相关论文: Governing equation discovery of a complex system f…

Stochastic differential equations (SDEs) provide a natural framework for modelling intrinsic stochasticity inherent in many continuous-time physical processes. When such processes are observed in multiple individuals or experimental units,…

Stochastic differential equations (SDEs) using jump-diffusion processes describe many natural phenomena at the microscopic level. Since they are commonly used to model economic and financial evolutions, the calibration and optimal control…

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…

Equation discovery is a fundamental learning task for uncovering the underlying dynamics of complex systems, with wide-ranging applications in areas such as brain connectivity analysis, climate modeling, gene regulation, and physical…

In recent years, identification of nonlinear dynamical systems from data has become increasingly popular. Sparse regression approaches, such as Sparse Identification of Nonlinear Dynamics (SINDy), fostered the development of novel governing…

This work presents a data-driven approach to the identification of spatial and temporal truncation errors for linear and nonlinear discretization schemes of Partial Differential Equations (PDEs). Motivated by the central role of truncation…

This paper introduces a novel system identification and tracking method for PieceWise Smooth (PWS) nonlinear stochastic hybrid systems. We are able to correctly identify and track challenging problems with diverse dynamics and low…

We introduce Sparse Symplectically Integrated Neural Networks (SSINNs), a novel model for learning Hamiltonian dynamical systems from data. SSINNs combine fourth-order symplectic integration with a learned parameterization of the…

The behavior of many dynamical systems follow complex, yet still unknown partial differential equations (PDEs). While several machine learning methods have been proposed to learn PDEs directly from data, previous methods are limited to…

The sparse identification of nonlinear dynamical systems (SINDy) is a data-driven technique employed for uncovering and representing the fundamental dynamics of intricate systems based on observational data. However, a primary obstacle in…

We propose a two-stage method called \textit{Spline Assisted Partial Differential Equation based Model Identification (SAPDEMI)} to identify partial differential equation (PDE)-based models from noisy data. In the first stage, we employ the…

We present an algorithm for the efficient sampling of conditional paths of stochastic differential equations (SDEs). While unconditional path sampling of SDEs is straightforward, albeit expensive for high dimensional systems of SDEs,…

Differential equations are widely used to describe complex dynamical systems with evolving parameters in nature and engineering. Effectively learning a family of maps from the parameter function to the system dynamics is of great…

Differential-algebraic equations (DAEs) integrate ordinary differential equations (ODEs) with algebraic constraints, providing a fundamental framework for developing models of dynamical systems characterized by timescale separation,…

Recovering dynamical equations from observed noisy data is the central challenge of system identification. We develop a statistical mechanics approach to analyze sparse equation discovery algorithms, which typically balance data fit and…

Finding sparse solutions of underdetermined systems of linear equations is a fundamental problem in signal processing and statistics which has become a subject of interest in recent years. In general, these systems have infinitely many…

Unveiling the underlying governing equations of nonlinear dynamic systems remains a significant challenge. Insufficient prior knowledge hinders the determination of an accurate candidate library, while noisy observations lead to imprecise…

In this work we present a data-driven method for the discovery of parametric partial differential equations (PDEs), thus allowing one to disambiguate between the underlying evolution equations and their parametric dependencies. Group…

Automated model selection is an important application in science and engineering. In this work, we develop a learning approach for identifying structured dynamical systems from undersampled and noisy spatiotemporal data. The learning is…

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…