Extracting Sparse High-Dimensional Dynamics from Limited Data

DOI10.1137/18M116798XzbMath1405.62127arXiv1707.08528OpenAlexW2962957385WikidataQ128786213 ScholiaQ128786213MaRDI QIDQ4561658

Rachel Ward, Hayden Schaeffer, Giang Tran

Publication date: 12 December 2018

Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1707.08528

zbMATH Keywords

chaosmodel selectionsparse optimizationexact recoveryhigh-dimensional dynamical systemsundersampled data

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Numerical optimization and variational techniques (65K10) Inference from stochastic processes (62M99) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Numerical solution of inverse problems involving ordinary differential equations (65L09)

Related Items (47)

Data-driven deep learning of partial differential equations in modal space ⋮ On generalized residual network for deep learning of unknown dynamical systems ⋮ SubTSBR to tackle high noise and outliers for data-driven discovery of differential equations ⋮ Weak SINDy for partial differential equations ⋮ Extended dynamic mode decomposition for inhomogeneous problems ⋮ Learning Low-Dimensional Dynamical-System Models from Noisy Frequency-Response Data with Loewner Rational Interpolation ⋮ Deep neural network modeling of unknown partial differential equations in nodal space ⋮ Robust Identification of Differential Equations by Numerical Techniques from a Single Set of Noisy Observation ⋮ Hamiltonian operator inference: physics-preserving learning of reduced-order models for canonical Hamiltonian systems ⋮ Asymptotic Theory of \(\boldsymbol \ell _1\) -Regularized PDE Identification from a Single Noisy Trajectory ⋮ Data-driven sparse identification of nonlinear dynamical systems using linear multistep methods ⋮ Learning theory for inferring interaction kernels in second-order interacting agent systems ⋮ Adaptive group Lasso neural network models for functions of few variables and time-dependent data ⋮ Model selection via reweighted partial sparse recovery ⋮ Reduced-order autodifferentiable ensemble Kalman filters ⋮ Mitigating Model Error via a Multimodel Method and Application to Tropical Intraseasonal Oscillations ⋮ A framework for machine learning of model error in dynamical systems ⋮ DNN modeling of partial differential equations with incomplete data ⋮ A causality-based learning approach for discovering the underlying dynamics of complex systems from partial observations with stochastic parameterization ⋮ Active Operator Inference for Learning Low-Dimensional Dynamical-System Models from Noisy Data ⋮ Kernel functions embed into the autoencoder to identify the sparse models of nonlinear dynamics ⋮ Unnamed Item ⋮ Operator inference with roll outs for learning reduced models from scarce and low-quality data ⋮ Structured model selection via ℓ1−ℓ2 optimization ⋮ SPADE4: sparsity and delay embedding based forecasting of epidemics ⋮ Deep neural network based adaptive learning for switched systems ⋮ Learning the Dynamics for Unknown Hyperbolic Conservation Laws Using Deep Neural Networks ⋮ Recovery guarantees for polynomial coefficients from weakly dependent data with outliers ⋮ Methods to recover unknown processes in partial differential equations using data ⋮ Sparse learning of partial differential equations with structured dictionary matrix ⋮ Data-Driven Identification of Parametric Partial Differential Equations ⋮ Deep learning of dynamics and signal-noise decomposition with time-stepping constraints ⋮ Extracting Structured Dynamical Systems Using Sparse Optimization With Very Few Samples ⋮ Sampling Low-Dimensional Markovian Dynamics for Preasymptotically Recovering Reduced Models from Data with Operator Inference ⋮ Structure-Preserving Method for Reconstructing Unknown Hamiltonian Systems From Trajectory Data ⋮ DL-PDE: Deep-Learning Based Data-Driven Discovery of Partial Differential Equations from Discrete and Noisy Data ⋮ IDENT: identifying differential equations with numerical time evolution ⋮ Operator inference for non-intrusive model reduction of systems with non-polynomial nonlinear terms ⋮ Sparse identification of nonlinear dynamical systems via reweighted \(\ell_1\)-regularized least squares ⋮ On the Convergence of the SINDy Algorithm ⋮ Operator inference of non-Markovian terms for learning reduced models from partially observed state trajectories ⋮ Maximum likelihood estimation of potential energy in interacting particle systems from single-trajectory data ⋮ Ensemble Kalman inversion for sparse learning of dynamical systems from time-averaged data ⋮ Generalization bounds for sparse random feature expansions ⋮ Robust modeling of unknown dynamical systems via ensemble averaged learning ⋮ Lift \& learn: physics-informed machine learning for large-scale nonlinear dynamical systems ⋮ Poincaré maps for multiscale physics discovery and nonlinear Floquet theory

Uses Software

• CVX
• SPGL1

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Discovering governing equations from data by sparse identification of nonlinear dynamical systems
• A mathematical introduction to compressive sensing
• Sparse Legendre expansions via \(\ell_1\)-minimization
• Sparse + low-energy decomposition for viscous conservation laws
• PDEs with compressed solutions
• A data-driven approximation of the koopman operator: extending dynamic mode decomposition
• Interpolation via weighted \(\ell_{1}\) minimization
• On the Douglas-Rachford splitting method and the proximal point algorithm for maximal monotone operators
• Front propagation into unstable states
• A first-order primal-dual algorithm for convex problems with applications to imaging
• Data-driven spectral decomposition and forecasting of ergodic dynamical systems
• On polynomial chaos expansion via gradient-enhanced \(\ell_1\)-minimization
• RIPless compressed sensing from anisotropic measurements
• Diffusion maps
• Diffusion maps, spectral clustering and reaction coordinates of dynamical systems
• Statistical mechanics of a one-dimensional lattice gas
• Dynamic Mode Decomposition with Control
• Compressive sensing based machine learning strategy for characterizing the flow around a cylinder with limited pressure measurements
• Compressed plane waves yield a compactly supported multiresolution basis for the Laplace operator
• Dynamic mode decomposition of numerical and experimental data
• Normal forms for reduced stochastic climate models
• HIGH-DIMENSIONAL CHAOS IN DISSIPATIVE AND DRIVEN DYNAMICAL SYSTEMS
• On sparse reconstruction from Fourier and Gaussian measurements
• Probing the Pareto Frontier for Basis Pursuit Solutions
• Automated reverse engineering of nonlinear dynamical systems
• Application of brownian motion to the equation of kolmogorov-petrovskii-piskunov
• A Measure Associated with Axiom-A Attractors
• Sparse Reconstruction by Separable Approximation
• Geometric diffusions as a tool for harmonic analysis and structure definition of data: Diffusion maps
• Model selection for dynamical systems via sparse regression and information criteria
• Learning partial differential equations via data discovery and sparse optimization
• De-noising by soft-thresholding
• Sparse dynamics for partial differential equations
• On the Compressive Spectral Method
• An $L^1$ Penalty Method for General Obstacle Problems
• A Probabilistic and RIPless Theory of Compressed Sensing
• Sparsity and incoherence in compressive sampling
• Turbulence, Coherent Structures, Dynamical Systems and Symmetry
• For most large underdetermined systems of linear equations the minimal 𝓁₁‐norm solution is also the sparsest solution
• Stable signal recovery from incomplete and inaccurate measurements
• GIBBS MEASURES IN ERGODIC THEORY
• Equilibrium states and the ergodic theory of Anosov diffeomorphisms

This page was built for publication: Extracting Sparse High-Dimensional Dynamics from Limited Data