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This paper is concerned with identifying linear system dynamics without the knowledge of individual system trajectories, but from the knowledge of the system's reachable sets observed at different times. Motivated by a scenario where the…

Systems and Control · Electrical Eng. & Systems 2023-09-11 Taha Shafa , Roy Dong , Melkior Ornik

Complex systems in science and engineering sometimes exhibit behavior that changes across different regimes. Traditional global models struggle to capture the full range of this complex behavior, limiting their ability to accurately…

Machine Learning · Computer Science 2023-07-24 Okezzi F. Ukorigho , Opeoluwa Owoyele

In this paper we explore challenges in developing a topological framework in which machine learning can be used to robustly characterize global dynamics. Specifically, we focus on learning a useful discretization of the phase space of a…

The advent of big data has vast potential for discovery in natural phenomena ranging from climate science to medicine, but overwhelming complexity stymies insight. Existing theory is often not able to succinctly describe salient phenomena,…

Machine Learning · Computer Science 2021-06-25 Bryan E. Kaiser , Juan A. Saenz , Maike Sonnewald , Daniel Livescu

We present a noise guided trajectory based system identification method for inferring the dynamical structure from observation generated by stochastic differential equations. Our method can handle various kinds of noise, including the case…

Numerical Analysis · Mathematics 2024-03-06 Ziheng Guo , Igor Cialenco , Ming Zhong

System identification is of special interest in science and engineering. This article is concerned with a system identification problem arising in stochastic dynamic systems, where the aim is to estimate the parameters of a system along…

Methodology · Statistics 2022-01-27 Christos Merkatas , Simo Särkkä

The problem of determining the mathematical model of the dynamics of multi-dimensional control systems in the presence of noise under the condition that the correlation functions cannot be found. Known statistical dynamics of linear systems…

General Mathematics · Mathematics 2013-01-29 V. N. Tibabishev

This work establishes a robust mathematical foundation for compositional System Dynamics modeling, leveraging category theory to formalize and enhance the representation, analysis, and composition of system models. Here, System Dynamics…

Systems and Control · Electrical Eng. & Systems 2025-09-24 Xiaoyan Li , Evan Patterson , Patricia L. Mabry , Nathaniel D. Osgood

We develop a new method to find the number of volatility regimes in a nonstationary financial time series by applying unsupervised learning to its volatility structure. We use change point detection to partition a time series into locally…

Statistical Finance · Quantitative Finance 2022-11-15 Arjun Prakash , Nick James , Max Menzies , Gilad Francis

In this work, we introduce a generalized framework for multiscale state-space modeling that incorporates nested nonlinear dynamics, with a specific focus on Bayesian learning under switching regimes. Our framework captures the complex…

Machine Learning · Statistics 2024-10-31 Nayely Vélez-Cruz , Manfred D. Laubichler

Identifying governing equations for a dynamical system is a topic of critical interest across an array of disciplines, from mathematics to engineering to biology. Machine learning -- specifically deep learning -- techniques have shown their…

Dynamical Systems · Mathematics 2026-05-07 Nibodh Boddupalli , Timothy Matchen , Jeff Moehlis

Nearly all nontrivial real-world systems are nonlinear dynamical systems. Chaos describes certain nonlinear dynamical systems that have a very sensitive dependence on initial conditions. Chaotic systems are always deterministic and may be…

Chaotic Dynamics · Physics 2016-11-16 Geoff Boeing

We present a comprehensive examination of learning methodologies employed for the structural identification of dynamical systems. These techniques are designed to elucidate emergent phenomena within intricate systems of interacting agents.…

Machine Learning · Computer Science 2024-04-08 Jinchao Feng , Ming Zhong

Modelling is an essential procedure in analyzing and controlling a given logical dynamic system (LDS). It has been proved that deterministic LDS can be modeled as a linear-like system using algebraic state space representation. However, due…

Optimization and Control · Mathematics 2022-03-04 Changxi Li , Jun-e Feng , Daizhan Cheng , Xiao Zhang

Sampling the collective, dynamical fluctuations that lead to nonequilibrium pattern formation requires probing rare regions of trajectory space. Recent approaches to this problem based on importance sampling, cloning, and spectral…

Statistical Mechanics · Physics 2022-02-14 Jiawei Yan , Hugo Touchette , Grant M. Rotskoff

Understanding the global dynamics of a robot controller, such as identifying attractors and their regions of attraction (RoA), is important for safe deployment and synthesizing more effective hybrid controllers. This paper proposes a…

We present a novel approach to system identification (SI) using deep learning techniques. Focusing on parametric system identification (PSI), we use a supervised learning approach for estimating the parameters of discrete and…

Systems and Control · Electrical Eng. & Systems 2023-06-21 Connor James Stephens , Emmanuel Blazquez

We present a framework for learning Hamiltonian systems using data. This work is based on a lifting hypothesis, which posits that nonlinear Hamiltonian systems can be written as nonlinear systems with cubic Hamiltonians. By leveraging this,…

Machine Learning · Computer Science 2024-02-09 Süleyman Yildiz , Pawan Goyal , Thomas Bendokat , Peter Benner

Many complex networks, ranging from social to biological systems, exhibit structural patterns consistent with an underlying hyperbolic geometry. Revealing the dimensionality of this latent space can disentangle the structural complexity of…

We address the issue of how to identify the equations of a largely unknown chaotic system from knowledge about its state evolution. The technique can be applied to the estimation of parameters that drift slowly with time. To accomplish…

Disordered Systems and Neural Networks · Physics 2009-09-17 Francesco Sorrentino , Edward Ott