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Poincar\'e maps are an integral aspect to our understanding and analysis of nonlinear dynamical systems. Despite this fact, the construction of these maps remains elusive and is primarily left to simple motivating examples. In this…

Dynamical Systems · Mathematics 2020-04-10 Jason J. Bramburger , J. Nathan Kutz

In this paper, we propose a novel data-driven framework for discovering probabilistic laws underlying the Feynman-Kac formula. Specifically, we introduce the first stochastic SINDy method formulated under the risk-neutral probability…

Mathematical Finance · Quantitative Finance 2025-11-13 Qi Feng , Guang Lin , Purav Matlia , Denny Serdarevic

Causal discovery is a data-driven paradigm for analyzing complex systems, while physics-based models, such as ordinary differential equations (ODEs), provide mechanistic structure for real-world dynamical processes. Integrating these…

Machine Learning · Computer Science 2026-05-21 Jianhong Chen , Naichen Shi , Xubo Yue

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

Solving time-dependent partial differential equations (PDEs) that exhibit sharp gradients or local singularities is computationally demanding, as traditional physics-informed neural networks (PINNs) often suffer from inefficient point…

Numerical Analysis · Mathematics 2026-01-27 Beining Xu , Haijun Yu , Jiayu Zhai , Kejun Tang , Xiaoliang Wan

Physics-informed neural networks (PINNs) provide a promising machine learning framework for solving partial differential equations, but their training often breaks down on challenging problems, sometimes converging to physically incorrect…

Machine Learning · Computer Science 2026-04-28 Sifan Wang , Shawn Koohy , Yiping Lu , Paris Perdikaris

Incorporating a priori physics knowledge into machine learning leads to more robust and interpretable algorithms. In this work, we combine deep learning techniques and classic numerical methods for differential equations to address two…

Machine Learning · Computer Science 2026-05-04 Caitlin Ho , Andrea Arnold

Stochastic differential equations (SDEs) provide a flexible framework for modeling temporal dynamics in partially observed systems. A central task is to calibrate such models from data, which requires inferring latent trajectories and…

Machine Learning · Statistics 2026-05-08 Yu Wang , Arnab Ganguly

The working mechanisms of complex natural systems tend to abide by concise and profound partial differential equations (PDEs). Methods that directly mine equations from data are called PDE discovery, which reveals consistent physical laws…

Machine Learning · Computer Science 2023-03-17 Mengge Du , Yuntian Chen , Dongxiao Zhang

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

Identifying nonlinear dynamics and characterizing noise from data is critical across science and engineering for understanding and modeling the behavior of the systems accurately. The modified sparse identification of nonlinear dynamics…

Dynamical Systems · Mathematics 2024-10-24 Cristian López , Ángel Naranjo , Diego Salazar , Keegan J. Moore

Deep unrolling is an emerging deep learning-based image reconstruction methodology that bridges the gap between model-based and purely deep learning-based image reconstruction methods. Although deep unrolling methods achieve…

Image and Video Processing · Electrical Eng. & Systems 2022-12-21 Canberk Ekmekci , Mujdat Cetin

Discovering the governing equations of a dynamical system from observed trajectories provides deeper insight into its structure than mere prediction of future states. We present a data-driven approach to model discovery based on…

Computer Vision and Pattern Recognition · Computer Science 2026-05-27 Martin Brückmann , Babette Dellen , Uwe Jaekel

Data-driven discovery of partial differential equations (PDEs) offers a promising paradigm for uncovering governing physical laws from observational data. However, in practical scenarios, measurements are often contaminated by noise and…

Machine Learning · Computer Science 2026-03-25 Xingyu Chen , Junxiu An , Jun Guo , Yuqian Zhou

Deep neural networks (DNN) have been used to model nonlinear relations between physical quantities. Those DNNs are embedded in physical systems described by partial differential equations (PDE) and trained by minimizing a loss function that…

Numerical Analysis · Mathematics 2020-02-26 Kailai Xu , Eric Darve

Many studies on acoustic radiation forces focus on characterizing the behavior of acoustic fields. However, the dynamic response of objects, particularly those larger than the wavelength, remains underexplored. Here we bridge this gap by…

Chaotic Dynamics · Physics 2025-08-06 Mehdi Akbarzadeh , Ben Halkon , Sebastian Oberst

Scientific machine learning has been successfully applied to inverse problems and PDE discovery in computational physics. One caveat concerning current methods is the need for large amounts of ("clean") data, in order to characterize the…

Numerical Analysis · Mathematics 2021-11-30 Christophe Bonneville , Christopher J. Earls

This paper presents a machine learning framework for Bayesian systems identification from noisy, sparse and irregular observations of nonlinear dynamical systems. The proposed method takes advantage of recent developments in differentiable…

Machine Learning · Computer Science 2020-04-21 Yibo Yang , Mohamed Aziz Bhouri , Paris Perdikaris

Deep reinforcement learning (DRL) has shown significant promise for uncovering sophisticated control policies that interact in complex environments, such as stabilizing a tokamak fusion reactor or minimizing the drag force on an object in a…

Machine Learning · Computer Science 2025-08-26 Nicholas Zolman , Christian Lagemann , Urban Fasel , J. Nathan Kutz , Steven L. Brunton

We present a new scientific machine learning method that learns from data a computationally inexpensive surrogate model for predicting the evolution of a system governed by a time-dependent nonlinear partial differential equation (PDE), an…

Numerical Analysis · Mathematics 2022-02-28 Elizabeth Qian , Ionut-Gabriel Farcas , Karen Willcox