Discover governing differential equations from evolving systems

Discovering the governing equations of evolving systems from available observations is essential and challenging. In this paper, we consider a different scenario: discovering governing equations from streaming data. Current methods struggle to discover governing differential equations with consideri...

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Main Authors: Yuanyuan Li, Kai Wu, Jing Liu
Format: Article
Language:English
Published: American Physical Society 2023-05-01
Series:Physical Review Research
Online Access:http://doi.org/10.1103/PhysRevResearch.5.023126
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author Yuanyuan Li
Kai Wu
Jing Liu
author_facet Yuanyuan Li
Kai Wu
Jing Liu
author_sort Yuanyuan Li
collection DOAJ
description Discovering the governing equations of evolving systems from available observations is essential and challenging. In this paper, we consider a different scenario: discovering governing equations from streaming data. Current methods struggle to discover governing differential equations with considering measurements as a whole, leading to failure to handle this task. We propose an online modeling method capable of handling samples one by one sequentially by modeling streaming data instead of processing the entire data set. The proposed method performs well in discovering ordinary differential equations and partial differential equations from streaming data. Evolving systems are changing over time, which invariably changes with system status. Thus finding the exact change points is critical. The measurement generated from a changed system is distributed dissimilarly to before; hence the difference can be identified by the proposed method. Our proposal is competitive in identifying the change points and discovering governing differential equations in three hybrid systems and two switching linear systems.
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spelling doaj.art-cda6250f186d462999f04e9865bfb04b2024-04-12T17:31:15ZengAmerican Physical SocietyPhysical Review Research2643-15642023-05-015202312610.1103/PhysRevResearch.5.023126Discover governing differential equations from evolving systemsYuanyuan LiKai WuJing LiuDiscovering the governing equations of evolving systems from available observations is essential and challenging. In this paper, we consider a different scenario: discovering governing equations from streaming data. Current methods struggle to discover governing differential equations with considering measurements as a whole, leading to failure to handle this task. We propose an online modeling method capable of handling samples one by one sequentially by modeling streaming data instead of processing the entire data set. The proposed method performs well in discovering ordinary differential equations and partial differential equations from streaming data. Evolving systems are changing over time, which invariably changes with system status. Thus finding the exact change points is critical. The measurement generated from a changed system is distributed dissimilarly to before; hence the difference can be identified by the proposed method. Our proposal is competitive in identifying the change points and discovering governing differential equations in three hybrid systems and two switching linear systems.http://doi.org/10.1103/PhysRevResearch.5.023126
spellingShingle Yuanyuan Li
Kai Wu
Jing Liu
Discover governing differential equations from evolving systems
Physical Review Research
title Discover governing differential equations from evolving systems
title_full Discover governing differential equations from evolving systems
title_fullStr Discover governing differential equations from evolving systems
title_full_unstemmed Discover governing differential equations from evolving systems
title_short Discover governing differential equations from evolving systems
title_sort discover governing differential equations from evolving systems
url http://doi.org/10.1103/PhysRevResearch.5.023126
work_keys_str_mv AT yuanyuanli discovergoverningdifferentialequationsfromevolvingsystems
AT kaiwu discovergoverningdifferentialequationsfromevolvingsystems
AT jingliu discovergoverningdifferentialequationsfromevolvingsystems