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Model-based approaches for (bio)process systems often suffer from incomplete knowledge of the underlying physical, chemical, or biological laws. Universal differential equations, which embed neural networks within differential equations,…
Data-driven modeling is useful for reconstructing nonlinear dynamical systems when the underlying process is unknown or too expensive to compute. Having reliable uncertainty assessment of the forecast enables tools to be deployed to predict…
This article presents a general framework for recovering missing dynamical systems using available data and machine learning techniques. The proposed framework reformulates the prediction problem as a supervised learning problem to…
Many real world systems exhibit a quasi linear or weakly nonlinear behavior during normal operation, and a hard saturation effect for high peaks of the input signal. In this paper, a methodology to identify a parsimonious discrete-time…
To improve the physical understanding and the predictions of complex dynamic systems, such as ocean dynamics and weather predictions, it is of paramount interest to identify interpretable models from coarsely and off-grid sampled…
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…
In deep learning it is common to overparameterize neural networks, that is, to use more parameters than training samples. Quite surprisingly training the neural network via (stochastic) gradient descent leads to models that generalize very…
Discovering the unknown governing equations of grid-connected inverters from external measurements holds significant attraction for analyzing modern inverter-intensive power systems. However, existing methods struggle to balance the…
We develop a data-driven method, based on semi-supervised classification, to predict the asymptotic state of multistable systems when only sparse spatial measurements of the system are feasible. Our method predicts the asymptotic behavior…
Latent dynamics discovery is challenging in extracting complex dynamics from high-dimensional noisy neural data. Many dimensionality reduction methods have been widely adopted to extract low-dimensional, smooth and time-evolving latent…
This paper develops alternative hyperparameters for specifying sparse Recurrent Neural Networks (RNNs). These hyperparameters allow for varying sparsity within the trainable weight matrices of the model while improving overall performance.…
We present a Bayesian non-parametric way of inferring stochastic differential equations for both regression tasks and continuous-time dynamical modelling. The work has high emphasis on the stochastic part of the differential equation, also…
This paper leverages recent advances in high derivatives reconstruction from noisy-time series and sparse multivariate polynomial identification in order to improve the process of parsimoniously identifying, from a small amount of data,…
A new approach for the weak noise analysis of exit problems removes an intrinsic contradiction of an existing method. It applies for both the mean time and the location of the exits; novel outcomes mainly concern the exits from entire…
Identifying governing equations for a dynamical system is a topic of critical interest across an array of disciplines, from mathematics to engineering to biology. Machine learning -- specifically deep learning -- techniques have shown their…
We develop a quasilinear theory of the Vlasov equation in order to describe the approach of systems with long-range interactions to quasi-stationary states. We derive a diffusion equation governing the evolution of the velocity distribution…
The mean exit time escaping basin of attraction in the presence of white noise is of practical importance in various scientific fields. In this work, we propose a strategy to control mean exit time of general stochastic dynamical systems to…
Gaussian process regression is a powerful Bayesian nonlinear regression method. Recent research has enabled the capture of many types of observations using non-Gaussian likelihoods. To deal with various tasks in spatial modeling, we benefit…
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…
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)…