Cluster-based network modeling -- automated robust modeling of complex dynamical systems

Abstract

We propose a universal method for data-driven modeling of complex nonlinear dynamics from time-resolved snapshot data without prior knowledge. Complex nonlinear dynamics govern many fields of science and engineering. Data-driven dynamic modeling often assumes a low-dimensional subspace or manifold for the state. We liberate ourselves from this assumption by proposing cluster-based network modeling (CNM) bridging machine learning, network science, and statistical physics. CNM only assumes smoothness of the dynamics in the state space, robustly describes short- and long-term behavior and is fully automatable as it does not rely on application-specific knowledge. CNM is demonstrated for the Lorenz attractor, ECG heartbeat signals, Kolmogorov flow, and a high-dimensional actuated turbulent boundary layer. Even the notoriously difficult modeling benchmark of rare events in the Kolmogorov flow is solved. This automatable universal data-driven representation of complex nonlinear dynamics complements and expands network connectivity science and promises new fast-track avenues to understand, estimate, predict and control complex systems in all scientific fields.