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The sparse identification of nonlinear dynamics (SINDy) is a regression framework for the discovery of parsimonious dynamic models and governing equations from time-series data. As with all system identification methods, noisy measurements…

Signal Processing · Electrical Eng. & Systems 2020-10-01 Kadierdan Kaheman , Steven L. Brunton , J. Nathan Kutz

Enforcing sparse structure within learning has led to significant advances in the field of data-driven discovery of dynamical systems. However, such methods require access not only to time-series of the state of the dynamical system, but…

Optimization and Control · Mathematics 2020-10-21 Tapio Schneider , Andrew M. Stuart , Jin-Long Wu

Predicting the behavior of complex systems is critical in many scientific and engineering domains, and hinges on the model's ability to capture their underlying dynamics. Existing methods encode the intrinsic dynamics of high-dimensional…

Computational Engineering, Finance, and Science · Computer Science 2025-11-18 Jingwen Cheng , Ruikun Li , Huandong Wang , Yong Li

The growing integration of renewable energy sources has significantly reduced grid inertia, making modern power systems more vulnerable to instabilities. Accurate estimation of dynamic parameters such as inertia constants and damping…

Dynamical Systems · Mathematics 2025-12-08 Aiman Mushtaq Purra , Danish Rafiq

Inference on unknown quantities in dynamical systems via observational data is essential for providing meaningful insight, furnishing accurate predictions, enabling robust control, and establishing appropriate designs for future…

Methodology · Statistics 2018-02-06 M. Chung , M. Binois , R. B. Gramacy , D. J. Moquin , A. P. Smith , A. M. Smith

We propose a sparse regression method capable of discovering the governing partial differential equation(s) of a given system by time series measurements in the spatial domain. The regression framework relies on sparsity promoting…

Pattern Formation and Solitons · Physics 2016-09-22 Samuel H. Rudy , Steven L. Brunton , Joshua L. Proctor , J. Nathan Kutz

The behavior of many dynamical systems follow complex, yet still unknown partial differential equations (PDEs). While several machine learning methods have been proposed to learn PDEs directly from data, previous methods are limited to…

Machine Learning · Computer Science 2021-02-01 Valerii Iakovlev , Markus Heinonen , Harri Lähdesmäki

Temporal difference (TD) learning is a foundational algorithm in reinforcement learning (RL). For nearly forty years, TD learning has served as a workhorse for applied RL as well as a building block for more complex and specialized…

Machine Learning · Computer Science 2025-06-24 Hwanwoo Kim , Panos Toulis , Eric Laber

The sparse identification of nonlinear dynamics (SINDy) has been established as an effective technique to produce interpretable models of dynamical systems from time-resolved state data via sparse regression. However, to model parameterized…

Dynamical Systems · Mathematics 2024-05-15 Javier A. Lemus , Benjamin Herrmann

We study the problem of recovering the underlining sparse signals from clean or noisy phaseless measurements. Due to the sparse prior of signals, we adopt an L0regularized variational model to ensure only a small number of nonzero elements…

Optimization and Control · Mathematics 2016-12-09 Yuping Duan , Chunlin Wu , Zhi-Feng Pang , Huibin Chang

Sparse Identification of Nonlinear Dynamics (SINDy) is a method of system discovery that has been shown to successfully recover governing dynamical systems from data (Brunton et al., PNAS, '16; Rudy et al., Sci. Adv. '17). Recently, several…

Numerical Analysis · Mathematics 2021-07-28 Daniel A. Messenger , David M. Bortz

The global macroscopic behaviour of a dynamical system is encoded in the eigenfunctions of a certain transfer operator associated to it. For systems with low dimensional long term dynamics, efficient techniques exist for a numerical…

Numerical Analysis · Mathematics 2008-02-28 Oliver Junge , Peter Koltai

System identification, the process of deriving mathematical models of dynamical systems from observed input-output data, has undergone a paradigm shift with the advent of learning-based methods. Addressing the intricate challenges of…

Machine Learning · Computer Science 2024-12-17 Arunabh Singh , Joyjit Mukherjee

Experimental data is often affected by uncontrolled variables that make analysis and interpretation difficult. For spatiotemporal systems, this problem is further exacerbated by their intricate dynamics. Modern machine learning methods are…

Computational Physics · Physics 2020-09-16 Peter Y. Lu , Samuel Kim , Marin Soljačić

The problem of estimating a sparse signal from low dimensional noisy observations arises in many applications, including super resolution, signal deconvolution, and radar imaging. In this paper, we consider a sparse signal model with…

Information Theory · Computer Science 2020-06-24 Youye Xie , Michael B. Wakin , Gongguo Tang

This technical note considers the identification of nonlinear discrete-time systems with additive process noise but without measurement noise. In particular, we propose a method and its associated algorithm to identify the system nonlinear…

Optimization and Control · Mathematics 2015-04-27 Wei Pan , Ye Yuan , Jorge Gonçalves , Guy-Bart Stan

Predicting how a dynamical unit evolves over time - how an individual ages, an epidemic spreads, or a physical system degrades - typically requires dense longitudinal tracking. When only extremely sparse or entirely cross-sectional data is…

Machine Learning · Computer Science 2026-05-25 Christian Lagemann , Kai Lagemann , Steven L. Brunton , Sach Mukherjee

Non-linear dynamical systems represent a compact, flexible, and robust tool for reactive motion generation. The effectiveness of dynamical systems relies on their ability to accurately represent stable motions. Several approaches have been…

Robotics · Computer Science 2020-06-01 Matteo Saveriano

Discovering dynamical models to describe underlying dynamical behavior is essential to draw decisive conclusions and engineering studies, e.g., optimizing a process. Experimental data availability notwithstanding has increased…

Machine Learning · Computer Science 2022-10-12 Pawan Goyal , Peter Benner

Dynamical systems describe the changes in processes that arise naturally from their underlying physical principles, such as the laws of motion or the conservation of mass, energy or momentum. These models facilitate a causal explanation for…

Methodology · Statistics 2023-10-11 Michelle Carey , James O. Ramsay
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