Stochastic & Multiscale Modeling and Computation Seminar by Yubin Lu: Reservoir Computing with Error Correction: Long-term Behaviors of Stochastic Dynamical Systems

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RE 121
Speaker: Yubin Lu, postdoctoral researcher, Illinois Institute of Technology
 
Title: Reservoir Computing with Error Correction: Long-term Behaviors of Stochastic Dynamical Systems
 
Abstract: The prediction of stochastic dynamical systems and the capture of dynamical behaviors are profound problems. In this talk, I will introduce a data-driven framework combining Reservoir Computing and Normalizing Flow to study this issue, which mimics error modeling to improve traditional Reservoir Computing performance and integrates the virtues of both approaches. With few assumptions about the underlying stochastic dynamical systems, this model-free method successfully predicts the long-term evolution of stochastic dynamical systems and replicates dynamical behaviors. We verify the effectiveness of the proposed framework in several experiments, including the stochastic Van der Pal oscillator, El Ni帽o-Southern Oscillation simplified model, and stochastic Lorenz system. These experiments consist of Markov/non-Markov and stationary/non-stationary stochastic processes which are defined by linear/nonlinear stochastic differential equations or stochastic delay differential equations. Additionally, we explore the noise-induced tipping phenomenon, relaxation oscillation, stochastic mixed-mode oscillation, and replication of the strange attractor.
 
 
Stochastic and Multiscale Modeling and Computation Seminar

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