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Many real-world scientific processes are governed by complex nonlinear dynamic systems that can be represented by differential equations. Recently, there has been increased interest in learning, or discovering, the forms of the equations…

Methodology · Statistics 2022-10-20 Joshua S. North , Christopher K. Wikle , Erin M. Schliep

Discovering nonlinear differential equations that describe system dynamics from empirical data is a fundamental challenge in contemporary science. Here, we propose a methodology to identify dynamical laws by integrating denoising techniques…

Machine Learning · Computer Science 2023-05-04 Kevin Egan , Weizhen Li , Rui Carvalho

This short review describes mathematical techniques for statistical analysis and prediction in dynamical systems. Two problems are discussed, namely (i) the supervised learning problem of forecasting the time evolution of an observable…

Statistics Theory · Mathematics 2020-07-01 Tyrus Berry , Dimitrios Giannakis , John Harlim

Data assimilation algorithms estimate the state of a dynamical system from partial observations, where the successful performance of these algorithms hinges on costly parameter tuning and on employing an accurate model for the dynamics.…

Machine Learning · Statistics 2026-03-24 Melissa Adrian , Daniel Sanz-Alonso , Rebecca Willett

We present the first method to directly use a learned continuous Lagrangian to forecast the dynamics of systems governed by partial differential equations, exploiting the inherent conservative structure to achieve stable long-range…

Machine Learning · Computer Science 2026-05-11 Lyra Zhornyak , Eric Forgoston , M. Ani Hsieh

Mathematical models for complex systems are often accompanied with uncertainties. The goal of this paper is to extract a stochastic differential equation governing model with observation on stationary probability distributions. We develop a…

Dynamical Systems · Mathematics 2023-04-05 Xiaoli Chen , Hui Wang , Jinqiao Duan

We consider the general class of time-homogeneous stochastic dynamical systems, both discrete and continuous, and study the problem of learning a representation of the state that faithfully captures its dynamics. This is instrumental to…

Machine Learning · Computer Science 2024-03-15 Vladimir R. Kostic , Pietro Novelli , Riccardo Grazzi , Karim Lounici , Massimiliano Pontil

Learning physical dynamics from data is a fundamental challenge in machine learning and scientific modeling. Real-world observational data are inherently incomplete and irregularly sampled, posing significant challenges for existing…

Machine Learning · Computer Science 2026-05-04 Zihan Zhou , Chenguang Wang , Hongyi Ye , Yongtao Guan , Tianshu Yu

To improve the physical understanding and the predictions of complex dynamic systems, such as ocean dynamics and weather predictions, it is of paramount interest to identify interpretable models from coarsely and off-grid sampled…

Computational Physics · Physics 2021-05-04 Gert-Jan Both , Georges Tod , Remy Kusters

The article shows how to learn models of dynamical systems from data which are governed by an unknown variational PDE. Rather than employing reduction techniques, we learn a discrete field theory governed by a discrete Lagrangian density…

Numerical Analysis · Mathematics 2023-08-03 Christian Offen , Sina Ober-Blöbaum

We present a data-driven approach to efficiently approximate nonlinear transient dynamics in solid-state systems. Our proposed machine-learning model combines a dimensionality reduction stage with a nonlinear vector autoregression scheme.…

Computational Physics · Physics 2024-02-22 Stefan Meinecke , Felix Köster , Dominik Christiansen , Kathy Lüdge , Andreas Knorr , Malte Selig

Natural systems are typically nonlinear and complex, and it is of great interest to be able to reconstruct a system in order to understand its mechanism, which can not only recover nonlinear behaviors but also predict future dynamics. Due…

Chaotic Dynamics · Physics 2017-11-03 Huanfei Ma , Siyang Leng , Luonan Chen

Learning underlying dynamics from data is important and challenging in many real-world scenarios. Incorporating differential equations (DEs) to design continuous networks has drawn much attention recently, however, most prior works make…

Machine Learning · Computer Science 2023-02-03 Yesom Park , Jaemoo Choi , Changyeon Yoon , Chang hoon Song , Myungjoo Kang

We address the problem of estimating the inputs of a dynamical system from measurements of the system's outputs. To this end, we introduce a novel estimation algorithm that explicitly trades off bias and variance to optimally reduce the…

Machine Learning · Computer Science 2019-09-20 Sebastian Curi , Kfir Y. Levy , Andreas Krause

We introduce physics informed neural networks -- neural networks that are trained to solve supervised learning tasks while respecting any given law of physics described by general nonlinear partial differential equations. In this second…

Artificial Intelligence · Computer Science 2017-11-30 Maziar Raissi , Paris Perdikaris , George Em Karniadakis

Learning system dynamics from observations is a critical problem in many applications over various real-world complex systems, e.g., climate, ecology, and fluid systems. Recently, neural dynamics modeling method have become a prevalent…

Machine Learning · Computer Science 2026-03-25 Yiming Wang , Zhengnan Zhang , Genghe Zhang , Jiawen Dan , Changchun Li , Chenlong Hu , Chris Nugent , Jun Liu , Ximing Li , Bo Yang

Spatiotemporal dynamics models are fundamental for various domains, from heat propagation in materials to oceanic and atmospheric flows. However, currently available neural network-based spatiotemporal modeling approaches fall short when…

Machine Learning · Computer Science 2025-02-11 Valerii Iakovlev , Harri Lähdesmäki

In numerical modeling of the Earth System, many processes remain unknown or ill represented (let us quote sub-grid processes, the dependence to unknown latent variables or the non-inclusion of complex dynamics in numerical models) but…

Data Analysis, Statistics and Probability · Physics 2019-03-19 Julien Brajard , Anastase Charantonis , Jérôme Sirven

This paper addresses the synthesis of interval observers for partially unknown nonlinear systems subject to bounded noise, aiming to simultaneously estimate system states and learn a model of the unknown dynamics. Our approach leverages…

Systems and Control · Electrical Eng. & Systems 2025-04-15 Mohammad Khajenejad , Zeyuan Jin

Recent work has focused on data-driven learning of the evolution of unknown systems via deep neural networks (DNNs), with the goal of conducting long term prediction of the dynamics of the unknown system. In many real-world applications,…

Machine Learning · Computer Science 2022-06-07 Victor Churchill , Dongbin Xiu
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