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Motivated by recent progress in data assimilation, we develop an algorithm to dynamically learn the parameters of a chaotic system from partial observations. Under reasonable assumptions, we rigorously establish the convergence of this…

Classical Analysis and ODEs · Mathematics 2021-08-20 Elizabeth Carlson , Joshua Hudson , Adam Larios , Vincent R. Martinez , Eunice Ng , Jared P. Whitehead

This paper proposes a probabilistic Bayesian formulation for system identification (ID) and estimation of nonseparable Hamiltonian systems using stochastic dynamic models. Nonseparable Hamiltonian systems arise in models from diverse…

Dynamical Systems · Mathematics 2022-09-19 Harsh Sharma , Nicholas Galioto , Alex A. Gorodetsky , Boris Kramer

Classes of kinetic differential equations are delineated which do have a quadratic first integral, and classes which can not have one. Example reactions corresponding to the obtained kinetic differential equations are shown, and a few…

Classical Analysis and ODEs · Mathematics 2013-07-31 I. Nagy , J. Tóth

Existing model reduction techniques for high-dimensional models of conservative partial differential equations (PDEs) encounter computational bottlenecks when dealing with systems featuring non-polynomial nonlinearities. This work presents…

Numerical Analysis · Mathematics 2025-10-21 Harsh Sharma , Juan Diego Draxl Giannoni , Boris Kramer

It is demonstrated that nonlinear dynamical systems with analytic nonlinearities can be brought down to the abstract Schr\"odinger equation in Hilbert space with boson Hamiltonian. The Fourier coefficients of the expansion of solutions to…

solv-int · Physics 2009-10-31 Krzysztof Kowalski

We tersely review a recently introduced technique to identify systems of two nonlinearly-coupled Ordinary Di{\S}erential Equations (ODEs) solvable by algebraic operations; and we report some specifc examples of this kind, namely systems of…

Mathematical Physics · Physics 2020-01-08 Francesco Calogero , Farrin Payandeh

We propose a combination of cluster analysis and stochastic process analysis to characterize high-dimensional complex dynamical systems by few dominating variables. As an example, stock market data are analyzed for which the dynamical…

Statistical Finance · Quantitative Finance 2015-03-10 Philip Rinn , Yuriy Stepanov , Joachim Peinke , Thomas Guhr , Rudi Schäfer

We consider the linear and quadratic higher order terms associated to the response of the statistical properties of a dynamical system to suitable small perturbations. These terms are related to the first and second derivative of the…

Dynamical Systems · Mathematics 2020-02-12 Stefano Galatolo , Julien Sedro

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

This article generalizes a recently introduced procedure to solve nonlinear systems of equations, radically departing from the conventional Newton-Raphson scheme. The original nonlinear system is first unfolded into three simpler…

Numerical Analysis · Mathematics 2014-07-24 Antonio Gómez-Expósito

We consider the problem of learning a realization of a partially observed bilinear dynamical system (BLDS) from noisy input-output data. Given a single trajectory of input-output samples, we provide a finite time analysis for learning the…

Machine Learning · Computer Science 2025-10-23 Yahya Sattar , Yassir Jedra , Maryam Fazel , Sarah Dean

Sparse identification of nonlinear dynamical systems is a topic of continuously increasing significance in the dynamical systems community. Here we explore it at the level of lattice nonlinear dynamical systems of many degrees of freedom.…

Pattern Formation and Solitons · Physics 2022-12-05 Sheikh Saqlain , Wei Zhu , Efstathios G. Charalampidis , Panayotis G. Kevrekidis

We consider the task of learning a dynamical system from high-dimensional time-course data. For instance, we might wish to estimate a gene regulatory network from gene expression data measured at discrete time points. We model the dynamical…

Methodology · Statistics 2016-10-12 Shizhe Chen , Ali Shojaie , Daniela M. Witten

Hybrid dynamical systems are prevalent in science and engineering to express complex systems with continuous and discrete states. To learn the laws of systems, all previous methods for equation discovery in hybrid systems follow a two-stage…

Computer Vision and Pattern Recognition · Computer Science 2024-06-07 Yongtuo Liu , Sara Magliacane , Miltiadis Kofinas , Efstratios Gavves

This paper deals with the computation of polytopic invariant sets for polynomial dynamical systems. An invariant set of a dynamical system is a subset of the state space such that if the state of the system belongs to the set at a given…

Optimization and Control · Mathematics 2015-03-17 Mohamed Amin Ben Sassi , Antoine Girard

We study plane quadratic and cubic differential systems satisfying the Caushy - Riemann conditions. We construct all global topologically equivalent phase portraits of the systems.

Dynamical Systems · Mathematics 2014-12-02 E. P. Volokitin , S. A. Treskov , V. V. Cheresiz

Nonlinear manifold learning algorithms, such as diffusion maps, have been fruitfully applied in recent years to the analysis of large and complex data sets. However, such algorithms still encounter challenges when faced with real data. One…

Mathematical Physics · Physics 2015-05-25 Carmeline J. Dsilva , Ronen Talmon , Ronald R. Coifman , Ioannis G. Kevrekidis

Data-driven models for predicting dynamic responses of linear and nonlinear systems are of great importance due to their wide application from probabilistic analysis to inverse problems such as system identification and damage diagnosis. In…

Machine Learning · Computer Science 2020-12-29 Soheil Sadeghi Eshkevari , Martin Takáč , Shamim N. Pakzad , Majid Jahani

We investigate the use of discrete and continuous versions of physics-informed neural network methods for learning unknown dynamics or constitutive relations of a dynamical system. For the case of unknown dynamics, we represent all the…

Machine Learning · Computer Science 2019-04-11 Ramakrishna Tipireddy , Paris Perdikaris , Panos Stinis , Alexandre Tartakovsky

This paper presents a quadratic formula-based nonlinear representation for a given single-variable function f(x), $-1 \leq x \leq 1$. First, we construct the explicit polynomial coefficient functions a(x), b(x), and c(x) using a…

Numerical Analysis · Mathematics 2025-12-09 Ziqin He , Can Chen , Min Hyung Cho , Jingfang Huang , Yichao Wu
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