Data-Driven Methods for Physics-Constrained Dynamical Systems

Abstract

As the availability of large data sets has risen and computation has become cheaper, the field of dynamical systems analysis has placed increased emphasis on data-driven numerical methods for diagnostics, forecasting, and control of complex systems. Results from machine learning and statistics offer a broad suite of techniques with which to approach these tasks, often with great efficacy. With respect to time series data gathered from sequential measurements on a physical system, however, these generic methods often fail to account for important dynamical properties which are obscured if the data is treated as a collection of unordered snapshots without attention to coherence phenomena or symmetries. This thesis presents three methodological results designed to address particular problems in systems analysis by taking a physics inspired, dynamics focused approach. Chapter 3 offers a method for decomposition of data from systems in which different physics phenomena unfold simultaneously on highly disparate time scales by regressing separate local dynamical models for each scale component. Chapter 4 presents a novel representation for complex multidimensional time series as superpositions of simple constituent trajectories. It is shown that working in this representation, a large class of nonlinear, spectrally continuous systems can be effectively reproduced by actuated linear models. Finally, Chapter 5 introduces a dynamical alternative to existing methods for stability analysis of networked power systems. Instead of employing graph theory techniques directly on the topological structure of the power grid in question, a phenomenological graph representation learned directly from time series data is shown to offer greater practical insight into the structural basis for failure events. Taken together, these results contribute to a larger push toward effective data-driven analysis of physical systems which takes explicit account for geometry, scale, and coherence properties of observed dynamics.