Discovering governing equations from data by sparse identification of nonlinear dynamical systems

DOI10.1073/PNAS.1517384113zbMATH Open1355.94013arXiv1509.03580OpenAlexW2239232218WikidataQ31066590 ScholiaQ31066590MaRDI QIDQ137310FDOQ137310

Authors: Steven L. Brunton, Joshua L. Proctor, J. Nathan Kutz, S. L. Brunton, J. L. Proctor, J. N. Kutz 

Publication date: 28 March 2016

Published in: Proceedings of the National Academy of Sciences (Search for Journal in Brave)

Abstract: The ability to discover physical laws and governing equations from data is one of humankind's greatest intellectual achievements. A quantitative understanding of dynamic constraints and balances in nature has facilitated rapid development of knowledge and enabled advanced technological achievements, including aircraft, combustion engines, satellites, and electrical power. In this work, we combine sparsity-promoting techniques and machine learning with nonlinear dynamical systems to discover governing physical equations from measurement data. The only assumption about the structure of the model is that there are only a few important terms that govern the dynamics, so that the equations are sparse in the space of possible functions; this assumption holds for many physical systems. In particular, we use sparse regression to determine the fewest terms in the dynamic governing equations required to accurately represent the data. The resulting models are parsimonious, balancing model complexity with descriptive ability while avoiding overfitting. We demonstrate the algorithm on a wide range of problems, from simple canonical systems, including linear and nonlinear oscillators and the chaotic Lorenz system, to the fluid vortex shedding behind an obstacle. The fluid example illustrates the ability of this method to discover the underlying dynamics of a system that took experts in the community nearly 30 years to resolve. We also show that this method generalizes to parameterized, time-varying, or externally forced systems.

Full work available at URL: https://arxiv.org/abs/1509.03580

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Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Local and nonlocal bifurcation theory for dynamical systems (37G99)

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