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Learning governing equations allows for deeper understanding of the structure and dynamics of data. We present a random sampling method for learning structured dynamical systems from under-sampled and possibly noisy state-space…

Information Theory · Computer Science 2018-05-14 Hayden Schaeffer , Giang Tran , Rachel Ward , Linan Zhang

With the rapid increase of valuable observational, experimental and simulated data for complex systems, much efforts have been devoted to identifying governing laws underlying the evolution of these systems. Despite the wide applications of…

Machine Learning · Statistics 2021-10-01 Yang Li , Yubin Lu , Shengyuan Xu , Jinqiao Duan

Complex systems in physics, chemistry, and biology that evolve over time with inherent randomness are typically described by stochastic differential equations (SDEs). A fundamental challenge in science and engineering is to determine the…

Machine Learning · Computer Science 2024-10-23 Qunxi Zhu , Bolin Zhao , Jingdong Zhang , Peiyang Li , Wei Lin

One of the pivotal tasks in scientific machine learning is to represent underlying dynamical systems from time series data. Many methods for such dynamics learning explicitly require the derivatives of state data, which are not directly…

Machine Learning · Computer Science 2024-04-17 Dongwei Ye , Mengwu Guo

Recently, extracting data-driven governing laws of dynamical systems through deep learning frameworks has gained a lot of attention in various fields. Moreover, a growing amount of research work tends to transfer deterministic dynamical…

Machine Learning · Statistics 2022-07-05 Cheng Fang , Yubin Lu , Ting Gao , Jinqiao Duan

Mathematical models for complex systems are often accompanied with uncertainties. The goal of this paper is to extract a stochastic differential equation governing model with observation on stationary probability distributions. We develop a…

Dynamical Systems · Mathematics 2023-04-05 Xiaoli Chen , Hui Wang , Jinqiao Duan

There have been growing interests in leveraging experimental measurements to discover the underlying partial differential equations (PDEs) that govern complex physical phenomena. Although past research attempts have achieved great success…

Machine Learning · Computer Science 2023-05-23 Chengping Rao , Pu Ren , Yang Liu , Hao Sun

Dynamical systems are typically governed by a set of linear/nonlinear differential equations. Distilling the analytical form of these equations from very limited data remains intractable in many disciplines such as physics, biology, climate…

Machine Learning · Computer Science 2021-05-18 Fangzheng Sun , Yang Liu , Hao Sun

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

Stochastic processes offer a flexible mathematical formalism to model and reason about systems. Most analysis tools, however, start from the premises that models are fully specified, so that any parameters controlling the system's dynamics…

Systems and Control · Computer Science 2017-01-11 Luca Bortolussi , Guido Sanguinetti

Rapid evolution of sensor technology, advances in instrumentation, and progress in devising data-acquisition softwares/hardwares are providing vast amounts of data for various complex phenomena, ranging from those in atomospheric…

Computational Engineering, Finance, and Science · Computer Science 2023-05-04 Muhammad Sahimi

In many problems of data-driven modeling for dynamical systems, the governing equations are not known a priori and must be selected phenomenologically from a large set of candidate interactions and basis functions. In such situations, point…

Applications · Statistics 2026-04-14 Shuhei Kashiwamura , Yusuke Kato , Hiroshi Kori , Masato Okada

The data-driven recovery of the unknown governing equations of dynamical systems has recently received an increasing interest. However, the identification of governing equations remains challenging when dealing with noisy and partial…

Machine Learning · Computer Science 2021-02-17 Duong Nguyen , Said Ouala , Lucas Drumetz , Ronan Fablet

Discovering governing equations from data is crucial for understanding complex systems in many diverse fields from science to engineering. Yet, there still is a lack of versatile computational toolbox to deal with this long standing…

Chaotic Dynamics · Physics 2026-05-15 Chengzuo Zhuge , Zheng Jiang , Zhefan Xu , Wei Chen

Modeling real-world systems requires accounting for noise - whether it arises from unpredictable fluctuations in financial markets, irregular rhythms in biological systems, or environmental variability in ecosystems. While the behavior of…

Machine Learning · Computer Science 2026-04-08 Matteo Bosso , Giovanni Franzese , Kushal Swamy , Maarten Theulings , Alejandro M. Aragón , Farbod Alijani

We consider the problem of learning stabilizable systems governed by nonlinear state equation $h_{t+1}=\phi(h_t,u_t;\theta)+w_t$. Here $\theta$ is the unknown system dynamics, $h_t $ is the state, $u_t$ is the input and $w_t$ is the…

Machine Learning · Computer Science 2021-11-22 Yahya Sattar , Samet Oymak

Machine learning approaches have been widely used for discovering the underlying physics of dynamical systems from measured data. Existing approaches, however, still lack robustness, especially when the measured data contain a large level…

Computational Engineering, Finance, and Science · Computer Science 2022-06-08 Zhiming Zhang , Yongming Liu

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

Discovering the governing equations of a physical system and designing an effective feedback controller remains one of the most challenging and intensive areas of ongoing research. This task demands a deep understanding of the system…

Machine Learning · Computer Science 2025-08-20 Lakshmi Priya P. K. , Andreas Schwung

Recovering dynamical equations from observed noisy data is the central challenge of system identification. We develop a statistical mechanics approach to analyze sparse equation discovery algorithms, which typically balance data fit and…

Statistical Mechanics · Physics 2025-09-16 Andrei A. Klishin , Joseph Bakarji , J. Nathan Kutz , Krithika Manohar