics (SINDy) regression to update a previously identified model with the fewest changes, either by addition, deletion, or modification of existing model terms. We demonstrate this sparse model recovery on several examples for abrupt system change detection in periodic and chaotic dynamical systems. Our examples show that sparse updates to a previously identified model perform better with less data, have lower runtime complexity, and are less sensitive to noise than identifying an entirely new model. The proposed abrupt-SINDy architecture provides a new paradigm for the rapid and efficient recovery of a system model after abrupt changes.

Aeroacoustical coupling and synchronization of organ pipes.

A synchronization experiment on two mutual interacting organ pipes is compared with a theoretical model which takes into account the coupling mechanisms by the underlying first principles of fluid mechanics and aeroacoustics. The focus is on the Arnold-tongue, a mathematical object in the parameter space of detuning and coupling strength which quantitatively captures the interaction of the synchronized sound sources. From the experiment, a nonlinearly shaped Arnold-tongue is obtained, describing the coupling of the synchronized pipe-pipe system. This is in contrast to the linear shaped Arnold-tongue found in a preliminary experiment of the coupled system pipe-loudspeaker. To understand the experimental result, a coarse-grained model of two nonlinear coupled self-sustained oscillators is developed. The model, integrated numerically, is in very good agreement with the synchronization experiment for separation distances of the pipes in the far field and in the intermediate field. The methods introduced open the door for a deeper understanding of the fundamental processes of sound generation and the coupling mechanisms on mutual interacting acoustic oscillators.

Prediction of dynamical systems by symbolic regression.

We study the modeling and prediction of dynamical systems based on conventional models derived from measurements. Such algorithms are highly desirable in situations where the underlying dynamics are hard to model from physical principles or simplified models need to be found. We focus on symbolic regression methods as a part of machine learning. These algorithms are capable of learning an analytically tractable model from data, a highly valuable property. Symbolic regression methods can be considered as generalized regression methods. We investigate two particular algorithms, the so-called fast function extraction which is a generalized linear regression algorithm, and genetic programming which is a very general method. Both are able to combine functions in a certain way such that a good model for the prediction of the temporal evolution of a dynamical system can be identified. We illustrate the algorithms by finding a prediction for the evolution of a harmonic oscillator based on measurements, by detecting an arriving front in an excitable system, and as a real-world application, the prediction of solar power production based on energy production observations at a given site together with the weather forecast.

Optimized setup for two-dimensional convection experiments in thin liquid films.

We present a novel experimental setup to investigate two-dimensional thermal convection in a freestanding thin liquid film. Such films can be produced in a controlled way on the scale of 5-1000 nm. Our primary goal is to investigate convection patterns and the statistics of reversals in Rayleigh-Bénard convection with varying aspect ratio. Additionally, questions regarding the physics of liquid films under controlled conditions can be investigated, like surface forces, or stability under varying thermodynamical parameters. The film is suspended in a frame which can be adjusted in height and width to span an aspect ratio range of Γ = 0.16-10. The top and bottom frame elements can be set to specific temperature within T = 15 °C to 55 °C. A thickness to area ratio of approximately 10(8) enables only two-dimensional fluid motion in the time scales relevant for turbulent motion. The chemical composition of the film is well-defined and optimized for film stability and reproducibility and in combination with carefully controlled ambient parameters allows the comparison to existing experimental and numerical data.

Small- and large-scale characterization and mixing properties in a thermally driven thin liquid film.

We study aqueous, freestanding, thin films stabilized by a surfactant with respect to mixing and dynamical systems properties. With this special setup, a two-dimensional fluid can be realized experimentally. The physics of the system involves a complex interplay of thermal convection and interface and gravitational forces. Methodologically, we characterize the system using two classical dynamical systems properties: Lyapunov exponents and entropies. Our experimental setup produces convection with two stable eddies by applying a temperature gradient in one spot that yields weakly turbulent mixing. From dynamical systems theory, one expects a relation of entropies, Lyapunov exponents, a prediction with little experimental support. We can confirm the corresponding statements experimentally, on different scales using different methods. On the small scale the motion and deformation of fluid filaments of equal size (color imaging velocimetry) are used to compute Lyapunov exponents. On the large scale, entropy is computed by tracking the left-right motion of the center fluid jet at the separatrix between the two convection rolls. We thus combine here dynamical systems methods with a concrete application of mixing in a nanoscale freestanding thin film.

Characterization and calibration of piezoelectric polymers: in situ measurements of body vibrations.

Piezoelectric polymers are known for their flexibility in applications, mainly due to their bending ability, robustness, and variable sensor geometry. It is an optimal material for minimal-invasive investigations in vibrational systems, e.g., for wood, where acoustical impedance matches particularly well. Many applications may be imagined, e.g., monitoring of buildings, vehicles, machinery, alarm systems, such that our investigations may have a large impact on technology. Longitudinal piezoelectricity converts mechanical vibrations normal to the polymer-film plane into an electrical signal, and the respective piezoelectric coefficient needs to be carefully determined in dependence on the relevant material parameters. In order to evaluate efficiency and durability for piezopolymers, we use polyvinylidene fluoride and measure the piezoelectric coefficient with respect to static pressure, amplitude of the dynamically applied force, and long-term stability. A known problem is the slow relaxation of the material towards equilibrium, if the external pressure changes; here, we demonstrate how to counter this problem with careful calibration. Since our focus is on acoustical measurements, we determine accurately the frequency response curve--for acoustics probably the most important characteristic. Eventually, we show that our piezopolymer transducers can be used as a calibrated acoustical sensors for body vibration measurements on a wooden musical instrument, where it is important to perform minimal-invasive measurements. A comparison with the simultaneously recorded airborne sound yields important insight of the mechanism of sound radiation in comparison with the sound propagating in the material. This is especially important for transient signals, where not only the long-living eigenmodes contribute to the sound radiation. Our analyses support that piezopolymer sensors can be employed as a general tool for the determination of the internal dynamics of vibrating systems.

Synchronization of sound sources.

Sound generation and interaction are highly complex, nonlinear, and self-organized. Nearly 150 years ago Rayleigh raised the following problem: two nearby organ pipes of different fundamental frequencies sound together almost inaudibly with identical pitch. This effect is now understood qualitatively by modern synchronization theory M. Abel et al. [J. Acoust. Soc. Am. 119, 2467 (2006)10.1121/1.2170441]. For a detailed investigation, we substituted one pipe by an electric speaker. We observe that even minute driving signals force the pipe to synchronization, thus yielding three decades of synchronization-the largest range ever measured to our knowledge. Furthermore, a mutual silencing of the pipe is found, which can be explained by self-organized oscillations, of use for novel methods of noise abatement. Finally, we develop a reconstruction method which yields a perfect quantitative match of experiment and theory.

Additive nonparametric reconstruction of dynamical systems from time series.

We present a nonparametric way to retrieve an additive system of differential equations in embedding space from a single time series. These equations can be treated with dynamical systems theory and allow for long-term predictions. We apply our method to a modified chaotic Chua oscillator in order to demonstrate its potential.

Temporal chaos versus spatial mixing in reaction-advection-diffusion systems.

We develop a theory describing the transition to a spatially homogeneous regime in a mixing flow with a chaotic in time reaction. The transverse Lyapunov exponent governing the stability of the homogeneous state can be represented as a combination of Lyapunov exponents for spatial mixing and temporal chaos. This representation, being exact for time-independent flows and equal Pe clet numbers of different components, is demonstrated to work accurately for time-dependent flows and different Pe clet numbers.