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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

This paper describes how to determine the parameter values of the chaotic Lorenz system from one of its variables waveform. The geometrical properties of the system are used firstly to reduce the parameter search space. Then, a…

Chaotic Dynamics · Physics 2007-05-23 A. Orue , G. Alvarez , G. Pastor , M. Romera , F. Montoya , Shujun Li

The problem of statistical inference for open chaotic systems measured with error is complicated by the interaction of the uncertainty introduced by chaos, and the various sources of random or external variation. Here a method of…

Applications · Statistics 2024-03-11 Michael LuValle

Determination of the nature of the dynamical state of a system as a function of its parameters is an important problem in the study of dynamical systems. This problem becomes harder in experimental systems where the obtained data is…

Chaotic Dynamics · Physics 2024-08-29 Rishab Antosh , Sanjit Das , N. Nirmal Thyagu

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

Our ability to predict, control, and ultimately understand complex systems rests on discovering the equations that govern their dynamics. Identifying these equations directly from noisy, limited observations has therefore become a central…

Machine Learning · Computer Science 2026-04-16 Yuzheng Zhang , Weizhen Li , Rui Carvalho

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

dentifying accurate and yet interpretable low-order models from data has gained a renewed interest over the past decade. In the present work, we illustrate how the combined use of dimensionality reduction and sparse system identification…

Fluid Dynamics · Physics 2020-07-15 Jean-Christophe Loiseau

A common problem in time series analysis is to predict dynamics with only scalar or partial observations of the underlying dynamical system. For data on a smooth compact manifold, Takens theorem proves a time delayed embedding of the…

Machine Learning · Computer Science 2023-04-12 Charles D. Young , Michael D. Graham

This paper proposes a chaos-based analog-to-information conversion system for the acquisition and reconstruction of sparse analog signals. The sparse signal acts as an excitation term of a continuous-time chaotic system and the compressive…

Information Theory · Computer Science 2015-06-12 Feng Xi , Sheng Yao Chen , Zhong Liu

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 describe a stochastic, dynamical system capable of inference and learning in a probabilistic latent variable model. The most challenging problem in such models - sampling the posterior distribution over latent variables - is proposed to…

Machine Learning · Statistics 2022-07-26 Michael Y. -S. Fang , Mayur Mudigonda , Ryan Zarcone , Amir Khosrowshahi , Bruno A. Olshausen

A new algorithm is presented for reconstructing stochastic nonlinear dynamical models from noisy time-series data. The approach is analytical; consequently, the resulting algorithm does not require an extensive global search for the model…

Other Condensed Matter · Physics 2009-11-10 V. N. Smelyanskiy , D. G. Luchinsky , D. A. Timucin , A. Bandrivskyy

Discrete-time linear time-varying (LTV) systems form a powerful class of models to approximate complex dynamical systems with nonlinear dynamics for the purpose of analysis, design and control. Motivated by inference of spatio-temporal…

Systems and Control · Computer Science 2018-05-23 Roel Dobbe , Stephan Liu , Ye Yuan , Claire Tomlin

Multiscale phenomena that evolve on multiple distinct timescales are prevalent throughout the sciences. It is often the case that the governing equations of the persistent and approximately periodic fast scales are prescribed, while the…

Chaotic Dynamics · Physics 2020-08-19 Jason J. Bramburger , Daniel Dylewsky , J. Nathan Kutz

Dynamical systems are used to model a variety of phenomena in which the bifurcation structure is a fundamental characteristic. Here we propose a statistical machine-learning approach to derive lowdimensional models that automatically…

Quantitative Methods · Quantitative Biology 2015-06-11 Yohei Kondo , Kunihiko Kaneko , Shuji Ishihara

Sparse model identification enables the discovery of nonlinear dynamical systems purely from data; however, this approach is sensitive to noise, especially in the low-data limit. In this work, we leverage the statistical approach of…

Numerical Analysis · Mathematics 2022-05-04 Urban Fasel , J. Nathan Kutz , Bingni W. Brunton , Steven L. Brunton

Identifying and suppressing unknown disturbances to dynamical systems is a problem with applications in many different fields. Here we present a model-free method to identify and suppress an unknown disturbance to an unknown system based…

Systems and Control · Electrical Eng. & Systems 2024-08-22 Juan G. Restrepo , Clayton P. Byers , Per Sebastian Skardal

Sparse regression has recently emerged as an attractive approach for discovering models of spatiotemporally complex dynamics directly from data. In many instances, such models are in the form of nonlinear partial differential equations…

Dynamical Systems · Mathematics 2020-01-29 Patrick A. K. Reinbold , Daniel R. Gurevich , Roman O. Grigoriev

In this paper, we consider robust system identification under sparse outliers and random noises. In this problem, system parameters are observed through a Toeplitz matrix. All observations are subject to random noises and a few are…

Information Theory · Computer Science 2013-05-28 Weiyu Xu , Erwei Bai , Myung Cho