A Review of Data‐Driven Discovery for Dynamic Systems

DOI10.1111/INSR.12554arXiv2210.10663OpenAlexW4387178584MaRDI QIDQ6131430FDOQ6131430

Authors: Joshua S. North, Christopher K. Wikle, Erin M. Schliep 

Publication date: 5 April 2024

Published in: International Statistical Review (Search for Journal in Brave)

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.

Full work available at URL: https://arxiv.org/abs/2210.10663

zbMATH Keywords

differential equationsdynamic equation discoveryprobabilistic dynamic equation discovery

Mathematics Subject Classification ID

Parametric inference (62Fxx) Artificial intelligence (68Txx) Inference from stochastic processes (62Mxx)

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Cited In (1)

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