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Stability Preserving Data-driven Models With Latent Dynamics

arXiv 2204.11744 ↗First posted 20 Apr 2022math.OC cs.LG cs.NAcited by 0

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Abstract (arXiv)

In this paper, we introduce a data-driven modeling approach for dynamics problems with latent variables. The state-space of the proposed model includes artificial latent variables, in addition to observed variables that can be fitted to a given data set. We present a model framework where the stability of the coupled dynamics can be easily enforced. The model is implemented by recurrent cells and trained using backpropagation through time. Numerical examples using benchmark tests from order reduction problems demonstrate the stability of the model and the efficiency of the recurrent cell implementation. As applications, two fluid-structure interaction problems are considered to illustrate the accuracy and predictive capability of the model.

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References · 7

  1. 2014Adam: A Method for Stochastic Optimizationcited by 36,960
  2. 2018Neural Ordinary Differential Equationscited by 3,733
  3. 2018Data-Driven Forecasting of High-Dimensional Chaotic Systems with Long Short-Term Memory Networkscited by 155
  4. 2019Backpropagation Algorithms and Reservoir Computing in Recurrent Neural Networks for the Forecasting of Complex Spatiotemporal Dynamicscited by 132
  5. 2016On computing the distance to stability for matrices using linear dissipative Hamiltonian systemscited by 6
  6. 2018Approximating the nearest stable discrete-time systemcited by 6
  7. 2022Robust Modeling of Unknown Dynamical Systems via Ensemble Averaged Learningcited by 5

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