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We consider the data-driven discovery of governing equations from time-series data in the limit of high noise. The algorithms developed describe an extensive toolkit of methods for circumventing the deleterious effects of noise in the…

Machine Learning · Computer Science 2022-01-03 Charles B. Delahunt , J. Nathan Kutz

In recent years there has been a push to discover the governing equations dynamical systems directly from measurements of the state, often motivated by systems that are too complex to directly model. Although there has been substantial work…

Optimization and Control · Mathematics 2023-01-10 Jeffrey M. Hokanson , Gianluca Iaccarino , Alireza Doostan

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

Inferring the structure and dynamics of network models is critical to understanding the functionality and control of complex systems, such as metabolic and regulatory biological networks. The increasing quality and quantity of experimental…

Dynamical Systems · Mathematics 2016-05-27 Niall M. Mangan , Steven L. Brunton , Joshua L. Proctor , J. Nathan Kutz

The discovery of governing differential equations from data is an open frontier in machine learning. The sparse identification of nonlinear dynamics (SINDy) \citep{brunton_discovering_2016} framework enables data-driven discovery of…

Machine Learning · Computer Science 2023-10-10 Mozes Jacobs , Bingni W. Brunton , Steven L. Brunton , J. Nathan Kutz , Ryan V. Raut

Identification of nonlinear dynamical systems has been popularized by sparse identification of the nonlinear dynamics (SINDy) via the sequentially thresholded least squares (STLS) algorithm. Many extensions SINDy have emerged in the…

Machine Learning · Computer Science 2023-08-04 Shawn L. Kiser , Mikhail Guskov , Marc Rébillat , Nicolas Ranc

Many dynamical systems exhibit oscillatory behavior that can be modeled with differential equations. Recently, these equations have increasingly been derived through data-driven methods, including the transparent technique known as Sparse…

Adaptation and Self-Organizing Systems · Physics 2024-07-03 Bartosz Prokop , Nikita Frolov , Lendert Gelens

Identifying Ordinary Differential Equations (ODEs) from measurement data requires both fitting the dynamics and assimilating, either implicitly or explicitly, the measurement data. The Sparse Identification of Nonlinear Dynamics (SINDy)…

Dynamical Systems · Mathematics 2024-05-07 Jacob Stevens-Haas , Yash Bhangale , Aleksandr Aravkin , Nathan Kutz

This paper studies the sparse identification problem of unknown sparse parameter vectors in stochastic dynamic systems. Firstly, a novel sparse identification algorithm is proposed, which can generate sparse estimates based on least squares…

Optimization and Control · Mathematics 2024-04-02 Ziming Wang , Xinghua Zhu

We present a novel extension of the SINDy framework to delay differential equations with {\it distributed delays} and {\it renewal equations}, where typically the dependence from the past manifests via integrals in which the history is…

Dynamical Systems · Mathematics 2025-12-25 Dimitri Breda , Muhammad Tanveer , Jianhong Wu

This paper leverages recent advances in high derivatives reconstruction from noisy-time series and sparse multivariate polynomial identification in order to improve the process of parsimoniously identifying, from a small amount of data,…

Systems and Control · Electrical Eng. & Systems 2025-09-23 Mazen Alamir

We present a pragmatic approach to the sparse identification of nonlinear dynamics for systems with discrete delays. It relies on approximating the underlying delay model with a system of ordinary differential equations via pseudospectral…

Dynamical Systems · Mathematics 2024-08-06 Enrico Bozzo , Dimitri Breda , Muhammad Tanveer

This paper presents an online algorithm for identification of partial differential equations (PDEs) based on the weak-form sparse identification of nonlinear dynamics algorithm (WSINDy). The algorithm is online in a sense that if performs…

Optimization and Control · Mathematics 2022-03-09 Daniel A. Messenger , Emiliano Dall'Anese , David M. Bortz

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

In this paper, we give an in-depth error analysis for surrogate models generated by a variant of the Sparse Identification of Nonlinear Dynamics (SINDy) method. We start with an overview of a variety of non-linear system identification…

Numerical Analysis · Mathematics 2024-09-21 Benjamin Russo , M. Paul Laiu

This work proposes an iterative sparse-regularized regression method to recover governing equations of nonlinear dynamical systems from noisy state measurements. The method is inspired by the Sparse Identification of Nonlinear Dynamics…

Machine Learning · Statistics 2021-02-24 Alexandre Cortiella , Kwang-Chun Park , Alireza Doostan

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

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…

We develop a weak-form sparse identification method for interacting particle systems (IPS) with the primary goals of reducing computational complexity for large particle number $N$ and offering robustness to either intrinsic or extrinsic…

Machine Learning · Statistics 2022-07-20 Daniel A. Messenger , David M. Bortz

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