Can the original equations of a dynamical system be retrieved from observational time series?

Abstract

The aim of the present work is to investigate the possibility to retrieve the original sets of dynamical equations directly from observational time series when all the system variables are observed. Time series are generated from chosen dynamical systems, and the global modeling technique is applied to obtain optimal models of parsimonious structure from these time series. The obtained models are then compared to the original equations to investigate if the original equations can be retrieved. Twenty-seven systems are considered in the study. The Rössler system is first used to illustrate the procedure and then to test the robustness of the approach under various conditions, varying the initial conditions, time series length, dynamical regimes, subsampling (and resampling), measurement noise, and dynamical perturbations. The other 26 systems (four rational ones included) of various algebraic structures, sizes, and dimensions are then considered to investigate the generality of the approach.