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In recent years, identification of nonlinear dynamical systems from data has become increasingly popular. Sparse regression approaches, such as Sparse Identification of Nonlinear Dynamics (SINDy), fostered the development of novel governing…

Machine Learning · Statistics 2022-03-21 Alexandre Cortiella , Kwang-Chun Park , Alireza Doostan

This paper proposes a sparse regression strategy for discovery of ordinary differential equations from incomplete and noisy data. Inference is performed over both equation parameters and state variables using a statistically motivated…

Dynamical Systems · Mathematics 2026-02-18 Teddy Meissner , Karl Glasner

Data-driven discovery of governing equations has advanced significantly in recent years; however, existing methods often struggle in multiscale systems where dynamically significant terms may have small coefficients. Therefore, we propose…

Machine Learning · Computer Science 2026-04-21 Zhenhua Dang , Lei Zhang , Long Wang , Guowei He

System identification, the process of deriving mathematical models of dynamical systems from observed input-output data, has undergone a paradigm shift with the advent of learning-based methods. Addressing the intricate challenges of…

Machine Learning · Computer Science 2024-12-17 Arunabh Singh , Joyjit Mukherjee

We develop a data-driven model discovery and system identification technique for spatially-dependent boundary value problems (BVPs). Specifically, we leverage the sparse identification of nonlinear dynamics (SINDy) algorithm and group…

Computational Engineering, Finance, and Science · Computer Science 2021-07-07 Daniel E. Shea , Steven L. Brunton , J. Nathan Kutz

Temporal variations in biological systems and more generally in natural sciences are typically modelled as a set of Ordinary, Partial, or Stochastic Differential or Difference Equations. Algorithms for learning the structure and the…

Molecular Networks · Quantitative Biology 2019-01-23 Yannis Pantazis , Ioannis Tsamardinos

Neural Ordinary Differential Equations (NODEs) have proven successful in learning dynamical systems in terms of accurately recovering the observed trajectories. While different types of sparsity have been proposed to improve robustness, the…

Machine Learning · Computer Science 2022-10-27 Hananeh Aliee , Till Richter , Mikhail Solonin , Ignacio Ibarra , Fabian Theis , Niki Kilbertus

Identifying nonlinear dynamics and characterizing noise from data is critical across science and engineering for understanding and modeling the behavior of the systems accurately. The modified sparse identification of nonlinear dynamics…

Dynamical Systems · Mathematics 2024-10-24 Cristian López , Ángel Naranjo , Diego Salazar , Keegan J. Moore

Despite the recent proliferation of machine learning methods like SINDy that promise automatic discovery of governing equations from time-series data, there remain significant challenges to discovering models from noisy datasets. One reason…

Methodology · Statistics 2025-08-01 Lloyd Fung

Identifying governing equations in physical and biological systems from datasets remains a long-standing challenge across various scientific disciplines, providing mechanistic insights into complex system evolution. Common methods like…

Dynamical Systems · Mathematics 2025-02-28 Mehrdad Anvari , Hamidreza Marasi , Hossein Kheiri

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

We compare the efficiency and ease-of-use of the Sparse Identification of Nonlinear Dynamics (SINDy) algorithm and Sparse Physics-Informed Discovery of Empirical Relations (SPIDER) framework in recovering the relevant governing equations…

Solar and Stellar Astrophysics · Physics 2025-05-16 Christopher J. Wareing , Alasdair T. Roy , Matthew Golden , Roman O. Grigoriev , Steven M. Tobias

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

Sparse Identification of Nonlinear Dynamics (SINDy) has become a standard methodology for inferring governing equations of dynamical systems from observed data using statistical modeling. However, classical SINDy approaches rely on…

Methodology · Statistics 2025-07-24 Aliaksandr Hubin

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

We present a weak formulation and discretization of the system discovery problem from noisy measurement data. This method of learning differential equations from data fits into a new class of algorithms that replace pointwise derivative…

Numerical Analysis · Mathematics 2022-05-03 Daniel A. Messenger , David M. Bortz

We develop an all-at-once modeling framework for learning systems of ordinary differential equations (ODE) from scarce, partial, and noisy observations of the states. The proposed methodology amounts to a combination of sparse recovery…

This paper presents ``randomized SINDy", a sequential machine learning algorithm designed for dynamic data that has a time-dependent structure. It employs a probabilistic approach, with its PAC learning property rigorously proven through…

Machine Learning · Statistics 2026-04-20 Dorival Leão , Reiko Aoki , Alberto Ohashi , Teh Led Red

This paper addresses the problem of identifying sparse linear time-invariant (LTI) systems from a single sample trajectory generated by the system dynamics. We introduce a Lasso-like estimator for the parameters of the system, taking into…

Systems and Control · Computer Science 2019-04-23 Salar Fattahi , Nikolai Matni , Somayeh Sojoudi

We extend the data-driven method of Sparse Identification of Nonlinear Dynamics (SINDy) developed by Brunton et al, Proc. Natl. Acad. Sci USA 113 (2016) to the case of delay differential equations (DDEs). This is achieved in a bilevel…

Dynamical Systems · Mathematics 2022-12-14 Antoine Sandoz , Verena Ducret , Georg A. Gottwald , Gilles Vilmart , Karl Perron
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