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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

In this paper, we address the challenge of deriving dynamical models from sparse and noisy data. High-quality data is crucial for symbolic regression algorithms; limited and noisy data can present modeling challenges. To overcome this, we…

Machine Learning · Computer Science 2024-10-14 Junette Hsin , Shubhankar Agarwal , Adam Thorpe , Luis Sentis , David Fridovich-Keil

Dynamical systems provide a mathematical framework for understanding complex physical phenomena. The mathematical formulation of these systems plays a crucial role in numerous applications; however, it often proves to be quite intricate.…

Dynamical Systems · Mathematics 2023-11-07 Zeyad M. Manaa , Mohammed R. Elbalshy , Ayman M. Abdallah

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

Microgrids (MGs) play a crucial role in utilizing distributed energy resources (DERs) like solar and wind power, enhancing the sustainability and flexibility of modern power systems. However, the inherent variability in MG topology, power…

Systems and Control · Electrical Eng. & Systems 2026-05-14 Mohan Du , Xiaozhe Wang

Power grid parameter estimation involves the estimation of unknown parameters, such as inertia and damping coefficients, using observed dynamics. In this work, we present a comparison of data-driven algorithms for the power grid parameter…

Systems and Control · Electrical Eng. & Systems 2021-07-09 Subhash Lakshminarayana , Saurav Sthapit , Carsten Maple

The sparse identification of nonlinear dynamics (SINDy) approach can discover the governing equations of dynamical systems based on measurement data, where the dynamical model is identified as the sparse linear combination of the given…

SINDy is a method for learning system of differential equations from data by solving a sparse linear regression optimization problem [Brunton et al., 2016]. In this article, we propose an extension of the SINDy method that learns systems of…

System identification, the process of deriving mathematical models of dynamical systems from observed input-output data, has undergone a paradigm shift with the advent of learning-based methods. Addressing the intricate challenges of…

Machine Learning · Computer Science 2024-12-17 Arunabh Singh , Joyjit Mukherjee

The SINDy algorithm has been successfully used to identify the governing equations of dynamical systems from time series data. However, SINDy assumes the user has prior knowledge of the variables in the system and of a function library that…

Machine Learning · Computer Science 2024-01-25 Andrew O'Brien

Decision formation in perceptual decision-making involves sensory evidence accumulation instantiated by the temporal integration of an internal decision variable towards some decision criterion or threshold, as described by sequential…

Neurons and Cognition · Quantitative Biology 2024-10-15 Brendan Lenfesty , Saugat Bhattacharyya , KongFatt Wong-Lin

Inferring the structure and dynamics of network models is critical to understanding the functionality and control of complex systems, such as metabolic and regulatory biological networks. The increasing quality and quantity of experimental…

Dynamical Systems · Mathematics 2016-05-27 Niall M. Mangan , Steven L. Brunton , Joshua L. Proctor , J. Nathan Kutz

This work is concerned with uncertainty quantification in reduced-order dynamical system identification. Reduced-order models for system dynamics are ubiquitous in design and control applications and recent efforts focus on their…

Systems and Control · Electrical Eng. & Systems 2021-03-10 Prem Ratan Mohan Ram , Ulrich Römer , Richard Semaan

In this paper, we give an in-depth error analysis for surrogate models generated by a variant of the Sparse Identification of Nonlinear Dynamics (SINDy) method. We start with an overview of a variety of non-linear system identification…

Numerical Analysis · Mathematics 2024-09-21 Benjamin Russo , M. Paul Laiu

Analytical solutions to differential equations offer exact, interpretable insight but are rarely available because discovering them requires expert intuition or exhaustive search of combinatorial spaces. We introduce SIGS, a neuro-symbolic…

Machine Learning · Computer Science 2026-05-22 Orestis Oikonomou , Levi Lingsch , Dana Grund , Siddhartha Mishra , Georgios Kissas

Governing equations are essential to the study of nonlinear dynamics, often enabling the prediction of previously unseen behaviors as well as the inclusion into control strategies. The discovery of governing equations from data thus has the…

Dynamical Systems · Mathematics 2021-04-30 Alejandro Carderera , Sebastian Pokutta , Christof Schütte , Martin Weiser

The explicit governing equation is one of the simplest and most intuitive forms for characterizing physical laws. However, directly discovering partial differential equations (PDEs) from data poses significant challenges, primarily in…

Machine Learning · Computer Science 2025-05-27 Lexiang Hu , Yikang Li , Zhouchen Lin

This work presents an interpretable parametric surrogate model motivated by the need to identify a hydrodynamic model for resolving the trajectory of an object in real-time. The surrogate is formulated as a reduced-order model for a…

Discovering compact governing equations from experimental observations is one of the defining objectives of quantitative science, yet practical discovery pipelines routinely fail when measurements are noisy, relevant state variables are…

Artificial Intelligence · Computer Science 2026-03-10 Mirza Samad Ahmed Baig , Syeda Anshrah Gillani

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