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Motivated by recent progress in data assimilation, we develop an algorithm to dynamically learn the parameters of a chaotic system from partial observations. Under reasonable assumptions, we rigorously establish the convergence of this…

Classical Analysis and ODEs · Mathematics 2021-08-20 Elizabeth Carlson , Joshua Hudson , Adam Larios , Vincent R. Martinez , Eunice Ng , Jared P. Whitehead

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

Discovering mathematical models that characterize the observed behavior of dynamical systems remains a major challenge, especially for systems in a chaotic regime. The challenge is even greater when the physics underlying such systems is…

Computational Physics · Physics 2023-12-25 Mario De Florio , Ioannis G. Kevrekidis , George Em Karniadakis

We address the issue of how to identify the equations of a largely unknown chaotic system from knowledge about its state evolution. The technique can be applied to the estimation of parameters that drift slowly with time. To accomplish…

Disordered Systems and Neural Networks · Physics 2009-09-17 Francesco Sorrentino , Edward Ott

Many natural systems exhibit chaotic behaviour such as the weather, hydrology, neuroscience and population dynamics. Although many chaotic systems can be described by relatively simple dynamical equations, characterizing these systems can…

Dynamical Systems · Mathematics 2022-06-15 H. Ribera , S. Shirman , A. V. Nguyen , N. M. Mangan

Time-varying linear state-space models are powerful tools for obtaining mathematically interpretable representations of neural signals. For example, switching and decomposed models describe complex systems using latent variables that evolve…

The identification of the governing equations of chaotic dynamical systems from data has recently emerged as a hot topic. While the seminal work by Brunton et al. reported proof-of-concepts for idealized observation setting for…

Machine Learning · Computer Science 2019-03-26 Duong Nguyen , Said Ouala , Lucas Drumetz , Ronan Fablet

We investigate a possibility of realization of structurally stable chaotic dynamics in neural systems. The considered model of interacting neurons consists of a pair of coupled FitzHugh-Nagumo systems, with the parameters being periodically…

Chaotic Dynamics · Physics 2017-03-07 Alexey Yu. Jalnine

Likelihood-based inference in stochastic non-linear dynamical systems, such as those found in chemical reaction networks and biological clock systems, is inherently complex and has largely been limited to small and unrealistically simple…

Computation · Statistics 2024-07-08 Ben Swallow , David A. Rand , Giorgos Minas

We consider a stochastic perturbation of a FitzHugh-Nagumo system. We show that it is possible to generate oscillations for values of parameters which do not allow oscillations for the deterministic system. We also study the appearance of a…

Data Structures and Algorithms · Computer Science 2009-06-16 Catherine Doss , Michèle Thieullen

The literature is rich with studies, analyses, and examples on parameter estimation for describing the evolution of chaotic dynamical systems based on measurements, even when only partial information is available through observations.…

Chaotic Dynamics · Physics 2025-08-07 Michele Baia , Tommaso Matteuzzi , Franco Bagnoli

The forecasting and computation of the stability of chaotic systems from partial observations are tasks for which traditional equation-based methods may not be suitable. In this computational paper, we propose data-driven methods to (i)…

Adaptation and Self-Organizing Systems · Physics 2023-09-26 Elise Özalp , Georgios Margazoglou , Luca Magri

Nudging is an empirical data assimilation technique that incorporates an observation-driven control term into the model dynamics. The trajectory of the nudged system approaches the true system trajectory over time, even when the initial…

Machine Learning · Computer Science 2025-08-11 Jaemin Oh , Jinsil Lee , Youngjoon Hong

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

The observation and description of collective excitations in solids is a fundamental issue when seeking to understand the physics of a many-body system. Analysis of these excitations is usually carried out by measuring the dynamical…

Chaos and oscillations continue to capture the interest of both the scientific and public domains. Yet despite the importance of these qualitative features, most attempts at constructing mathematical models of such phenomena have taken an…

Systems exhibiting nonlinear dynamics, including but not limited to chaos, are ubiquitous across Earth Sciences such as Meteorology, Hydrology, Climate and Ecology, as well as Biology such as neural and cardiac processes. However, System…

Machine Learning · Computer Science 2020-08-14 Nishant Yadav , Sai Ravela , Auroop R. Ganguly

We leverage data-driven model discovery methods to determine the governing equations for the emergent behavior of heterogeneous networked dynamical systems. Specifically, we consider networks of coupled nonlinear oscillators whose…

Dynamical Systems · Mathematics 2022-05-24 Katherine Owens , J. Nathan Kutz

We consider the problem of forecasting complex, nonlinear space-time processes when observations provide only partial information of on the system's state. We propose a natural data-driven framework, where the system's dynamics are modelled…

Systems and Control · Computer Science 2019-03-01 Ibrahim Ayed , Emmanuel de Bézenac , Arthur Pajot , Julien Brajard , Patrick Gallinari

A new algorithm is presented for reconstructing stochastic nonlinear dynamical models from noisy time-series data. The approach is analytical; consequently, the resulting algorithm does not require an extensive global search for the model…

Other Condensed Matter · Physics 2009-11-10 V. N. Smelyanskiy , D. G. Luchinsky , D. A. Timucin , A. Bandrivskyy
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