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Pattern-forming systems can exhibit a diverse array of complex behaviors as external parameters are varied, enabling a variety of useful functions in biological and engineered systems. First-principles derivations of the underlying…

Pattern Formation and Solitons · Physics 2023-11-20 Zachary G. Nicolaou , Guanyu Huo , Yihui Chen , Steven L. Brunton , J. Nathan Kutz

In this paper we introduce a new method based on a library of chemical reactions for constructing a system of ordinary differential equations from stochastic simulations arising from an agent-based model. The advantage of this approach is…

Dynamical Systems · Mathematics 2024-01-17 Pamela M. Burrage , Hasitha N. Weerasinghe , Kevin Burrage

In this paper, we propose a novel data-driven framework for discovering probabilistic laws underlying the Feynman-Kac formula. Specifically, we introduce the first stochastic SINDy method formulated under the risk-neutral probability…

Mathematical Finance · Quantitative Finance 2025-11-13 Qi Feng , Guang Lin , Purav Matlia , Denny Serdarevic

This study proposes a novel framework for learning the underlying physics of phenomena with moving boundaries. The proposed approach combines Ensemble SINDy and Peridynamic Differential Operator (PDDO) and imposes an inductive bias assuming…

Machine Learning · Computer Science 2023-03-29 A. C. Bekar , E. Haghighat , E. Madenci

Machine learning recently has been used to identify the governing equations for dynamics in physical systems. The promising results from applications on systems such as fluid dynamics and chemical kinetics inspire further investigation of…

Systems and Control · Electrical Eng. & Systems 2019-07-19 Renganathan Subramanian , Shweta Singh

Recent progress in autoencoder-based sparse identification of nonlinear dynamics (SINDy) under $\ell_1$ constraints allows joint discoveries of governing equations and latent coordinate systems from spatio-temporal data, including simulated…

Machine Learning · Computer Science 2022-11-22 L. Mars Gao , J. Nathan Kutz

Automated analysis of complex systems based on multiple readouts remains a challenge. Change point detection algorithms are aimed to locating abrupt changes in the time series behaviour of a process. In this paper, we present a novel change…

Machine Learning · Computer Science 2023-10-05 Artem Ryzhikov , Mikhail Hushchyn , Denis Derkach

This paper deals with the problem of finite-time learning for unknown discrete-time nonlinear systems' dynamics, without the requirement of the persistence of excitation. Two finite-time concurrent learning methods are presented to…

Systems and Control · Electrical Eng. & Systems 2022-05-17 Farzaneh Tatari , Christos Panayiotou , Marios Polycarpou

Identifying underlying governing equations and physical relevant information from high-dimensional observable data has always been a challenge in physical sciences. With the recent advances in sensing technology and available datasets,…

Machine Learning · Computer Science 2021-04-27 Yayati Jadhav , Amir Barati Farimani

Certain neural network architectures, in the infinite-layer limit, lead to systems of nonlinear differential equations. Motivated by this idea, we develop a framework for analyzing time signals based on non-autonomous dynamical equations.…

Machine Learning · Statistics 2022-04-19 Ryeongkyung Yoon , Harish S. Bhat , Braxton Osting

We consider the task of learning a dynamical system from high-dimensional time-course data. For instance, we might wish to estimate a gene regulatory network from gene expression data measured at discrete time points. We model the dynamical…

Methodology · Statistics 2016-10-12 Shizhe Chen , Ali Shojaie , Daniela M. Witten

In the study of complex dynamical systems, understanding and accurately modeling the underlying physical processes is crucial for predicting system behavior and designing effective interventions. Yet real-world systems exhibit pronounced…

Machine Learning · Statistics 2025-07-15 Ridwan Olabiyi , Han Hu , Ashif Iquebal

Hybrid modelling enhances the accuracy and predictive capability of dynamic models by integrating first principles with data-driven methods, effectively mitigating epistemic uncertainties inherent in mechanistic approaches. However, hybrid…

Dynamical Systems · Mathematics 2025-06-17 Ulderico Di Caprio , M. Enis Leblebici

We address the problem of learning the dynamics of an unknown non-parametric system linking a target and a feature time series. The feature time series is measured on a sparse and irregular grid, while we have access to only a few points of…

Machine Learning · Statistics 2023-06-01 Linus Bleistein , Adeline Fermanian , Anne-Sophie Jannot , Agathe Guilloux

PDE discovery shows promise for uncovering predictive models of complex physical systems but has difficulty when measurements are sparse and noisy. We introduce a new approach for PDE discovery that uses two Rational Neural Networks and a…

Machine Learning · Computer Science 2022-06-20 Robert Stephany , Christopher Earls

Consider the problem of learning the drift coefficient of a stochastic differential equation from a sample path. In this paper, we assume that the drift is parametrized by a high dimensional vector. We address the question of how long the…

Information Theory · Computer Science 2011-03-10 José Bento , Morteza Ibrahimi , Andrea Montanari

The quasi-potential is a key concept in stochastic systems as it accounts for the long-term behavior of the dynamics of such systems. It also allows us to estimate mean exit times from the attractors of the system, and transition rates…

Statistical Mechanics · Physics 2024-09-12 Leonardo Grigorio , Mnerh Alqahtani

The data-driven discovery of dynamics via machine learning is currently pushing the frontiers of modeling and control efforts, and it provides a tremendous opportunity to extend the reach of model predictive control. However, many leading…

Optimization and Control · Mathematics 2019-03-06 Eurika Kaiser , J. Nathan Kutz , Steven L. Brunton

This work designs a scalable, parameter-aware sparse regression framework for discovering interpretable partial differential equations and subgrid-scale closures from multi-parameter simulation data. Building on SINDy (Sparse Identification…

Machine Learning · Computer Science 2025-09-03 Hanseul Kang , Ville Vuorinen , Shervin Karimkashi

I propose a novel framework that integrates stochastic differential equations (SDEs) with deep generative models to improve uncertainty quantification in machine learning applications involving structured and temporal data. This approach,…

Machine Learning · Statistics 2026-01-09 James Rice