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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

The discovery of governing equations from data has been an active field of research for decades. One widely used methodology for this purpose is sparse regression for nonlinear dynamics, known as SINDy. Despite several attempts, noisy and…

Dynamical Systems · Mathematics 2023-09-15 Ali Forootani , Pawan Goyal , Peter Benner

The growing integration of renewable energy sources has significantly reduced grid inertia, making modern power systems more vulnerable to instabilities. Accurate estimation of dynamic parameters such as inertia constants and damping…

Dynamical Systems · Mathematics 2025-12-08 Aiman Mushtaq Purra , Danish Rafiq

Data-driven discovery of governing equations from data remains a fundamental challenge in nonlinear dynamics. Although sparse regression techniques have advanced system identification, they struggle with rational functions and noise…

Machine Learning · Computer Science 2025-11-17 Zitong Zhang , Hao Sun

Multiscale phenomena that evolve on multiple distinct timescales are prevalent throughout the sciences. It is often the case that the governing equations of the persistent and approximately periodic fast scales are prescribed, while the…

Chaotic Dynamics · Physics 2020-08-19 Jason J. Bramburger , Daniel Dylewsky , J. Nathan Kutz

The discovery of governing differential equations from data is an open frontier in machine learning. The sparse identification of nonlinear dynamics (SINDy) \citep{brunton_discovering_2016} framework enables data-driven discovery of…

Machine Learning · Computer Science 2023-10-10 Mozes Jacobs , Bingni W. Brunton , Steven L. Brunton , J. Nathan Kutz , Ryan V. Raut

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

Modeling real-world spatio-temporal data is exceptionally difficult due to inherent high dimensionality, measurement noise, partial observations, and often expensive data collection procedures. In this paper, we present Sparse…

Machine Learning · Computer Science 2025-04-02 Mars Liyao Gao , Jan P. Williams , J. Nathan Kutz

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

The application of Stochastic Differential Equations (SDEs) to the analysis of temporal data has attracted increasing attention, due to their ability to describe complex dynamics with physically interpretable equations. In this paper, we…

Machine Learning · Statistics 2017-08-09 Constantino A. García , Abraham Otero , Paulo Félix , Jesús Presedo , David G. Márquez

Kolmogorov-Arnold networks (KANs) have arisen as a potential way to enhance the interpretability of machine learning. However, solutions learned by KANs are not necessarily interpretable, in the sense of being sparse or parsimonious. Sparse…

Machine Learning · Computer Science 2026-03-20 Amanda A. Howard , Nicholas Zolman , Bruno Jacob , Steven L. Brunton , Panos Stinis

In this paper, we propose a data-driven framework for model discovery of stochastic differential equations (SDEs) from a single trajectory, without requiring the ergodicity or stationary assumption on the underlying continuous process. By…

Statistical Finance · Quantitative Finance 2026-01-12 Munawar Ali , Purba Das , Qi Feng , Liyao Gao , Guang Lin

In this study, we investigate the performance of the sparse identification of nonlinear dynamics (SINDy) algorithm and the neural ordinary differential equations (ODEs) in identification of the underlying mechanisms of open ocean Lagrangian…

Atmospheric and Oceanic Physics · Physics 2024-11-11 Cihan Bayindir , Fatih Ozaydin , Azmi Ali Altintas , Tayyibe Eristi , Ali Riza Alan

Identification of the particle interaction potential is a challenging and important task in dusty plasma, colloids, and smart materials as it allows the characterization of structure formation and helps predict phase transitions. With the…

Differential equations and numerical methods are extensively used to model various real-world phenomena in science and engineering. With modern developments, we aim to find the underlying differential equation from a single observation of…

Numerical Analysis · Mathematics 2025-06-10 Roy Y. He , Hao Liu , Wenjing Liao , Sung Ha Kang

We study the performance of sparse regression methods and propose new techniques to distill the governing equations of dynamical systems from data. We first look at the generic methodology of learning interpretable equation forms from data,…

Machine Learning · Computer Science 2019-03-25 Chinmay S. Kulkarni

Identifying network dynamics is a critical yet challenging task to to understand the mechanism of real-world social systems. There are two types of algorithms, and one requires the knowledge of self-dynamics function, interactive function,…

Social and Information Networks · Computer Science 2026-05-21 Mingyu Kang , Jianxi Gao , Wenwu Yu , Linyuan Lv

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

Parameter estimation for non-stationary stochastic differential equations (SDE) with an arbitrary nonlinear drift, and nonlinear diffusion is accomplished in combination with a non-parametric clustering methodology. Such a model-based…

Optimization and Control · Mathematics 2021-09-07 Vyacheslav Boyko , Sebastian Krumscheid , Nikki Vercauteren

In this paper we aim to apply an adaptation of the recently developed technique of sparse identification of nonlinear dynamical systems on a Duffing experimental setup with cubic feedback of the output. The Duffing oscillator described by…

Classical Physics · Physics 2018-05-10 Saeideh Khatiry Goharoodi , Kevin Dekemele , Luc Dupre , Mia Loccufier , Guillaume Crevecoeur
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