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The estimation of static parameters in dynamical systems and control theory has been extensively studied, with significant progress made in estimating varying parameters in specific system types. Suppose, in the general case, we have data…

Optimization and Control · Mathematics 2025-07-10 Jamiree Harrison , Enoch Yeung

We investigate the benefits and challenges of utilizing the frequency information in differential equation identification. Solving differential equations and Fourier analysis are closely related, yet there is limited work in exploring this…

Numerical Analysis · Mathematics 2023-11-29 Mengyi Tang , Hao Liu , Wenjing Liao , Sung Ha Kang

Computing gradients of a cost function is central to design-based optimization and machine learning algorithms. Equilibrium propagation provides an exact method to compute gradients in hardware by exploiting the inherent physical laws. The…

Disordered Systems and Neural Networks · Physics 2025-08-11 Marc Berneman , Daniel Hexner

We consider the problem of using experimental time-series data for parameter estimation in nonlinear ordinary differential equations, focusing on the case where the data is noisy, sparse, irregularly sampled, includes multiple experiments,…

Optimization and Control · Mathematics 2025-01-07 Aleksandr Talitckii , Matthew M. Peet

We describe a novel method for modeling non-stationary multivariate time series, with time-varying conditional dependencies represented through dynamic networks. Our proposed approach combines traditional multi-scale modeling and network…

Methodology · Statistics 2017-12-25 Xinyu Kang , Apratim Ganguly , Eric D. Kolaczyk

A new algorithm for estimating the time-varying frequency of a noiseless sinusoidal signal is considered. It is assumed that the amplitude and frequency of the sinusoidal signal are unknown functions of time, but are solutions of linear…

Dynamical Systems · Mathematics 2021-10-13 A. A. Bobtsov , N. A. Nikolaev , O. V. Oskina , S. I. Nizovtsev

Interacting systems are prevalent in nature. It is challenging to accurately predict the dynamics of the system if its constituent components are analyzed independently. We develop a graph-based model that unveils the systemic interactions…

Machine Learning · Computer Science 2024-10-31 Giangiacomo Mercatali , Andre Freitas , Jie Chen

Discovering dynamical models to describe underlying dynamical behavior is essential to draw decisive conclusions and engineering studies, e.g., optimizing a process. Experimental data availability notwithstanding has increased…

Machine Learning · Computer Science 2022-10-12 Pawan Goyal , Peter Benner

We reveal that transformers trained in an autoregressive manner naturally encode time-delayed causal structures in their learned representations. When predicting future values in multivariate time series, the gradient sensitivities of…

Machine Learning · Computer Science 2026-01-12 Xinyue Wang , Stephen Wang , Biwei Huang

Dynamical systems are typically governed by a set of linear/nonlinear differential equations. Distilling the analytical form of these equations from very limited data remains intractable in many disciplines such as physics, biology, climate…

Machine Learning · Computer Science 2021-05-18 Fangzheng Sun , Yang Liu , Hao Sun

In this note, we propose a novel approach for a class of autonomous dynamical systems that allows, given some observations of the solutions, to identify its parameters and reconstruct the state vector. This approach relies on proving the…

Dynamical Systems · Mathematics 2024-08-22 Alicja B Kubik , Alain Rapaport , Benjamin Ivorra , Ángel M Ramos

We introduce Nonlinear GENERIC Informed Neural Networks (N-GINNs), a deep learning framework for discovering evolution equations of systems governed by the nonlinear GENERIC formalism (General Equation for Non-Equilibrium…

Computational Physics · Physics 2026-05-12 Vojtěch Votruba , Zequn He , Weilun Qiu , Celia Reina , Michal Pavelka

Data assimilation algorithms estimate the state of a dynamical system from partial observations, where the successful performance of these algorithms hinges on costly parameter tuning and on employing an accurate model for the dynamics.…

Machine Learning · Statistics 2026-03-24 Melissa Adrian , Daniel Sanz-Alonso , Rebecca Willett

Multiscale modeling of complex systems is crucial for understanding their intricacies. Data-driven multiscale modeling has emerged as a promising approach to tackle challenges associated with complex systems. On the other hand,…

Machine Learning · Computer Science 2024-03-26 Ruyi Tao , Ningning Tao , Yi-zhuang You , Jiang Zhang

Machine learning of partial differential equations from data is a potential breakthrough to solve the lack of physical equations in complex dynamic systems, but because numerical differentiation is ill-posed to noise data, noise has become…

Signal Processing · Electrical Eng. & Systems 2021-11-19 Wenbo Cao , Weiwei Zhang

Model-based reinforcement learning is a powerful tool, but collecting data to fit an accurate model of the system can be costly. Exploring an unknown environment in a sample-efficient manner is hence of great importance. However, the…

Machine Learning · Computer Science 2023-04-27 Matthieu Blanke , Marc Lelarge

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

Given observations of a physical system, identifying the underlying non-linear governing equation is a fundamental task, necessary both for gaining understanding and generating deterministic future predictions. Of most practical relevance…

Numerical Analysis · Mathematics 2020-03-02 A. Goeßmann , M. Götte , I. Roth , R. Sweke , G. Kutyniok , J. Eisert

Neural Ordinary Differential Equations (NODEs), a framework of continuous-depth neural networks, have been widely applied, showing exceptional efficacy in coping with some representative datasets. Recently, an augmented framework has been…

Machine Learning · Computer Science 2021-02-23 Qunxi Zhu , Yao Guo , Wei Lin

Multiscale is a hallmark feature of complex nonlinear systems. While the simulation using the classical numerical methods is restricted by the local \textit{Taylor} series constraints, the multiscale techniques are often limited by finding…

Dynamical Systems · Mathematics 2024-05-07 Asif Hamid , Danish Rafiq , Shahkar Ahmad Nahvi , Mohammad Abid Bazaz