Reduced-order Description of Transient Instabilities and Computation of Finite-Time Lyapunov Exponents

High-dimensional chaotic dynamical systems can exhibit strongly transient features. These are often associated with instabilities that have finite-time duration. Because of the finite-time character of these transient events, their detection through infinite-time methods, e.g. long term averages, Lyapunov exponents or information about the statistical steady-state, is not possible. Here we utilize a recently developed framework, the Optimally Time-Dependent (OTD) modes, to extract a time-dependent subspace that spans the modes associated with transient features associated with finite-time instabilities. As the main result, we prove that the OTD modes, under appropriate conditions, converge exponentially fast to the eigendirections of the Cauchy--Green tensor associated with the most intense finite-time instabilities. Based on this observation, we develop a reduced-order method for the computation of finite-time Lyapunov exponents (FTLE) and vectors. In high-dimensional systems, the computational cost of the reduced-order method is orders of magnitude lower than the full FTLE computation. We demonstrate the validity of the theoretical findings on two numerical examples

Rhythmic dynamics and synchronization via dimensionality reduction : application to human gait

Reliable characterization of locomotor dynamics of human walking is vital to understanding the neuromuscular control of human locomotion and disease diagnosis. However, the inherent oscillation and ubiquity of noise in such non-strictly periodic signals pose great challenges to current methodologies. To this end, we exploit the state-of-the-art technology in pattern recognition and, specifically, dimensionality reduction techniques, and propose to reconstruct and characterize the dynamics accurately on the cycle scale of the signal. This is achieved by deriving a low-dimensional representation of the cycles through global optimization, which effectively preserves the topology of the cycles that are embedded in a high-dimensional Euclidian space. Our approach demonstrates a clear advantage in capturing the intrinsic dynamics and probing the subtle synchronization patterns from uni/bivariate oscillatory signals over traditional methods. Application to human gait data for healthy subjects and diabetics reveals a significant difference in the dynamics of ankle movements and ankle-knee coordination, but not in knee movements. These results indicate that the impaired sensory feedback from the feet due to diabetes does not influence the knee movement in general, and that normal human walking is not critically dependent on the feedback from the peripheral nervous system

Simultaneous Learning of Nonlinear Manifold and Dynamical Models for High-dimensional Time Series

The goal of this work is to learn a parsimonious and informative representation for high-dimensional time series. Conceptually, this comprises two distinct yet tightly coupled tasks: learning a low-dimensional manifold and modeling the dynamical process. These two tasks have a complementary relationship as the temporal constraints provide valuable neighborhood information for dimensionality reduction and conversely, the low-dimensional space allows dynamics to be learnt efficiently. Solving these two tasks simultaneously allows important information to be exchanged mutually. If nonlinear models are required to capture the rich complexity of time series, then the learning problem becomes harder as the nonlinearities in both tasks are coupled. The proposed solution approximates the nonlinear manifold and dynamics using piecewise linear models. The interactions among the linear models are captured in a graphical model. By exploiting the model structure, efficient inference and learning algorithms are obtained without oversimplifying the model of the underlying dynamical process. Evaluation of the proposed framework with competing approaches is conducted in three sets of experiments: dimensionality reduction and reconstruction using synthetic time series, video synthesis using a dynamic texture database, and human motion synthesis, classification and tracking on a benchmark data set. In all experiments, the proposed approach provides superior performance.National Science Foundation (IIS 0308213, IIS 0329009, CNS 0202067

Dynamic mode decomposition with control

We develop a new method which extends Dynamic Mode Decomposition (DMD) to incorporate the effect of control to extract low-order models from high-dimensional, complex systems. DMD finds spatial-temporal coherent modes, connects local-linear analysis to nonlinear operator theory, and provides an equation-free architecture which is compatible with compressive sensing. In actuated systems, DMD is incapable of producing an input-output model; moreover, the dynamics and the modes will be corrupted by external forcing. Our new method, Dynamic Mode Decomposition with control (DMDc), capitalizes on all of the advantages of DMD and provides the additional innovation of being able to disambiguate between the underlying dynamics and the effects of actuation, resulting in accurate input-output models. The method is data-driven in that it does not require knowledge of the underlying governing equations, only snapshots of state and actuation data from historical, experimental, or black-box simulations. We demonstrate the method on high-dimensional dynamical systems, including a model with relevance to the analysis of infectious disease data with mass vaccination (actuation).Comment: 10 pages, 4 figure