Chaotic systems learning with hybrid echo state network/proper orthogonal decomposition based model

Abstract

We explore the possibility of combining a knowledge-based reduced order model (ROM) with a reservoir computing approach to learn and predict the dynamics of chaotic systems. The ROM is based on proper orthogonal decomposition (POD) with Galerkin projection to capture the essential dynamics of the chaotic system while the reservoir computing approach used is based on echo state networks (ESNs). Two different hybrid approaches are explored: one where the ESN corrects the modal coefficients of the ROM (hybrid-ESN-A) and one where the ESN uses and corrects the ROM prediction in full state space (hybrid-ESN-B). These approaches are applied on two chaotic systems: the Charney-DeVore system and the Kuramoto-Sivashinsky equation and are compared to the ROM obtained using POD/Galerkin projection and to the data-only approach based uniquely on the ESN. The hybrid-ESN-B approach is seen to provide the best prediction accuracy, outperforming the other hybrid approach, the POD/Galerkin projection ROM, and the data-only ESN, especially when using ESNs with a small number of neurons. In addition, the influence of the accuracy of the ROM on the overall prediction accuracy of the hybrid-ESN-B is assessed rigorously by considering ROMs composed of different numbers of POD modes. Further analysis on how hybrid-ESN-B blends the prediction from the ROM and the ESN to predict the evolution of the system is also provided.