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The Sparse Identification of Nonlinear Dynamics (SINDy) algorithm can be applied to stochastic differential equations to estimate the drift and the diffusion function using data from a realization of the SDE. The SINDy algorithm requires…

Numerical Analysis · Mathematics 2024-01-29 Mathias Wanner , Igor Mezić

The Koopman framework is a popular approach to transform a finite dimensional nonlinear system into an infinite dimensional, but linear model through a lifting process, using so-called observable functions. While there is an extensive…

Systems and Control · Electrical Eng. & Systems 2023-12-18 Lucian Cristian Iacob , Maarten Schoukens , Roland Tóth

Identifying governing equations in physical and biological systems from datasets remains a long-standing challenge across various scientific disciplines, providing mechanistic insights into complex system evolution. Common methods like…

Dynamical Systems · Mathematics 2025-02-28 Mehrdad Anvari , Hamidreza Marasi , Hossein Kheiri

We introduce the notion of descriptor embedding for nonlinear systems and use it for the data-driven design of stabilizing controllers. Specifically, we provide sufficient data-dependent LMI conditions which, if feasible, return a…

Optimization and Control · Mathematics 2025-11-04 Mohammad Alsalti , Claudio De Persis , Victor G. Lopez , Matthias A. Müller

The data-driven discovery of dynamics via machine learning is currently pushing the frontiers of modeling and control efforts, and it provides a tremendous opportunity to extend the reach of model predictive control. However, many leading…

Optimization and Control · Mathematics 2019-03-06 Eurika Kaiser , J. Nathan Kutz , Steven L. Brunton

Rheology plays a pivotal role in understanding the flow behavior of fluids by discovering governing equations that relate deformation and stress, known as constitutive equations. Despite the importance of these equations, current methods…

Soft Condensed Matter · Physics 2024-12-06 Takeshi Sato , Souta Miyamoto , Shota Kato

The analysis of a timeseries can provide many new perspectives if it is accompanied by the assumption that the timeseries is generated from an underlying dynamical system. For example, statistical properties of the data can be related to…

Dynamical Systems · Mathematics 2024-07-30 Suddhasattwa Das , Shakib Mustavee , Shaurya Agarwal

We extend the data-driven method of Sparse Identification of Nonlinear Dynamics (SINDy) developed by Brunton et al, Proc. Natl. Acad. Sci USA 113 (2016) to the case of delay differential equations (DDEs). This is achieved in a bilevel…

Dynamical Systems · Mathematics 2022-12-14 Antoine Sandoz , Verena Ducret , Georg A. Gottwald , Gilles Vilmart , Karl Perron

Dynamical systems are found in innumerable forms across the physical and biological sciences, yet all these systems fall naturally into universal equivalence classes: conservative or dissipative, stable or unstable, compressible or…

Machine Learning · Computer Science 2023-02-28 Matthew Ricci , Noa Moriel , Zoe Piran , Mor Nitzan

Sparse model identification enables the discovery of nonlinear dynamical systems purely from data; however, this approach is sensitive to noise, especially in the low-data limit. In this work, we leverage the statistical approach of…

Numerical Analysis · Mathematics 2022-05-04 Urban Fasel , J. Nathan Kutz , Bingni W. Brunton , Steven L. Brunton

While linear systems have been useful in solving problems across different fields, the need for improved performance and efficiency has prompted them to operate in nonlinear modes. As a result, nonlinear models are now essential for the…

Machine Learning · Computer Science 2025-03-07 Abdolvahhab Rostamijavanani , Shanwu Li , Yongchao Yang

Hysteresis-controlled devices are widely used in industrial applications. For example, cooling devices usually contain a two-point controller, resulting in a nonlinear hybrid system with two discrete states. Dynamic models of systems are…

Systems and Control · Electrical Eng. & Systems 2020-10-15 Gregor Thiele , Arne Fey , David Sommer , Jörg Krüger

In recent years there has been a push to discover the governing equations dynamical systems directly from measurements of the state, often motivated by systems that are too complex to directly model. Although there has been substantial work…

Optimization and Control · Mathematics 2023-01-10 Jeffrey M. Hokanson , Gianluca Iaccarino , Alireza Doostan

First principles modeling of physical systems has led to significant technological advances across all branches of science. For nonlinear systems, however, small modeling errors can lead to significant deviations from the true, measured…

Machine Learning · Computer Science 2019-09-19 Kadierdan Kaheman , Eurika Kaiser , Benjamin Strom , J. Nathan Kutz , Steven L. Brunton

Identifying Ordinary Differential Equations (ODEs) from measurement data requires both fitting the dynamics and assimilating, either implicitly or explicitly, the measurement data. The Sparse Identification of Nonlinear Dynamics (SINDy)…

Dynamical Systems · Mathematics 2024-05-07 Jacob Stevens-Haas , Yash Bhangale , Aleksandr Aravkin , Nathan Kutz

Big data has become a critically enabling component of emerging mathematical methods aimed at the automated discovery of dynamical systems, where first principles modeling may be intractable. However, in many engineering systems, abrupt…

Data Analysis, Statistics and Probability · Physics 2018-08-01 Markus Quade , Markus Abel , J. Nathan Kutz , Steven L. Brunton

Recent literature has shown how linear time-invariant (LTI) systems can be represented by trajectories features, that is relying on a single input-output (IO) data dictionary to span all possible system trajectories, as long as the input is…

Systems and Control · Electrical Eng. & Systems 2023-09-18 Marcelo Menezes Morato , Julio Elias Normey-Rico , Olivier Sename

In this paper, we develop a system identification algorithm to identify a model for unknown linear quantum systems driven by time-varying coherent states, based on empirical single-shot continuous homodyne measurement data of the system's…

Quantum Physics · Physics 2020-12-14 H. I. Nurdin , N. H. Amini , J. Chen

Recent advances in the field of data-driven dynamics allow for the discovery of ODE systems using state measurements. One approach, known as Sparse Identification of Nonlinear Dynamics (SINDy), assumes the dynamics are sparse within a…

Dynamical Systems · Mathematics 2023-06-14 Jacqueline Wentz , Alireza Doostan

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
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