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This paper presents an online algorithm for identification of partial differential equations (PDEs) based on the weak-form sparse identification of nonlinear dynamics algorithm (WSINDy). The algorithm is online in a sense that if performs…

Optimization and Control · Mathematics 2022-03-09 Daniel A. Messenger , Emiliano Dall'Anese , David M. Bortz

Data-driven discovery of differential equations has been an emerging research topic. We propose a novel algorithm subsampling-based threshold sparse Bayesian regression (SubTSBR) to tackle high noise and outliers. The subsampling technique…

Machine Learning · Statistics 2020-10-28 Sheng Zhang , Guang Lin

A general framework for recovering drift and diffusion dynamics from sampled trajectories is presented for the first time for stochastic delay differential equations. The core relies on the well-established SINDy algorithm for the sparse…

Numerical Analysis · Mathematics 2025-08-06 Dimitri Breda , Dajana Conte , Raffaele D'Ambrosio , Ida Santaniello , Muhammad Tanveer

The estimation of static parameters in dynamical systems and control theory has been extensively studied, with significant progress made in estimating varying parameters in specific system types. Suppose, in the general case, we have data…

Optimization and Control · Mathematics 2025-07-10 Jamiree Harrison , Enoch Yeung

We introduce a novel Bayesian approach for both covariate selection and sparse precision matrix estimation in the context of high-dimensional Gaussian graphical models involving multiple responses. Our approach provides a sparse estimation…

Methodology · Statistics 2024-09-25 Anwesha Chakravarti , Naveen N. Narishetty , Feng Liang

Likelihood-based inference in stochastic non-linear dynamical systems, such as those found in chemical reaction networks and biological clock systems, is inherently complex and has largely been limited to small and unrealistically simple…

Computation · Statistics 2024-07-08 Ben Swallow , David A. Rand , Giorgos Minas

The value of unknown parameters of multibody systems is crucial for prediction, monitoring, and control, sometimes estimated using a biased physics-based model leading to incorrect outcomes. Discovering motion equations of multibody systems…

Computational Engineering, Finance, and Science · Computer Science 2022-10-24 Ehsan Askari , Guillaume Crevecoeur

A Bayesian data assimilation scheme is formulated for advection-dominated or hyperbolic evolutionary problems, and observations. The method is referred to as the dynamic likelihood filter because it exploits the model physics to dynamically…

Dynamical Systems · Mathematics 2017-04-26 Juan M. Restrepo

Complex systems in physics, chemistry, and biology that evolve over time with inherent randomness are typically described by stochastic differential equations (SDEs). A fundamental challenge in science and engineering is to determine the…

Machine Learning · Computer Science 2024-10-23 Qunxi Zhu , Bolin Zhao , Jingdong Zhang , Peiyang Li , Wei Lin

The study presents a general framework for discovering underlying Partial Differential Equations (PDEs) using measured spatiotemporal data. The method, called Sparse Spatiotemporal System Discovery ($\text{S}^3\text{d}$), decides which…

We present a pragmatic approach to the sparse identification of nonlinear dynamics for systems with discrete delays. It relies on approximating the underlying delay model with a system of ordinary differential equations via pseudospectral…

Dynamical Systems · Mathematics 2024-08-06 Enrico Bozzo , Dimitri Breda , Muhammad Tanveer

Enforcing sparse structure within learning has led to significant advances in the field of data-driven discovery of dynamical systems. However, such methods require access not only to time-series of the state of the dynamical system, but…

Optimization and Control · Mathematics 2020-10-21 Tapio Schneider , Andrew M. Stuart , Jin-Long Wu

The modern machine learning methods allow one to obtain the data-driven models in various ways. However, the more complex the model is, the harder it is to interpret. In the paper, we describe the algorithm for the mathematical equations…

Neural and Evolutionary Computing · Computer Science 2021-09-09 Alexander Hvatov , Mikhail Maslyaev

Structural monitoring for complex built environments often suffers from mismatch between design, laboratory testing, and actual built parameters. Additionally, real-world structural identification problems encounter many challenges. For…

Machine Learning · Computer Science 2022-08-29 Xuyang Li , Hamed Bolandi , Talal Salem , Nizar Lajnef , Vishnu Naresh Boddeti

The methodology discussed in this paper aims to enhance choice models' comprehensiveness and explanatory power for forecasting choice outcomes. To achieve these, we have developed a data-driven method that leverages machine learning…

Methodology · Statistics 2023-05-02 Amir Ghorbani , Neema Nassir , Patricia Sauri Lavieri , Prithvi Bhat Beeramoole

Sparse Identification of Nonlinear Dynamics (SINDy) is a method of system discovery that has been shown to successfully recover governing dynamical systems from data (Brunton et al., PNAS, '16; Rudy et al., Sci. Adv. '17). Recently, several…

Numerical Analysis · Mathematics 2021-07-28 Daniel A. Messenger , David M. Bortz

Living systems have time-evolving interactions that, until recently, could not be identified accurately from recorded time series in the presence of noise. Stankovski et al. (Phys. Rev. Lett. 109 024101, 2012) introduced a method based on…

Data Analysis, Statistics and Probability · Physics 2013-01-14 Andrea Duggento , Tomislav Stankovski , Peter V. E. McClintock , Aneta Stefanovska

Detecting symmetry from data is a fundamental problem in signal analysis, providing insight into underlying structure and constraints. When data emerge as trajectories of dynamical systems, symmetries encode structural properties of the…

Machine Learning · Statistics 2025-10-21 Ziad Ghanem , Chang Hyunwoong , Preskella Mrad

One of the pivotal tasks in scientific machine learning is to represent underlying dynamical systems from time series data. Many methods for such dynamics learning explicitly require the derivatives of state data, which are not directly…

Machine Learning · Computer Science 2024-04-17 Dongwei Ye , Mengwu Guo

Fault detection and identification (FDI) is critical for maintaining the safety and reliability of systems subject to actuator and sensor faults. In this paper, the problem of FDI for nonlinear control-affine systems under simultaneous…

Systems and Control · Electrical Eng. & Systems 2026-03-30 Joshua D. Ibrahim , Mahdi Taheri , Soon-Jo Chung , Fred Y. Hadaegh