论文标题

部分可观测时空混沌系统的无模型预测

Maximal monotonicity and cyclic involutivity of multi-conjugate convex functions

论文作者

Lim, Tongseok

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 cornerstone in convex analysis is the crucial relationship between functions and their convex conjugate via the Fenchel-Young inequality. In this dual variable setting, the maximal monotonicity of the contact set $ \big\{(x,y) \ \big| \ f(x) + f^*(y) = \langle x,y \rangle \big\}$ is due to the involution $f^{**} = f$ holding for convex lower-semicontinuous functions defined on any Hilbert space. We investigate the validity of the cyclic version of involution and maximal monotonicity for multiple (more than two) convex functions. As a result, we show that when the underlying space is the real line, cyclical involutivity and maximal monotonicity induced by multi-conjugate convex functions continue to hold as for the dual variable case. On the other hand, when the underlying space is multidimensional, we show that the corresponding properties do not hold in general unless a further regularity assumption is imposed. We provide detailed examples that illustrate the significant differences between dual- and multi-conjugate convex functions, as well as between uni- and multi-dimensional underlying spaces.

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