Dynamics-informed deep learning for predicting extreme events
Abstract Predicting extreme events in high-dimensional chaotic dynamical systems remains a fundamental challenge because these events are rare, intermittent and often driven by transient dynamical mechanisms that are difficult to identify from limited observations. We propose a fully data-driven framework for real-time forecasting of extreme events based on an interpretable, mechanism-aware precursor that tracks the transient instabilities preceding event onset. Specifically, we use the finite-time Lyapunov exponent (FTLE) as the precursor, computed directly from state snapshots through a reduced-order, equation-agnostic formulation. By restricting the instability dynamics to an adaptively evolving subspace spanned by optimal time-dependent (OTD) modes, the method substantially reduces the computational cost of classical FTLE evaluation while retaining the dominant transiently amplifying directions. The resulting FTLE sequence serves as input to a transformer-based model that forecasts the system observable at future lead times, enabling long-lead prediction of extreme events. We demonstrate the framework on Kolmogorov flow, a canonical model of intermittent turbulence. The results show that explicitly encoding transient instability mechanisms substantially extends extreme-event prediction horizons compared to baseline observable-based approaches.
Authors
- Themistoklis P. Sapsis (ORCID: https://orcid.org/0000-0003-0302-0691)
- Eirini Katsidoniotaki (ORCID: https://orcid.org/0000-0001-5096-3559)
Institutions
- Massachusetts Institute of Technology (US)
Publication Details
- Journal
- Proceedings of the Royal Society A Mathematical Physical and Engineering Sciences
- Published
- 2026-10-21
- DOI
- https://doi.org/10.1098/rspa.2026.0073
- Primary Topic
- Model Reduction and Neural Networks
- Type
- article
- Field-Weighted Citation Impact
- 0.00
Funders
- Air Force Office of Scientific Research