Simultaneous Identification and Denoising of Dynamical Systems

Hokanson, Jeffrey M.; Iaccarino, Gianluca; Doostan, Alireza

doi:10.1137/22m1486303

Simultaneous Identification and Denoising of Dynamical Systems

Journal Article · 05 July 2023 · SIAM Journal on Scientific Computing

DOI:https://doi.org/10.1137/22m1486303· OSTI ID:2417966

^[1]; Iaccarino, Gianluca ^[2]; Doostan, Alireza ^[3]

Department of Aerospace Engineering Sciences, University of Colorado at Boulder, Boulder, CO 80309 USA.; OSTI
Center for Turbulence Research, Stanford University, Stanford, CA 94305 USA.
Department of Aerospace Engineering Sciences, University of Colorado at Boulder, Boulder, CO 80309 USA.

Not provided.

Research Organization:: Stanford Univ., CA (United States)

Sponsoring Organization:: USDOE National Nuclear Security Administration (NNSA)

DOE Contract Number:: NA0003968

OSTI ID:: 2417966

Journal Information:: SIAM Journal on Scientific Computing, Journal Name: SIAM Journal on Scientific Computing Journal Issue: 4 Vol. 45; ISSN 1064-8275

Publisher:: Society for Industrial and Applied Mathematics (SIAM)

Country of Publication:: United States

Language:: English

References (27)

On the Constrained CramÉr–Rao Bound With a Singular Fisher Information Matrix Ben-Haim, Zvika; Eldar, Yonina C. IEEE Signal Processing Letters, Vol. 16, Issue 6 https://doi.org/10.1109/LSP.2009.2016831	journal	June 2009
PySINDy: A comprehensive Python package for robust sparse system identification Kaptanoglu, Alan; de Silva, Brian; Fasel, Urban Journal of Open Source Software, Vol. 7, Issue 69 https://doi.org/10.21105/joss.03994	journal	January 2022
Numerical Methods for Least Squares Problems Björck, Åke Society for Industrial and Applied Mathematics https://doi.org/10.1137/1.9781611971484	book	January 1996
Tensor Decompositions and Applications Kolda, Tamara G.; Bader, Brett W. SIAM Review, Vol. 51, Issue 3 https://doi.org/10.1137/07070111X	journal	August 2009
Automatic differentiation to simultaneously identify nonlinear dynamics and extract noise probability distributions from data Kaheman, Kadierdan; Brunton, Steven L.; Nathan Kutz, J. Machine Learning: Science and Technology, Vol. 3, Issue 1 https://doi.org/10.1088/2632-2153/ac567a	journal	March 2022
Exact Recovery of Chaotic Systems from Highly Corrupted Data Tran, Giang; Ward, Rachel Multiscale Modeling & Simulation, Vol. 15, Issue 3 https://doi.org/10.1137/16M1086637	journal	January 2017
A Supernodal Approach to Sparse Partial Pivoting Demmel, James W.; Eisenstat, Stanley C.; Gilbert, John R. SIAM Journal on Matrix Analysis and Applications, Vol. 20, Issue 3 https://doi.org/10.1137/S0895479895291765	journal	January 1999
Numerical aspects for approximating governing equations using data Wu, Kailiang; Xiu, Dongbin Journal of Computational Physics, Vol. 384 https://doi.org/10.1016/j.jcp.2019.01.030	journal	May 2019
The Differentiation of Pseudo-Inverses and Nonlinear Least Squares Problems Whose Variables Separate Golub, G. H.; Pereyra, V. SIAM Journal on Numerical Analysis, Vol. 10, Issue 2 https://doi.org/10.1137/0710036	journal	April 1973
A Data Scalable Augmented Lagrangian KKT Preconditioner for Large-Scale Inverse Problems Alger, Nick; Villa, Umberto; Bui-Thanh, Tan SIAM Journal on Scientific Computing, Vol. 39, Issue 5 https://doi.org/10.1137/16M1084365	journal	January 2017
Improved Iteratively Reweighted Least Squares for Unconstrained Smoothed $\ell_q$ Minimization Lai, Ming-Jun; Xu, Yangyang; Yin, Wotao SIAM Journal on Numerical Analysis, Vol. 51, Issue 2 https://doi.org/10.1137/110840364	journal	January 2013
Sparse identification of nonlinear dynamical systems via reweighted ℓ 1 -regularized least squares Cortiella, Alexandre; Park, Kwang-Chun; Doostan, Alireza Computer Methods in Applied Mechanics and Engineering, Vol. 376 https://doi.org/10.1016/j.cma.2020.113620	journal	April 2021
Matrix Computations Golub, Gene H.; Van Loan, Charles F. https://doi.org/10.56021/9781421407944	book	February 2013
Preconditioned all-at-once methods for large, sparse parameter estimation problems Haber, E.; Ascher, U. M. Inverse Problems, Vol. 17, Issue 6 https://doi.org/10.1088/0266-5611/17/6/319	journal	November 2001
Data Assimilation Asch, Mark; Bocquet, Marc; Nodet, Maëlle https://doi.org/10.1137/1.9781611974546	book	January 2016
Data-driven operator inference for nonintrusive projection-based model reduction Peherstorfer, Benjamin; Willcox, Karen Computer Methods in Applied Mechanics and Engineering, Vol. 306 https://doi.org/10.1016/j.cma.2016.03.025	journal	July 2016
An Algorithm for Degenerate Nonlinear Programming with Rapid Local Convergence Wright, Stephen J. SIAM Journal on Optimization, Vol. 15, Issue 3 https://doi.org/10.1137/030601235	journal	January 2005
Matrix Analysis Horn, Roger A.; Johnson, Charles R. https://doi.org/10.1017/CBO9781139020411	book	April 2013
Nonlinear Regression Seber, G. A. F.; Wild, C. J. Wiley Series in Probability and Statistics https://doi.org/10.1002/0471725315	book	January 1989
Discovering governing equations from data by sparse identification of nonlinear dynamical systems Brunton, Steven L.; Proctor, Joshua L.; Kutz, J. Nathan Proceedings of the National Academy of Sciences, Vol. 113, Issue 15 https://doi.org/10.1073/pnas.1517384113	journal	March 2016
Enhancing Sparsity by Reweighted ℓ 1 Minimization Candès, Emmanuel J.; Wakin, Michael B.; Boyd, Stephen P. Journal of Fourier Analysis and Applications, Vol. 14, Issue 5-6 https://doi.org/10.1007/s00041-008-9045-x	journal	October 2008
On optimization techniques for solving nonlinear inverse problems Haber, Eldad; Ascher, Uri M.; Oldenburg, Doug Inverse Problems, Vol. 16, Issue 5 https://doi.org/10.1088/0266-5611/16/5/309	journal	October 2000
Deep learning of dynamics and signal-noise decomposition with time-stepping constraints Rudy, Samuel H.; Nathan Kutz, J.; Brunton, Steven L. Journal of Computational Physics, Vol. 396 https://doi.org/10.1016/j.jcp.2019.06.056	journal	November 2019
A Sequential Quadratic Programming Method Without A Penalty Function or a Filter for Nonlinear Equality Constrained Optimization Liu, Xinwei; Yuan, Yaxiang SIAM Journal on Optimization, Vol. 21, Issue 2 https://doi.org/10.1137/080739884	journal	April 2011
Iterative hard thresholding for compressed sensing Blumensath, Thomas; Davies, Mike E. Applied and Computational Harmonic Analysis, Vol. 27, Issue 3 https://doi.org/10.1016/j.acha.2009.04.002	journal	November 2009
Iteratively reweighted least squares minimization for sparse recovery Daubechies, Ingrid; DeVore, Ronald; Fornasier, Massimo Communications on Pure and Applied Mathematics, Vol. 63, Issue 1 https://doi.org/10.1002/cpa.20303	journal	January 2010
PySINDy: A Python package for the sparse identification of nonlinear dynamical systems from data de Silva, Brian; Champion, Kathleen; Quade, Markus Journal of Open Source Software, Vol. 5, Issue 49 https://doi.org/10.21105/joss.02104	journal	May 2020

Similar Records

Denoising nonlinear dynamical systems

Conference · 2016 · OSTI ID:1238135

Progressive Dynamics for Cloth and Shell Animation

Journal Article · 2024 · ACM Transaction on Graphics · OSTI ID:2580091

Score-based denoising for atomic structure identification

Journal Article · 2024 · npj Computational Materials · OSTI ID:2406142

Related Subjects

Mathematics

Simultaneous Identification and Denoising of Dynamical Systems

Citation Formats

References (27)

Similar Records

Related Subjects