This was part of Randomness in Topology and its Applications

Identifying Nonlinear Dynamics with High Confidence from Sparse Data

Konstantin Mishaikow, Rutgers University

Monday, March 20, 2023


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 (a sample path of the GP).