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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

With the rapid increase of valuable observational, experimental and simulating data for complex systems, great efforts are being devoted to discovering governing laws underlying the evolution of these systems. However, the existing…

Machine Learning · Statistics 2021-02-03 Yang Li , Jinqiao Duan

In order to understand the impact of random influences at physical boundary on the evolution of multiscale systems, a stochastic partial differential equation model under a fast random dynamical boundary condition is investigated. The…

Dynamical Systems · Mathematics 2008-08-07 Wei Wang , Jinqiao Duan

Stochastic dynamical systems are fundamental in state estimation, system identification and control. System models are often provided in continuous time, while a major part of the applied theory is developed for discrete-time systems.…

Dynamical Systems · Mathematics 2014-02-07 Niklas Wahlström , Patrix Axelsson , Fredrik Gustafsson

The study of stochastic systems has received considerable interest over the years. Their dynamics can describe many equilibrium and nonequilibrium fluctuating systems. At the same time, nonequilibrium constraints interact with the time…

Statistical Mechanics · Physics 2011-03-14 David Andrieux

Linear dynamical systems are canonical models for learning-based control of plants with uncertain dynamics. The setting consists of a stochastic differential equation that captures the state evolution of the plant understudy, while the true…

Systems and Control · Electrical Eng. & Systems 2022-01-03 Mohamad Kazem Shirani Faradonbeh , Mohamad Sadegh Shirani Faradonbeh

Dynamical models underpin our ability to understand and predict the behavior of natural systems. Whether dynamical models are developed from first-principles derivations or from observational data, they are predicated on our choice of state…

Machine Learning · Computer Science 2023-01-11 Daniel Floryan , Michael D. Graham

Governing equations are fundamental for describing and predicting dynamic urban geographic systems. Unlike physical systems guided by first principles, urban spatiotemporal phenomena emerge from coupled geographic processes that lack…

Physics and Society · Physics 2026-03-23 Zhongfu Ma , Di Zhu

We present a noise guided trajectory based system identification method for inferring the dynamical structure from observation generated by stochastic differential equations. Our method can handle various kinds of noise, including the case…

Numerical Analysis · Mathematics 2024-03-06 Ziheng Guo , Igor Cialenco , Ming Zhong

Ecosystems display a complex spatial organization. Ecologists have long tried to characterize them by looking at how different measures of biodiversity change across spatial scales. Ecological neutral theory has provided simple predictions…

Populations and Evolution · Quantitative Biology 2017-12-13 Simone Pigolotti , Massimo Cencini , Daniel Molina , Miguel A. Muñoz

Discovering the governing equations of evolving systems from available observations is essential and challenging. In this paper, we consider a new scenario: discovering governing equations from streaming data. Current methods struggle to…

Computational Physics · Physics 2023-07-18 Yuanyuan Li , Kai Wu , Jing Liu

Understanding how systems evolve over time often requires discovering the differential equations that govern their behavior. Automatically learning these equations from experimental data is challenging when the data are noisy or limited,…

Data Analysis, Statistics and Probability · Physics 2025-11-19 Oriol Cabanas-Tirapu , Sergio Cobo-Lopez , Savannah E. Sanchez , Forest L. Rohwer , Marta Sales-Pardo , Roger Guimerà

Extracting governing physics from data is a key challenge in many areas of science and technology. The existing techniques for equations discovery are dependent on both input and state measurements; however, in practice, we only have access…

Data Analysis, Statistics and Probability · Physics 2022-08-12 Tapas Tripura , Souvik Chakraborty

Over the past few years, equation discovery has gained popularity in different fields of science and engineering. However, existing equation discovery algorithms rely on the availability of noisy measurements of the state variables (i.e.,…

Machine Learning · Statistics 2024-07-19 Calvin Alvares , Souvik Chakraborty

Discovering the underlying dynamics of complex systems from data is an important practical topic. Constrained optimization algorithms are widely utilized and lead to many successes. Yet, such purely data-driven methods may bring about…

Dynamical Systems · Mathematics 2023-05-17 Nan Chen , Yinling Zhang

We present an explicit unified stochastic model of fluctuations in population size due to random birth, death, density-dependent competition and environmental fluctuations. Stochastic dynamics provide insight into small populations,…

Populations and Evolution · Quantitative Biology 2008-07-31 Alexei J. Drummond , Peter D. Drummond

Equation learning methods present a promising tool to aid scientists in the modeling process for biological data. Previous equation learning studies have demonstrated that these methods can infer models from rich datasets, however, the…

Despite the advancements in learning governing differential equations from observations of dynamical systems, data-driven methods are often unaware of fundamental physical laws, such as frame invariance. As a result, these algorithms may…

Machine Learning · Computer Science 2024-11-06 Jianke Yang , Wang Rao , Nima Dehmamy , Robin Walters , Rose Yu

We present a principled data-driven strategy for learning deterministic hydrodynamic models directly from stochastic non-equilibrium active particle trajectories. We apply our method to learning a hydrodynamic model for the propagating…

Soft Condensed Matter · Physics 2022-01-24 Suryanarayana Maddu , Quentin Vagne , Ivo F. Sbalzarini

Decision formation in perceptual decision-making involves sensory evidence accumulation instantiated by the temporal integration of an internal decision variable towards some decision criterion or threshold, as described by sequential…

Neurons and Cognition · Quantitative Biology 2024-10-15 Brendan Lenfesty , Saugat Bhattacharyya , KongFatt Wong-Lin