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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

The discovery of Partial Differential Equations (PDEs) is an essential task for applied science and engineering. However, data-driven discovery of PDEs is generally challenging, primarily stemming from the sensitivity of the discovered…

Machine Learning · Statistics 2024-03-27 Aoxue Chen , Yifan Du , Liyao Mars Gao , Guang Lin

There has been a growing interest in using non-parametric regression methods like Gaussian Process (GP) regression for system identification. GP regression does traditionally have three important downsides: (1) it is computationally…

Machine Learning · Statistics 2017-08-17 Hildo Bijl , Thomas B. Schön , Jan-Willem van Wingerden , Michel Verhaegen

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

Often the underlying system of differential equations driving a stochastic dynamical system is assumed to be known, with inference conditioned on this assumption. We present a Bayesian framework for discovering this system of differential…

Methodology · Statistics 2021-01-13 Kushagra Gupta , Dootika Vats , Snigdhansu Chatterjee

With the rapid increase of valuable observational, experimental and simulating data for complex systems, great efforts are being devoted to discovering governing laws underlying the evolution of these systems. However, the existing…

Machine Learning · Statistics 2021-02-03 Yang Li , Jinqiao Duan

Hybrid systems are traditionally difficult to identify and analyze using classical dynamical systems theory. Moreover, recently developed model identification methodologies largely focus on identifying a single set of governing equations…

Dynamical Systems · Mathematics 2019-06-19 Niall M Mangan , Travis Askham , Steven L Brunton , J Nathan Kutz , Joshua L Proctor

This paper suggests a nonparametric scheme to find the sparse solution of the underdetermined system of linear equations in the presence of unknown impulsive or non-Gaussian noise. This approach is robust against any variations of the noise…

Computer Vision and Pattern Recognition · Computer Science 2012-01-16 Mahmoud Ramezani Mayiami , Babak Seyfe

Lagrangian data assimilation exploits the trajectories of moving tracers as observations to recover the underlying flow field. One major challenge in Lagrangian data assimilation is the intrinsic nonlinearity that impedes using exact…

Dynamical Systems · Mathematics 2023-06-14 Nan Chen , Shubin Fu

Parameter identification and comparison of dynamical systems is a challenging task in many fields. Bayesian approaches based on Gaussian process regression over time-series data have been successfully applied to infer the parameters of a…

Machine Learning · Statistics 2019-03-04 Philippe Wenk , Alkis Gotovos , Stefan Bauer , Nico Gorbach , Andreas Krause , Joachim M. Buhmann

Time-varying linear state-space models are powerful tools for obtaining mathematically interpretable representations of neural signals. For example, switching and decomposed models describe complex systems using latent variables that evolve…

This work proposes an iterative sparse-regularized regression method to recover governing equations of nonlinear dynamical systems from noisy state measurements. The method is inspired by the Sparse Identification of Nonlinear Dynamics…

Machine Learning · Statistics 2021-02-24 Alexandre Cortiella , Kwang-Chun Park , Alireza Doostan

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

We present a statistical learning framework for robust identification of partial differential equations from noisy spatiotemporal data. Extending previous sparse regression approaches for inferring PDE models from simulated data, we address…

Numerical Analysis · Mathematics 2019-07-19 Suryanarayana Maddu , Bevan L. Cheeseman , Ivo F. Sbalzarini , Christian L. Müller

In a sparse representation based recognition scheme, it is critical to learn a desired dictionary, aiming both good representational power and discriminative performance. In this paper, we propose a new dictionary learning model for…

Computer Vision and Pattern Recognition · Computer Science 2016-11-29 Xinglin Piao , Yongli Hu , Yanfeng Sun , Junbin Gao , Baocai Yin

In this paper, we propose a very efficient numerical method based on the L-BFGS-B algorithm for identifying linear and nonlinear discrete-time state-space models, possibly under $\ell_1$ and group-Lasso regularization for reducing model…

Systems and Control · Electrical Eng. & Systems 2024-12-05 Alberto Bemporad

Discovering the partial differential equations underlying spatio-temporal datasets from very limited and highly noisy observations is of paramount interest in many scientific fields. However, it remains an open question to know when model…

Machine Learning · Statistics 2021-10-06 Georges Tod , Gert-Jan Both , Remy Kusters

In this work, a new two-stage identification method based on dynamic programming and sparsity inducing is proposed for switched linear systems. Our method achieves sparsity inducing in the identification of switched linear systems by the…

Systems and Control · Electrical Eng. & Systems 2024-07-15 Zheng Wenju , Ye Hao

Identifying dynamical systems characterized by nonlinear parameters presents significant challenges in deriving mathematical models that enhance understanding of physics. Traditional methods, such as Sparse Identification of Nonlinear…

Machine Learning · Computer Science 2025-08-12 Siva Viknesh , Younes Tatari , Chase Christenson , Amirhossein Arzani

In this work we analyze the effectiveness of the Sparse Identification of Nonlinear Dynamics (SINDy) technique on three benchmark datasets for nonlinear identification, to provide a better understanding of its suitability when tackling real…

Systems and Control · Electrical Eng. & Systems 2024-03-04 Aurelio Raffa Ugolini , Valentina Breschi , Andrea Manzoni , Mara Tanelli