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Parameter identification and comparison of dynamical systems is a challenging task in many fields. Bayesian approaches based on Gaussian process regression over time-series data have been successfully applied to infer the parameters of a…

Machine Learning · Statistics 2019-03-04 Philippe Wenk , Alkis Gotovos , Stefan Bauer , Nico Gorbach , Andreas Krause , Joachim M. Buhmann

Parameter inference in ordinary differential equations is an important problem in many applied sciences and in engineering, especially in a data-scarce setting. In this work, we introduce a novel generative modeling approach based on…

Machine Learning · Computer Science 2019-12-06 Philippe Wenk , Gabriele Abbati , Michael A Osborne , Bernhard Schölkopf , Andreas Krause , Stefan Bauer

Inferring the parameters of ordinary differential equations (ODEs) from noisy observations is an important problem in many scientific fields. Currently, most parameter estimation methods that bypass numerical integration tend to rely on…

Methodology · Statistics 2023-10-25 Mingwei Xu , Samuel W. K. Wong , Peijun Sang

Partial differential equations (PDEs) are widely used for the description of physical and engineering phenomena. Some key parameters involved in PDEs, which represent certain physical properties with important scientific interpretations,…

Numerical Analysis · Mathematics 2024-02-02 Zhaohui Li , Shihao Yang , Jeff Wu

Effectively modeling phenomena present in highly nonlinear dynamical systems whilst also accurately quantifying uncertainty is a challenging task, which often requires problem-specific techniques. We present a novel, domain-agnostic…

Machine Learning · Statistics 2021-10-26 Thomas M. McDonald , Mauricio A. Álvarez

Ordinary differential equations (ODEs) are widely used to describe dynamical systems in science, but identifying parameters that explain experimental measurements is challenging. In particular, although ODEs are differentiable and would…

Machine Learning · Computer Science 2024-07-22 Jonas Beck , Nathanael Bosch , Michael Deistler , Kyra L. Kadhim , Jakob H. Macke , Philipp Hennig , Philipp Berens

Ordinary differential equation (ODE) models are widely used to describe systems in many areas of science. To ensure these models provide accurate and interpretable representations of real-world dynamics, it is often necessary to infer…

Methodology · Statistics 2026-03-24 Selva Salimi , David J. Warne , Christopher Drovandi

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

Parameter estimation is crucial for modeling, tracking, and control of complex dynamical systems. However, parameter uncertainties can compromise system performance under a controller relying on nominal parameter values. Typically,…

Robotics · Computer Science 2020-02-20 Mouhyemen Khan , Abhijit Chatterjee

Differential equations in general and neural ODEs in particular are an essential technique in continuous-time system identification. While many deterministic learning algorithms have been designed based on numerical integration via the…

Machine Learning · Computer Science 2021-10-18 Lenart Treven , Philippe Wenk , Florian Dörfler , Andreas Krause

Ordinary differential equations (ODEs) are widely used to describe the time evolution of natural phenomena across various scientific fields. Estimating the parameters of these systems from data is a challenging task, particularly when…

Numerical Analysis · Mathematics 2025-01-23 S. Syafiie , Aries Subiantoro , Vivi Andasari , Fernando Tadeo

We consider the problem of parameter estimation in dynamic systems described by ordinary differential equations. A review of the existing literature emphasizes the need for deterministic global optimization methods due to the nonconvex…

Optimization and Control · Mathematics 2025-06-16 M. Fernández de Dios , Ángel M. González-Rueda , Julio R. Banga , Julio González-Díaz , David R. Penas

Ordinary differential equations (ODE) have been widely used for modeling dynamical complex systems. For high-dimensional ODE models where the number of differential equations is large, it remains challenging to estimate the ODE parameters…

Methodology · Statistics 2022-06-20 Muye Nanshan , Nan Zhang , Xiaolei Xun , Jiguo Cao

We present a new method for parameter identification of ODE system descriptions based on data measurements. Our method works by splitting the system into a number of subsystems and working on each of them separately, thereby being easily…

Computational Engineering, Finance, and Science · Computer Science 2012-08-21 Anastasis Georgoulas , Allan Clark , Andrea Ocone , Stephen Gilmore , Guido Sanguinetti

This paper studies the sparse identification problem of unknown sparse parameter vectors in stochastic dynamic systems. Firstly, a novel sparse identification algorithm is proposed, which can generate sparse estimates based on least squares…

Optimization and Control · Mathematics 2024-04-02 Ziming Wang , Xinghua Zhu

In engineering, accurately modeling nonlinear dynamic systems from data contaminated by noise is both essential and complex. Established Sequential Monte Carlo (SMC) methods, used for the Bayesian identification of these systems, facilitate…

Machine Learning · Statistics 2024-04-25 Joe D. Longbottom , Max D. Champneys , Timothy J. Rogers

We describe a method for the identification of models for dynamical systems from observational data. The method is based on the concept of symbolic regression and uses genetic programming to evolve a system of ordinary differential…

Machine Learning · Computer Science 2021-07-14 Gabriel Kronberger , Lukas Kammerer , Michael Kommenda

Gradient matching is a promising tool for learning parameters and state dynamics of ordinary differential equations. It is a grid free inference approach, which, for fully observable systems is at times competitive with numerical…

Machine Learning · Statistics 2018-04-11 Nico S. Gorbach , Stefan Bauer , Joachim M. Buhmann

In networked dynamical systems, inferring governing parameters is crucial for predicting nodal dynamics, such as gene expression levels, species abundance, or population density. While many parameter estimation techniques rely on…

Adaptation and Self-Organizing Systems · Physics 2025-03-25 Yanna Ding , Malik Magdon-Ismail , Jianxi Gao

The purpose of this research work is to employ the Optimal Auxiliary Function Method (OAFM) for obtaining numerical approximations of time-dependent nonlinear partial differential equations (PDEs) that arise in many disciplines of science…

Numerical Analysis · Mathematics 2023-06-13 Nilormy Gupta Trisha , Md. Shafiqul Islam
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