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Machine learning offers an intriguing alternative to first-principles analysis for discovering new physics from experimental data. However, to date, purely data-driven methods have only proven successful in uncovering physical laws…

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

Many scientific phenomena are modeled by Partial Differential Equations (PDEs). The development of data gathering tools along with the advances in machine learning (ML) techniques have raised opportunities for data-driven identification of…

Machine Learning · Computer Science 2021-05-05 Kazem Meidani , Amir Barati Farimani

Reduced order models (ROMs) that capture flow dynamics are of interest for decreasing computational costs for simulation as well as for model-based control approaches. This work presents a data-driven framework for minimal-dimensional…

Machine Learning · Computer Science 2023-08-02 Carlos E. Pérez De Jesús , Michael D. Graham

In this paper, we introduce a data-driven modeling approach for dynamics problems with latent variables. The state-space of the proposed model includes artificial latent variables, in addition to observed variables that can be fitted to a…

Optimization and Control · Mathematics 2024-06-19 Yushuang Luo , Xiantao Li , Wenrui Hao

The ability to discover physical laws and governing equations from data is one of humankind's greatest intellectual achievements. A quantitative understanding of dynamic constraints and balances in nature has facilitated rapid development…

Dynamical Systems · Mathematics 2016-04-27 Steven L. Brunton , Joshua L. Proctor , J. Nathan Kutz

Deep latent variable models learn condensed representations of data that, hopefully, reflect the inner workings of the studied phenomena. Unfortunately, these latent representations are not statistically identifiable, meaning they cannot be…

Machine Learning · Statistics 2025-06-02 Stas Syrota , Yevgen Zainchkovskyy , Johnny Xi , Benjamin Bloem-Reddy , Søren Hauberg

Data-driven model discovery of complex dynamical systems is typically done using sparse optimization, but it has a fundamental limitation: sparsity in that the underlying governing equations of the system contain only a small number of…

Machine Learning · Computer Science 2024-09-24 Mohammadamin Moradi , Shirin Panahi , Erik M. Bollt , Ying-Cheng Lai

Stochastic reduced-order models are widely used to represent the effective dynamics of complex systems, but estimating their drift and diffusion coefficients from data remains challenging. Standard approaches often rely on short-time…

Machine Learning · Statistics 2026-04-28 Ludovico T. Giorgini

Experimental data is often comprised of variables measured independently, at different sampling rates (non-uniform ${\Delta}$t between successive measurements); and at a specific time point only a subset of all variables may be sampled.…

Machine Learning · Computer Science 2023-05-01 Saurabh Malani , Tom S. Bertalan , Tianqi Cui , Jose L. Avalos , Michael Betenbaugh , Ioannis G. Kevrekidis

At the core of some of the most important problems in plasma physics -- from controlled nuclear fusion to the acceleration of cosmic rays -- is the challenge to describe nonlinear, multi-scale plasma dynamics. The development of reduced…

Plasma Physics · Physics 2022-09-13 E. Paulo Alves , Frederico Fiuza

Multiple time scale stochastic dynamical systems are ubiquitous in science and engineering, and the reduction of such systems and their models to only their slow components is often essential for scientific computation and further analysis.…

Dynamical Systems · Mathematics 2015-01-22 Carmeline J. Dsilva , Ronen Talmon , C. William Gear , Ronald R. Coifman , Ioannis G. Kevrekidis

A central challenge in data-driven model discovery is the presence of hidden, or latent, variables that are not directly measured but are dynamically important. Takens' theorem provides conditions for when it is possible to augment these…

Machine Learning · Computer Science 2022-01-14 Joseph Bakarji , Kathleen Champion , J. Nathan Kutz , Steven L. Brunton

Complex chaotic dynamics, seen in natural and industrial systems like turbulent flows and weather patterns, often span vast spatial domains with interactions across scales. Accurately capturing these features requires a high-dimensional…

Chaotic Dynamics · Physics 2024-10-03 C. Ricardo Constante-Amores , Alec J. Linot , Michael D. Graham

High-dimensional multivariate spatial-temporal data arise frequently in a wide range of applications; however, there are relatively few statistical methods that can simultaneously deal with spatial, temporal and variable-wise dependencies…

Methodology · Statistics 2020-02-05 Elynn Y. Chen , Xin Yun , Rong Chen , Qiwei Yao

Starting from limited measurements of a turbulent flow, data assimilation (DA) attempts to estimate all the spatio-temporal scales of motion. Success is dependent on whether the system is observable from the measurements, or how much of the…

Fluid Dynamics · Physics 2026-02-16 Andrew Cleary , Qi Wang , Tamer A. Zaki

Sparse regression has recently emerged as an attractive approach for discovering models of spatiotemporally complex dynamics directly from data. In many instances, such models are in the form of nonlinear partial differential equations…

Dynamical Systems · Mathematics 2020-01-29 Patrick A. K. Reinbold , Daniel R. Gurevich , Roman O. Grigoriev

Statistical (machine learning) tools for equation discovery require large amounts of data that are typically computer generated rather than experimentally observed. Multiscale modeling and stochastic simulations are two areas where learning…

Machine Learning · Statistics 2021-03-17 Joseph Bakarji , Daniel M. Tartakovsky

Identifying dynamical systems from experimental data is a notably difficult task. Prior knowledge generally helps, but the extent of this knowledge varies with the application, and customized models are often needed. Neural ordinary…

Systems and Control · Electrical Eng. & Systems 2023-01-13 Mona Buisson-Fenet , Valery Morgenthaler , Sebastian Trimpe , Florent Di Meglio

Learning identifiable representations and models from low-level observations is helpful for an intelligent spacecraft to complete downstream tasks reliably. For temporal observations, to ensure that the data generating process is provably…

Machine Learning · Computer Science 2024-12-05 Congxi Zhang , Yongchun Xie
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