In applications of nonlinear and complex dynamical systems, a common situation is that the system can be measured, but its structure and the detailed rules of dynamical evolution are unknown. The inverse problem is to determine the system equations and structure from time series. The principle of exploiting sparse optimization to find the equations of dynamical systems from data was first articulated in 2011 by the ASU group. The basic idea is to expand the system equations into a power series or a Fourier series of a finite number of terms and then to determine the vector of the expansion coefficients based solely on data through sparse optimization. This Tutorial presents a brief review of the recent progress in this area. Issues discussed include discovering the equations of stationary or nonstationary chaotic systems to enable the prediction of critical transition and system collapse, inferring the full topology of complex oscillator networks and social networks hosting evolutionary game dynamics, and identifying partial differential equations for spatiotemporal dynamical systems. Situations where sparse optimization works or fails are pointed out. The relation with the traditional delay-coordinate embedding method is discussed, and the recent development of a model-free, data-driven prediction framework based on machine learning is mentioned.
ASJC Scopus subject areas
- Statistical and Nonlinear Physics
- Mathematical Physics
- Physics and Astronomy(all)
- Applied Mathematics