Charts and atlases for nonlinear data-driven models of dynamics on manifolds

We introduce a method for learning minimal-dimensional dynamical models from high-dimensional time series data that lie on a low-dimensional manifold, as arises for many processes. For an arbitrary manifold, there is no smooth global coordinate representation, so following the formalism of differential topology we represent the manifold as an atlas of charts. We first partition the data into overlapping regions. Then undercomplete autoencoders are used to find low-dimensional coordinate representations for each region. We then use the data to learn dynamical models in each region, which together yield a global low-dimensional dynamical model. We apply this method to examples ranging from simple periodic dynamics to complex, nominally high-dimensional non-periodic bursting dynamics of the Kuramoto-Sivashinsky equation. We demonstrate that it: (1) can yield dynamical models of the lowest possible dimension, where previous methods generally cannot; (2) exhibits computational benefits including scalability, parallelizability, and adaptivity; and (3) separates state space into regions of distinct behaviours.