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Despite the advancements in learning governing differential equations from observations of dynamical systems, data-driven methods are often unaware of fundamental physical laws, such as frame invariance. As a result, these algorithms may…

Machine Learning · Computer Science 2024-11-06 Jianke Yang , Wang Rao , Nima Dehmamy , Robin Walters , Rose Yu

Correlations of an environment are crucial for the dynamics of non-Markovian quantum systems, which may not be known in advance. In this paper, we propose a gradient algorithm for identifying the correlations in terms of time-varying…

Quantum Physics · Physics 2020-02-05 Shibei Xue , Jun Zhang , Ian R. Petersen

This paper presents a data-driven algorithm for simultaneous system identification and parameter estimation in control-affine nonlinear systems. Parameter estimation is achieved by training a data-driven predictive model using state-action…

Optimization and Control · Mathematics 2026-04-28 Moad Abudia , Opeyemi Owolabi , Joel A. Rosenfeld , Rushikesh Kamalapurkar

We develop an approach to learn an interpretable semi-parametric model of a latent continuous-time stochastic dynamical system, assuming noisy high-dimensional outputs sampled at uneven times. The dynamics are described by a nonlinear…

Machine Learning · Statistics 2019-02-13 Lea Duncker , Gergo Bohner , Julien Boussard , Maneesh Sahani

We show a data-driven approach to discover the underlying structural form of the mathematical equation governing the dynamics of multiple but similar systems induced by the same mechanisms. This approach hinges on theories that we lay out…

Neural and Evolutionary Computing · Computer Science 2019-08-29 Changwei Loh , Daniel Schneegass , Pengwei Tian

Estimating and quantifying uncertainty in unknown system parameters from limited data remains a challenging inverse problem in a variety of real-world applications. While many approaches focus on estimating constant parameters, a subset of…

Methodology · Statistics 2023-05-09 Andrea Arnold

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

Time-frequency analysis is an important and challenging task in many applications. Fourier and wavelet analysis are two classic methods that have achieved remarkable success in many fields. However, they also exhibit limitations when…

Machine Learning · Computer Science 2024-10-25 Feng Zhou , Antonio Cicone , Haomin Zhou

Discovering the governing equations of a dynamical system from observed trajectories provides deeper insight into its structure than mere prediction of future states. We present a data-driven approach to model discovery based on…

Computer Vision and Pattern Recognition · Computer Science 2026-05-27 Martin Brückmann , Babette Dellen , Uwe Jaekel

We introduce a performance-driven framework for constructing strictly causal forward-oriented observables in strongly non-stationary time series. The method combines a robustly normalized composite of heterogeneous indicators with a…

Computational Finance · Quantitative Finance 2026-03-17 Lucas A. Souza

When neural networks are used to solve differential equations, they usually produce solutions in the form of black-box functions that are not directly mathematically interpretable. We introduce a method for generating symbolic expressions…

Machine Learning · Computer Science 2020-11-05 Maysum Panju , Ali Ghodsi

Understanding natural and engineered systems often relies on symbolic formulations, such as differential equations, which provide interpretability and transferability beyond black-box models. We introduce Latent Grammar Flow (LGF), a…

Machine Learning · Computer Science 2026-04-20 Karin Yu , Eleni Chatzi , Georgios Kissas

We develop a compositional approach for automatic and symbolic differentiation based on categorical constructions in functional analysis where derivatives are linear functions on abstract vectors rather than being limited to scalars,…

Programming Languages · Computer Science 2022-07-05 Martin Elsman , Fritz Henglein , Robin Kaarsgaard , Mikkel Kragh Mathiesen , Robert Schenck

Discrete gradient methods are a powerful tool for the time discretization of dynamical systems, since they are structure-preserving regardless of the form of the total energy. In this work, we discuss the application of discrete gradient…

Numerical Analysis · Mathematics 2026-01-06 Philipp L. Kinon , Riccardo Morandin , Philipp Schulze

Process discovery is a family of techniques that helps to comprehend processes from their data footprints. Yet, as processes change over time so should their corresponding models, and failure to do so will lead to models that under- or…

Artificial Intelligence · Computer Science 2022-08-11 Andrea Burattin , Hugo A. López , Lasse Starklit

We present a physics-inspired method for inferring dynamic rankings in directed temporal networks - networks in which each directed and timestamped edge reflects the outcome and timing of a pairwise interaction. The inferred ranking of each…

Analyzing signals arising from dynamical systems typically requires many modeling assumptions and parameter estimation. In high dimensions, this modeling is particularly difficult due to the "curse of dimensionality". In this paper, we…

Systems and Control · Computer Science 2016-12-21 Tal Shnitzer , Ronen Talmon , Jean-Jacques Slotine

We describe a method to model nonlinear dynamical systems using periodic solutions of delay-differential equations. We show that any finite-time trajectory of a nonlinear dynamical system can be loaded approximately into the initial…

Adaptation and Self-Organizing Systems · Physics 2007-05-23 Alexander N. Jourjine

Established recurrent neural networks are well-suited to solve a wide variety of prediction tasks involving discrete sequences. However, they do not perform as well in the task of dynamical system identification, when dealing with…

Machine Learning · Computer Science 2019-11-22 Thomas Demeester

Predicting the evolution of systems that exhibit spatio-temporal dynamics in response to external stimuli is a key enabling technology fostering scientific innovation. Traditional equations-based approaches leverage first principles to…

Machine Learning · Computer Science 2023-05-02 Francesco Regazzoni , Stefano Pagani , Matteo Salvador , Luca Dede' , Alfio Quarteroni