Learning mean-field equations from particle data using WSINDy
From MaRDI portal
Abstract: We develop a weak-form sparse identification method for interacting particle systems (IPS) with the primary goals of reducing computational complexity for large particle number and offering robustness to either intrinsic or extrinsic noise. In particular, we use concepts from mean-field theory of IPS in combination with the weak-form sparse identification of nonlinear dynamics algorithm (WSINDy) to provide a fast and reliable system identification scheme for recovering the governing stochastic differential equations for an IPS when the number of particles per experiment is on the order of several thousand and the number of experiments is less than 100. This is in contrast to existing work showing that system identification for less than 100 and on the order of several thousand is feasible using strong-form methods. We prove that under some standard regularity assumptions the scheme converges with rate in the ordinary least squares setting and we demonstrate the convergence rate numerically on several systems in one and two spatial dimensions. Our examples include a canonical problem from homogenization theory (as a first step towards learning coarse-grained models), the dynamics of an attractive-repulsive swarm, and the IPS description of the parabolic-elliptic Keller-Segel model for chemotaxis.
Recommendations
- Inferring interaction rules from observations of evolutive systems I: The variational approach
- Weak SINDy: Galerkin-based data-driven model selection
- IDENT: identifying differential equations with numerical time evolution
- Learning interacting particle systems: diffusion parameter estimation for aggregation equations
- Directed chain stochastic differential equations
Cites work
- A mathematical introduction to compressive sensing
- Continuous-time average-preserving opinion dynamics with opinion-dependent communications
- Discovering governing equations from data by sparse identification of nonlinear dynamical systems
- Efficient randomized algorithms for the fixed-precision low-rank matrix approximation
- Equilibria of an aggregation model with linear diffusion in domains with boundaries
- Existence of ground states for aggregation-diffusion equations
- Extracting governing laws from sample path data of non-Gaussian stochastic dynamical systems
- scientific article; zbMATH DE number 4211245 (Why is no real title available?)
- scientific article; zbMATH DE number 5372264 (Why is no real title available?)
- scientific article; zbMATH DE number 711262 (Why is no real title available?)
- scientific article; zbMATH DE number 933353 (Why is no real title available?)
- Inferring interaction rules from observations of evolutive systems I: The variational approach
- Learning interaction kernels in heterogeneous systems of agents from multiple trajectories
- Learning Interaction Kernels in Mean-Field Equations of First-Order Systems of Interacting Particles
- Learning partial differential equations for biological transport models from noisy spatio-temporal data
- Low-rank Tucker approximation of a tensor from streaming data
- Martingale estimation functions for discretely observed diffusion processes
- Maximum likelihood estimation of potential energy in interacting particle systems from single-trajectory data
- Maximum Likelihood Theory for Large Interacting Systems
- Model for chemotaxis
- On mean field limits for dynamical systems
- On the convergence of the SINDy algorithm
- On the histogram as a density estimator:L 2 theory
- On the identifiability of interaction functions in systems of interacting particles
- Optimal critical mass in the two dimensional Keller-Segel model in \(R^2\)
- Orthogonal Matching Pursuit for Sparse Signal Recovery With Noise
- Parameter Estimation for Macroscopic Pedestrian Dynamics Models from Microscopic Data
- Partial differential equations and stochastic methods in molecular dynamics
- Principles of multiscale modeling
- Propagation of chaos for the Keller-Segel equation over bounded domains
- Solving inverse stochastic problems from discrete particle observations using the Fokker-Planck equation and physics-informed neural networks
- Stochastic mean-field limit: non-Lipschitz forces and swarming
- Swarm dynamics and equilibria for a nonlocal aggregation model
- Swarm equilibria in domains with boundaries
- Weak SINDy for partial differential equations
- Weak SINDy: Galerkin-based data-driven model selection
Cited in
(16)- WSINDy
- Direct estimation of parameters in ODE models using WENDy: weak-form estimation of nonlinear dynamics
- Online parameter estimation for the McKean-Vlasov stochastic differential equation
- \texttt{Weak-PDE-LEARN}: a weak form based approach to discovering PDEs from noisy, limited data
- A method of moments estimator for interacting particle systems and their mean field limit
- Learning particle swarming models from data with Gaussian processes
- On the identifiability of nonlocal interaction kernels in first-order systems of interacting particles on Riemannian manifolds
- Learning fluid physics from highly turbulent data using sparse physics-informed discovery of empirical relations (SPIDER)
- Forecasting and predicting stochastic agent-based model data with biologically-informed neural networks
- Learning macroscopic equations of motion from dissipative particle dynamics simulations of fluids
- Weak collocation networks: a deep learning approach to reconstruct stochastic dynamics from aggregate data
- Weak collocation regression for inferring stochastic dynamics with Lévy noise
- Sparse identification of nonlocal interaction kernels in nonlinear gradient flow equations via partial inversion
- Physics-informed active learning with simultaneous weak-form latent space dynamics identification
- STWCR: weak collocation regression for revealing hidden stochastic dynamics from single trajectory data
- Weak form scientific machine learning: test function construction for system identification
This page was built for publication: Learning mean-field equations from particle data using WSINDy
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2167982)
