Numerical Artifacts in Learning Dynamical Systems

In many applications, one needs to learn a dynamical system from its solutions sampled at a finite number of time points. The learning problem is often formulated as an optimization problem over a chosen function class. However, in the optimization procedure, it is necessary to employ a numerical scheme to integrate candidate dynamical systems and assess how their solutions fit the data. This paper reveals potentially serious effects of a chosen numerical scheme on the learning outcome. In particular, our analysis demonstrates that a damped oscillatory system may be incorrectly identified as having "anti-damping" and exhibiting a reversed oscillation direction, despite adequately fitting the given data points.