Abstract

Systems of coupled dynamical units (e.g., oscillators or neurons) are known to exhibit complex, emergent behaviors that may be simplified through coarse-graining: a process in which one discovers coarse variables and derives equations for their evolution. Such coarse-graining procedures often require extensive experience and/or a deep understanding of the system dynamics. In this paper we present a systematic, data-driven approach to discovering “bespoke” coarse variables based on manifold learning algorithms. We illustrate this methodology with the classic Kuramoto phase oscillator model, and demonstrate how our manifold learning technique can successfully identify a coarse variable that is one-to-one with the established Kuramoto order parameter. We then introduce an extension of our coarse-graining methodology which enables us to learn evolution equations for the discovered coarse variables via an artificial neural network architecture templated on numerical time integrators (initial value solvers). This approach allows us to learn accurate approximations of time derivatives of state variables from sparse flow data, and hence discover useful approximate differential equation descriptions of their dynamic behavior. We demonstrate this capability by learning ODEs that agree with the known analytical expression for the Kuramoto order parameter dynamics at the continuum limit. We then show how this approach can also be used to learn the dynamics of coarse variables discovered through our manifold learning methodology. In both of these examples, we compare the results of our neural network based method to typical finite differences complemented with geometric harmonics. Finally, we present a series of computational examples illustrating how a variation of our manifold learning methodology can be used to discover sets of “effective” parameters, reduced parameter combinations, for multi-parameter models with complex coupling. We conclude with a discussion of possible extensions of this approach, including the possibility of obtaining data-driven effective partial differential equations for coarse-grained neuronal network behavior, as illustrated by the synchronization dynamics of Hodgkin–Huxley type neurons with a Chung-Lu network. Thus, we build an integrated suite of tools for obtaining data-driven coarse variables, data-driven effective parameters, and data-driven coarse-grained equations from detailed observations of networks of oscillators.

Highlights

  • We study coupled systems comprised of many individual units that are able to interact to produce new, often complex, emergent types of dynamical behavior

  • The diffusion map (DMAP) algorithm is a manifold learning technique that seeks to address the problem of parameterizing d-dimensional manifolds embedded in Rn based on data, with d < n

  • We present an alternative, datadriven approach to learning the behavior of coarse variables directly from time series of observational data. As part of this approach we make use of a recurrent neural network architecture “templated” on numerical time integration schemes, which allows us to learn the time derivatives of state variables from flow data in a general and systematic way. We illustrate this approach through an example in which we learn the aforementioned ordinary differential equations (ODEs) (14) that govern the behavior of the Kuramoto order parameter in the continuum limit from data

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Summary

INTRODUCTION

We study coupled systems comprised of many individual units that are able to interact to produce new, often complex, emergent types of dynamical behavior. The main deficiency of the Kuramoto model is the lack of a spatial embedding for the oscillators; numerous modifications of the interaction term of the model have been proposed to circumvent this difficulty, such as time delays, distance-dependent transmission delays, finitesupport wavelet-like spatial kernels, and second order phase interaction curves (Breakspear et al, 2010) These modifications yield rich spatiotemporal behaviors, such as traveling rolls and concentric rings (Jeong et al, 2002), which are similar to those observed in vivo (Freemann, 1975; Prechtl et al, 1997; Lam et al, 2000; Du et al, 2005; Rubino et al, 2006). In our concluding discussion and future work section we mention the possibility of discovering effective emergent partial differential equation descriptions of heterogeneous network dynamics, illustrated through the synchronization of Hodgkin–Huxley type neurons on a Chung-Lu type network

DIFFUSION MAPS
GEOMETRIC HARMONICS
The Kuramoto Model
Order Parameter Identification
A Neural Network Based on a Numerical Integration Scheme
Training the Neural Network Scheme
IDENTIFYING “EFFECTIVE” PARAMETERS
A Simple Example
A Three-Parameter Example
A More Complicated Example
DISCUSSION AND FUTURE
Findings
DATA AVAILABILITY STATEMENT
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