Abstract Identifying the governing equations of a nonlinear dynamical system is key to both understanding the physical features of the system and constructing an accurate model of the dynamics that generalizes well beyond the available data. Achieving this kind of interpretable system identification is even more difficult for partially observed systems. We propose a machine learning framework for discovering the governing equations of a dynamical system using only partial observations, combining an encoder for state reconstruction with a sparse symbolic model. The entire architecture is trained end-to-end by matching the higher-order symbolic time derivatives of the sparse symbolic model with finite difference estimates from the data. Our tests show that this method can successfully reconstruct the full system state and identify the equations of motion governing the underlying dynamics for a variety of ordinary differential equation (ODE) and partial differential equation (PDE) systems.
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Symbolic regression via neural networks
Identifying governing equations for a dynamical system is a topic of critical interest across an array of disciplines, from mathematics to engineering to biology. Machine learning—specifically deep learning—techniques have shown their capabilities in approximating dynamics from data, but a shortcoming of traditional deep learning is that there is little insight into the underlying mapping beyond its numerical output for a given input. This limits their utility in analysis beyond simple prediction. Simultaneously, a number of strategies exist which identify models based on a fixed dictionary of basis functions, but most either require some intuition or insight about the system, or are susceptible to overfitting or a lack of parsimony. Here, we present a novel approach that combines the flexibility and accuracy of deep learning approaches with the utility of symbolic solutions: a deep neural network that generates a symbolic expression for the governing equations. We first describe the architecture for our model and then show the accuracy of our algorithm across a range of classical dynamical systems.
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- Award ID(s):
- 2016004
- PAR ID:
- 10585170
- Publisher / Repository:
- American Institute of Physics
- Date Published:
- Journal Name:
- Chaos: An Interdisciplinary Journal of Nonlinear Science
- Volume:
- 33
- Issue:
- 8
- ISSN:
- 1054-1500
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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