We introduce a data-driven forecasting method for high-dimensional chaotic systems using long short-term memory (LSTM) recurrent neural networks. The proposed LSTM neural networks perform inference of high-dimensional dynamical systems in their reduced order space and are shown to be an effective set of nonlinear approximators of their attractor. We demonstrate the forecasting performance of the LSTM and compare it with Gaussian processes (GPs) in time series obtained from the Lorenz 96 system, the Kuramoto-Sivashinsky equation and a prototype climate model. The LSTM networks outperform the GPs in short-term forecasting accuracy in all applications considered. A hybrid architecture, extending the LSTM with a mean stochastic model (MSM-LSTM), is proposed to ensure convergence to the invariant measure. This novel hybrid method is fully data-driven and extends the forecasting capabilities of LSTM networks.

The prediction of extreme events, from avalanches and droughts to tsunamis and epidemics, depends on the formulation and analysis of relevant, complex dynamical systems. Such dynamical systems are characterized by high intrinsic dimensionality with extreme events having the form of rare transitions that are several standard deviations away from the mean. Such systems are not amenable to classical order-reduction methods through projection of the governing equations due to the large intrinsic dimensionality of the underlying attractor as well as the complexity of the transient events. Alternatively, data-driven techniques aim to quantify the dynamics of specific, critical modes by utilizing data-streams and by expanding the dimensionality of the reduced-order model using delayed coordinates. In turn, these methods have major limitations in regions of the phase space with sparse data, which is the case for extreme events. In this work, we develop a novel hybrid framework that complements an imperfect reduced order model, with data-streams that are integrated though a recurrent neural network (RNN) architecture. The reduced order model has the form of projected equations into a low-dimensional subspace that still contains important dynamical information about the system and it is expanded by a long short-term memory (LSTM) regularization. The LSTM-RNN is trained by analyzing the mismatch between the imperfect model and the data-streams, projected to the reduced-order space. The data-driven model assists the imperfect model in regions where data is available, while for locations where data is sparse the imperfect model still provides a baseline for the prediction of the system state. We assess the developed framework on two challenging prototype systems exhibiting extreme events. We show that the blended approach has improved performance compared with methods that use either data streams or the imperfect model alone. Notably the improvement is more significant in regions associated with extreme events, where data is sparse.

We formulate a reduced-order data-driven strategy for the efficient probabilistic forecast of complex high-dimensional dynamical systems for which data-streams are available. The first step of our method consists of the reconstruction of the vector field in a reduced-order subspace of interest using Gaussian Process Regression (GPR). GPR simultaneously allows for the reconstruction of the vector field, as well as the estimation of the local uncertainty. The latter is due to i) the local interpolation error and ii) due to the truncation of the highdimensional phase space and it analytically quantified in terms of the GPR hyperparameters. The second step involves the formulation of stochastic models that explicitly take into account the reconstructed dynamics and their uncertainty. For regions of the attractor where the training data points are not sufficiently dense for GPR to be effective an adaptive blended scheme is formulated that guarantess correct statistical steady state properties. We examine the effectiveness of the proposed method to complex systems including the Lorenz 96, the Kuramoto-Sivashinsky, as well as a prototype climate model. We also study the performance of the proposed approach as the intrinsic dimensionality of the system attractor increases in highly turbulent regimes.

Numerous efforts have been devoted to the derivation of equations describing the kinematics of finite-size spherical particles in arbitrary fluid flows. These approaches rely on asymptotic arguments to obtain a description of the particle motion in terms of a slow manifold. Here we present a novel approach that results in kinematic models with unprecedented accuracy compared with traditional methods. We apply a recently developed machine learning framework that relies on (i) an imperfect model, obtained through analytical arguments, and (ii) a long short-term memory recurrent neural network. The latter learns the mismatch between the analytical model and the exact velocity of the finite-size particle as a function of the fluid velocity that the particle has encountered along its trajectory. We show that training the model for one flow is sufficient to generate accurate predictions for any other arbitrary flow field. In particular, using as an exact model for trajectories of spherical particles, the Maxey–Riley equation, we first train the proposed machine learning framework using trajectories from a cellular flow. We are then able to accurately reproduce the trajectories of particles having the same inertial parameters for completely different fluid flows: the von Kármán vortex street as well as a two-dimensional turbulent fluid flow. For the second example we also demonstrate that the machine learned kinematic model successfully captures the spectrum of the particle velocity, as well as the extreme event statistics. The proposed scheme paves the way for machine learning kinematic models for bubbles and aerosols using high-fidelity DNS simulations and experiments.

This paper describes a disturbance acceleration adaptive estimate and correction approach for an attitude reference system (ARS) so as to improve the attitude estimate precision under vehicle movement conditions. The proposed approach depends on a Kalman filter, where the attitude error, the gyroscope zero offset error and the disturbance acceleration error are estimated. By switching the filter decay coefficient of the disturbance acceleration model in different acceleration modes, the disturbance acceleration is adaptively estimated and corrected, and then the attitude estimate precision is improved. The filter was tested in three different disturbance acceleration modes (non-acceleration, vibration-acceleration and sustained-acceleration mode, respectively) by digital simulation. Moreover, the proposed approach was tested in a kinematic vehicle experiment as well. Using the designed simulations and kinematic vehicle experiments, it has been shown that the disturbance acceleration of each mode can be accurately estimated and corrected. Moreover, compared with the complementary filter, the experimental results have explicitly demonstrated the proposed approach further improves the attitude estimate precision under vehicle movement conditions.