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Sparse Identification of Nonlinear Dynamics (SINDy) has been shown to successfully recover governing equations from data; however, this approach assumes the initial condition to be exactly known in advance and is sensitive to noise. In this…

Dynamical Systems · Mathematics 2022-11-23 Baolei Wei

With the rapid increase of available data for complex systems, there is great interest in the extraction of physically relevant information from massive datasets. Recently, a framework called Sparse Identification of Nonlinear Dynamics…

Machine Learning · Statistics 2018-04-18 Lorenzo Boninsegna , Feliks Nüske , Cecilia Clementi

Discovering governing equations of complex dynamical systems directly from data is a central problem in scientific machine learning. In recent years, the sparse identification of nonlinear dynamics (SINDy) framework, powered by heuristic…

Machine Learning · Computer Science 2022-06-02 Dimitris Bertsimas , Wes Gurnee

The Sparse Identification of Nonlinear Dynamics (SINDy) framework is a robust method for identifying governing equations, successfully applied to ordinary, partial, and stochastic differential equations. In this work we extend SINDy to…

Numerical Analysis · Mathematics 2024-12-19 Alessandro Pecile , Nicola Demo , Marco Tezzele , Gianluigi Rozza , Dimitri Breda

Sparse Identification of Nonlinear Dynamics (SINDy) is a method of system discovery that has been shown to successfully recover governing dynamical systems from data (Brunton et al., PNAS, '16; Rudy et al., Sci. Adv. '17). Recently, several…

Numerical Analysis · Mathematics 2021-07-28 Daniel A. Messenger , David M. Bortz

Sparse system identification is the data-driven process of obtaining parsimonious differential equations that describe the evolution of a dynamical system, balancing model complexity and accuracy. There has been rapid innovation in system…

Machine Learning · Computer Science 2023-02-22 Alan A. Kaptanoglu , Lanyue Zhang , Zachary G. Nicolaou , Urban Fasel , Steven L. Brunton

Sparse identification of nonlinear dynamics (SINDy) has been widely used to discover the governing equations of a dynamical system from data. It uses sparse regression techniques to identify parsimonious models of unknown systems from a…

Methodology · Statistics 2026-04-07 Kairui Ding

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…

A general framework for recovering drift and diffusion dynamics from sampled trajectories is presented for the first time for stochastic delay differential equations. The core relies on the well-established SINDy algorithm for the sparse…

Numerical Analysis · Mathematics 2025-08-06 Dimitri Breda , Dajana Conte , Raffaele D'Ambrosio , Ida Santaniello , Muhammad Tanveer

Modern societies have an abundance of data yet good system models are rare. Unfortunately, many of the current system identification and machine learning techniques fail to generalize outside of the training set, producing models that…

Systems and Control · Electrical Eng. & Systems 2023-11-27 Gabriel F. Machado , Morgan Jones

This work is concerned with uncertainty quantification in reduced-order dynamical system identification. Reduced-order models for system dynamics are ubiquitous in design and control applications and recent efforts focus on their…

Systems and Control · Electrical Eng. & Systems 2021-03-10 Prem Ratan Mohan Ram , Ulrich Römer , Richard Semaan

The Sparse Identification of Nonlinear Dynamics (SINDy) is a method for discovering nonlinear dynamical system models from data. Quantifying uncertainty in SINDy models is essential for assessing their reliability, particularly in…

Machine Learning · Computer Science 2025-07-17 Urban Fasel

We propose a probabilistic model discovery method for identifying ordinary differential equations (ODEs) governing the dynamics of observed multivariate data. Our method is based on the sparse identification of nonlinear dynamics (SINDy)…

Dynamical Systems · Mathematics 2021-07-06 Seth M. Hirsh , David A. Barajas-Solano , J. Nathan Kutz

Big data has become a critically enabling component of emerging mathematical methods aimed at the automated discovery of dynamical systems, where first principles modeling may be intractable. However, in many engineering systems, abrupt…

Data Analysis, Statistics and Probability · Physics 2018-08-01 Markus Quade , Markus Abel , J. Nathan Kutz , Steven L. Brunton

Symbolic Regression (SR) is a widely studied field of research that aims to infer symbolic expressions from data. A popular approach for SR is the Sparse Identification of Nonlinear Dynamical Systems (SINDy) framework, which uses sparse…

The sparse identification of nonlinear dynamics (SINDy) has been established as an effective technique to produce interpretable models of dynamical systems from time-resolved state data via sparse regression. However, to model parameterized…

Dynamical Systems · Mathematics 2024-05-15 Javier A. Lemus , Benjamin Herrmann

Accurately modeling the nonlinear dynamics of a system from measurement data is a challenging yet vital topic. The sparse identification of nonlinear dynamics (SINDy) algorithm is one approach to discover dynamical systems models from data.…

Machine Learning · Computer Science 2021-04-28 Kadierdan Kaheman , J. Nathan Kutz , Steven L. Brunton

In order to extract governing equations from time-series data, various approaches are proposed. Among those, sparse identification of nonlinear dynamics (SINDy) stands out as a successful method capable of modeling governing equations with…

Signal Processing · Electrical Eng. & Systems 2024-06-07 Jinho Choi

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

A significant challenge in many fields of science and engineering is making sense of time-dependent measurement data by recovering governing equations in the form of differential equations. We focus on finding parsimonious ordinary…

Machine Learning · Computer Science 2024-10-04 Doris Voina , Steven Brunton , J. Nathan Kutz
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