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Stochastic dynamical systems are ubiquitous in physics, biology, and engineering, where both deterministic drifts and random fluctuations govern system behavior. Learning these dynamics from data is particularly challenging in…

Numerical Analysis · Mathematics 2026-03-10 Ziheng Guo , Igor Cialenco , Ming Zhong

In applications of nonlinear and complex dynamical systems, a common situation is that the system can be measured but its structure and the detailed rules of dynamical evolution are unknown. The inverse problem is to determine the system…

Dynamical Systems · Mathematics 2021-09-15 Ying-Cheng Lai

Macroscopic traffic flow is stochastic, but the physics-informed deep learning methods currently used in transportation literature embed deterministic PDEs and produce point-valued outputs; the stochasticity of the governing dynamics plays…

Systems and Control · Electrical Eng. & Systems 2026-03-11 Wuping Xin

The behavior of many dynamical systems follow complex, yet still unknown partial differential equations (PDEs). While several machine learning methods have been proposed to learn PDEs directly from data, previous methods are limited to…

Machine Learning · Computer Science 2021-02-01 Valerii Iakovlev , Markus Heinonen , Harri Lähdesmäki

Failures are challenging for learning to control physical systems since they risk damage, time-consuming resets, and often provide little gradient information. Adding safety constraints to exploration typically requires a lot of prior…

Machine Learning · Computer Science 2019-10-08 Steve Heim , Alexander von Rohr , Sebastian Trimpe , Alexander Badri-Spröwitz

While there is currently a lot of enthusiasm about "big data", useful data is usually "small" and expensive to acquire. In this paper, we present a new paradigm of learning partial differential equations from {\em small} data. In…

Artificial Intelligence · Computer Science 2018-01-17 Maziar Raissi , George Em Karniadakis

Predictive dynamical models for marine ecosystems are used for a variety of needs. Due to sparse measurements and limited understanding of the myriad of ocean processes, there is however significant uncertainty. There is model uncertainty…

Computational Engineering, Finance, and Science · Computer Science 2023-06-06 Abhinav Gupta , Pierre F. J. Lermusiaux

We present a stochastic constrained output-feedback data-driven predictive control scheme for linear time-invariant systems subject to bounded additive disturbances. The approach uses data-driven predictors based on an extension of Willems'…

Systems and Control · Electrical Eng. & Systems 2025-10-07 Johannes Teutsch , Sebastian Kerz , Dirk Wollherr , Marion Leibold

We show a data-driven approach to discover the underlying structural form of the mathematical equation governing the dynamics of multiple but similar systems induced by the same mechanisms. This approach hinges on theories that we lay out…

Neural and Evolutionary Computing · Computer Science 2019-08-29 Changwei Loh , Daniel Schneegass , Pengwei Tian

The dynamics of systems of many degrees of freedom evolving on multiple scales are often modeled in terms of stochastic differential equations. Usually the structural form of these equations is unknown and the only manifestation of the…

Methodology · Statistics 2023-04-05 Dimitra Maoutsa

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

Complex systems in science and engineering sometimes exhibit behavior that changes across different regimes. Traditional global models struggle to capture the full range of this complex behavior, limiting their ability to accurately…

Machine Learning · Computer Science 2023-07-24 Okezzi F. Ukorigho , Opeoluwa Owoyele

The discovery of partial differential equations (PDEs) is a challenging task that involves both theoretical and empirical methods. Machine learning approaches have been developed and used to solve this problem; however, it is important to…

Machine Learning · Statistics 2023-06-09 Kalpesh More , Tapas Tripura , Rajdip Nayek , Souvik Chakraborty

Most common mechanistic models are traditionally presented in mathematical forms to explain a given physical phenomenon. Machine learning algorithms, on the other hand, provide a mechanism to map the input data to output without explicitly…

Machine Learning · Computer Science 2020-12-22 Waad Subber , Piyush Pandita , Sayan Ghosh , Genghis Khan , Liping Wang , Roger Ghanem

Gaining and understanding the flow dynamics have much importance in a wide range of disciplines, e.g. astrophysics, geophysics, biology, mechanical engineering and biomedical engineering. As a reliable way in practice, especially for…

Fluid Dynamics · Physics 2022-06-22 Hui Xu , Wei Zhang , Yong Wang

We present a method for incorporating a stochastic point of view into physics exercises of mathematics education. The core of our method is the randomization of some inputs, the system model used does not differ from what we would use in…

Physics Education · Physics 2025-09-16 Matyas Barczy , Imre Kocsis , Csaba Gábor Kézi

When monitoring the dynamics of stochastic systems, such as interacting particles agitated by thermal noise, disentangling deterministic forces from Brownian motion is challenging. Indeed, we show that there is an information-theoretic…

Soft Condensed Matter · Physics 2020-04-16 Anna Frishman , Pierre Ronceray

The modern machine learning methods allow one to obtain the data-driven models in various ways. However, the more complex the model is, the harder it is to interpret. In the paper, we describe the algorithm for the mathematical equations…

Neural and Evolutionary Computing · Computer Science 2021-09-09 Alexander Hvatov , Mikhail Maslyaev

Deriving governing equations in Electromagnetic (EM) environment based on first principles can be quite tough when there are some unknown sources of noise and other uncertainties in the system. For nonlinear multiple-physics electromagnetic…

Computational Physics · Physics 2019-10-31 Bing Xiong , Haiyang Fu , Feng Xu , Yaqiu Jin

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