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We address data-driven learning of the infinitesimal generator of stochastic diffusion processes, essential for understanding numerical simulations of natural and physical systems. The unbounded nature of the generator poses significant…

Machine Learning · Statistics 2024-05-22 Vladimir R. Kostic , Karim Lounici , Helene Halconruy , Timothee Devergne , Massimiliano Pontil

In many areas of science and engineering, discovering the governing differential equations from the noisy experimental data is an essential challenge. It is also a critical step in understanding the physical phenomena and prediction of the…

Methodology · Statistics 2026-05-12 Jiuhai Chen , Lulu Kang , Guang Lin

We consider the problem of forecasting complex, nonlinear space-time processes when observations provide only partial information of on the system's state. We propose a natural data-driven framework, where the system's dynamics are modelled…

Systems and Control · Computer Science 2019-03-01 Ibrahim Ayed , Emmanuel de Bézenac , Arthur Pajot , Julien Brajard , Patrick Gallinari

Energy-based models (EBMs) offer a flexible framework for probabilistic modelling across various data domains. However, training EBMs on data in discrete or mixed state spaces poses significant challenges due to the lack of robust and fast…

Machine Learning · Statistics 2024-12-03 Tobias Schröder , Zijing Ou , Yingzhen Li , Andrew B. Duncan

We present a numerical method for learning unknown nonautonomous stochastic dynamical system, i.e., stochastic system subject to time dependent excitation or control signals. Our basic assumption is that the governing equations for the…

Machine Learning · Computer Science 2025-03-04 Yuan Chen , Dongbin Xiu

We consider fluctuations of the dissipated energy in nonlinear driven diffusive systems subject to bulk dissipation and boundary driving. With this aim, we extend the recently-introduced macroscopic fluctuation theory to nonlinear driven…

Statistical Mechanics · Physics 2013-10-29 P. I. Hurtado , A. Lasanta , A. Prados

Gaining and understanding the flow dynamics have much importance in a wide range of disciplines, e.g. astrophysics, geophysics, biology, mechanical engineering and biomedical engineering. As a reliable way in practice, especially for…

Fluid Dynamics · Physics 2022-06-22 Hui Xu , Wei Zhang , Yong Wang

In this work, we introduce Dissipative SymODEN, a deep learning architecture which can infer the dynamics of a physical system with dissipation from observed state trajectories. To improve prediction accuracy while reducing network size,…

Machine Learning · Computer Science 2020-05-01 Yaofeng Desmond Zhong , Biswadip Dey , Amit Chakraborty

In this article we address the question whether it is possible to learn the differential equations describing the physical properties of a dynamical system, subject to non-conservative forces, from observations of its realspace…

Machine Learning · Computer Science 2021-07-30 Roger Alexander Müller , Jonathan Laflamme-Janssen , Jaime Camacaro , Carolina Bessega

For a model nonlinear dynamical system, we show how one may obtain its bifurcation behavior by introducing noise into the dynamics and then studying the resulting Langevin dynamics in the weak-noise limit. A suitable quantity to capture the…

Adaptation and Self-Organizing Systems · Physics 2019-02-06 Debraj Das , Sayan Roy , Shamik Gupta

This work proposes a training algorithm based on adaptive random Fourier features (ARFF) with Metropolis sampling and resampling \cite{kammonen2024adaptiverandomfourierfeatures} for learning drift and diffusion components of stochastic…

Machine Learning · Computer Science 2025-07-22 Owen Douglas , Aku Kammonen , Anamika Pandey , Raúl Tempone

Causal discovery from observational data is an important but challenging task in many scientific fields. Recently, a method with non-combinatorial directed acyclic constraint, called NOTEARS, formulates the causal structure learning problem…

Machine Learning · Computer Science 2023-10-31 Weilin Chen , Jie Qiao , Ruichu Cai , Zhifeng Hao

Pattern formation is a widely observed phenomenon in diverse fields including materials physics, developmental biology and ecology, among many others. The physics underlying the patterns is specific to the mechanisms, and is encoded by…

Computational Engineering, Finance, and Science · Computer Science 2024-03-28 Z. Wang , X. Huan , K. Garikipati

The dynamics of biological systems, from proteins to cells to organisms, is complex and stochastic. To decipher their physical laws, we need to bridge between experimental observations and theoretical modeling. Thanks to progress in…

Soft Condensed Matter · Physics 2024-06-05 Pierre Ronceray

Modern learning systems increasingly interact with data that evolve over time and depend on hidden internal state. We ask a basic question: when is such a dynamical system learnable from observations alone? This paper proposes a research…

Machine Learning · Computer Science 2025-12-23 Elad Hazan , Shai Shalev Shwartz , Nathan Srebro

In this paper we analyze the behaviour of the stochastic gradient descent (SGD), a widely used method in supervised learning for optimizing neural network weights via a minimization of non-convex loss functions. Since the pioneering work of…

Machine Learning · Computer Science 2025-05-13 Davide Barbieri , Matteo Bonforte , Peio Ibarrondo

We introduce an energy-based model, which seems especially suited for constrained systems. The proposed model provides an alternative to the popular port-Hamiltonian framework and exhibits similar properties such as energy dissipation as…

Numerical Analysis · Mathematics 2024-12-10 R. Altmann , P. Schulze

Reinforcement learning has been successful across several applications in which agents have to learn to act in environments with sparse feedback. However, despite this empirical success there is still a lack of theoretical understanding of…

Machine Learning · Statistics 2023-11-08 Blake Bordelon , Paul Masset , Henry Kuo , Cengiz Pehlevan

A critical challenge in the data-driven modeling of dynamical systems is producing methods robust to measurement error, particularly when data is limited. Many leading methods either rely on denoising prior to learning or on access to large…

Numerical Analysis · Mathematics 2019-09-04 Samuel H. Rudy , J. Nathan Kutz , Steven L. Brunton

Systems are studied in which transport is possible due to large extension with open boundaries in certain directions but the particles responsible for transport can disappear from it by leaving it in other directions, by chemical reaction…

chao-dyn · Physics 2008-02-03 Z. Kaufmann
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