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Multiscale stochastic dynamical systems have been widely adopted to a variety of scientific and engineering problems due to their capability of depicting complex phenomena in many real world applications. This work is devoted to…

Machine Learning · Statistics 2024-01-02 Lingyu Feng , Ting Gao , Min Dai , Jinqiao Duan

Gaussian process regression is increasingly applied for learning unknown dynamical systems. In particular, the implicit quantification of the uncertainty of the learned model makes it a promising approach for safety-critical applications.…

Machine Learning · Computer Science 2022-06-29 Jan Brüdigam , Martin Schuck , Alexandre Capone , Stefan Sosnowski , Sandra Hirche

We propose a hybrid physics-informed machine learning framework to approximate invariant manifolds (IMs) of discrete-time dynamical systems driven by exogenous autonomous dynamics (exosystems). Such systems appear in applications ranging…

We propose a method for improving the prediction accuracy of learned robot dynamics models on out-of-distribution (OOD) states. We achieve this by leveraging two key sources of structure often present in robot dynamics: 1) sparsity, i.e.,…

Robotics · Computer Science 2024-03-21 Yating Lin , Glen Chou , Dmitry Berenson

Gaussian processes are a versatile framework for learning unknown functions in a manner that permits one to utilize prior information about their properties. Although many different Gaussian process models are readily available when the…

Gaussian processes allow for flexible specification of prior assumptions of unknown dynamics in state space models. We present a procedure for efficient Bayesian learning in Gaussian process state space models, where the representation is…

Computation · Statistics 2016-04-18 Andreas Svensson , Arno Solin , Simo Särkkä , Thomas B. Schön

We introduce a data-driven method for learning the equations of motion of mechanical systems directly from position measurements, without requiring access to velocity data. This is particularly relevant in system identification tasks where…

Systems and Control · Electrical Eng. & Systems 2025-05-28 Martine Dyring Hansen , Elena Celledoni , Benjamin Kwanen Tapley

Accuracy and generalization capabilities are key objectives when learning dynamical system models. To obtain such models from limited data, current works exploit prior knowledge and assumptions about the system. However, the fusion of…

Machine Learning · Statistics 2025-08-22 Björn Volkmann , Jan-Hendrik Ewering , Michael Meindl , Simon F. G. Ehlers , Thomas Seel

We present a novel method for learning reduced-order models of dynamical systems using nonlinear manifolds. First, we learn the manifold by identifying nonlinear structure in the data through a general representation learning problem. The…

Numerical Analysis · Mathematics 2026-05-27 Rudy Geelen , Laura Balzano , Stephen Wright , Karen Willcox

Parameter estimation and trajectory reconstruction for data-driven dynamical systems governed by ordinary differential equations (ODEs) are essential tasks in fields such as biology, engineering, and physics. These inverse problems --…

Machine Learning · Statistics 2025-01-27 Jianhong Chen , Shihao Yang

Differential equations in general and neural ODEs in particular are an essential technique in continuous-time system identification. While many deterministic learning algorithms have been designed based on numerical integration via the…

Machine Learning · Computer Science 2021-10-18 Lenart Treven , Philippe Wenk , Florian Dörfler , Andreas Krause

We present a straightforward and efficient way to control unstable robotic systems using an estimated dynamics model. Specifically, we show how to exploit the differentiability of Gaussian Processes to create a state-dependent linearized…

Robotics · Computer Science 2021-08-03 Ivan D. Jimenez Rodriguez , Ugo Rosolia , Aaron D. Ames , Yisong Yue

This paper presents a machine learning framework (GP-NODE) for Bayesian systems identification from partial, noisy and irregular observations of nonlinear dynamical systems. The proposed method takes advantage of recent developments in…

Machine Learning · Computer Science 2021-03-08 Mohamed Aziz Bhouri , Paris Perdikaris

Mathematical modeling is an essential step, for example, to analyze the transient behavior of a dynamical process and to perform engineering studies such as optimization and control. With the help of first-principles and expert knowledge, a…

Machine Learning · Computer Science 2021-03-30 Pawan Goyal , Peter Benner

Learning and predicting the dynamics of physical systems requires a profound understanding of the underlying physical laws. Recent works on learning physical laws involve generalizing the equation discovery frameworks to the discovery of…

Machine Learning · Statistics 2023-10-11 Tapas Tripura , Souvik Chakraborty

Recently, a novel linear model predictive control algorithm based on a physics-informed Gaussian Process has been introduced, whose realizations strictly follow a system of underlying linear ordinary differential equations with constant…

Optimization and Control · Mathematics 2025-05-01 Adrian Lepp , Jörn Tebbe , Andreas Besginow

This article aims at discovering the unknown variables in the system through data analysis. The main idea is to use the time of data collection as a surrogate variable and try to identify the unknown variables by modeling gradual and sudden…

Methodology · Statistics 2023-10-12 V. Roshan Joseph , William E. Lewis , Henry S. Yuchi , Kathryn A. Maupin

We present a numerical method for learning the dynamics of slow components of unknown multiscale stochastic dynamical systems. While the governing equations of the systems are unknown, bursts of observation data of the slow variables are…

Machine Learning · Computer Science 2024-08-28 Yuan Chen , Dongbin Xiu

Coherent X-ray scattering (CXS) techniques are capable of interrogating dynamics of nano- to mesoscale materials systems at time scales spanning several orders of magnitude. However, obtaining accurate theoretical descriptions of complex…

The identification of a mathematical dynamics model is a crucial step in the designing process of a controller. However, it is often very difficult to identify the system's governing equations, especially in complex environments that…

Systems and Control · Electrical Eng. & Systems 2024-07-01 Tobias Nagel , Marco F. Huber