On the trajectory method for the reconstruction of differential equations from time series

Citation
P. Perona et al., On the trajectory method for the reconstruction of differential equations from time series, NONLIN DYN, 23(1), 2000, pp. 13-33
Citations number
23
Categorie Soggetti
Mechanical Engineering
Journal title
NONLINEAR DYNAMICS
ISSN journal
0924090X → ACNP
Volume
23
Issue
1
Year of publication
2000
Pages
13 - 33
Database
ISI
SICI code
0924-090X(200009)23:1<13:OTTMFT>2.0.ZU;2-J
Abstract
This work investigates the trajectory method [1] for the reconstruction of ordinary differential equations (ODEs) from time series. The potentials of the method are analyzed for dynamical systems described by second- and thir d-order ODEs, focusing in particular on the role of the parameters of the m ethod and on the influence of the quality of the time series in terms of no ise, length and sampling frequency. Typical models are investigated, such a s the van der Pol, the linear mechanical, the Duffing and the Rossler equat ions, resulting in a robust and versatile method which is capable of allowi ng interesting applications to experimental cases. The method is then appli ed to the measured time series of a nonlinear mechanical oscillator, a typi cal velocity oscillation of the bursting phenomenon in near-wall turbulence and the averaged annual evolution of rainfall, temperature and streamflow over a hydrological basin.