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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

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

The Sparse Identification of Nonlinear Dynamics (SINDy) framework is a robust method for identifying governing equations, successfully applied to ordinary, partial, and stochastic differential equations. In this work we extend SINDy to…

Numerical Analysis · Mathematics 2024-12-19 Alessandro Pecile , Nicola Demo , Marco Tezzele , Gianluigi Rozza , Dimitri Breda

Sparse system identification is the data-driven process of obtaining parsimonious differential equations that describe the evolution of a dynamical system, balancing model complexity and accuracy. There has been rapid innovation in system…

Machine Learning · Computer Science 2023-02-22 Alan A. Kaptanoglu , Lanyue Zhang , Zachary G. Nicolaou , Urban Fasel , Steven L. Brunton

Modern societies have an abundance of data yet good system models are rare. Unfortunately, many of the current system identification and machine learning techniques fail to generalize outside of the training set, producing models that…

Systems and Control · Electrical Eng. & Systems 2023-11-27 Gabriel F. Machado , Morgan Jones

Data-driven methods of model identification are able to discern governing dynamics of a system from data. Such methods are well suited to help us learn about systems with unpredictable evolution or systems with ambiguous governing dynamics…

Data Analysis, Statistics and Probability · Physics 2025-01-23 Gina Vasey , Daniel Messenger , David Bortz , Andrew Christlieb , Brian O'Shea

We perform a sparse identification of nonlinear dynamics (SINDy) for low-dimensionalized complex flow phenomena. We first apply the SINDy with two regression methods, the thresholded least square algorithm (TLSA) and the adaptive Lasso…

Fluid Dynamics · Physics 2021-12-08 Kai Fukami , Takaaki Murata , Kai Zhang , Koji Fukagata

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

The electron density is a key parameter to characterize any plasma. Most of the plasma applications and research in the area of low-temperature plasmas (LTPs) are based on the accurate estimations of plasma density and plasma temperature.…

First principles modeling of physical systems has led to significant technological advances across all branches of science. For nonlinear systems, however, small modeling errors can lead to significant deviations from the true, measured…

Machine Learning · Computer Science 2019-09-19 Kadierdan Kaheman , Eurika Kaiser , Benjamin Strom , J. Nathan Kutz , Steven L. Brunton

The sparse identification of nonlinear dynamics (SINDy) has been established as an effective method to learn interpretable models of dynamical systems from data. However, for high-dimensional slow-fast dynamical systems, the regression…

Dynamical Systems · Mathematics 2025-07-02 Diemen Delgado-Cano , Erick Kracht , Urban Fasel , Benjamin Herrmann

Automated data-driven modeling, the process of directly discovering the governing equations of a system from data, is increasingly being used across the scientific community. PySINDy is a Python package that provides tools for applying the…

Extracting environmental forces from noisy data is a common yet challenging task in complex physical systems. Machine learning represents a robust approach to this problem, yet is mostly tested on simulated data with known parameters. Here…

Soft Condensed Matter · Physics 2022-10-05 Wentao Yu , Jonathan Cho , Justin C. Burton

The data-driven discovery of dynamics via machine learning is currently pushing the frontiers of modeling and control efforts, and it provides a tremendous opportunity to extend the reach of model predictive control. However, many leading…

Optimization and Control · Mathematics 2019-03-06 Eurika Kaiser , J. Nathan Kutz , Steven L. Brunton

We propose a fast probabilistic framework for identifying differential equations governing the dynamics of observed data. We recast the SINDy method within a Bayesian framework and use Gaussian approximations for the prior and likelihood to…

Methodology · Statistics 2024-09-24 Lloyd Fung , Urban Fasel , Matthew P. Juniper

To exclude collisions leading to the overlap of finite-sized charged particles in molecular dynamics (MD) simulations in systems like complex (dusty) plasmas, we developed a scheme to generate a pair interaction force functionally depending…

Plasma Physics · Physics 2025-01-28 N. Kh. Bastykova , N. E. Djienbekov , T. S. Ramazanov , S. K. Kodanova

Identifying governing equations in physical and biological systems from datasets remains a long-standing challenge across various scientific disciplines, providing mechanistic insights into complex system evolution. Common methods like…

Dynamical Systems · Mathematics 2025-02-28 Mehrdad Anvari , Hamidreza Marasi , Hossein Kheiri

Big data has become a critically enabling component of emerging mathematical methods aimed at the automated discovery of dynamical systems, where first principles modeling may be intractable. However, in many engineering systems, abrupt…

Data Analysis, Statistics and Probability · Physics 2018-08-01 Markus Quade , Markus Abel , J. Nathan Kutz , Steven L. Brunton

A simple minimally perturbative method is introduced which provides the ability to experimentally measure both the radial confining potential and the interaction potential between two individual dust particles, levitated in the sheath of a…

Plasma Physics · Physics 2015-05-19 Zhuanhao Zhang , Ke Qiao , Jie Kong , Lorin Matthews , Truell Hyde

This paper deals with the error processing problem of sparse identification of nonlinear dynamical systems(SINDy) through introducing the $L_\infty$ approximation to take place of the former $L_2$ approximation. The motivation is that the…

Systems and Control · Electrical Eng. & Systems 2022-05-09 Yuqiang Wu