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Irregular sampling intervals and missing values in real-world time series data present challenges for conventional methods that assume consistent intervals and complete data. Neural Ordinary Differential Equations (Neural ODEs) offer an…

Machine Learning · Computer Science 2025-01-28 YongKyung Oh , Dong-Young Lim , Sungil Kim

Many time series are effectively generated by a combination of deterministic continuous flows along with discrete jumps sparked by stochastic events. However, we usually do not have the equation of motion describing the flows, or how they…

Machine Learning · Computer Science 2020-01-09 Junteng Jia , Austin R. Benson

We present a novel approach (DyNODE) that captures the underlying dynamics of a system by incorporating control in a neural ordinary differential equation framework. We conduct a systematic evaluation and comparison of our method and…

Machine Learning · Computer Science 2020-09-10 Victor M. Martinez Alvarez , Rareş Roşca , Cristian G. Fălcuţescu

Measurement noise is an integral part while collecting data of a physical process. Thus, noise removal is necessary to draw conclusions from these data, and it often becomes essential to construct dynamical models using these data. We…

Machine Learning · Computer Science 2022-05-20 Pawan Goyal , Peter Benner

The idea of neural Ordinary Differential Equations (ODE) is to approximate the derivative of a function (data model) instead of the function itself. In residual networks, instead of having a discrete sequence of hidden layers, the…

Computer Vision and Pattern Recognition · Computer Science 2022-09-20 Seyedalireza Khoshsirat , Chandra Kambhamettu

Neural operators have emerged as promising surrogate models for solving partial differential equations (PDEs), but struggle to generalise beyond training distributions and are often constrained to a fixed temporal discretisation. This work…

Automated analysis of complex systems based on multiple readouts remains a challenge. Change point detection algorithms are aimed to locating abrupt changes in the time series behaviour of a process. In this paper, we present a novel change…

Machine Learning · Computer Science 2023-10-05 Artem Ryzhikov , Mikhail Hushchyn , Denis Derkach

Modeling sequential patterns from data is at the core of various time series forecasting tasks. Deep learning models have greatly outperformed many traditional models, but these black-box models generally lack explainability in prediction…

Machine Learning · Computer Science 2023-05-23 Yingtao Luo , Chang Xu , Yang Liu , Weiqing Liu , Shun Zheng , Jiang Bian

We describe a paradigm for multiscale modeling that combines the Mori-Zwanzig (MZ) formalism of Statistical Mechanics with the Variational Multiscale (VMS) method. The MZ-VMS approach leverages both VMS scale-separation projectors as well…

Numerical Analysis · Mathematics 2017-12-29 Eric J. Parish , Karthik Duraisamy

Identifying the governing equations of a nonlinear dynamical system is key to both understanding the physical features of the system and constructing an accurate model of the dynamics that generalizes well beyond the available data. We…

Machine Learning · Computer Science 2022-08-16 Peter Y. Lu , Joan Ariño , Marin Soljačić

We propose a new approach to learning the subgrid-scale model when simulating partial differential equations (PDEs) solved by the method of lines and their representation in chaotic ordinary differential equations, based on neural ordinary…

Numerical Analysis · Mathematics 2023-04-14 Shinhoo Kang , Emil M. Constantinescu

We introduce a methodology for seeking conservation laws within a Hamiltonian dynamical system, which we term ``neural deflation''. Inspired by deflation methods for steady states of dynamical systems, we propose to {iteratively} train a…

Pattern Formation and Solitons · Physics 2023-03-29 Wei Zhu , Hong-Kun Zhang , P. G. Kevrekidis

Consider an unknown nonlinear dynamical system that is known to be dissipative. The objective of this paper is to learn a neural dynamical model that approximates this system, while preserving the dissipativity property in the model. In…

Machine Learning · Computer Science 2024-04-09 Yuezhu Xu , S. Sivaranjani

Rapidly developing machine learning methods has stimulated research interest in computationally reconstructing differential equations (DEs) from observational data which may provide additional insight into underlying causative mechanisms.…

Machine Learning · Computer Science 2026-05-12 Mingtao Xia , Xiangting Li , Qijing Shen , Tom Chou

The purpose of this article is to provide a perspective -- admittedly, a rather subjective one -- of recent developments at the interface of machine learning/data-driven methods and nonlinear wave studies. We review some recent pillars of…

Pattern Formation and Solitons · Physics 2026-04-15 Jimmie Adriazola , Panayotis G. Kevrekidis , Vassilis Koukouloyannis , Wei Zhu

Stochastic differential equations (SDEs) are a staple of mathematical modelling of temporal dynamics. However, a fundamental limitation has been that such models have typically been relatively inflexible, which recent work introducing…

Machine Learning · Computer Science 2021-05-12 Patrick Kidger , James Foster , Xuechen Li , Harald Oberhauser , Terry Lyons

Continuous-time neural processes are performant sequential decision-makers that are built by differential equations (DE). However, their expressive power when they are deployed on computers is bottlenecked by numerical DE solvers. This…

Developing reduced-order models for turbulent flows, which contain dynamics over a wide range of scales, is an extremely challenging problem. In statistical mechanics, the Mori-Zwanzig (MZ) formalism provides a mathematically formal…

Fluid Dynamics · Physics 2021-12-22 Yifeng Tian , Yen Ting Lin , Marian Anghel , Daniel Livescu

A critical challenge in the data-driven modeling of dynamical systems is producing methods robust to measurement error, particularly when data is limited. Many leading methods either rely on denoising prior to learning or on access to large…

Numerical Analysis · Mathematics 2019-09-04 Samuel H. Rudy , J. Nathan Kutz , Steven L. Brunton

The core objective of machine-assisted scientific discovery is to learn physical laws from experimental data without prior knowledge of the systems in question. In the area of quantum physics, making progress towards these goals is…

Quantum Physics · Physics 2023-01-09 Matthew Choi , Daniel Flam-Shepherd , Thi Ha Kyaw , Alán Aspuru-Guzik
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