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Uncertainty estimation for unlabeled data is crucial to active learning. With a deep neural network employed as the backbone model, the data selection process is highly challenging due to the potential over-confidence of the model…

Machine Learning · Computer Science 2024-02-14 Xingjian Li , Pengkun Yang , Yangcheng Gu , Xueying Zhan , Tianyang Wang , Min Xu , Chengzhong Xu

We identify effective stochastic differential equations (SDE) for coarse observables of fine-grained particle- or agent-based simulations; these SDE then provide useful coarse surrogate models of the fine scale dynamics. We approximate the…

This paper addresses identification of sparse linear and noise-driven continuous-time state-space systems, i.e., the right-hand sides in the dynamical equations depend only on a subset of the states. The key assumption in this study, is…

Systems and Control · Computer Science 2018-04-18 Zuogong Yue , Johan Thunberg , Lennart Ljung , Jorge Goncalves

Finding the governing equations from data by sparse optimization has become a popular approach to deterministic modeling of dynamical systems. Considering the physical situations where the data can be imperfect due to disturbances and…

Chaotic Dynamics · Physics 2025-09-05 Zheng-Meng Zhai , Valerio Lucarini , Ying-Cheng Lai

Ordinary differential equations (ODE) have been widely used for modeling dynamical complex systems. For high-dimensional ODE models where the number of differential equations is large, it remains challenging to estimate the ODE parameters…

Methodology · Statistics 2022-06-20 Muye Nanshan , Nan Zhang , Xiaolei Xun , Jiguo Cao

Many natural systems exhibit chaotic behaviour such as the weather, hydrology, neuroscience and population dynamics. Although many chaotic systems can be described by relatively simple dynamical equations, characterizing these systems can…

Dynamical Systems · Mathematics 2022-06-15 H. Ribera , S. Shirman , A. V. Nguyen , N. M. Mangan

This paper proposes a sparse identification of nonlinear dynamics (SINDy) with control and exogenous inputs for highly accurate and reliable prediction. Although SINDy is recognized as a remarkable approach for identifying nonlinear…

Systems and Control · Electrical Eng. & Systems 2025-10-21 Shuichi Yahagi , Ansei Yonezawa , Hiroki Seto , Heisei Yonezawa , Itsuro Kajiwara

Model discovery aims at autonomously discovering differential equations underlying a dataset. Approaches based on Physics Informed Neural Networks (PINNs) have shown great promise, but a fully-differentiable model which explicitly learns…

Machine Learning · Statistics 2021-10-06 Gert-Jan Both , Remy Kusters

In order to extract governing equations from time-series data, various approaches are proposed. Among those, sparse identification of nonlinear dynamics (SINDy) stands out as a successful method capable of modeling governing equations with…

Signal Processing · Electrical Eng. & Systems 2024-06-07 Jinho Choi

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

Nonlinear (systems of) ordinary differential equations (ODEs) are common tools in the analysis of complex one-dimensional dynamic systems. In this paper we propose a smoothing approach regularized by a quasilinearized ODE-based penalty in…

Methodology · Statistics 2014-04-30 Gianluca Frasso , Jonathan Jaeger , Philippe Lambert

Successfully training Physics Informed Neural Networks (PINNs) for highly nonlinear PDEs on complex 3D domains remains a challenging task. In this paper, PINNs are employed to solve the 3D incompressible Navier-Stokes (NS) equations at…

Computational Engineering, Finance, and Science · Computer Science 2024-08-23 Saakaar Bhatnagar , Andrew Comerford , Araz Banaeizadeh

This paper investigates the idea of designing data-driven partial estimators for nonlinear systems showing parametric uncertainties using sparse multivariate polynomial relationships. A general framework is first presented and then…

Systems and Control · Electrical Eng. & Systems 2025-11-04 Mazen Alamir

Differential equations and numerical methods are extensively used to model various real-world phenomena in science and engineering. With modern developments, we aim to find the underlying differential equation from a single observation of…

Numerical Analysis · Mathematics 2025-06-10 Roy Y. He , Hao Liu , Wenjing Liao , Sung Ha Kang

We present a contribution to the field of system identification of partial differential equations (PDEs), with emphasis on discerning between competing mathematical models of pattern-forming physics. The motivation comes from developmental…

Computational Physics · Physics 2024-03-28 Zhenlin Wang , Xun Huan , Krishna Garikipati

Automatic machine learning of empirical models from experimental data has recently become possible as a result of increased availability of computational power and dedicated algorithms. Despite the successes of non-parametric inference and…

Statistical Mechanics · Physics 2024-06-04 Yunfei Huang , Youssef Mabrouk , Gerhard Gompper , Benedikt Sabass

This paper introduces a novel system identification and tracking method for PieceWise Smooth (PWS) nonlinear stochastic hybrid systems. We are able to correctly identify and track challenging problems with diverse dynamics and low…

Partial differential equations (PDEs) that fit scientific data can represent physical laws with explainable mechanisms for various mathematically-oriented subjects, such as physics and finance. The data-driven discovery of PDEs from…

Machine Learning · Computer Science 2023-05-29 Yingtao Luo , Qiang Liu , Yuntian Chen , Wenbo Hu , Tian Tian , Jun Zhu

System identification is of special interest in science and engineering. This article is concerned with a system identification problem arising in stochastic dynamic systems, where the aim is to estimate the parameters of a system along…

Methodology · Statistics 2022-01-27 Christos Merkatas , Simo Särkkä

Ultra-high dimensional longitudinal data are increasingly common and the analysis is challenging both theoretically and methodologically. We offer a new automatic procedure for finding a sparse semivarying coefficient model, which is widely…

Methodology · Statistics 2014-09-24 Ming-Yen Cheng , Toshio Honda , Jialiang Li , Heng Peng