Noisy dynamic simulations in the presence of symmetry: Data alignment and model reduction

Benjamin Sonday, Amit Singer, Ioannis G. Kevrekidis

Research output: Contribution to journalArticlepeer-review

Abstract

We process snapshots of trajectories of evolution equations with intrinsic symmetries, and demonstrate the use of recently developed eigenvector-based techniques to successfully quotient out the degrees of freedom associated with the symmetries in the presence of noise. Our illustrative examples include a one-dimensional evolutionary partial differential (the Kuramoto-Sivashinsky) equation with periodic boundary conditions, as well as a stochastic simulation of nematic liquid crystals which can be effectively modeled through a nonlinear Smoluchowski equation on the surface of a sphere. This is a useful first step towards data mining the symmetry-adjusted ensemble of snapshots in search of an accurate low-dimensional parametrization and the associated reduction of the original dynamical system. We also demonstrate a technique (Vector Diffusion Maps) that combines, in a single formulation, the symmetry removal step and the dimensionality reduction step.

Original languageEnglish (US)
Pages (from-to)1535-1557
Number of pages23
JournalComputers and Mathematics with Applications
Volume65
Issue number10
DOIs
StatePublished - 2013
Externally publishedYes

Keywords

  • Alignment
  • Dimensionality reduction
  • Heat kernel
  • Local principal component analysis

ASJC Scopus subject areas

  • Modeling and Simulation
  • Computational Theory and Mathematics
  • Computational Mathematics

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