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Data-driven model discovery of complex dynamical systems is typically done using sparse optimization, but it has a fundamental limitation: sparsity in that the underlying governing equations of the system contain only a small number of…

Machine Learning · Computer Science 2024-09-24 Mohammadamin Moradi , Shirin Panahi , Erik M. Bollt , Ying-Cheng Lai

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

Natural systems are typically nonlinear and complex, and it is of great interest to be able to reconstruct a system in order to understand its mechanism, which can not only recover nonlinear behaviors but also predict future dynamics. Due…

Chaotic Dynamics · Physics 2017-11-03 Huanfei Ma , Siyang Leng , Luonan Chen

The optimal selection of experimental conditions is essential to maximizing the value of data for inference and prediction, particularly in situations where experiments are time-consuming and expensive to conduct. We propose a general…

Machine Learning · Statistics 2012-12-04 Xun Huan , Youssef M. Marzouk

The Sparse Identification of Nonlinear Dynamics (SINDy) framework is a robust method for identifying governing equations, successfully applied to ordinary, partial, and stochastic differential equations. In this work we extend SINDy to…

Numerical Analysis · Mathematics 2024-12-19 Alessandro Pecile , Nicola Demo , Marco Tezzele , Gianluigi Rozza , Dimitri Breda

Automated model selection is an important application in science and engineering. In this work, we develop a learning approach for identifying structured dynamical systems from undersampled and noisy spatiotemporal data. The learning is…

Machine Learning · Statistics 2023-05-31 Xiaofan Lu , Linan Zhang , Hongjin He

In many practical settings one can sequentially and adaptively guide the collection of future data, based on information extracted from data collected previously. These sequential data collection procedures are known by different names,…

Statistics Theory · Mathematics 2013-11-28 Ervin Tánczos , Rui M. Castro

Neural network models are widely used in solving many challenging problems, such as computer vision, personalized recommendation, and natural language processing. Those models are very computationally intensive and reach the hardware limit…

Machine Learning · Computer Science 2020-04-28 Fei Sun , Minghai Qin , Tianyun Zhang , Liu Liu , Yen-Kuang Chen , Yuan Xie

Differential equations based on physical principals are used to represent complex dynamic systems in all fields of science and engineering. Through repeated use in both academics and industry, these equations have been shown to represent…

Methodology · Statistics 2022-09-08 Joshua S. North , Christopher K. Wikle , Erin M. Schliep

In compressive sensing, the basis pursuit algorithm aims to find the sparsest solution to an underdetermined linear equation system. In this paper, we generalize basis pursuit to finding the sparsest solution to higher order nonlinear…

Information Theory · Computer Science 2013-04-23 Henrik Ohlsson , Allen Y. Yang , Roy Dong , S. Shankar Sastry

This study investigates the use of continuous-time dynamical systems for sparse signal recovery. The proposed dynamical system is in the form of a nonlinear ordinary differential equation (ODE) derived from the gradient flow of the Lasso…

Information Theory · Computer Science 2023-03-30 Tadashi Wadayama , Ayano Nakai-Kasai

The problem of identifying sparse solutions for the link structure and dynamics of an unknown linear, time-invariant network is posed as finding sparse solutions x to Ax=b. If the sensing matrix A satisfies a rank condition, this problem…

Dynamical Systems · Mathematics 2014-11-18 David Hayden , Young Hwan Chang , Jorge Goncalves , Claire Tomlin

An extremely challenging problem of significant interest is to predict catastrophes in advance of their occurrences. We present a general approach to predicting catastrophes in nonlinear dynamical systems under the assumption that the…

Data Analysis, Statistics and Probability · Physics 2015-05-28 Wen-Xu Wang , Rui Yang , Ying-Cheng Lai , Vassilios Kovanis , Celso Grebogi

We present an optimization process to estimate parameters in systems of ordinary differential equations from chaotic time series. The optimization technique is based on a variational approach, and numerical studies on noisy time series…

Chaotic Dynamics · Physics 2014-07-31 Jose-Maria Fullana

Learning dynamical systems is a promising avenue for scientific discoveries. However, capturing the governing dynamics in multiple environments still remains a challenge: model-based approaches rely on the fidelity of assumptions made for a…

Machine Learning · Computer Science 2023-03-09 MoonJeong Park , Youngbin Choi , Namhoon Lee , Dongwoo Kim

Hybrid systems are traditionally difficult to identify and analyze using classical dynamical systems theory. Moreover, recently developed model identification methodologies largely focus on identifying a single set of governing equations…

Dynamical Systems · Mathematics 2019-06-19 Niall M Mangan , Travis Askham , Steven L Brunton , J Nathan Kutz , Joshua L Proctor

Discovering nonlinear differential equations that describe system dynamics from empirical data is a fundamental challenge in contemporary science. Here, we propose a methodology to identify dynamical laws by integrating denoising techniques…

Machine Learning · Computer Science 2023-05-04 Kevin Egan , Weizhen Li , Rui Carvalho

Non-convex constraints have recently proven a valuable tool in many optimisation problems. In particular sparsity constraints have had a significant impact on sampling theory, where they are used in Compressed Sensing and allow structured…

Information Theory · Computer Science 2012-05-09 Thomas Blumensath

For compressive sensing of dynamic sparse signals, we develop an iterative pursuit algorithm. A dynamic sparse signal process is characterized by varying sparsity patterns over time/space. For such signals, the developed algorithm is able…

Statistics Theory · Mathematics 2012-10-15 Dave Zachariah , Saikat Chatterjee , Magnus Jansson

We study nonlinear dynamics on complex networks. Each vertex $i$ has a state $x_i$ which evolves according to a networked dynamics to a steady-state $x_i^*$. We develop fundamental tools to learn the true steady-state of a small part of the…

Social and Information Networks · Computer Science 2020-01-22 Chunheng Jiang , Jianxi Gao , Malik Magdon-Ismail