Abstract
A moving object is often excited by time-dependent factors. If the equation of motion and time-dependent factor can be distilled from data, a foundation for further analysis can be established. This paper proposes a method to discover the equation of motion and time-dependent factors without prior information and customized preparation. We first construct statistics to determine whether the system is subject to time-dependent factors. For the motivated system, we introduce the time-dependent Fourier series to approximate the excitation. Finally, we achieve the identification by simple steps. The new method does not require the prior knowledge of the system. Since the new method determines whether the time-dependent factor is present and which state variable is motivated, it avoids the confusion caused by inappropriately adding time-dependent terms to the identification. As the designed Fourier series can approximate the unknown model accurately, the new method does not require developing customized identification for each problem. We apply the new method to discover dynamical systems from data collected from Liénard equation and SD oscillator driven by various time-dependent factors. The new method can accurately discover dynamical systems from the collected short-time data and predict many dynamical behaviors, including the long-time evolution of the system, the multi-stable dynamics, and qualitative changes in the dynamics as the time-dependent factor varies. The results show that the new identification method can discover nonautonomous dynamical systems effectively.
Similar content being viewed by others
Data Availability Statement
The datasets generated during and/or analyzed during the current study are available from the corresponding author on reasonable request.
References
Hao, R.-B., Lu, Z.-Q., Ding, H., Chen, L.-Q.: A nonlinear vibration isolator supported on a flexible plate: analysis and experiment. Nonlinear Dyn. 108(2), 941–958 (2022). https://doi.org/10.1007/s11071-022-07243-7
Cubitt, T.S., Eisert, J., Wolf, M.M.: Extracting dynamical equations from experimental data is np hard. Phys. Rev. Lett. 108(12), 120503 (2012). https://doi.org/10.1103/PhysRevLett.108.120503
Afebu, K.O., Liu, Y., Papatheou, E.: Machine learning-based rock characterisation models for rotary-percussive drilling. Nonlinear Dyn. 109(4), 2525–2545 (2022). https://doi.org/10.1007/s11071-022-07565-6
Wu, H.L., Lu, T., Xue, H.Q., Liang, H.: Sparse additive ordinary differential equations for dynamic gene regulatory network modeling. J. Am. Stat. Assoc. 109(506), 700–716 (2014). https://doi.org/10.1080/01621459.2013.859617
Li, Y., Xu, S., Duan, J., Liu, X., Chu, Y.: A machine learning method for computing quasi-potential of stochastic dynamical systems. Nonlinear Dyn. 109(3), 1877–1886 (2022). https://doi.org/10.1007/s11071-022-07536-x
Brunton, S.L., Kutz, J.N.: Data-driven Science and Engineering: Machine Learning, Dynamical Systems, and Control. Cambridge University Press, (2019)
Zhang, Y., Jin, Y., Xu, P., Xiao, S.: Stochastic bifurcations in a nonlinear tri-stable energy harvester under colored noise. Nonlinear Dyn. 99(2), 879–897 (2020). https://doi.org/10.1007/s11071-018-4702-3
Lu, T., Liang, H., Li, H.Z., Wu, H.L.: High-dimensional odes coupled with mixed-effects modeling techniques for dynamic gene regulatory network identification. J. Am. Stat. Assoc. 106(496), 1242–1258 (2011). https://doi.org/10.1198/jasa.2011.ap10194
Zhang, J., Liu, Y., Zhu, D., Prasad, S., Liu, C.: Simulation and experimental studies of a vibro-impact capsule system driven by an external magnetic field. Nonlinear Dyn. 109(3), 1501–1516 (2022). https://doi.org/10.1007/s11071-022-07539-8
Clemson, P.T., Stefanovska, A.: Discerning non-autonomous dynamics. Phys. Rep. Rev. Sect. Phys. Lett. 542(4), 297–368 (2014). https://doi.org/10.1016/j.physrep.2014.04.001
Yan, Z., Guirao, J.L.G., Saeed, T., Chen, H., Liu, X.: Analysis of stochastic resonance in coupled oscillator with fractional damping disturbed by polynomial dichotomous noise. Nonlinear Dyn. 110(2), 1233–1251 (2022). https://doi.org/10.1007/s11071-022-07688-w
Ghadami, A., Epureanu, B.I.: Data-driven prediction in dynamical systems: recent developments. Philos. Trans. Royal Soc. Math. Phys. Eng. Sci. 380(2229), 16 (2022). https://doi.org/10.1098/rsta.2021.0213
Bongard, J., Lipson, H.: Automated reverse engineering of nonlinear dynamical systems. Proc. Natl. Acad. Sci. U.S.A. 104(24), 9943–9948 (2007). https://doi.org/10.1073/pnas.0609476104
Schmidt, M., Lipson, H.: Distilling free-form natural laws from experimental data. Science 324(5923), 81–85 (2009). https://doi.org/10.1126/science.1165893
Zhang, Y., Duan, J., Jin, Y., Li, Y.: Discovering governing equation from data for multi-stable energy harvester under white noise. Nonlinear Dyn. 106(4), 2829–2840 (2021). https://doi.org/10.1007/s11071-021-06960-9
Huang, N.E., Shen, Z., Long, S.R., Wu, M.L.C., Shih, H.H., Zheng, Q.N., Yen, N.C., Tung, C.C., Liu, H.H.: The empirical mode decomposition and the hilbert spectrum for nonlinear and non-stationary time series analysis. Philos. Trans. Royal Soc. Math. Phys. Eng. Sci. 454(1971), 903–995 (1998). https://doi.org/10.1098/rspa.1998.0193
Giannakis, D., Majda, A.J.: Nonlinear laplacian spectral analysis for time series with intermittency and low-frequency variability. Proc. Natl. Acad. Sci. U.S.A. 109(7), 2222–2227 (2012). https://doi.org/10.1073/pnas.1118984109
Sugihara, G., May, R., Ye, H., Hsieh, C.H., Deyle, E., Fogarty, M., Munch, S.: Detecting causality in complex ecosystems. Science 338(6106), 496–500 (2012). https://doi.org/10.1126/science.1227079
Kevrekidis, I.G., Gear, C.W., Hyman, J.M., Kevrekidis, P.G., Runborg, O., Theodoropoulos, C.: Equation-free, coarse-grained multiscale computation: enabling microscopic simmulators to perform system-level analysis. Commun. Math. Sci. 1, 715–762 (2003)
Juang, J.N., Pappa, R.S.: An eigensystem realization-algorithm for modal parameter-identification and model-reduction. J. Guid. Control. Dyn. 8(5), 620–627 (1985). https://doi.org/10.2514/3.20031
Wu, K.L., Xiu, D.B.: Data-driven deep learning of partial differential equations in modal space. J. Comput. Phys. 408, 22 (2020). https://doi.org/10.1016/j.jcp.2020.109307
Yoon, R., Bhat, H.S., Osting, B.: A nonautonomous equation discovery method for time signal classification. SIAM J. Appl. Dyn. Syst. 21(1), 33–59 (2022). https://doi.org/10.1137/21m1405216
Qin, T., Chen, Z., Jakeman, J.D., Xiu, D.B.: Data-driven learning of nonautonomous systems. SIAM J. Sci. Comput. 43(3), 1607–1624 (2021). https://doi.org/10.1137/20m1342859
Murata, T., Fukami, K., Fukagata, K.: Nonlinear mode decomposition with convolutional neural networks for fluid dynamics. J. Fluid Mech. 882, 15 (2020). https://doi.org/10.1017/jfm.2019.822
Mezic, I.: Spectral properties of dynamical systems, model reduction and decompositions. Nonlinear Dyn. 41(1–3), 309–325 (2005). https://doi.org/10.1007/s11071-005-2824-x
Mezic, I.: Analysis of fluid flows via spectral properties of the koopman operator. Annu. Rev. Fluid Mech. 45(45), 357–378 (2013)
Rowley, C.W., Mezic, I., Bagheri, S., Schlatter, P., Henningson, D.S.: Spectral analysis of nonlinear flows. J. Fluid Mech. 641, 115–127 (2009). https://doi.org/10.1017/s0022112009992059
Schmid, P.J.: Dynamic mode decomposition of numerical and experimental data. J. Fluid Mech. 656, 5–28 (2010). https://doi.org/10.1017/s0022112010001217
Mardt, A., Pasquali, L., Wu, H., Noe, F.: Vampnets for deep learning of molecular kinetics. Nat. Commun. 9(1), 5 (2018). https://doi.org/10.1038/s41467-017-02388-1
Liang, H., Wu, H.L.: Parameter estimation for differential equation models using a framework of measurement error in regression models. J. Am. Stat. Assoc. 103(484), 1570–1583 (2008). https://doi.org/10.1198/016214508000000797
Raissi, M., Perdikaris, P., Karniadakis, G.E.: Machine learning of linear differential equations using gaussian processes. J. Comput. Phys. 348, 683–693 (2017). https://doi.org/10.1016/j.jcp.2017.07.050
Wei, S., Yan, X., Li, X., Ding, H., Chen, L.-Q.: Parametric vibration of a nonlinearly supported pipe conveying pulsating fluid. Nonlinear Dyn. 111(18), 16643–16661 (2023). https://doi.org/10.1007/s11071-023-08761-8
Brunton, S.L., Proctor, J.L., Kutz, J.N.: Discovering governing equations from data by sparse identification of nonlinear dynamical systems. Proc. Natl. Acad. Sci. U.S.A. 113(15), 3932–3937 (2016). https://doi.org/10.1073/pnas.1517384113
Tibshirani, R.: Regression shrinkage and selection via the lasso. J. Royal Stat. Soc. Series B-Methodol. 58(1), 267–288 (1996). https://doi.org/10.1111/j.2517-6161.1996.tb02080.x
Fukami, K., Murata, T., Zhang, K., Fukagata, K.: Sparse identification of nonlinear dynamics with low-dimensionalized flow representations. J. Fluid Mech. 926, 35 (2021). https://doi.org/10.1017/jfm.2021.697
Champion, K., Lusch, B., Kutz, J.N., Brunton, S.L.: Data-driven discovery of coordinates and governing equations. Proc. Natl. Acad. Sci. U.S.A. 116(45), 22445–22451 (2019). https://doi.org/10.1073/pnas.1906995116
Babaee, H., Sapsis, T.P.: A minimization principle for the description of modes associated with finite-time instabilities. Proceedings of the Royal Society a-Mathematical Physical and Engineering Sciences 472(2186), 27 (2016). https://doi.org/10.1098/rspa.2015.0779
Bai, Z., Kaiser, E., Proctor, J.L., Kutz, J.N., Brunton, S.L.: Dynamic mode decomposition for compressive system identification. AIAA J. 58(2), 561–574 (2020). https://doi.org/10.2514/1.J057870
Wang, B., Wang, L., Peng, J., Hong, M., Xu, W.: The identification of piecewise non-linear dynamical system without understanding the mechanism. Chaos 33(6), 063110 (2023)
Chartrand, R.: Numerical differentiation of noisy, nonsmooth data. ISRN Appl. Math. 2011, 1–11 (2011). https://doi.org/10.5402/2011/164564
Stein, E.M., Shakarchi, R.: Fourier Analysis an Introduction. Princeton University Press, (2003)
Eckhoff, K.S.: Accurate reconstructions of functions of finite regularity from truncated fourier-series expansions. Math. Comput. 64(210), 671–690 (1995). https://doi.org/10.2307/2153445
Afifi, A., May, S., Clark, V.: Practical multivariate analysis. CRC Press (2011). https://doi.org/10.1201/9781466503243
Han, Y.W., Cao, Q.J., Ji, J.C.: Nonlinear dynamics of a smooth and discontinuous oscillator with multiple stability. Int. J. Bifurcation Chaos 25(13), 16 (2015). https://doi.org/10.1142/s0218127415300384
Acknowledgements
This work is supported by National Natural Science Foundation of China [grant number 11972289], Innovation Foundation for Doctor Dissertation of Northwestern Polytechnical University [grant number CX2022070], and Qin Chuang Yuan “Scientist + Engineer” team construction project in Shaanxi Province [grant number 2023KXJ-268].
Funding
National Natural Science Foundation of China [grant number 11972289], Innovation Foundation for Doctor Dissertation of Northwestern Polytechnical University [grant number CX2022070], Qin Chuang Yuan “Scientist + Engineer” team construction project in Shaanxi Province [grant number 2023KXJ-268]
Author information
Authors and Affiliations
Corresponding author
Ethics declarations
Competing Interests
The authors have no competing interests to declare that are relevant to the content of this article.
Additional information
Publisher's Note
Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.
Rights and permissions
Springer Nature or its licensor (e.g. a society or other partner) holds exclusive rights to this article under a publishing agreement with the author(s) or other rightsholder(s); author self-archiving of the accepted manuscript version of this article is solely governed by the terms of such publishing agreement and applicable law.
About this article
Cite this article
Bochen, W., Liang, W., Jiahui, P. et al. Automatic identification of dynamical system excited by time-dependent factor without prior information. Nonlinear Dyn 112, 3441–3452 (2024). https://doi.org/10.1007/s11071-023-09232-w
Received:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s11071-023-09232-w