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One way to understand time-series data is to identify the underlying dynamical system which generates it. This task can be done by selecting an appropriate model and a set of parameters which best fits the dynamics while providing the…

Optimization and Control · Mathematics 2018-05-17 Linan Zhang , Hayden Schaeffer

The Weak-form Sparse Identification of Nonlinear Dynamics algorithm (WSINDy) has been demonstrated to offer coarse-graining capabilities in the context of interacting particle systems (https://doi.org/10.1016/j.physd.2022.133406). In this…

Computational Physics · Physics 2023-12-04 Daniel A. Messenger , Joshua W. Burby , David M. Bortz

Modeling atmospheric chemistry is computationally expensive and limits the widespread use of atmospheric chemical transport models. This computational cost arises from solving high-dimensional systems of stiff differential equations.…

Computational Physics · Physics 2024-01-12 Xiaokai Yang , Lin Guo , Zhonghua Zheng , Nicole Riemer , Christopher W. Tessum

Nonlinear dynamics are ubiquitous in science and engineering applications, but the physics of most complex systems is far from being fully understood. Discovering interpretable governing equations from measurement data can help us…

Machine Learning · Computer Science 2022-10-18 Luning Sun , Daniel Zhengyu Huang , Hao Sun , Jian-Xun Wang

This paper deals with the error processing problem of sparse identification of nonlinear dynamical systems(SINDy) through introducing the $L_\infty$ approximation to take place of the former $L_2$ approximation. The motivation is that the…

Systems and Control · Electrical Eng. & Systems 2022-05-09 Yuqiang Wu

Dynamical systems are typically governed by a set of linear/nonlinear differential equations. Distilling the analytical form of these equations from very limited data remains intractable in many disciplines such as physics, biology, climate…

Machine Learning · Computer Science 2021-05-18 Fangzheng Sun , Yang Liu , Hao Sun

We develop an approach to learn an interpretable semi-parametric model of a latent continuous-time stochastic dynamical system, assuming noisy high-dimensional outputs sampled at uneven times. The dynamics are described by a nonlinear…

Machine Learning · Statistics 2019-02-13 Lea Duncker , Gergo Bohner , Julien Boussard , Maneesh Sahani

Atmospheric modeling has recently experienced a surge with the advent of deep learning. Most of these models, however, predict concentrations of pollutants following a data-driven approach in which the physical laws that govern their…

Applications · Statistics 2021-07-08 Javier Rubio-Herrero , Carlos Ortiz Marrero , Wai-Tong Louis Fan

We study data-driven identification of interpretable hybrid robot dynamics, where an analytical rigid-body dynamics model is complemented by a learned residual torque term. Using symbolic regression and sparse identification of nonlinear…

Robotics · Computer Science 2025-12-16 Christopher E. Mower , Rui Zong , Haitham Bou-Ammar

The quasi-potential is a key concept in stochastic systems as it accounts for the long-term behavior of the dynamics of such systems. It also allows us to estimate mean exit times from the attractors of the system, and transition rates…

Statistical Mechanics · Physics 2024-09-12 Leonardo Grigorio , Mnerh Alqahtani

In this paper, we present a new approach for model acceleration by exploiting spatial sparsity in visual data. We observe that the final prediction in vision Transformers is only based on a subset of the most informative tokens, which is…

Computer Vision and Pattern Recognition · Computer Science 2023-06-05 Yongming Rao , Zuyan Liu , Wenliang Zhao , Jie Zhou , Jiwen Lu

Artificial intelligence and machine learning is enhancing electric grids by offering data analysis tools that can be used to operate the power grid more reliably. However, the complex nonlinear dynamics, particularly when coupled with…

Systems and Control · Electrical Eng. & Systems 2024-03-15 Reza Saeed Kandezy , John Ning Jiang

In our digital universe nowadays, enormous amount of data are produced in a streaming manner in a variety of application areas. These data are often unlabelled. In this case, identifying infrequent events, such as anomalies, poses a great…

Machine Learning · Computer Science 2023-09-07 Jin Li , Kleanthis Malialis , Marios M. Polycarpou

In this paper, we propose a novel data-driven framework for discovering probabilistic laws underlying the Feynman-Kac formula. Specifically, we introduce the first stochastic SINDy method formulated under the risk-neutral probability…

Mathematical Finance · Quantitative Finance 2025-11-13 Qi Feng , Guang Lin , Purav Matlia , Denny Serdarevic

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

A parametric adaptive physics-informed greedy Latent Space Dynamics Identification (gLaSDI) method is proposed for accurate, efficient, and robust data-driven reduced-order modeling of high-dimensional nonlinear dynamical systems. In the…

Systems and Control · Electrical Eng. & Systems 2023-07-19 Xiaolong He , Youngsoo Choi , William D. Fries , Jon Belof , Jiun-Shyan Chen

Estimating the governing equation parameter values is essential for integrating experimental data with scientific theory to understand, validate, and predict the dynamics of complex systems. In this work, we propose a new method for…

Dynamical Systems · Mathematics 2025-06-27 Cristian López , Keegan J. Moore

While the identification of nonlinear dynamical systems is a fundamental building block of model-based reinforcement learning and feedback control, its sample complexity is only understood for systems that either have discrete states and…

Machine Learning · Statistics 2020-06-19 Horia Mania , Michael I. Jordan , Benjamin Recht

We develop a methodology to construct low-dimensional predictive models from data sets representing essentially nonlinear (or non-linearizable) dynamical systems with a hyperbolic linear part that are subject to external forcing with…

Dynamical Systems · Mathematics 2022-04-06 Mattia Cenedese , Joar Axås , Bastian Bäuerlein , Kerstin Avila , George Haller

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