A Review of Data‐Driven Discovery for Dynamic Systems
From MaRDI portal
Publication:6131430
Abstract: Many real-world scientific processes are governed by complex nonlinear dynamic systems that can be represented by differential equations. Recently, there has been increased interest in learning, or discovering, the forms of the equations driving these complex nonlinear dynamic system using data-driven approaches. In this paper we review the current literature on data-driven discovery for dynamic systems. We provide a categorization to the different approaches for data-driven discovery and a unified mathematical framework to show the relationship between the approaches. Importantly, we discuss the role of statistics in the data-driven discovery field, describe a possible approach by which the problem can be cast in a statistical framework, and provide avenues for future work.
Cites work
- scientific article; zbMATH DE number 1303701 (Why is no real title available?)
- scientific article; zbMATH DE number 1034042 (Why is no real title available?)
- scientific article; zbMATH DE number 1114428 (Why is no real title available?)
- A general science-based framework for dynamical spatio-temporal models
- Automated reverse engineering of nonlinear dynamical systems
- Bayesian Variable Selection in Linear Regression
- Bayesian differential programming for robust systems identification under uncertainty
- DL-PDE: Deep-Learning Based Data-Driven Discovery of Partial Differential Equations from Discrete and Noisy Data
- DLGA-PDE: discovery of PDEs with incomplete candidate library via combination of deep learning and genetic algorithm
- Data driven governing equations approximation using deep neural networks
- Data-driven deep learning of partial differential equations in modal space
- Data-driven discovery of coordinates and governing equations
- Data-driven identification of parametric partial differential equations
- Deep Compositional Spatial Models
- 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
- Discovering governing equations from data by sparse identification of nonlinear dynamical systems
- Ensemble Kalman methods for high-dimensional hierarchical dynamic space-time models
- Hidden fluid mechanics: Learning velocity and pressure fields from flow visualizations
- Learning partial differential equations for biological transport models from noisy spatio-temporal data
- Learning partial differential equations via data discovery and sparse optimization
- Locally-weighted regression: an approach to regression analysis by local fitting
- Methods for numerical differentiation of noisy data
- Multilayer feedforward networks are universal approximators
- Numerical aspects for approximating governing equations using data
- Numerical differentiation of noisy, nonsmooth data
- On the convergence of the SINDy algorithm
- PDE-Net 2.0: learning PDEs from data with a numeric-symbolic hybrid deep network
- Physically motivated scale interaction parameterization in reduced rank quadratic nonlinear dynamic spatio‐temporal models
- Physics-informed neural networks: a deep learning framework for solving forward and inverse problems involving nonlinear partial differential equations
- Polynomial nonlinear spatio‐temporal integro‐difference equation models
- Proximal splitting methods in signal processing
- Robust data-driven discovery of governing physical laws with error bars
- Runge-Kutta pairs of order \(5(4)\) satisfying only the first column simplifying assumption
- Solving parametric PDE problems with artificial neural networks
- Sparse dynamical system identification with simultaneous structural parameters and initial condition estimation
- Sparsity information and regularization in the horseshoe and other shrinkage priors
- Spatiotemporal Hierarchical Bayesian Modeling Tropical Ocean Surface Winds
- Statistics for spatio-temporal data
- The Bayesian Lasso
- The Bayesian elastic net
- The Group Lasso for Logistic Regression
- The horseshoe estimator for sparse signals
- The no-U-turn sampler: adaptively setting path lengths in Hamiltonian Monte Carlo
- Theory of the motion of the celestial bodies moving around the Sun in conic sections
This page was built for publication: A Review of Data‐Driven Discovery for Dynamic Systems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6131430)
