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The quantitative formulation of evolution equations is the backbone for prediction, control, and understanding of dynamical systems across diverse scientific fields. Besides deriving differential equations for dynamical systems based on…

Data Analysis, Statistics and Probability · Physics 2025-01-06 Tim W. Kroll , Oliver Kamps

In this paper, we propose Stoch-IDENT, a novel framework for identifying stochastic partial differential equations (SPDEs) from observational data. Our method can handle linear and nonlinear high-order SPDEs driven by time-dependent Wiener…

Numerical Analysis · Mathematics 2026-04-07 Jianbo Cui , Roy Y. He

Developmental dynamics of multicellular organism is a process that takes place in a multi-stable system in which each attractor state represents a cell type and attractor transitions correspond to cell differentiation paths. This new…

Molecular Networks · Quantitative Biology 2012-06-12 Joseph Xu Zhou , M. D. S. Aliyu , Erik Aurell , Sui Huang

In this article we expand and develop the authors' recent proposed methodology for efficient stochastic superparameterization (SP) algorithms for geophysical turbulence. Geophysical turbulence is characterized by significant intermittent…

Computational Physics · Physics 2013-10-08 Ian Grooms , Andrew J Majda

This paper focuses on a stochastic system identification problem: given time series observations of a stochastic differential equation (SDE) driven by L\'{e}vy $\alpha$-stable noise, estimate the SDE's drift field. For $\alpha$ in the…

Machine Learning · Statistics 2022-12-08 Harish S. Bhat

We propose a fast probabilistic framework for identifying differential equations governing the dynamics of observed data. We recast the SINDy method within a Bayesian framework and use Gaussian approximations for the prior and likelihood to…

Methodology · Statistics 2024-09-24 Lloyd Fung , Urban Fasel , Matthew P. Juniper

Understanding and predicting complex dynamics in accelerators is necessary for their successful operation. A grand challenge in accelerator physics is to develop predictive virtual accelerators that mitigate design cost and schedule risk.…

Accelerator Physics · Physics 2024-10-21 Liam A. Pocher , Irving Haber , Thomas M. Antonsen , Patrick G. O'Shea

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…

Machine Learning · Statistics 2023-08-09 Yang Li , Shenglan Yuan , Shengyuan Xu

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

Periodic orbits are among the simplest non-equilibrium solutions to dynamical systems, and they play a significant role in our modern understanding of the rich structures observed in many systems. For example, it is known that embedded…

Dynamical Systems · Mathematics 2021-03-18 Jason J. Bramburger , J. Nathan Kutz , Steven L. Brunton

In this work, we revisit dictionary-based sparse regression, in particular, Sequential Threshold Least Squares (STLS), and propose a score-guided library selection to provide practical guidance for data-driven modeling, with emphasis on…

Machine Learning · Statistics 2025-12-17 Hangjun Cho , Fabio V. G. Amaral , Andrei A. Klishin , Cassio M. Oishi , Steven L. Brunton

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

Trajectory optimization of a controlled dynamical system is an essential part of autonomy, however many trajectory optimization techniques are limited by the fidelity of the underlying parametric model. In the field of robotics, a lack of…

Systems and Control · Computer Science 2017-02-17 Manan Gandhi , Yunpeng Pan , Evangelos Theodorou

This paper studies the sparse identification problem of unknown sparse parameter vectors in stochastic dynamic systems. Firstly, a novel sparse identification algorithm is proposed, which can generate sparse estimates based on least squares…

Optimization and Control · Mathematics 2024-04-02 Ziming Wang , Xinghua Zhu

In this document, some general results in approximation theory and matrix analysis with applications to sparse identification of time series models and nonlinear discrete-time dynamical systems are presented. The aforementioned theoretical…

Numerical Analysis · Mathematics 2021-08-04 Fredy Vides

Recent progress in autoencoder-based sparse identification of nonlinear dynamics (SINDy) under $\ell_1$ constraints allows joint discoveries of governing equations and latent coordinate systems from spatio-temporal data, including simulated…

Machine Learning · Computer Science 2022-11-22 L. Mars Gao , J. Nathan Kutz

This paper introduces the Parsimonious Dynamic Mode Decomposition (parsDMD), a novel algorithm designed to automatically select an optimally sparse subset of dynamic modes for both spatiotemporal and purely temporal data. By incorporating…

Methodology · Statistics 2024-12-02 Arpan Das , Pier Marzocca , Oleg Levinski

Partial Information Decomposition (PID) is a principled and flexible method to unveil complex high-order interactions in multi-unit network systems. Though being defined exclusively for random variables, PID is ubiquitously applied to…

Physics-informed neural networks (PINNs) were recently proposed in [1] as an alternative way to solve partial differential equations (PDEs). A neural network (NN) represents the solution while a PDE-induced NN is coupled to the solution NN,…

Computational Physics · Physics 2019-10-22 Xiaoli Chen , Jinqiao Duan , George Em Karniadakis

Forced oscillations may jeopardize the secure operation of power systems. To mitigate forced oscillations, locating the sources is critical. In this paper, leveraging on Sparse Identification of Nonlinear Dynamics (SINDy), an online purely…

Systems and Control · Electrical Eng. & Systems 2022-07-13 Yaojie Cai , Xiaozhe Wang , Geza Joos , Innocent Kamwa
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