论文标题

连续数据限制WSINDY算法的渐近一致性

Asymptotic consistency of the WSINDy algorithm in the limit of continuum data

论文作者

Messenger, Daniel A., Bortz, David M.

论文摘要

在这项工作中,我们研究了从嘈杂的溶液样本中鉴定微分方程的非线性动力学算法(WSINDY)的弱形式稀疏识别的渐近一致性。我们证明,对于包括Navier-Stokes方程和Kuramoto-Sivashinsky方程的广泛模型,WSINDY估计器无条件渐近一致。因此,我们为观察到的弱形式学习噪声的鲁棒性提供了数学上严格的解释。相反,我们还表明,如果噪声水平高于一定的临界阈值,并且非线性表现出足够快的快速增长,则通常在有条件地渐近一致的WSINDY估计器在有条件地渐近一致。在高斯白噪声的情况下,我们在临界噪声阈值上获得了明确的界限,并在三角学和/或多项式模型非线性的情况下对这些虚假术语进行了明确的表征。但是,对此负面结果的银色衬里是,如果数据适当地降解(一个简单的移动平均过滤器就足够),那么我们在具有局部lipschitz非线性的模型类别上恢复了无条件的渐近一致性。总之,我们的结果揭示了弱形式学习的几个重要方面,这些方程可用于改善未来的算法。我们使用洛伦兹系统,立方振荡器,粘性汉堡生长模型和库拉莫托 - 苏瓦辛斯基型高阶PDE来证明我们的结果。

In this work we study the asymptotic consistency of the weak-form sparse identification of nonlinear dynamics algorithm (WSINDy) in the identification of differential equations from noisy samples of solutions. We prove that the WSINDy estimator is unconditionally asymptotically consistent for a wide class of models which includes the Navier-Stokes equations and the Kuramoto-Sivashinsky equation. We thus provide a mathematically rigorous explanation for the observed robustness to noise of weak-form equation learning. Conversely, we also show that in general the WSINDy estimator is only conditionally asymptotically consistent, yielding discovery of spurious terms with probability one if the noise level is above some critical threshold and the nonlinearities exhibit sufficiently fast growth. We derive explicit bounds on the critical noise threshold in the case of Gaussian white noise and provide an explicit characterization of these spurious terms in the case of trigonometric and/or polynomial model nonlinearities. However, a silver lining to this negative result is that if the data is suitably denoised (a simple moving average filter is sufficient), then we recover unconditional asymptotic consistency on the class of models with locally-Lipschitz nonlinearities. Altogether, our results reveal several important aspects of weak-form equation learning which may be used to improve future algorithms. We demonstrate our results numerically using the Lorenz system, the cubic oscillator, a viscous Burgers growth model, and a Kuramoto-Sivashinsky-type higher-order PDE.

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