English
Related papers

Related papers: Sparse learning of stochastic dynamic equations

200 papers

Discovering governing equations from observational data remains a fundamental challenge in scientific modeling, particularly when the underlying mathematical structure is unknown. Traditional sparse identification methods like SINDy excel…

Machine Learning · Computer Science 2026-05-12 Mohammad Amin Basiri , Charles Nicholson

Hybrid systems are traditionally difficult to identify and analyze using classical dynamical systems theory. Moreover, recently developed model identification methodologies largely focus on identifying a single set of governing equations…

Dynamical Systems · Mathematics 2019-06-19 Niall M Mangan , Travis Askham , Steven L Brunton , J Nathan Kutz , Joshua L Proctor

We propose a fast probabilistic framework for identifying differential equations governing the dynamics of observed data. We recast the SINDy method within a Bayesian framework and use Gaussian approximations for the prior and likelihood to…

Methodology · Statistics 2024-09-24 Lloyd Fung , Urban Fasel , Matthew P. Juniper

Symbolic Regression (SR) is a widely studied field of research that aims to infer symbolic expressions from data. A popular approach for SR is the Sparse Identification of Nonlinear Dynamical Systems (SINDy) framework, which uses sparse…

The Sparse Identification of Nonlinear Dynamics (SINDy) framework has been frequently used to discover parsimonious differential equations governing natural and physical systems. This includes recent extensions to SINDy that enable the…

Numerical Analysis · Mathematics 2026-01-21 Mohammed Alanazi , Majid Bani-Yaghoub

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 combination of machine learning (ML) and sparsity-promoting techniques is enabling direct extraction of governing equations from data, revolutionizing computational modeling in diverse fields of science and engineering. The discovered…

Systems and Control · Electrical Eng. & Systems 2026-05-12 Mohammad Amin Basiri , Sina Khanmohammadi

Identifying governing equations from data is a critical step in the modeling and control of complex dynamical systems. Here, we investigate the data-driven identification of nonlinear dynamical systems with inputs and forcing using…

Dynamical Systems · Mathematics 2016-05-24 Steven L. Brunton , Joshua L. Proctor , J. Nathan Kutz

SINDy is a method for learning system of differential equations from data by solving a sparse linear regression optimization problem [Brunton et al., 2016]. In this article, we propose an extension of the SINDy method that learns systems of…

Modern societies have an abundance of data yet good system models are rare. Unfortunately, many of the current system identification and machine learning techniques fail to generalize outside of the training set, producing models that…

Systems and Control · Electrical Eng. & Systems 2023-11-27 Gabriel F. Machado , Morgan Jones

Sparse Identification of Nonlinear Dynamical Systems (SINDy) is a powerful tool for the data-driven discovery of governing equations. However, it encounters challenges when modeling complex dynamical systems involving high-order derivatives…

Dynamical Systems · Mathematics 2024-11-05 Haoyang Zheng , Guang Lin

Big data has become a critically enabling component of emerging mathematical methods aimed at the automated discovery of dynamical systems, where first principles modeling may be intractable. However, in many engineering systems, abrupt…

Data Analysis, Statistics and Probability · Physics 2018-08-01 Markus Quade , Markus Abel , J. Nathan Kutz , Steven L. Brunton

Identifying the governing equations of a dynamical system is one of the most important tasks for scientific modeling. However, this procedure often requires high-quality spatio-temporal data uniformly sampled on structured grids. In this…

Machine Learning · Computer Science 2025-05-23 Mars Liyao Gao , J. Nathan Kutz , Bernat Font

Sparse Identification of Nonlinear Dynamics (SINDy) is a powerful method for discovering parsimonious governing equations from data, but it often requires expert tuning of candidate libraries. We propose an LLM-aided SINDy pipeline that…

Systems and Control · Electrical Eng. & Systems 2026-02-10 Linyu Lin

The sparse identification of nonlinear dynamical systems (SINDy) is a data-driven technique employed for uncovering and representing the fundamental dynamics of intricate systems based on observational data. However, a primary obstacle in…

Dynamical Systems · Mathematics 2025-09-23 Ali Forootani , Harshit Kapadia , Sridhar Chellappa , Pawan Goyal , Peter Benner

Sparse model identification enables the discovery of nonlinear dynamical systems purely from data; however, this approach is sensitive to noise, especially in the low-data limit. In this work, we leverage the statistical approach of…

Numerical Analysis · Mathematics 2022-05-04 Urban Fasel , J. Nathan Kutz , Bingni W. Brunton , Steven L. Brunton

The discovery of governing differential equations from data is an open frontier in machine learning. The sparse identification of nonlinear dynamics (SINDy) \citep{brunton_discovering_2016} framework enables data-driven discovery of…

Machine Learning · Computer Science 2023-10-10 Mozes Jacobs , Bingni W. Brunton , Steven L. Brunton , J. Nathan Kutz , Ryan V. Raut

The discovery of governing equations from data has been an active field of research for decades. One widely used methodology for this purpose is sparse regression for nonlinear dynamics, known as SINDy. Despite several attempts, noisy and…

Dynamical Systems · Mathematics 2023-09-15 Ali Forootani , Pawan Goyal , Peter Benner

First principles modeling of physical systems has led to significant technological advances across all branches of science. For nonlinear systems, however, small modeling errors can lead to significant deviations from the true, measured…

Machine Learning · Computer Science 2019-09-19 Kadierdan Kaheman , Eurika Kaiser , Benjamin Strom , J. Nathan Kutz , Steven L. Brunton

Identifying dynamical systems characterized by nonlinear parameters presents significant challenges in deriving mathematical models that enhance understanding of physics. Traditional methods, such as Sparse Identification of Nonlinear…

Machine Learning · Computer Science 2025-08-12 Siva Viknesh , Younes Tatari , Chase Christenson , Amirhossein Arzani