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The Sparse Identification of Nonlinear Dynamics (SINDy) algorithm can be applied to stochastic differential equations to estimate the drift and the diffusion function using data from a realization of the SDE. The SINDy algorithm requires…

Numerical Analysis · Mathematics 2024-01-29 Mathias Wanner , Igor Mezić

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

The SINDy algorithm has been successfully used to identify the governing equations of dynamical systems from time series data. However, SINDy assumes the user has prior knowledge of the variables in the system and of a function library that…

Machine Learning · Computer Science 2024-01-25 Andrew O'Brien

Identifying governing equations from data is a critical step in the modeling and control of complex dynamical systems. Here, we investigate the data-driven identification of nonlinear dynamical systems with inputs and forcing using…

Dynamical Systems · Mathematics 2016-05-24 Steven L. Brunton , Joshua L. Proctor , J. Nathan Kutz

Harnessing data to discover the underlying governing laws or equations that describe the behavior of complex physical systems can significantly advance our modeling, simulation and understanding of such systems in various science and…

Machine Learning · Computer Science 2021-11-17 Zhao Chen , Yang Liu , Hao Sun

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

Sparse regression on a library of candidate features has developed as the prime method to discover the partial differential equation underlying a spatio-temporal data-set. These features consist of higher order derivatives, limiting model…

Machine Learning · Computer Science 2021-05-05 Gert-Jan Both , Gijs Vermarien , Remy Kusters

I propose a novel framework that integrates stochastic differential equations (SDEs) with deep generative models to improve uncertainty quantification in machine learning applications involving structured and temporal data. This approach,…

Machine Learning · Statistics 2026-01-09 James Rice

This work designs a scalable, parameter-aware sparse regression framework for discovering interpretable partial differential equations and subgrid-scale closures from multi-parameter simulation data. Building on SINDy (Sparse Identification…

Machine Learning · Computer Science 2025-09-03 Hanseul Kang , Ville Vuorinen , Shervin Karimkashi

In this paper, we address the challenge of deriving dynamical models from sparse and noisy data. High-quality data is crucial for symbolic regression algorithms; limited and noisy data can present modeling challenges. To overcome this, we…

Machine Learning · Computer Science 2024-10-14 Junette Hsin , Shubhankar Agarwal , Adam Thorpe , Luis Sentis , David Fridovich-Keil

In the study of complex dynamical systems, understanding and accurately modeling the underlying physical processes is crucial for predicting system behavior and designing effective interventions. Yet real-world systems exhibit pronounced…

Machine Learning · Statistics 2025-07-15 Ridwan Olabiyi , Han Hu , Ashif Iquebal

Complex systems in physics, chemistry, and biology that evolve over time with inherent randomness are typically described by stochastic differential equations (SDEs). A fundamental challenge in science and engineering is to determine the…

Machine Learning · Computer Science 2024-10-23 Qunxi Zhu , Bolin Zhao , Jingdong Zhang , Peiyang Li , Wei Lin

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

Machine learning recently has been used to identify the governing equations for dynamics in physical systems. The promising results from applications on systems such as fluid dynamics and chemical kinetics inspire further investigation of…

Systems and Control · Electrical Eng. & Systems 2019-07-19 Renganathan Subramanian , Shweta Singh

Rheology plays a pivotal role in understanding the flow behavior of fluids by discovering governing equations that relate deformation and stress, known as constitutive equations. Despite the importance of these equations, current methods…

Soft Condensed Matter · Physics 2024-12-06 Takeshi Sato , Souta Miyamoto , Shota Kato

The multiscale and turbulent nature of Earth's atmosphere has historically rendered accurate weather modeling a hard problem. Recently, there has been an explosion of interest surrounding data-driven approaches to weather modeling, which in…

Geophysics · Physics 2025-07-08 Seth Minor , Daniel A. Messenger , Vanja Dukic , David M. Bortz

The SINDy algorithm has been successfully used to identify the governing equations of dynamical systems from time series data. In this paper, we argue that this makes SINDy a potentially useful tool for causal discovery and that existing…

Machine Learning · Computer Science 2023-01-02 Andrew O'Brien , Rosina Weber , Edward Kim

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

Models (i.e., governing equations) are fundamental to science and engineering. Advances in data acquisition now make it possible to extract interpretable, low dimensional descriptions from high dimensional observations. However, existing…

Quantitative Methods · Quantitative Biology 2026-05-19 Michael C. Chung , Tarran Mohan , Purushottam D. Dixit , Juan Guan

Discovering the governing equations of a dynamical system from observed trajectories provides deeper insight into its structure than mere prediction of future states. We present a data-driven approach to model discovery based on…

Computer Vision and Pattern Recognition · Computer Science 2026-05-27 Martin Brückmann , Babette Dellen , Uwe Jaekel
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