English
Related papers

Related papers: Sparsifying Priors for Bayesian Uncertainty Quanti…

200 papers

A general framework for recovering drift and diffusion dynamics from sampled trajectories is presented for the first time for stochastic delay differential equations. The core relies on the well-established SINDy algorithm for the sparse…

Numerical Analysis · Mathematics 2025-08-06 Dimitri Breda , Dajana Conte , Raffaele D'Ambrosio , Ida Santaniello , Muhammad Tanveer

The Sparse Identification of Nonlinear Dynamics (SINDy) framework has been frequently used to discover parsimonious differential equations governing natural and physical systems. This includes recent extensions to SINDy that enable the…

Numerical Analysis · Mathematics 2026-01-21 Mohammed Alanazi , Majid Bani-Yaghoub

The discovery of governing equations from data has been an active field of research for decades. One widely used methodology for this purpose is sparse regression for nonlinear dynamics, known as SINDy. Despite several attempts, noisy and…

Dynamical Systems · Mathematics 2023-09-15 Ali Forootani , Pawan Goyal , Peter Benner

The sparse identification of nonlinear dynamics (SINDy) approach can discover the governing equations of dynamical systems based on measurement data, where the dynamical model is identified as the sparse linear combination of the given…

Data-driven methodologies are nowadays ubiquitous. Their rapid development and spread have led to applications even beyond the traditional fields of science. As far as dynamical systems and differential equations are concerned, neural…

Numerical Analysis · Mathematics 2025-12-05 Dimitri Breda , Xunbi A. Ji , Gábor Orosz , Muhammad Tanveer

Nonlinear dynamics are ubiquitous in science and engineering applications, but the physics of most complex systems is far from being fully understood. Discovering interpretable governing equations from measurement data can help us…

Machine Learning · Computer Science 2022-10-18 Luning Sun , Daniel Zhengyu Huang , Hao Sun , Jian-Xun Wang

SINDy is a method for learning system of differential equations from data by solving a sparse linear regression optimization problem [Brunton et al., 2016]. In this article, we propose an extension of the SINDy method that learns systems of…

Data-driven discovery of model equations is a powerful approach for understanding the behavior of dynamical systems in many scientific fields. In particular, the ability to learn mathematical models from data would benefit systems biology,…

Machine Learning · Computer Science 2025-11-04 G. Pillonetto , A. Giaretta , A. Aravkin , M. Bisiacco , T. Elston

Identifying nonlinear dynamics and characterizing noise from data is critical across science and engineering for understanding and modeling the behavior of the systems accurately. The modified sparse identification of nonlinear dynamics…

Dynamical Systems · Mathematics 2024-10-24 Cristian López , Ángel Naranjo , Diego Salazar , Keegan J. Moore

Identifying the governing equations of a dynamical system is one of the most important tasks for scientific modeling. However, this procedure often requires high-quality spatio-temporal data uniformly sampled on structured grids. In this…

Machine Learning · Computer Science 2025-05-23 Mars Liyao Gao , J. Nathan Kutz , Bernat Font

In this paper, we address the challenge of deriving dynamical models from sparse and noisy data. High-quality data is crucial for symbolic regression algorithms; limited and noisy data can present modeling challenges. To overcome this, we…

Machine Learning · Computer Science 2024-10-14 Junette Hsin , Shubhankar Agarwal , Adam Thorpe , Luis Sentis , David Fridovich-Keil

The Sparse Identification of Nonlinear Dynamics (SINDy) algorithm can be applied to stochastic differential equations to estimate the drift and the diffusion function using data from a realization of the SDE. The SINDy algorithm requires…

Numerical Analysis · Mathematics 2024-01-29 Mathias Wanner , Igor Mezić

Dynamical systems provide a mathematical framework for understanding complex physical phenomena. The mathematical formulation of these systems plays a crucial role in numerous applications; however, it often proves to be quite intricate.…

Dynamical Systems · Mathematics 2023-11-07 Zeyad M. Manaa , Mohammed R. Elbalshy , Ayman M. Abdallah

We develop a data-driven model discovery and system identification technique for spatially-dependent boundary value problems (BVPs). Specifically, we leverage the sparse identification of nonlinear dynamics (SINDy) algorithm and group…

Computational Engineering, Finance, and Science · Computer Science 2021-07-07 Daniel E. Shea , Steven L. Brunton , J. Nathan Kutz

Identifying governing equations from data is a critical step in the modeling and control of complex dynamical systems. Here, we investigate the data-driven identification of nonlinear dynamical systems with inputs and forcing using…

Dynamical Systems · Mathematics 2016-05-24 Steven L. Brunton , Joshua L. Proctor , J. Nathan Kutz

The sparse identification of nonlinear dynamical systems (SINDy) is a data-driven technique employed for uncovering and representing the fundamental dynamics of intricate systems based on observational data. However, a primary obstacle in…

Dynamical Systems · Mathematics 2025-09-23 Ali Forootani , Harshit Kapadia , Sridhar Chellappa , Pawan Goyal , Peter Benner

Discovery of dynamical systems from data forms the foundation for data-driven modeling and recently, structure-preserving geometric perspectives have been shown to provide improved forecasting, stability, and physical realizability…

Machine Learning · Computer Science 2021-09-14 Kookjin Lee , Nathaniel Trask , Panos Stinis

Modern societies have an abundance of data yet good system models are rare. Unfortunately, many of the current system identification and machine learning techniques fail to generalize outside of the training set, producing models that…

Systems and Control · Electrical Eng. & Systems 2023-11-27 Gabriel F. Machado , Morgan Jones

Vortex-induced vibrations (VIV) remain a canonical yet complex manifestation of fluid-structure interactions, where coupled nonlinear dynamics govern the motion of bluff bodies. For several years, we have relied on traditional reduced-order…

Fluid Dynamics · Physics 2026-03-31 Haimi Jha , Hibah Saddal , Chandan Bose

We perform a sparse identification of nonlinear dynamics (SINDy) for low-dimensionalized complex flow phenomena. We first apply the SINDy with two regression methods, the thresholded least square algorithm (TLSA) and the adaptive Lasso…

Fluid Dynamics · Physics 2021-12-08 Kai Fukami , Takaaki Murata , Kai Zhang , Koji Fukagata