论文标题

部分可观测时空混沌系统的无模型预测

Detection of Small Holes by the Scale-Invariant Robust Density-Aware Distance (RDAD) Filtration

论文作者

Siu, Chunyin, Samorodnitsky, Gennady, Yu, Christina Lee, Yao, Andrey

论文摘要

储层计算是预测湍流的有力工具,其简单的架构具有处理大型系统的计算效率。然而,其实现通常需要完整的状态向量测量和系统非线性知识。我们使用非线性投影函数将系统测量扩展到高维空间,然后将其输入到储层中以获得预测。我们展示了这种储层计算网络在时空混沌系统上的应用,该系统模拟了湍流的若干特征。我们表明,使用径向基函数作为非线性投影器,即使只有部分观测并且不知道控制方程,也能稳健地捕捉复杂的系统非线性。最后,我们表明,当测量稀疏、不完整且带有噪声,甚至控制方程变得不准确时,我们的网络仍然可以产生相当准确的预测,从而为实际湍流系统的无模型预测铺平了道路。

A novel topological-data-analytical (TDA) method is proposed to distinguish, from noise, small holes surrounded by high-density regions of a probability density function. The proposed method is robust against additive noise and outliers. Traditional TDA tools, like those based on the distance filtration, often struggle to distinguish small features from noise, because both have short persistences. An alternative filtration, called the Robust Density-Aware Distance (RDAD) filtration, is proposed to prolong the persistences of small holes of high-density regions. This is achieved by weighting the distance function by the density in the sense of Bell et al. The concept of distance-to-measure is incorporated to enhance stability and mitigate noise. The persistence-prolonging property and robustness of the proposed filtration are rigorously established, and numerical experiments are presented to demonstrate the proposed filtration's utility in identifying small holes.

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