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A significant challenge in many fields of science and engineering is making sense of time-dependent measurement data by recovering governing equations in the form of differential equations. We focus on finding parsimonious ordinary…

Machine Learning · Computer Science 2024-10-04 Doris Voina , Steven Brunton , J. Nathan Kutz

This paper proposes a sparse identification of nonlinear dynamics (SINDy) with control and exogenous inputs for highly accurate and reliable prediction. Although SINDy is recognized as a remarkable approach for identifying nonlinear…

Systems and Control · Electrical Eng. & Systems 2025-10-21 Shuichi Yahagi , Ansei Yonezawa , Hiroki Seto , Heisei Yonezawa , Itsuro Kajiwara

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

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

The sparse identification of nonlinear dynamics (SINDy) has been established as an effective method to learn interpretable models of dynamical systems from data. However, for high-dimensional slow-fast dynamical systems, the regression…

Dynamical Systems · Mathematics 2025-07-02 Diemen Delgado-Cano , Erick Kracht , Urban Fasel , Benjamin Herrmann

Discovering governing equations of complex dynamical systems directly from data is a central problem in scientific machine learning. In recent years, the sparse identification of nonlinear dynamics (SINDy) framework, powered by heuristic…

Machine Learning · Computer Science 2022-06-02 Dimitris Bertsimas , Wes Gurnee

We develop a weak-form sparse identification method for interacting particle systems (IPS) with the primary goals of reducing computational complexity for large particle number $N$ and offering robustness to either intrinsic or extrinsic…

Machine Learning · Statistics 2022-07-20 Daniel A. Messenger , David M. Bortz

The Sparse Identification of Nonlinear Dynamics (SINDy) is a method for discovering nonlinear dynamical system models from data. Quantifying uncertainty in SINDy models is essential for assessing their reliability, particularly in…

Machine Learning · Computer Science 2025-07-17 Urban Fasel

The sparse identification of nonlinear dynamics (SINDy) has been established as an effective technique to produce interpretable models of dynamical systems from time-resolved state data via sparse regression. However, to model parameterized…

Dynamical Systems · Mathematics 2024-05-15 Javier A. Lemus , Benjamin Herrmann

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

The Weak-form Sparse Identification of Nonlinear Dynamics algorithm (WSINDy) has been demonstrated to offer coarse-graining capabilities in the context of interacting particle systems (https://doi.org/10.1016/j.physd.2022.133406). In this…

Computational Physics · Physics 2023-12-04 Daniel A. Messenger , Joshua W. Burby , David M. Bortz

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

We consider the data-driven discovery of governing equations from time-series data in the limit of high noise. The algorithms developed describe an extensive toolkit of methods for circumventing the deleterious effects of noise in the…

Machine Learning · Computer Science 2022-01-03 Charles B. Delahunt , J. Nathan Kutz

Vortex-induced vibrations (VIV) remain a canonical yet complex manifestation of fluid-structure interactions, where coupled nonlinear dynamics govern the motion of bluff bodies. For several years, we have relied on traditional reduced-order…

Fluid Dynamics · Physics 2026-03-31 Haimi Jha , Hibah Saddal , Chandan Bose

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

In this paper, we give an in-depth error analysis for surrogate models generated by a variant of the Sparse Identification of Nonlinear Dynamics (SINDy) method. We start with an overview of a variety of non-linear system identification…

Numerical Analysis · Mathematics 2024-09-21 Benjamin Russo , M. Paul Laiu

In this work we analyze the effectiveness of the Sparse Identification of Nonlinear Dynamics (SINDy) technique on three benchmark datasets for nonlinear identification, to provide a better understanding of its suitability when tackling real…

Systems and Control · Electrical Eng. & Systems 2024-03-04 Aurelio Raffa Ugolini , Valentina Breschi , Andrea Manzoni , Mara Tanelli

We propose a probabilistic model discovery method for identifying ordinary differential equations (ODEs) governing the dynamics of observed multivariate data. Our method is based on the sparse identification of nonlinear dynamics (SINDy)…

Dynamical Systems · Mathematics 2021-07-06 Seth M. Hirsh , David A. Barajas-Solano , J. Nathan Kutz

In this paper, we address the challenge of deriving dynamical models from sparse and noisy data. High-quality data is crucial for symbolic regression algorithms; limited and noisy data can present modeling challenges. To overcome this, we…

Machine Learning · Computer Science 2024-10-14 Junette Hsin , Shubhankar Agarwal , Adam Thorpe , Luis Sentis , David Fridovich-Keil