Data driven modeling for self-similar dynamics (2310.08282v3)
Abstract: Multiscale modeling of complex systems is crucial for understanding their intricacies. Data-driven multiscale modeling has emerged as a promising approach to tackle challenges associated with complex systems. On the other hand, self-similarity is prevalent in complex systems, hinting that large-scale complex systems can be modeled at a reduced cost. In this paper, we introduce a multiscale neural network framework that incorporates self-similarity as prior knowledge, facilitating the modeling of self-similar dynamical systems. For deterministic dynamics, our framework can discern whether the dynamics are self-similar. For uncertain dynamics, it can compare and determine which parameter set is closer to self-similarity. The framework allows us to extract scale-invariant kernels from the dynamics for modeling at any scale. Moreover, our method can identify the power law exponents in self-similar systems. Preliminary tests on the Ising model yielded critical exponents consistent with theoretical expectations, providing valuable insights for addressing critical phase transitions in non-equilibrium systems.
- F. Taubert, R. Fischer, J. Groeneveld, S. Lehmann, M. S. Müller, E. Rödig, T. Wiegand, and A. Huth, “Global patterns of tropical forest fragmentation,” Nature 554, 519–522 (2018).
- O. Peters and J. D. Neelin, “Critical phenomena in atmospheric precipitation,” Nature Physics 2, 393–396 (2006).
- R. D. Smith, “The dynamics of internet traffic: self-similarity, self-organization, and complex phenomena,” Advances in Complex Systems 14, 905–949 (2011).
- D. Notarmuzi, C. Castellano, A. Flammini, D. Mazzilli, and F. Radicchi, “Universality, criticality and complexity of information propagation in social media,” Nature Communications , 1–8 (2021).
- S. Herculano-Houzel, P. R. Manger, and J. H. Kaas, “Brain scaling in mammalian evolution as a consequence of concerted and mosaic changes in numbers of neurons and average neuronal cell size,” Frontiers in Neuroanatomy 8, 1–28 (2014).
- D. La Rocca, N. Zilber, P. Abry, V. van Wassenhove, and P. Ciuciu, “Self-similarity and multifractality in human brain activity: A wavelet-based analysis of scale-free brain dynamics,” Journal of Neuroscience Methods 309, 175–187 (2018).
- T. L. Ribeiro, D. R. Chialvo, and D. Plenz, “Scale-Free Dynamics in Animal Groups and Brain Networks,” Frontiers in Systems Neuroscience 14, 1–10 (2021).
- G. F. Grosu, A. V. Hopp, V. V. Moca, H. Bârzan, A. Ciuparu, M. Ercsey-Ravasz, M. Winkel, H. Linde, and R. C. Mureşan, “The fractal brain: scale-invariance in structure and dynamics,” Cerebral Cortex 33, 4574–4605 (2023).
- C. Song and S. Havlin, “Self-similarity of complex networks,” Nature 433, 2–5 (2005).
- F. Radicchi, J. J. Ramasco, A. Barrat, and S. Fortunato, “Complex networks renormalization: Flows and fixed points,” Physical Review Letters 101, 3–6 (2008).
- F. Radicchi, A. Barrat, S. Fortunato, and J. J. Ramasco, “Renormalization flows in complex networks,” Physical Review E 79, 1–11 (2009).
- H. D. Rozenfeld, C. Song, and H. A. Makse, “Small-world to fractal transition in complex networks: A renormalization group approach,” Physical Review Letters 104, 1–4 (2010).
- G. García-Pérez, M. Boguñá, and M. Á. Serrano, “Multiscale unfolding of real networks by geometric renormalization,” Nature Physics 14, 583–589 (2018).
- D. Chen, H. Su, X. Wang, G. J. Pan, and G. Chen, “Finite-size scaling of geometric renormalization flows in complex networks,” Physical Review E 104, 1–12 (2021).
- D. Chen, H. Su, and Z. Zeng, “Geometric Renormalization Reveals the Self-Similarity of Weighted Networks,” IEEE Transactions on Computational Social Systems 10, 426–434 (2023).
- P. Villegas, T. Gili, G. Caldarelli, and A. Gabrielli, “Laplacian renormalization group for heterogeneous networks,” Nature Physics 19, 445–450 (2023).
- A. C. Antoulas, “Approximation of large-scale dynamical systems: An overview,” IFAC Proceedings Volumes (IFAC-PapersOnline) 37, 19–28 (2004).
- D. J. Lucia, P. S. Beran, and W. A. Silva, “Reduced-order modeling: new approaches for computational physics,” Progress in Aerospace Sciences 40, 51–117 (2004).
- D. M. Luchtenburg, “Data-driven science and engineering: machine learning, dynamical systems, and control,” IEEE Control Systems Magazine 41, 95–102 (2021).
- P. J. Schmid, “Dynamic mode decomposition and its variants,” Annual Review of Fluid Mechanics 54, 225–254 (2022).
- S. L. Brunton, M. Budišić, E. Kaiser, and J. N. Kutz, “Modern koopman theory for dynamical systems,” arXiv preprint arXiv:2102.12086 (2021).
- I. G. Kevrekidis, C. W. Gear, J. M. Hyman, P. G. Kevrekidis, O. Runborg, C. Theodoropoulos, et al., “Equation-free, coarse-grained multiscale computation: enabling microscopic simulators to perform system-level analysis,” Commun. Math. Sci 1, 715–762 (2003).
- I. G. Kevrekidis, C. W. Gear, and G. Hummer, “Equation-free: The computer-aided analysis of complex multiscale systems,” AIChE Journal 50, 1346–1355 (2004).
- M. O. Williams, I. G. Kevrekidis, and C. W. Rowley, “A data-driven approximation of the koopman operator: Extending dynamic mode decomposition,” Journal of Nonlinear Science 25, 1307–1346 (2015).
- L. P. Kadanoff, “Scaling laws for ising models near tc,” Physics Physique Fizika 2, 263 (1966).
- K. G. Wilson, “The renormalization group and critical phenomena,” Reviews of Modern Physics 55, 583 (1983).
- A. Pelissetto and E. Vicari, “Critical phenomena and renormalization-group theory,” Physics Reports 368, 549–727 (2002).
- U. Schollwöck, “The density-matrix renormalization group,” Reviews of modern physics 77, 259 (2005).
- Tauber, critical dynamics (2014).
- A. Cavagna, D. Conti, C. Creato, L. Del Castello, I. Giardina, T. S. Grigera, S. Melillo, L. Parisi, and M. Viale, “Dynamic scaling in natural swarms,” Nature Physics 13, 914–918 (2017).
- M. C. Yalabik and J. D. Gunton, “Monte Carlo renornnlization-group studies of kinetic Ising models,” Physical Review B 25, 2–5 (1982).
- G. F. Mazenko, J. E. Hirsch, and J. Nolan, “Real-space dynamic renormalization group. III. Calculation of correlation functions,” 23, 1431–1446 (1981).
- A. Vespignani, S. Zapperi, and P. Luciano, “Renormalization approach to the self-organized critical behavior of sandpile models,” Physical Review E 2, 243–253 (1995).
- E. V. Ivashkevich, A. M. Povolotsky, A. Vespignani, and S. Zapperi, “Dynamical real space renormalization group applied to sandpile models,” Physical Review E 60, 1239–1251 (1999).
- C. Y. Lin and C. K. Hu, “Renormalization-group approach to an Abelian sandpile model on planar lattices,” Physical Review E 66, 1–29 (2002).
- A. Cavagna, L. Di Carlo, I. Giardina, L. Grandinetti, T. S. Grigera, and G. Pisegna, “Dynamical Renormalization Group Approach to the Collective Behavior of Swarms,” Physical Review Letters 123, 268001 (2019a).
- A. Cavagna, L. Di Carlo, I. Giardina, L. Grandinetti, T. S. Grigera, and G. Pisegna, “Renormalization group crossover in the critical dynamics of field theories with mode coupling terms,” Physical Review E 100, 1–29 (2019b).
- A. Cavagna, P. M. Chaikin, D. Levine, S. Martiniani, A. Puglisi, and M. Viale, “Vicsek model by time-interlaced compression: A dynamical computable information density,” Physical Review E 103, 1–10 (2021).
- I. Moise and R. Temam, “Renormalization group method: Application to navier-stokes equation,” Discrete and Continuous Dynamical Systems 6, 191–210 (1999).
- N. Israeli and N. Goldenfeld, “Coarse-graining of cellular automata, emergence, and the predictability of complex systems,” Physical Review E 73, 1–17 (2006).
- G. E. Karniadakis, I. G. Kevrekidis, L. Lu, P. Perdikaris, S. Wang, and L. Yang, “Physics-informed machine learning,” Nature Reviews Physics 3, 422–440 (2021).
- L. G. Wright, T. Onodera, M. M. Stein, T. Wang, D. T. Schachter, Z. Hu, and P. L. McMahon, “Deep physical neural networks trained with backpropagation,” Nature 601, 549–555 (2022).
- R. Vinuesa and S. L. Brunton, “Enhancing computational fluid dynamics with machine learning,” Nature Computational Science 2, 358–366 (2022).
- M. Raissi, P. Perdikaris, and G. E. Karniadakis, “Physics-informed neural networks: A deep learning framework for solving forward and inverse problems involving nonlinear partial differential equations,” Journal of Computational physics 378, 686–707 (2019).
- B. Lusch, J. N. Kutz, and S. L. Brunton, “Deep learning for universal linear embeddings of nonlinear dynamics,” Nature communications 9, 4950 (2018).
- O. Azencot, N. B. Erichson, V. Lin, and M. Mahoney, “Forecasting sequential data using consistent koopman autoencoders,” in International Conference on Machine Learning (PMLR, 2020) pp. 475–485.
- P. Bevanda, S. Sosnowski, and S. Hirche, “Koopman operator dynamical models: Learning, analysis and control,” Annual Reviews in Control 52, 197–212 (2021).
- S. E. Otto and C. W. Rowley, “Koopman operators for estimation and control of dynamical systems,” Annual Review of Control, Robotics, and Autonomous Systems 4, 59–87 (2021).
- S. L. Brunton, B. R. Noack, and P. Koumoutsakos, “Machine learning for fluid mechanics,” Annual review of fluid mechanics 52, 477–508 (2020).
- P. R. Vlachas, W. Byeon, Z. Y. Wan, T. P. Sapsis, and P. Koumoutsakos, “Data-driven forecasting of high-dimensional chaotic systems with long short-term memory networks,” Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences 474, 20170844 (2018).
- P. R. Vlachas, G. Arampatzis, C. Uhler, and P. Koumoutsakos, “Multiscale simulations of complex systems by learning their effective dynamics,” Nature Machine Intelligence 4, 359–366 (2022), arXiv:2006.13431 .
- L. Feng, T. Gao, M. Dai, and J. Duan, “Learning effective dynamics from data-driven stochastic systems,” Chaos: An Interdisciplinary Journal of Nonlinear Science 33 (2023).
- N. Walker, K. M. Tam, and M. Jarrell, “Deep learning on the 2-dimensional Ising model to extract the crossover region with a variational autoencoder,” Scientific Reports 10, 1–12 (2020).
- K. Shiina, H. Mori, Y. Tomita, H. K. Lee, and Y. Okabe, “Inverse renormalization group based on image super-resolution using deep convolutional networks,” Scientific Reports 11, 1–9 (2021).
- H. Y. Hu, S. H. Li, L. Wang, and Y. Z. You, “Machine learning holographic mapping by neural network renormalization group,” Physical Review Research 2, 23369 (2020).
- W. Hou and Y.-Z. You, “Machine Learning Renormalization Group for Statistical Physics,” arXiv preprint , 1–13 (2023), arXiv:2306.11054 .
- D. Ron, A. Brandt, and R. H. Swendsen, “Monte Carlo renormalization-group calculation for the d=3 Ising model using a modified transformation,” Physical Review E 104 (2021).
- J. H. Chung and Y. J. Kao, “Neural Monte Carlo renormalization group,” Physical Review Research 3 (2021).
- S. H. Li and L. Wang, “Neural Network Renormalization Group,” Physical Review Letters 121, 1–10 (2018).
- P. M. Lenggenhager, D. E. Gökmen, Z. Ringel, S. D. Huber, and M. Koch-Janusz, “Optimal renormalization group transformation from information theory,” Physical Review X 10, 11037 (2020), 1809.09632 .
- S. Iso, S. Shiba, and S. Yokoo, “Scale-invariant feature extraction of neural network and renormalization group flow,” Physical Review E 97, 1–16 (2018).
- J. Zhang and K. Liu, “Neural information squeezer for causal emergence,” Entropy 25, 26 (2022).
- T. Vicsek, A. Czirk, E. Ben-Jacob, I. Cohen, and O. Shochet, “Novel type of phase transition in a system of self-driven particles,” Physical Review Letters 75, 1226–1229 (1995), arXiv:0611743 [cond-mat] .
- E. P. Hoel, L. Albantakis, and G. Tononi, “Quantifying causal emergence shows that macro can beat micro,” Proceedings of the National Academy of Sciences of the United States of America 110, 19790–19795 (2013).
- M. Yang, Z. Wang, K. Liu, Y. Rong, B. Yuan, and J. Zhang, “Finding emergence in data by maximizing effective information,” (2023), arXiv:2308.09952 [physics.soc-ph] .