Reduced Markovian models of dynamical systems

Leveraging recent work on data-driven methods for constructing a finite state space Markov process from dynamical systems, we address two problems for obtaining further reduced statistical representations. The first problem is to extract the most salient reduced-order dynamics for a given timescale by using a modified clustering algorithm from network theory. The second problem is to provide an alternative construction for the infinitesimal generator of a Markov process that respects statistical features over a large range of time scales. We demonstrate the methodology on three low-dimensional dynamical systems with stochastic and chaotic dynamics. We then apply the method to two high-dimensional dynamical systems, the Kuramoto–Sivashinky equations and data sampled from fluid-flow experiments via Particle Image Velocimetry. We show that the methodology presented herein provides a robust reduced-order statistical representation of the underlying system. •We developed a clustering algorithm to determine almost invariant sets in dynamical systems over various timescales.•We introduced a new method for constructing Markov process generators over various timescales.•We demonstrated the methodology on both low- and high-dimensional dynamical systems with stochastic and chaotic dynamics.