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Learning solution operator of dynamical systems with diffusion maps kernel ridge regression

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In this work, we propose a simple kernel ridge regression (KRR) framework with a dynamic-aware validation strategy for long-term prediction of complex dynamical systems. By employing a data-driven kernel derived from diffusion maps, the proposed Diffusion Maps Kernel Ridge Regression (DM-KRR) method implicitly adapts to the intrinsic geometry of the system's invariant set, without requiring explicit manifold reconstruction or attractor modeling, procedures that often limit predictive performance. Across a broad range of systems, including smooth manifolds, chaotic attractors, and high-dimensional spatiotemporal flows, DM-KRR consistently outperforms state-of-the-art random feature, neural-network and operator-learning methods in both accuracy and data efficiency. These findings underscore that long-term predictive skill depends not only on model expressiveness, but critically on respecting the geometric constraints encoded in the data through dynamically consistent model selection. Together, simplicity, geometry awareness, and strong empirical performance point to a promising path for reliable and efficient learning of complex dynamical systems.

Jiwoo Song, Daning Huang, John Harlim• 2025

Related benchmarks

TaskDatasetResultRank
Spatiotemporal chaos forecastingKuramoto-Sivashinsky (KS) system
Mean VPT87
33
ForecastingLorenz-63 1% Noise (test)
Mean VPT1.83
8
ForecastingLorenz-63 5% Noise (test)
Mean VPT0.55
8
ForecastingLorenz-63 10% Noise (test)
Mean VPT0.24
8
ForecastingLorenz-63 20% Noise (test)
Mean VPT0.06
8
ForecastingKS system 10% noise
Mean VPT0.25
5
ForecastingKS system 5% noise
Mean VPT0.63
5
ForecastingKS system 20% noise
Mean VPT0.4
5
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