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Reconstructing ocean dynamics from observational data is fundamentally limited by the sparse, irregular, and Lagrangian nature of spatial sampling, particularly in subsurface and remote regions. This sparsity poses significant challenges…

Atmospheric and Oceanic Physics · Physics 2025-07-10 Niloofar Asefi , Leonard Lupin-Jimenez , Tianning Wu , Ruoying He , Ashesh Chattopadhyay

We propose a method for learning dynamical systems from high-dimensional empirical data that combines variational autoencoders and (spatio-)temporal attention within a framework designed to enforce certain scientifically-motivated…

Machine Learning · Computer Science 2023-06-22 Kai Lagemann , Christian Lagemann , Sach Mukherjee

We propose a sparse regression method capable of discovering the governing partial differential equation(s) of a given system by time series measurements in the spatial domain. The regression framework relies on sparsity promoting…

Pattern Formation and Solitons · Physics 2016-09-22 Samuel H. Rudy , Steven L. Brunton , Joshua L. Proctor , J. Nathan Kutz

Data-driven discovery of emergent dynamics is gaining popularity, particularly in the context of reaction-diffusion systems. These systems are widely studied across various fields, including neuroscience, ecology, epidemiology, and several…

Inference on unknown quantities in dynamical systems via observational data is essential for providing meaningful insight, furnishing accurate predictions, enabling robust control, and establishing appropriate designs for future…

Methodology · Statistics 2018-02-06 M. Chung , M. Binois , R. B. Gramacy , D. J. Moquin , A. P. Smith , A. M. Smith

Recent approaches for modelling dynamics of physical systems with neural networks enforce Lagrangian or Hamiltonian structure to improve prediction and generalization. However, when coordinates are embedded in high-dimensional data such as…

Machine Learning · Computer Science 2022-09-02 Yaofeng Desmond Zhong , Naomi Ehrich Leonard

Experimental data is often affected by uncontrolled variables that make analysis and interpretation difficult. For spatiotemporal systems, this problem is further exacerbated by their intricate dynamics. Modern machine learning methods are…

Computational Physics · Physics 2020-09-16 Peter Y. Lu , Samuel Kim , Marin Soljačić

Automated scientific discovery aims to improve scientific understanding through machine learning. A central approach in this field is symbolic regression, which uses genetic programming or sparse regression to learn interpretable…

Neural and Evolutionary Computing · Computer Science 2026-03-11 Sigur de Vries , Sander W. Keemink , Marcel A. J. van Gerven

Distinguishability and, by extension, observability are key properties of dynamical systems. Establishing these properties is challenging, especially when no analytical model is available and they are to be inferred directly from…

Systems and Control · Electrical Eng. & Systems 2024-06-10 Pierre-François Massiani , Mona Buisson-Fenet , Friedrich Solowjow , Florent Di Meglio , Sebastian Trimpe

Stochastic mechanics is regarded as a physical theory to explain quantum mechanics with classical terms such that some of the quantum mechanics paradoxes can be avoided. Here we propose a new variational principle to uncover more insights…

Quantum Physics · Physics 2025-12-02 Jianhao M. Yang

The article shows how to learn models of dynamical systems from data which are governed by an unknown variational PDE. Rather than employing reduction techniques, we learn a discrete field theory governed by a discrete Lagrangian density…

Numerical Analysis · Mathematics 2023-08-03 Christian Offen , Sina Ober-Blöbaum

In {\em{Holm}, Proc. Roy. Soc. A 471 (2015)} stochastic fluid equations were derived by employing a variational principle with an assumed stochastic Lagrangian particle dynamics. Here we show that the same stochastic Lagrangian dynamics…

Analysis of PDEs · Mathematics 2017-10-25 Colin J Cotter , Georg A Gottwald , Darryl D Holm

The discovery of governing equations from scientific data has the potential to transform data-rich fields that lack well-characterized quantitative descriptions. Advances in sparse regression are currently enabling the tractable…

Other Statistics · Statistics 2022-06-08 Kathleen Champion , Bethany Lusch , J. Nathan Kutz , Steven L. Brunton

Stochastic dynamical systems are ubiquitous in physics, biology, and engineering, where both deterministic drifts and random fluctuations govern system behavior. Learning these dynamics from data is particularly challenging in…

Numerical Analysis · Mathematics 2026-03-10 Ziheng Guo , Igor Cialenco , Ming Zhong

The dynamics of systems of many degrees of freedom evolving on multiple scales are often modeled in terms of stochastic differential equations. Usually the structural form of these equations is unknown and the only manifestation of the…

Methodology · Statistics 2023-04-05 Dimitra Maoutsa

With the rapid increase of valuable observational, experimental and simulating data for complex systems, great efforts are being devoted to discovering governing laws underlying the evolution of these systems. However, the existing…

Machine Learning · Statistics 2021-02-03 Yang Li , Jinqiao Duan

Many complex systems, ranging from migrating cells to animal groups, exhibit stochastic dynamics described by the underdamped Langevin equation. Inferring such an equation of motion from experimental data can provide profound insight into…

Biological Physics · Physics 2026-04-17 David B. Brückner , Pierre Ronceray , Chase P. Broedersz

Available methods for identification of stochastic dynamical systems from input-output data generally impose restricting structural assumptions on either the noise structure in the data-generating system or the possible state probability…

Systems and Control · Electrical Eng. & Systems 2024-05-02 Gerben I. Beintema , Maarten Schoukens , Roland Tóth

We present a stochastic constrained output-feedback data-driven predictive control scheme for linear time-invariant systems subject to bounded additive disturbances. The approach uses data-driven predictors based on an extension of Willems'…

Systems and Control · Electrical Eng. & Systems 2025-10-07 Johannes Teutsch , Sebastian Kerz , Dirk Wollherr , Marion Leibold

We consider data-driven reachability analysis of discrete-time stochastic dynamical systems using conformal inference. We assume that we are not provided with a symbolic representation of the stochastic system, but instead have access to a…

Systems and Control · Electrical Eng. & Systems 2023-09-19 Navid Hashemi , Xin Qin , Lars Lindemann , Jyotirmoy V. Deshmukh