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Stochastic differential equations (SDEs) are established tools to model physical phenomena whose dynamics are affected by random noise. By estimating parameters of an SDE intrinsic randomness of a system around its drift can be identified…

Computation · Statistics 2012-05-03 Umberto Picchini , Susanne Ditlevsen

A significant challenge in many fields of science and engineering is making sense of time-dependent measurement data by recovering governing equations in the form of differential equations. We focus on finding parsimonious ordinary…

Machine Learning · Computer Science 2024-10-04 Doris Voina , Steven Brunton , J. Nathan Kutz

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…

This work proposes stochastic partial differential equations (SPDEs) as a practical tool to replicate clustering effects of more detailed particle-based dynamics. Inspired by membrane-mediated receptor dynamics on cell surfaces, we…

Quantitative Methods · Quantitative Biology 2025-01-22 Nathalie Wehlitz , Mohsen Sadeghi , Alberto Montefusco , Christof Schütte , Grigorios A. Pavliotis , Stefanie Winkelmann

Many real-life dynamical systems change abruptly followed by almost stationary periods. In this paper, we consider streams of data with such abrupt behavior and investigate the problem of tracking their statistical properties in an online…

Methodology · Statistics 2019-01-16 Hugo Lewi Hammer , Anis Yazidi

We propose a method for learning dynamical systems from high-dimensional empirical data that combines variational autoencoders and (spatio-)temporal attention within a framework designed to enforce certain scientifically-motivated…

Machine Learning · Computer Science 2023-06-22 Kai Lagemann , Christian Lagemann , Sach Mukherjee

The observation and description of collective excitations in solids is a fundamental issue when seeking to understand the physics of a many-body system. Analysis of these excitations is usually carried out by measuring the dynamical…

In complex physical systems, conventional differential equations often fall short in capturing non-local and memory effects, as they are limited to local dynamics and integer-order interactions. This study introduces a stepwise data-driven…

Computational Physics · Physics 2025-05-30 Xiangnan Yu , Hao Xu , Zhiping Mao , HongGuang Sun , Yong Zhang , Dongxiao Zhang , Yuntian Chen

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

We propose a novel Skew Gradient Embedding (SGE) framework for systematically reformulating thermodynamically consistent partial differential equation (PDE) models-capturing both reversible and irreversible processes-as generalized gradient…

Numerical Analysis · Mathematics 2025-09-24 Xuelong Gu , Qi Wang

We introduce a novel procedure that, given sparse data generated from a stationary deterministic nonlinear dynamical system, can characterize specific local and/or global dynamic behavior with rigorous probability guarantees. More…

Dynamical Systems · Mathematics 2023-09-19 Bogdan Batko , Marcio Gameiro , Ying Hung , William Kalies , Konstantin Mischaikow , Ewerton Vieira

Stochastic Differential Equations (SDEs) serve as a powerful modeling tool in various scientific domains, including systems science, engineering, and ecological science. While the specific form of SDEs is typically known for a given…

Methodology · Statistics 2024-02-27 Xin Cai , Jingyu Yang , Zhibao Li , Hongqiao Wang , Miao Huang

Irregular sampling intervals and missing values in real-world time series data present challenges for conventional methods that assume consistent intervals and complete data. Neural Ordinary Differential Equations (Neural ODEs) offer an…

Machine Learning · Computer Science 2025-01-28 YongKyung Oh , Dong-Young Lim , Sungil Kim

The combination of machine learning (ML) and sparsity-promoting techniques is enabling direct extraction of governing equations from data, revolutionizing computational modeling in diverse fields of science and engineering. The discovered…

Systems and Control · Electrical Eng. & Systems 2026-05-12 Mohammad Amin Basiri , Sina Khanmohammadi

Differential equations based on physical principals are used to represent complex dynamic systems in all fields of science and engineering. Through repeated use in both academics and industry, these equations have been shown to represent…

Methodology · Statistics 2022-09-08 Joshua S. North , Christopher K. Wikle , Erin M. Schliep

SRAM bitcells in retention mode behave as autonomous stochastic nonlinear dynamical systems. From observation of variability-aware transient noise simulations, we provide an unidimensional model, fully characterizable by conventional…

Hardware Architecture · Computer Science 2024-02-20 Léopold Van Brandt , Denis Flandre , Jean-Charles Delvenne

Dynamical systems theory has long provided a foundation for understanding evolving phenomena across scientific domains. Yet, the application of this theory to complex real-world systems remains challenging due to issues in mathematical…

Machine Learning · Computer Science 2024-11-05 Samuel A. Moore , Brian P. Mann , Boyuan Chen

Understanding the principles that govern dynamical systems is a central challenge across many scientific domains, including biology and ecology. Incomplete knowledge of nonlinear interactions and stochastic effects often renders bottom-up…

Machine Learning · Computer Science 2025-11-18 Gianluigi Pillonetto , Alberto Giaretta , Mauro Bisiacco

We construct an unsupervised learning model that achieves nonlinear disentanglement of underlying factors of variation in naturalistic videos. Previous work suggests that representations can be disentangled if all but a few factors in the…

The spatiotemporal dynamics of turbulent flows is chaotic and difficult to predict. This makes the design of accurate and stable reduced-order models challenging. The overarching objective of this paper is to propose a nonlinear…

Fluid Dynamics · Physics 2022-11-23 Alberto Racca , Nguyen Anh Khoa Doan , Luca Magri
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