Degree-of-freedom and optimization-dynamic effects on the observability of Kuramoto-Sivashinsky systems

Abstract

Simulations of chaotic systems can only produce high-fidelity trajectories if the initial and boundary conditions are well specified. When these conditions are unknown but measurements are available, variational state estimation can reconstruct a trajectory that is consistent with both the data and the governing equations. A key open question is how many measurements are required for accurate reconstruction, making the full system trajectory observable from sparse data. We establish observability criteria for variational state estimation applied to the Kuramoto-Sivashinsky equation by linking its observability to embedding theory for dissipative dynamical systems. For a system whose attractor lies on an inertial manifold of dimension $d_M$, we show that $m \geq d_M$ measurements ensures local observability from an arbitrarily good initial guess, and $m \geq 2d_M + 1$ implies global observability using a gradient-based smoother since the only critical point on $M$ is the global minimum. We also analyze optimization-dynamic limitations that persist even when these topological conditions are met, including drift off the manifold, degeneracy of the Hessian, negative curvature, and vanishing gradients. To address these issues, we introduce a robust reconstruction strategy that combines non-convex Newton updates with a novel pseudo-projection step. Numerical simulations of the Kuramoto-Sivashinsky equation validate our analysis and show practical limits of observability for chaotic systems with low-dimensional inertial manifolds.