I'm analysing a physical system to say something qualitatively about its stability and likely future trajectory in phase-space. It's a thermodynamically open one, with frequent interference by humans. I'm brainstorming for ways to do this and would appreciate your feedback. :-)
I have a rough but incomplete model of the causal pathways and plenty of historical data. If this had been a linear system, I could have done the following: Set up the Jacobian matrix (containing all partial derivatives of all observable relative to all others) from the following formula:
X' = J*X
where J is the jacobian matrix and X is a vector with each observable x1(x2,..,xn) to XN(x1,...x(n-1))
If I look at the eigenvalues of the Jacobian, their values can tell me about the qualitative behaviour of the system. Exponential growth, oscillation or convergence toward an attractor. (But I think I can not employ Lyapunov stability as it's not an undisturbed or closed system) In system dynamics, a technique called eigenvalue elasticity analysis uses this information to point out the dominant feedback loops in the system. (Which would be really useful)
The real physical system is probably nonlinear and my observables are probably only a subset of the variables that form the "real" causal chains. I'm not in a position to experiment on the real system, but I could experiment on a computer model, if only to reveal its shortcomings.
Extending the eigenvalue analysis to nonlinear systems is apparently a big topic (yes I googled :) and I'm not sure where to begin. Things I want to accomplish is:
* Sketch the phase-space reachable in the next few hours with or without human intervention, taking into account noisy real-time measurements
* Do an analysis of the computer model to document where there might be missing causal chains.
* Find what feedback loops are dominating the systems' behaviour, perhaps to have the computer model do more fine-grained analysis of these loops.
* Reduce the dimensionality of the problem. Perhaps not the general problem, but the time-evolution from time t1 to t2 from a given point in phase space.
The end goal is to avoid unwanted behaviour of the system, pick up warning signs in advance and present simplified causal chains to humans on a case-by-case basis. Do you have any leads or warnings in relation to this?
crossposted to
mathematics