Jason J. Bramburger

Jason J. Bramburger, Giovanni Fantuzzi

We present a flexible data-driven method for dynamical system analysis that does not require explicit model discovery. The method is rooted in well-established techniques for approximating the Koopman operator from data and is implemented as a semidefinite program that can be solved numerically. Furthermore, the method is agnostic of whether data is generated through a deterministic or stochastic process, so its implementation requires no prior adjustments by the user to accommodate these different scenarios. Rigorous convergence results justify the applicability of the method, while also extending and uniting similar results from across the literature. Examples on discovering Lyapunov functions, performing ergodic optimization, and bounding extrema over attractors for both deterministic and stochastic dynamics exemplify these convergence results and demonstrate the performance of the method.

A. Martina Neuman, Jason J. Bramburger

Graph neural networks (GNNs) have become powerful tools for processing graph-based information in various domains. A desirable property of GNNs is transferability, where a trained network can swap in information from a different graph without retraining and retain its accuracy. A recent method of capturing transferability of GNNs is through the use of graphons, which are symmetric, measurable functions representing the limit of large dense graphs. In this work, we contribute to the application of graphons to GNNs by presenting an explicit two-layer graphon neural network (WNN) architecture. We prove its ability to approximate bandlimited graphon signals within a specified error tolerance using a minimal number of network weights. We then leverage this result, to establish the transferability of an explicit two-layer GNN over all sufficiently large graphs in a convergent sequence. Our work addresses transferability between both deterministic weighted graphs and simple random graphs and overcomes issues related to the curse of dimensionality that arise in other GNN results. The proposed WNN and GNN architectures offer practical solutions for handling graph data of varying sizes while maintaining performance guarantees without extensive retraining.

Marco Mignacca, Simone Brugiapaglia, Jason J. Bramburger

Dynamic Mode Decomposition (DMD) is a numerical method that seeks to fit timeseries data to a linear dynamical system. In doing so, DMD decomposes dynamic data into spatially coherent modes that evolve in time according to exponential growth/decay or with a fixed frequency of oscillation. A prolific application of DMD has been to video, where one interprets the high-dimensional pixel space evolving through time as the video plays. In this work, we propose a simple and interpretable motion detection algorithm for streaming video data rooted in DMD. Our method leverages the fact that there exists a correspondence between the evolution of important video features, such as foreground motion, and the eigenvalues of the matrix which results from applying DMD to segments of video. We apply the method to a database of test videos which emulate security footage under varying realistic conditions. Effectiveness is analyzed using receiver operating characteristic curves, while we use cross-validation to optimize the threshold parameter that identifies movement.

Maria Bou-Sakr-El-Tayar, Jason J. Bramburger, Matthew J. Colbrook

Many data-driven algorithms in dynamical systems rely on ergodic averages that converge painfully slowly. One simple idea changes this: taper the ends. Weighted Birkhoff averages can converge much faster (sometimes superpolynomially, even exponentially) and can be incorporated seamlessly into existing methods. We demonstrate this with five weighted algorithms: weighted Dynamic Mode Decomposition (wtDMD), weighted Extended DMD (wtEDMD), weighted Sparse Identification of Nonlinear Dynamics (wtSINDy), weighted spectral measure estimation, and weighted diffusion forecasting. Across examples ranging from fluid flows to El Niño data, the message is clear: weighting costs nothing, is easy to implement, and often delivers markedly better results from the same data.

A. Martina Neuman, Andres Felipe Lerma Pineda, Jason J. Bramburger et al.

Recovering frequency-localized functions from pointwise data is a fundamental task in signal processing. We examine this problem from an approximation-theoretic perspective, focusing on least squares and deep learning-based methods. First, we establish a novel recovery theorem for least squares approximations using the Slepian basis from uniform random samples in low dimensions, explicitly tracking the dependence of the bandwidth on the sampling complexity. Building on these results, we then present a recovery guarantee for approximating bandlimited functions via deep learning from pointwise data. This result, framed as a practical existence theorem, provides conditions on the network architecture, training procedure, and data acquisition sufficient for accurate approximation. To complement our theoretical findings, we perform numerical comparisons between least squares and deep learning for approximating one- and two-dimensional functions. We conclude with a discussion of the theoretical limitations and the practical gaps between theory and implementation.

Jason J. Bramburger, Steven L. Brunton, J. Nathan Kutz

Despite many of the most common chaotic dynamical systems being continuous in time, it is through discrete time mappings that much of the understanding of chaos is formed. Henri Poincaré first made this connection by tracking consecutive iterations of the continuous flow with a lower-dimensional, transverse subspace. The mapping that iterates the dynamics through consecutive intersections of the flow with the subspace is now referred to as a Poincaré map, and it is the primary method available for interpreting and classifying chaotic dynamics. Unfortunately, in all but the simplest systems, an explicit form for such a mapping remains outstanding. This work proposes a method for obtaining explicit Poincaré mappings by using deep learning to construct an invertible coordinate transformation into a conjugate representation where the dynamics are governed by a relatively simple chaotic mapping. The invertible change of variable is based on an autoencoder, which allows for dimensionality reduction, and has the advantage of classifying chaotic systems using the equivalence relation of topological conjugacies. Indeed, the enforcement of topological conjugacies is the critical neural network regularization for learning the coordinate and dynamics pairing. We provide expository applications of the method to low-dimensional systems such as the Rössler and Lorenz systems, while also demonstrating the utility of the method on infinite-dimensional systems, such as the Kuramoto--Sivashinsky equation.

Jason J. Bramburger, Daniel Dylewsky, J. Nathan Kutz

Multiscale phenomena that evolve on multiple distinct timescales are prevalent throughout the sciences. It is often the case that the governing equations of the persistent and approximately periodic fast scales are prescribed, while the emergent slow scale evolution is unknown. Yet the course-grained, slow scale dynamics is often of greatest interest in practice. In this work we present an accurate and efficient method for extracting the slow timescale dynamics from signals exhibiting multiple timescales that are amenable to averaging. The method relies on tracking the signal at evenly-spaced intervals with length given by the period of the fast timescale, which is discovered using clustering techniques in conjunction with the dynamic mode decomposition. Sparse regression techniques are then used to discover a mapping which describes iterations from one data point to the next. We show that for sufficiently disparate timescales this discovered mapping can be used to discover the continuous-time slow dynamics, thus providing a novel tool for extracting dynamics on multiple timescales.