Wasserstein distances in the analysis of time series and dynamical systems

CDSNS Colloquium
Tuesday, March 26, 2013 - 15:05
1 hour (actually 50 minutes)
Skiles 006
Universiteit Utrecht
A new approach based on Wasserstein distances, which are numerical costs ofan optimal transportation problem, allows to analyze nonlinear phenomena ina robust manner. The long-term behavior is reconstructed from time series, resulting in aprobability distribution over phase space. Each pair of probabilitydistributions is then assigned a numerical distance that quantifies thedifferences in their dynamical properties. From the totality of all these distances a low-dimensional representation ina Euclidean spaceis derived. This representation shows the functional relationships betweenthe dynamical systems under study. It allows to assess synchronizationproperties and also offers a new way of numerical bifurcation analysis.