Skip to main content
U.S. Department of Energy
Office of Scientific and Technical Information

Constraining chaos: Enforcing dynamical invariants in the training of reservoir computers

Journal Article · · Chaos: An Interdisciplinary Journal of Nonlinear Science
DOI:https://doi.org/10.1063/5.0156999· OSTI ID:2246611
 [1];  [2];  [3];  [4];  [5]
  1. Univ. of California, San Diego, CA (United States)
  2. Sofar Ocean, San Francisco, CA (United States); Univ. of Colorado, Boulder, CO (United States)
  3. Univ. of Colorado, Boulder, CO (United States); National Oceanic and Atmospheric Administration (NOAA), Boulder, CO (United States)
  4. Pacific Northwest National Laboratory (PNNL), Richland, WA (United States)
  5. Univ. of California, San Diego, CA (United States). Scripps Inst. of Oceanography

Drawing on ergodic theory, we introduce a novel training method for machine learning based forecasting methods for chaotic dynamical systems. The training enforces dynamical invariants—such as the Lyapunov exponent spectrum and the fractal dimension—in the systems of interest, enabling longer and more stable forecasts when operating with limited data. The technique is demonstrated in detail using reservoir computing, a specific kind of recurrent neural network. Finally, results are given for the Lorenz 1996 chaotic dynamical system and a spectral quasi-geostrophic model of the atmosphere, both typical test cases for numerical weather prediction.

Research Organization:
Pacific Northwest National Laboratory (PNNL), Richland, WA (United States)
Sponsoring Organization:
USDOE
Grant/Contract Number:
AC05-76RL01830
OSTI ID:
2246611
Report Number(s):
PNNL-SA--191042
Journal Information:
Chaos: An Interdisciplinary Journal of Nonlinear Science, Journal Name: Chaos: An Interdisciplinary Journal of Nonlinear Science Journal Issue: 10 Vol. 33; ISSN 1054-1500
Publisher:
American Institute of Physics (AIP)Copyright Statement
Country of Publication:
United States
Language:
English

References (39)

A Practical Guide to Applying Echo State Networks book January 2012
The liapunov dimension of strange attractors journal August 1983
A practical method for calculating largest Lyapunov exponents from small data sets journal May 1993
A robust method to estimate the maximal Lyapunov exponent of a time series journal January 1994
Reservoir computing approaches to recurrent neural network training journal August 2009
Physics-informed neural networks: A deep learning framework for solving forward and inverse problems involving nonlinear partial differential equations journal February 2019
B-PINNs: Bayesian physics-informed neural networks for forward and inverse PDE problems with noisy data journal January 2021
Physics-informed echo state networks journal November 2020
Backpropagation algorithms and Reservoir Computing in Recurrent Neural Networks for the forecasting of complex spatiotemporal dynamics journal June 2020
A systematic exploration of reservoir computing for forecasting complex spatiotemporal dynamics journal September 2022
Data‐Driven Equation Discovery of Ocean Mesoscale Closures journal August 2020
Integrating Recurrent Neural Networks With Data Assimilation for Scalable Data‐Driven State Estimation journal March 2022
A cautionary tale for machine learning generated configurations in presence of a conserved quantity journal March 2021
Physics-informed machine learning journal May 2021
Chaos in high-dimensional dissipative dynamical systems journal July 2015
Chaotic mixing in microdroplets journal January 2006
Attractor reconstruction by machine learning journal June 2018
Forecasting chaotic systems with very low connectivity reservoir computers
  • Griffith, Aaron; Pomerance, Andrew; Gauthier, Daniel J.
  • Chaos: An Interdisciplinary Journal of Nonlinear Science, Vol. 29, Issue 12 https://doi.org/10.1063/1.5120710
journal December 2019
Robust forecasting using predictive generalized synchronization in reservoir computing journal December 2021
The general problem of the stability of motion journal March 1992
Short- and long-term predictions of chaotic flows and extreme events: a physics-constrained reservoir computing approach journal September 2021
Introduction: mixing in microfluidics
  • Ottino, Julio M.; Wiggins, Stephen
  • Philosophical Transactions of the Royal Society of London. Series A: Mathematical, Physical and Engineering Sciences, Vol. 362, Issue 1818 https://doi.org/10.1098/rsta.2003.1355
journal May 2004
Kolmogorov entropy and numerical experiments journal December 1976
Enforcing Analytic Constraints in Neural Networks Emulating Physical Systems journal March 2021
Machine Learning Conservation Laws from Trajectories journal May 2021
Experimental evidence of chaotic itinerancy and spatiotemporal chaos in optics journal November 1990
Ergodic theory of chaos and strange attractors journal July 1985
A New Approach to Linear Filtering and Prediction Problems journal March 1960
Harnessing Nonlinearity: Predicting Chaotic Systems and Saving Energy in Wireless Communication journal April 2004
Learning skillful medium-range global weather forecasting journal December 2023
Comparison of Different Methods for Computing Lyapunov Exponents journal May 1990
Real-Time Computing Without Stable States: A New Framework for Neural Computation Based on Perturbations journal November 2002
Reducing the Time Complexity of the Derandomized Evolution Strategy with Covariance Matrix Adaptation (CMA-ES) journal March 2003
Comparison of Local Ensemble Transform Kalman Filter, 3DVAR, and 4DVAR in a Quasigeostrophic Model journal February 2009
Finding Structure in Time journal March 1990
Estimating fractal dimension journal January 1990
qgs: A flexible Python framework of reduced-order multiscale climate models journal December 2020
Four-dimensional variational assimilation and predictability in a quasi-geostrophic model journal January 1998
Applications of Chaotic Dynamics in Robotics journal March 2016

Similar Records

Chaos vs linear instability in the Vlasov equation: A fractal analysis characterization
Journal Article · Wed May 01 00:00:00 EDT 1996 · Physical Review, C · OSTI ID:283998

Divide and conquer: Learning chaotic dynamical systems with multistep penalty neural ordinary differential equations
Journal Article · Mon Oct 14 00:00:00 EDT 2024 · Computer Methods in Applied Mechanics and Engineering · OSTI ID:3003857

Chaos, Ergodicity, and the Thermodynamics of Lower-Dimensional Time-Independent Hamiltonian Systems
Journal Article · Wed Aug 01 00:00:00 EDT 2001 · Phys.Rev.E · OSTI ID:1898838