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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

We propose a method for learning dynamical systems from high-dimensional empirical data that combines variational autoencoders and (spatio-)temporal attention within a framework designed to enforce certain scientifically-motivated…

Machine Learning · Computer Science 2023-06-22 Kai Lagemann , Christian Lagemann , Sach Mukherjee

Ordinary differential equations (ODEs) provide a powerful framework for modeling dynamic systems arising in a wide range of scientific domains. However, most existing ODE methods focus on a single system, and do not adequately address the…

Methodology · Statistics 2026-04-08 Shuoxun Xu , Zijian Guo , Brooke R. Staveland , Robert T. Knight , Lexin Li

We introduce a novel grid-independent model for learning partial differential equations (PDEs) from noisy and partial observations on irregular spatiotemporal grids. We propose a space-time continuous latent neural PDE model with an…

Machine Learning · Computer Science 2023-10-27 Valerii Iakovlev , Markus Heinonen , Harri Lähdesmäki

Partial differential equation (PDE)-constrained optimization arises in many scientific and engineering domains, such as energy systems, fluid dynamics and material design. In these problems, the decision variables (e.g., control inputs or…

Machine Learning · Computer Science 2026-01-21 Yusuf Guven , Vincenzo Di Vito , Ferdinando Fioretto

Recent years have seen a growing interest in understanding acceleration methods through the lens of ordinary differential equations (ODEs). Despite the theoretical advancements, translating the rapid convergence observed in continuous-time…

Optimization and Control · Mathematics 2024-06-05 Zhonglin Xie , Wotao Yin , Zaiwen Wen

We propose a data-driven framework for learning reduced-order moment dynamics from PDE-governed systems using Neural ODEs. In contrast to derivative-based methods like SINDy, which necessitate densely sampled data and are sensitive to…

Pattern Formation and Solitons · Physics 2025-06-06 Shaoxuan Chen , Su Yang , Panayotis G. Kevrekidis , Wei Zhu

Advanced deep learning-based approaches have been actively applied to forecast the spatiotemporal physical dynamics governed by partial differential equations (PDEs), which acts as a critical procedure in tackling many science and…

Machine Learning · Computer Science 2026-03-03 Siyang Li , Yize Chen , Yan Guo , Ming Huang , Hui Xiong

Differential equations (DE) constrained optimization plays a critical role in numerous scientific and engineering fields, including energy systems, aerospace engineering, ecology, and finance, where optimal configurations or control…

Machine Learning · Computer Science 2024-10-03 Vincenzo Di Vito , Mostafa Mohammadian , Kyri Baker , Ferdinando Fioretto

End-to-end learning of dynamical systems with black-box models, such as neural ordinary differential equations (ODEs), provides a flexible framework for learning dynamics from data without prescribing a mathematical model for the dynamics.…

Machine Learning · Statistics 2022-06-20 Paidamoyo Chapfuwa , Sherri Rose , Lawrence Carin , Edward Meeds , Ricardo Henao

We consider the problem of learning the dynamics of autonomous linear systems (i.e., systems that are not affected by external control inputs) from observations of multiple trajectories of those systems, with finite sample guarantees.…

Systems and Control · Electrical Eng. & Systems 2022-09-27 Lei Xin , George Chiu , Shreyas Sundaram

Modeling the dynamics of flexible objects has become an emerging topic in the community as these objects become more present in many applications, e.g., soft robotics. Due to the properties of flexible materials, the movements of soft…

Machine Learning · Computer Science 2024-06-18 Kaiyuan Tan , Peilun Li , Thomas Beckers

A central challenge in data-driven model discovery is the presence of hidden, or latent, variables that are not directly measured but are dynamically important. Takens' theorem provides conditions for when it is possible to augment these…

Machine Learning · Computer Science 2022-01-14 Joseph Bakarji , Kathleen Champion , J. Nathan Kutz , Steven L. Brunton

Learning system dynamics from observations is a critical problem in many applications over various real-world complex systems, e.g., climate, ecology, and fluid systems. Recently, neural dynamics modeling method have become a prevalent…

Machine Learning · Computer Science 2026-03-25 Yiming Wang , Zhengnan Zhang , Genghe Zhang , Jiawen Dan , Changchun Li , Chenlong Hu , Chris Nugent , Jun Liu , Ximing Li , Bo Yang

Reliable optimal control is challenging when the dynamics of a nonlinear system are unknown and only infrequent, noisy output measurements are available. This work addresses this setting of limited sensing by formulating a Bayesian prior…

Systems and Control · Electrical Eng. & Systems 2026-05-21 Robert Lefringhausen , Theodor Springer , Sandra Hirche

This article establishes the foundation for a new theory of invariant/integral manifolds for non-autonomous dynamical systems. Current rigorous support for dimensional reduction modelling of slow-fast systems is limited by the rare events…

Dynamical Systems · Mathematics 2022-06-01 A. J. Roberts

The neural ordinary differential equation (ODE) framework has emerged as a powerful tool for developing accelerated surrogate models of complex physical systems governed by partial differential equations (PDEs). A popular approach for PDE…

Fluid Dynamics · Physics 2025-03-26 Ashish S. Nair , Shivam Barwey , Pinaki Pal , Jonathan F. MacArt , Troy Arcomano , Romit Maulik

We study the problem of system identification for stochastic continuous-time dynamics, based on a single finite-length state trajectory. We present a method for estimating the possibly unstable open-loop matrix by employing properly…

Machine Learning · Statistics 2025-09-30 Reza Sadeghi Hafshejani , Mohamad Kazem Shirani Fradonbeh

Invariant measures encode the long-time behaviour of a dynamical system. In this work, we propose an optimization-based method to discover invariant measures directly from data gathered from a system. Our method does not require an explicit…

Dynamical Systems · Mathematics 2025-10-09 Jason J. Bramburger , Giovanni Fantuzzi

Simulating the time evolution of Partial Differential Equations (PDEs) of large-scale systems is crucial in many scientific and engineering domains such as fluid dynamics, weather forecasting and their inverse optimization problems.…

Machine Learning · Computer Science 2022-10-13 Tailin Wu , Takashi Maruyama , Jure Leskovec
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