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Divide and conquer: Learning chaotic dynamical systems with multistep penalty neural ordinary differential equations

Forecasting high-dimensional dynamical systems is a fundamental challenge in various fields, such as geosciences and engineering. Neural Ordinary Differential Equations (NODEs), which combine the power of neural networks and numerical solvers, have emerged as a promising algorithm for forecasting complex nonlinear dynamical systems. However, classical techniques used for NODE training are ineffective for learning chaotic dynamical systems. In this work, we propose a novel NODE-training approach that allows for robust learning of chaotic dynamical systems. Here, our method addresses the challenges of non-convexity and exploding gradients associated with underlying chaotic dynamics. Training data trajectories from such systems are split into multiple, non-overlapping time windows. In addition to the deviation from the training data, the optimization loss term further penalizes the discontinuities of the predicted trajectory between the time windows. The window size is selected based on the fastest Lyapunov time scale of the system. Multi-step penalty(MP) method is first demonstrated on Lorenz equation, to illustrate how it improves the loss landscape and thereby accelerates the optimization convergence. MP method can optimize chaotic systems in a manner similar to least-squares shadowing with significantly lower computational costs. Our proposed algorithm, denoted the Multistep Penalty NODE, is applied to chaotic systems such as the Kuramoto-Sivashinsky equation, the two-dimensional Kolmogorov flow, and ERA5 reanalysis data for the atmosphere. It is observed that MP-NODE provide viable performance for such chaotic systems, not only for short-term trajectory predictions but also for invariant statistics that are hallmarks of the chaotic nature of these dynamics.

Chaotic dynamical systems↗

Generation of arbitrary probability distributions from chaotic dynamics

A framework is developed to derive nonlinear dynamical systems that chaotically generate arbitrary multivariate probability distributions with smooth, deterministic trajectories. Herein, the ideas are used to extend the Nosé-Hoover thermostat methodology to three-dimensional cases where the momentum distribution is nonisotropic and/or non-Gaussian. Toy models that generate several well-known distributions in physics are given as pedagogical examples.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Chaotic Dynamics Driven by Particle-Core Interactions

High-intensity beams in modern linacs are frequently encircled by diffuse halos, which drive sustained particle losses and result in gradual degradation of accelerating structures. In large part, the growth of halos is facilitated by internal space-charge forces within the beams, and detailed characterization of this process constitutes an active area of ongoing research. A partial understanding of dynamics that ensue within space-charge dominated beams is presented by the particle-core interaction paradigm – a mathematical model wherein single particle dynamics, subject to the collective potential of the core, are treated as a proxy for the broader behavior of the beam. In this work, we investigate the conditions for the onset of large-scale chaos within the framework of this model, and demonstrate that the propensity towards stochastic evolution is strongly dependent upon the charge distribution of the beam. In particular, we show that while particle motion within a uniformly charged beam is dominantly regular, rapid deterministic chaos readily arises within space-charge dominated Gaussian beams. Importantly, we find that for sufficiently high values of the beam’s space charge and beam pulsation amplitude, enhanced chaotic mixing between the core and the halo can lead to an enhanced radial diffusion of charged particles. We explain our results from analytic grounds by demonstrating that chaotic motion is driven by the intersection of two principal resonances of the system, and derive the relevant overlap conditions. Additionally, our analysis illuminates a close connection between the mathematical formulation of the particle-core interaction model and the Andoyer family of integrable Hamiltonians

43 PARTICLE ACCELERATORS↗

Multigrid Reduction in Time for Chaotic Dynamical Systems

As CPU clock speeds have stagnated and high performance computers continue to have ever higher core counts, increased parallelism is needed to take advantage of these new architectures. Traditional serial time-marching schemes can be a significant bottleneck, as many types of simulations require large numbers of time-steps which must be computed sequentially. Parallel-in-time schemes, such as the Multigrid Reduction in Time (MGRIT) method, remedy this by parallelizing across time-steps and have shown promising results for parabolic problems. However, chaotic problems have proved more difficult, since chaotic initial value problems (IVPs) are inherently ill-conditioned. MGRIT relies on a hierarchy of successively coarser time-grids to iteratively correct the solution on the finest time-grid, but due to the nature of chaotic systems, small inaccuracies on the coarser levels can be greatly magnified and lead to poor coarse-grid corrections. Here we introduce a modified MGRIT algorithm based on an existing quadratically converging nonlinear extension to the multigrid Full Approximation Scheme (FAS), as well as a novel time-coarsening scheme. Together, these approaches better capture long-term chaotic behavior on coarse-grids and greatly improve convergence of MGRIT for chaotic IVPs. Further, we introduce a novel low-memory variant of the algorithm for solving chaotic PDEs with MGRIT which not only solves the IVP, but also provides estimates for the unstable Lyapunov vectors of the system. Finally, we provide supporting numerical results for the Lorenz system and demonstrate parallel speedup for the chaotic Kuramoto–Sivashinsky PDE over a significantly longer time-domain than in previous works.

97 MATHEMATICS AND COMPUTING↗

Chaotic neural dynamics facilitate probabilistic computations through sampling

Cortical neurons exhibit highly variable responses over trials and time. Theoretical works posit that this variability arises potentially from chaotic network dynamics of recurrently connected neurons. Here, we demonstrate that chaotic neural dynamics, formed through synaptic learning, allow networks to perform sensory cue integration in a sampling-based implementation. We show that the emergent chaotic dynamics provide neural substrates for generating samples not only of a static variable but also of a dynamical trajectory, where generic recurrent networks acquire these abilities with a biologically plausible learning rule through trial and error. Furthermore, the networks generalize their experience in the stimulus-evoked samples to the inference without partial or all sensory information, which suggests a computational role of spontaneous activity as a representation of the priors as well as a tractable biological computation for marginal distributions. These findings suggest that chaotic neural dynamics may serve for the brain function as a Bayesian generative model.

60 APPLIED LIFE SCIENCES↗

A Trajectory-Driven Algorithm for Differentiating SRB Measures on Unstable Manifolds

Sinai-Ruelle-Bowen (SRB) measures are limiting stationary distributions describing the statistical behavior of chaotic dynamical systems. Directional derivatives of SRB measure densities conditioned on unstable manifolds are critical in the sensitivity analysis of hyperbolic chaos. These derivatives, known as the SRB density gradients, are by-products of the regularization of Lebesgue integrals appearing in the original linear response expression. In this paper, we propose a novel trajectory- driven algorithm for computing the SRB density gradient defined for systems with high-dimensional unstable manifolds. We apply the concept of measure preservation together with the chain rule on smooth manifolds. Due to the recursive one-step nature of our derivations, the proposed procedure is memory-efficient and can be naturally integrated with existing Monte Carlo schemes widely used in computational chaotic dynamics. Here, we numerically show the exponential convergence of our scheme, analyze the computational cost, and present its use in the context of Monte Carlo integration.

97 MATHEMATICS AND COMPUTING↗

Constraining chaos: Enforcing dynamical invariants in the training of reservoir computers

Drawing on ergodic theory, we introduce a novel training method for machine learning based forecasting methods for chaotic dynamical systems. The training enforces dynamical invariants—such as the Lyapunov exponent spectrum and the fractal dimension—in the systems of interest, enabling longer and more stable forecasts when operating with limited data. The technique is demonstrated in detail using reservoir computing, a specific kind of recurrent neural network. Finally, results are given for the Lorenz 1996 chaotic dynamical system and a spectral quasi-geostrophic model of the atmosphere, both typical test cases for numerical weather prediction.

97 MATHEMATICS AND COMPUTING↗

Phenomenological Model of Nonlinear Dynamics and Deterministic Chaotic Gas Migration in Bentonite: Experimental Evidence and Diagnostic Parameters

Understanding gas migration in compacted clay materials, e.g., bentonite and claystone, is important for the design and performance assessment of an engineered barrier system of a radioactive waste repository system, as well as many practical applications. Existing field and laboratory data on gas migration processes in low-permeability clay materials demonstrate the complexity of flow and transport processes, including various types of instabilities, caused by nonlinear dynamics of coupled processes of liquid–gas exchange, dilation, fracturing, fracture healing, etc., which cannot be described by classical models of fluid dynamics in porous media. We here show that the complexity of gas migration processes can be explained using a phenomenological concept of nonlinear dynamics and deterministic chaos theory. To do so, we analyzed gas pressure and gas influx (i.e., input) and outflux (i.e., output), recorded during the gas injection experiment in the compact Mx80-D bentonite sample, and calculated a set of the diagnostic parameters of nonlinear dynamics and chaos, such a global embedding dimension, a correlation dimension, an information dimension, and a spectrum of Lyapunov exponents, as well as plotted 2D and 3D pseudo-phase-space strange attractors, based on the univariate influx and outflux time series data. These results indicate the presence of phenomena of low-dimensional deterministic chaotic behavior of gas migration in bentonite. In particular, during the onset of gas influx in the bentonite core, before the breakthrough, the development of gas flow pathways is characterized by the process of chaotic gas diffusion. After the breakthrough, with inlet-to-outlet movement of gas, the prevailing process is chaotic advection. During the final phase of the experiment, with no influx to the sample, the relaxation pattern of gas outflux is resumed back to a process of chaotic diffusion. The types of data analysis and a proposed phenomenological model can be used to establish the basic principles of experimental data-gathering, modeling predictions, and a research design.

36 MATERIALS SCIENCE↗

Lyapunov exponent as a signature of dissipative many-body quantum chaos

A distinct feature of Hermitian quantum chaotic dynamics is the exponential increase of certain out-of-time-order correlation (OTOC) functions around the Ehrenfest time with a rate given by a Lyapunov exponent. Physically, the OTOCs describe the growth of quantum uncertainty that crucially depends on the nature of the quantum motion. Here, we employ the OTOC in order to provide a precise definition of dissipative quantum chaos. For this purpose, we compute analytically the Lyapunov exponent for the vectorized formulation of the large- q limit of a q -body Sachdev-Ye-Kitaev model coupled to a Markovian bath. These analytic results are confirmed by an explicit numerical calculation of the Lyapunov exponent for several values of q ≥ 4 based on the solutions of the Schwinger-Dyson and Bethe-Salpeter equations. We show that the Lyapunov exponent decreases monotonically as the coupling to the bath increases and eventually becomes negative at a critical value of the coupling signaling a transition to a dynamics which is no longer quantum chaotic. Therefore, a positive Lyapunov exponent is a defining feature of dissipative many-body quantum chaos. The observation of the breaking of the exponential growth for sufficiently strong coupling suggests that dissipative quantum chaos may require in certain cases a sufficiently weak coupling to the environment. Published by the American Physical Society 2024

García-García, Antonio M.↗

Impact of dynamics, entanglement and Markovian noise on the fidelity of few-qubit digital quantum simulation

Quantum algorithms have been proposed to accelerate the simulation of the chaotic dynamical systems that are ubiquitous in the physics of plasmas. Quantum computers without error correction might even use noise to their advantage to calculate the Lyapunov exponent by measuring the Loschmidt echo fidelity decay rate. For the first time, digital Hamiltonian simulations of the quantum sawtooth map, performed on the IBM-Q quantum hardware platform, show that the fidelity decay rate of a digital quantum simulation increases during the transition from dynamical localization to chaotic diffusion in the map. The observed error per CNOT gate increases by $1.5{\times }$ as the dynamics varies from localized to diffusive, while only changing the phases of virtual RZ gates and keeping the overall gate count constant. A gate-based Lindblad noise model that captures the effective change in relaxation and dephasing errors during gate operation qualitatively explains the effect of dynamics on fidelity as being due to the localization and entanglement of the states created. Specifically, highly delocalized states that are entangled with random phases show an increased sensitivity to dephasing and, on average, a similar sensitivity to relaxation as localized states. In contrast, delocalized unentangled states show an increased sensitivity to dephasing but a lower sensitivity to relaxation. This gate-based Lindblad model is shown to be a useful benchmarking tool by estimating the effective Lindblad coherence times during CNOT gates and finding a consistent $2\unicode{x2013}3{\times }$ shorter $T_2$ time than reported for idle qubits. Thus, the interplay of the dynamics of a simulation with the noise processes that are active can strongly influence the overall fidelity decay rate.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Mixed Delay/Nondelay Embeddings Based Neuromorphic Computing with Patterned Nanomagnet Arrays

Patterned nanomagnet arrays (PNAs) have been shown to exhibit a strong geometrically frustrated dipole interaction. Some PNAs have also shown emergent domain wall dynamics. Previous works have demonstrated methods to physically probe these magnetization dynamics of PNAs to realize neuromorphic reservoir systems that exhibit chaotic dynamical behavior and high-dimensional nonlinearity. These PNA reservoir systems from prior works leverage echo state properties and linear/nonlinear short-term memory of component reservoir nodes to map and preserve the dynamical information of the input time-series data into nondelay spatial embeddings. Such mappings enable these PNA reservoir systems to imitate and predict/forecast the input time series data. However, these prior PNA reservoir systems are based solely on the nondelay spatial embeddings obtained at component reservoir nodes. As a result, they require a massive number of component reservoir nodes, or a very large spatial embedding (i.e., high-dimensional spatial embedding) per reservoir node, or both, to achieve acceptable imitation and prediction accuracy. These requirements reduce the practical feasibility of such PNA reservoir systems. To address this shortcoming, we present a mixed delay/nondelay embeddings-based PNA reservoir system. Our system uses a single PNA reservoir node with the ability to obtain a mixture of delay/nondelay embeddings of the dynamical information of the time-series data applied at the input of a single PNA reservoir node. Our analysis shows that when these mixed delay/nondelay embeddings are used to train a perceptron at the output layer, our reservoir system outperforms existing PNA-based reservoir systems for the imitation of NARMA 2, NARMA 5, NARMA 7, and NARMA 10 time series data, and for the short-term and long-term prediction of the Mackey Glass time series data.

Ti, Changpeng↗

Multigrid Reduction in Time for Chaotic and Hyperbolic Problems (Final Report)

The coming massive parallelism of exascale computing presents a pressing challenge for the many DOE simulations of time-dependent partial differential equations (PDEs), which typically use traditional sequential time stepping methods. Since this traditional approach is inherently serial, it presents a sequential bottleneck when moving to exascale computing, because future performance gains will come through greater concurrency, not faster clock speeds. Thus, the goal of this work is to research parallelism in time, i.e., methods that compute multiple time values simultaneously, not sequentially. The focus will be on hyperbolic and chaotic problems of interest to DOE, with the goal of enabling scalable simulations of time-dependent hyperbolic and chaotic problems on future architectures. The chosen methodology for solving these problems parallel-in-time is multigrid, because multigrid (when it works) is a powerful, optimal, and scalable solver for discretized PDEs. Multigrid is already commonly used in many DOE simulations for scalably and optimally solving space-only PDE problems. The areas of hyperbolic and chaotic problems are chosen because of their relevance to problems of programmatic interest to DOE. However, these problems are also well-known to be difficult for parallelin-time methods, with the most common method, parareal, diverging in many cases. The current state-of-the-art for parallel-in-time at LLNL is the multigrid reduction in time (MGRIT) XBraid package, which also struggles for such problems, while still showing some improvement over parareal. In summary, new methods are needed for an efficient parallel-in-time scheme for hyperbolic and chaotic problems, and this work shall research promising new multigrid methods in this area. In particular, this work shall continue researching the directions from the current collaboration with Dr. Falgout, which are laid out in the work Toward Parallel in Time for Chaotic Dynamical Systems and showed the first known results of a parallel-in-time speedup for a chaotic problem. This work outlines two key improvements to XBraid for chaotic problems, the so-called “theta” and “delta-correction” methods. Here, these two improvements will be implemented in a high-performance but general way in XBraid and explored for more complicated problems. We will additionally research, as time allows, improvements to these techniques, as well as multigrid relaxation techniques based on Least Squares Shadowing (LSS by Wang) and a nonintrusive block tridiagonal solver based on MGRIT, called TriMGRIT.

97 MATHEMATICS AND COMPUTING↗

Multigrid Reduction in Time for Chaotic and Hyperbolic Problems (Final Report)

The coming massive parallelism of exascale computing presents a pressing challenge for the many DOE simulations of time-dependent partial differential equations (PDEs), which typically use traditional sequential time stepping methods. Since this traditional approach is inherently serial, it presents a sequential bottleneck when moving to exascale computing, because future performance gains will come through greater concurrency, not faster clock speeds. Thus, the goal of this work is to research parallelism in time, i.e., methods that compute multiple time values simultaneously, not sequentially. The focus will be on hyperbolic and chaotic problems of interest to DOE, with the goal of enabling scalable simulations of time-dependent hyperbolic and chaotic problems on future architectures. The chosen methodology for solving these problems parallel-in-time is multigrid, because multigrid (when it works) is a powerful, optimal, and scalable solver for discretized PDEs. Multigrid is already commonly used in many DOE simulations for scalably and optimally solving space-only PDE problems. The areas of hyperbolic and chaotic problems are chosen because of their relevance to problems of programmatic interest to DOE. However, these problems are also well-known to be difficult for parallel-in-time methods, with the most common method, parareal, diverging in many cases. The current state of-the-art for parallel-in-time at LLNL is the multigrid reduction in time (MGRIT) XBraid package, which also struggles for such problems, while still showing some improvement over parareal. In summary, new methods are needed for an efficient parallel-in-time scheme for hyperbolic and chaotic problems, and this work shall research promising new multigrid methods in this area. In particular, this work shall continue researching the directions from the current collaboration with Dr. Falgout, which are laid out in the work Toward Parallel in Time for Chaotic Dynamical Systems and showed the first known results of a parallel-in-time speedup for a chaotic problem. This work outlines two key improvements to XBraid for chaotic problems, the so-called “theta” and “delta-correction” methods. Here, these two improvements will be further researched and improved (including with a new relaxation method inspired by on Least Squares Shadowing (LSS)) and explored for more complicated problems.

97 MATHEMATICS AND COMPUTING↗

Isochronous and period-doubling diagrams for symplectic maps of the plane

Symplectic mappings of the plane serve as key models for exploring the fundamental nature of complex behavior in nonlinear systems. Central to this exploration is the effective visualization of stability regimes, which enables the interpretation of how systems evolve under varying conditions. While the area-preserving quadratic Hénon map has received significant theoretical attention, a comprehensive description of its mixed parameter-space dynamics remain lacking. This limitation arises from early attempts to reduce the full two-dimensional phase space to a one-dimensional projection, a simplification that resulted in the loss of important dynamical features. Consequently, there is a clear need for a more thorough understanding of the underlying qualitative aspects. This paper aims to address this gap by revisiting the foundational concepts of reversibility and associated symmetries, first explored in the early works of G.D. Birkhoff. We extend the original framework proposed by Hénon by adding a period-doubling diagram to his isochronous diagram, which allows to represents the system’s bifurcations and the groups of symmetric periodic orbits that emerge in typical bifurcations of the fixed point. A qualitative and quantitative explanation of the main features of the region of parameters with bounded motion is provided, along with the application of this technique to other symplectic mappings, including cases of multiple reversibility. Modern chaos indicators, such as the Reversibility Error Method (REM) and the Generalized Alignment Index (GALI), are employed to distinguish between various dynamical regimes in the mixed space of variables and parameters. These tools prove effective in differentiating regular and chaotic dynamics, as well as in identifying twistless orbits and their associated bifurcations. Additionally, we discuss the application of these methods to real-world problems, such as visualizing dynamic aperture in accelerator physics, where our findings have direct relevance.

43 PARTICLE ACCELERATORS↗

A superconducting quantum simulator based on a photonic-bandgap metamaterial

Synthesizing many-body quantum systems with various ranges of interactions facilitates the study of quantum chaotic dynamics. Such extended interaction range can be enabled by using nonlocal degrees of freedom such as photonic modes in an otherwise locally connected structure. Here, we present a superconducting quantum simulator in which qubits are connected through an extensible photonic-bandgap metamaterial, thus realizing a one-dimensional Bose-Hubbard model with tunable hopping range and on-site interaction. Using individual site control and readout, we characterize the statistics of measurement outcomes from many-body quench dynamics, which enables in situ Hamiltonian learning. Further, the outcome statistics reveal the effect of increased hopping range, showing the predicted crossover from integrability to ergodicity. Our work enables the study of emergent randomness from chaotic many-body evolution and, more broadly, expands the accessible Hamiltonians for quantum simulation using superconducting circuits.

Science & Technology - Other Topics↗