Revealing hidden dynamics from time-series data by ODENet
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Cites work
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- A family of embedded Runge-Kutta formulae
- A fifth-order interpolant for the Dormand and Prince Runge-Kutta method
- A proposal on machine learning via dynamical systems
- Automated reverse engineering of nonlinear dynamical systems
- Coordinate descent algorithms
- Deep hidden physics models: deep learning of nonlinear partial differential equations
- Deep learning of dynamics and signal-noise decomposition with time-stepping constraints
- DeepMoD: deep learning for model discovery in noisy data
- Deterministic Nonperiodic Flow
- Discovering governing equations from data by sparse identification of nonlinear dynamical systems
- Generalized Predator-Prey Oscillations in Ecological and Economic Equilibrium
- scientific article; zbMATH DE number 795587 (Why is no real title available?)
- Machine learning from a continuous viewpoint. I
- Numerical Gaussian processes for time-dependent and nonlinear partial differential equations
- PDE-Net 2.0: learning PDEs from data with a numeric-symbolic hybrid deep network
- Physics-informed neural networks for solving forward and inverse flow problems via the Boltzmann-BGK formulation
- Physics-informed neural networks: a deep learning framework for solving forward and inverse problems involving nonlinear partial differential equations
- Stiff differential equations solved by Radau methods
- The Split Bregman Method for L1-Regularized Problems
- Uniformly accurate machine learning-based hydrodynamic models for kinetic equations
Cited in
(11)- Quadrature rule based discovery of dynamics by data-driven denoising
- Deep neural network based adaptive learning for switched systems
- Revealing hidden dynamics from time-series data by ODENet
- Enhancing continuous time series modelling with a latent ODE-LSTM approach
- Inferring dynamical models from time-series biological data using an interpretable machine learning method based on weighted expression trees
- Error analysis based on inverse modified differential equations for discovery of dynamics using linear multistep methods and deep learning
- Implementation and (inverse modified) error analysis for implicitly templated ODE-nets
- Reconstruction of dynamical systems without time label
- Weak collocation regression for inferring stochastic dynamics with Lévy noise
- STWCR: weak collocation regression for revealing hidden stochastic dynamics from single trajectory data
- Ensemble adaptive libraries and inner-product sparse regression for robust nonlinear dynamics discovery
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