This was part of Uncertainty Quantification for Material Science and Engineering

Identifying Nonlinear Dynamics with High Confidence from Sparse Data

Ying Hung, Rutgers, the State University of New Jersey

Friday, April 25, 2025



Slides
Abstract: We introduce a novel procedure that, given sparse data generated from a stationary deterministic nonlinear dynamical system, can characterize specific local and/or global dynamic behavior with rigorous probability guarantees. More precisely, the sparse data is used to construct a statistical surrogate model based on a Gaussian process (GP). The dynamics of the surrogate model is interrogated using combinatorial methods and characterized using algebraic topological invariants (Conley index). The GP predictive distribution provides a lower bound on the confidence that these topological invariants, and hence the characterized dynamics, apply to the unknown dynamical system. The proposed method is applied to a simple one-dimensional system to capture the existence of fixed points, periodic orbits, connecting orbits, bistability, and chaotic dynamics.