DOE PAGES title logo U.S. Department of Energy
Office of Scientific and Technical Information

Title: Direct Estimation of Parameters in ODE Models Using WENDy: Weak-Form Estimation of Nonlinear Dynamics

Abstract

Abstract We introduce the Weak-form Estimation of Nonlinear Dynamics (WENDy) method for estimating model parameters for non-linear systems of ODEs. Without relying on any numerical differential equation solvers, WENDy computes accurate estimates and is robust to large (biologically relevant) levels of measurement noise. For low dimensional systems with modest amounts of data, WENDy is competitive with conventional forward solver-based nonlinear least squares methods in terms of speed and accuracy. For both higher dimensional systems and stiff systems, WENDy is typically both faster (often by orders of magnitude) and more accurate than forward solver-based approaches. The core mathematical idea involves an efficient conversion of the strong form representation of a model to its weak form, and then solving a regression problem to perform parameter inference. The core statistical idea rests on the Errors-In-Variables framework, which necessitates the use of the iteratively reweighted least squares algorithm. Further improvements are obtained by using orthonormal test functions, created from a set of $$$$C^{\infty }$$$$ C bump functions of varying support sizes.We demonstrate the high robustness and computational efficiency by applying WENDy to estimate parameters in some common models from population biology, neuroscience, and biochemistry, including logistic growth, Lotka-Volterra, FitzHugh-Nagumo, Hindmarsh-Rose, and a Protein Transduction Benchmark model. Software and code for reproducing the examples is available at https://github.com/MathBioCU/WENDy .

Authors:
ORCiD logo; ;
Publication Date:
Research Org.:
Univ. of Colorado, Boulder, CO (United States)
Sponsoring Org.:
USDOE Office of Science (SC), Advanced Scientific Computing Research (ASCR)
OSTI Identifier:
2007689
Alternate Identifier(s):
OSTI ID: 2008430
Grant/Contract Number:  
SC0023346
Resource Type:
Published Article
Journal Name:
Bulletin of Mathematical Biology
Additional Journal Information:
Journal Name: Bulletin of Mathematical Biology Journal Volume: 85 Journal Issue: 11; Journal ID: ISSN 0092-8240
Publisher:
Springer Science + Business Media
Country of Publication:
United States
Language:
English
Subject:
97 MATHEMATICS AND COMPUTING; data-driven modeling; parameter estimation; parameter inference; weak form; test functions

Citation Formats

Bortz, David M., Messenger, Daniel A., and Dukic, Vanja. Direct Estimation of Parameters in ODE Models Using WENDy: Weak-Form Estimation of Nonlinear Dynamics. United States: N. p., 2023. Web. doi:10.1007/s11538-023-01208-6.
Bortz, David M., Messenger, Daniel A., & Dukic, Vanja. Direct Estimation of Parameters in ODE Models Using WENDy: Weak-Form Estimation of Nonlinear Dynamics. United States. https://doi.org/10.1007/s11538-023-01208-6
Bortz, David M., Messenger, Daniel A., and Dukic, Vanja. Thu . "Direct Estimation of Parameters in ODE Models Using WENDy: Weak-Form Estimation of Nonlinear Dynamics". United States. https://doi.org/10.1007/s11538-023-01208-6.
@article{osti_2007689,
title = {Direct Estimation of Parameters in ODE Models Using WENDy: Weak-Form Estimation of Nonlinear Dynamics},
author = {Bortz, David M. and Messenger, Daniel A. and Dukic, Vanja},
abstractNote = {Abstract We introduce the Weak-form Estimation of Nonlinear Dynamics (WENDy) method for estimating model parameters for non-linear systems of ODEs. Without relying on any numerical differential equation solvers, WENDy computes accurate estimates and is robust to large (biologically relevant) levels of measurement noise. For low dimensional systems with modest amounts of data, WENDy is competitive with conventional forward solver-based nonlinear least squares methods in terms of speed and accuracy. For both higher dimensional systems and stiff systems, WENDy is typically both faster (often by orders of magnitude) and more accurate than forward solver-based approaches. The core mathematical idea involves an efficient conversion of the strong form representation of a model to its weak form, and then solving a regression problem to perform parameter inference. The core statistical idea rests on the Errors-In-Variables framework, which necessitates the use of the iteratively reweighted least squares algorithm. Further improvements are obtained by using orthonormal test functions, created from a set of $$C^{\infty }$$ C ∞ bump functions of varying support sizes.We demonstrate the high robustness and computational efficiency by applying WENDy to estimate parameters in some common models from population biology, neuroscience, and biochemistry, including logistic growth, Lotka-Volterra, FitzHugh-Nagumo, Hindmarsh-Rose, and a Protein Transduction Benchmark model. Software and code for reproducing the examples is available at https://github.com/MathBioCU/WENDy .},
doi = {10.1007/s11538-023-01208-6},
journal = {Bulletin of Mathematical Biology},
number = 11,
volume = 85,
place = {United States},
year = {Thu Oct 05 00:00:00 EDT 2023},
month = {Thu Oct 05 00:00:00 EDT 2023}
}

Works referenced in this record:

Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances
journal, January 1992


A Spline Least Squares Method for Numerical Parameter Estimation in Differential Equations
journal, March 1982

  • Varah, J. M.
  • SIAM Journal on Scientific and Statistical Computing, Vol. 3, Issue 1
  • DOI: 10.1137/0903003

Model selection in systems and synthetic biology
journal, August 2013


Bayesian ranking of biochemical system models
journal, December 2007


The influence of numerical error on parameter estimation and uncertainty quantification for advective PDE models
journal, May 2019


Variational system identification of the partial differential equations governing the physics of pattern-formation: Inference under varying fidelity and noise
journal, November 2019

  • Wang, Z.; Huan, X.; Garikipati, K.
  • Computer Methods in Applied Mechanics and Engineering, Vol. 356
  • DOI: 10.1016/j.cma.2019.07.007

Parameter estimation for differential equations: a generalized smoothing approach: Parameter Estimation for Differential Equations
journal, October 2007

  • Ramsay, J. O.; Hooker, G.; Campbell, D.
  • Journal of the Royal Statistical Society: Series B (Statistical Methodology), Vol. 69, Issue 5
  • DOI: 10.1111/j.1467-9868.2007.00610.x

A unified approach for sparse dynamical system inference from temporal measurements
journal, January 2018


A Joint estimation approach to sparse additive ordinary differential equations
journal, August 2022


More about process identification
journal, July 1965


A new method for the identification of systems
journal, August 1969


Parametric Estimation of Ordinary Differential Equations With Orthogonality Conditions
journal, January 2014

  • Brunel, Nicolas J-B.; Clairon, Quentin; d’Alché-Buc, Florence
  • Journal of the American Statistical Association, Vol. 109, Issue 505
  • DOI: 10.1080/01621459.2013.841583

Spatial Regression With Partial Differential Equation Regularisation
journal, March 2021

  • Sangalli, Laura M.
  • International Statistical Review, Vol. 89, Issue 3
  • DOI: 10.1111/insr.12444

Sparse model selection via integral terms
journal, August 2017


Parameter Estimation for Differential Equation Models Using a Framework of Measurement Error in Regression Models
journal, December 2008


Learning sparse nonlinear dynamics via mixed-integer optimization
journal, January 2023


Weak SINDy: Galerkin-Based Data-Driven Model Selection
journal, January 2021

  • Messenger, Daniel A.; Bortz, David M.
  • Multiscale Modeling & Simulation, Vol. 19, Issue 3
  • DOI: 10.1137/20M1343166

Robust and optimal sparse regression for nonlinear PDE models
journal, October 2019

  • Gurevich, Daniel R.; Reinbold, Patrick A. K.; Grigoriev, Roman O.
  • Chaos: An Interdisciplinary Journal of Nonlinear Science, Vol. 29, Issue 10
  • DOI: 10.1063/1.5120861

Weak SINDy for partial differential equations
journal, October 2021


Parameter estimation of ODE’s via nonparametric estimators
journal, January 2008

  • Brunel, Nicolas J-B.
  • Electronic Journal of Statistics, Vol. 2, Issue 0
  • DOI: 10.1214/07-EJS132

Differential equations in data analysis
journal, November 2020

  • Dattner, Itai
  • WIREs Computational Statistics, Vol. 13, Issue 6
  • DOI: 10.1002/wics.1534

Spatiotemporal system reconstruction using Fourier spectral operators and structure selection techniques
journal, December 2008

  • Xu, Daolin; Khanmohamadi, Omid
  • Chaos: An Interdisciplinary Journal of Nonlinear Science, Vol. 18, Issue 4
  • DOI: 10.1063/1.3030611

Computational modeling of the dynamics of the MAP kinase cascade activated by surface and internalized EGF receptors
journal, April 2002

  • Schoeberl, Birgit; Eichler-Jonsson, Claudia; Gilles, Ernst Dieter
  • Nature Biotechnology, Vol. 20, Issue 4
  • DOI: 10.1038/nbt0402-370

Generation of finite difference formulas on arbitrarily spaced grids
journal, January 1988


Impulses and Physiological States in Theoretical Models of Nerve Membrane
journal, July 1961


Identification of Systems Described by Partial Differential Equations
journal, June 1966

  • Perdreauville, F. J.; Goodson, R. E.
  • Journal of Basic Engineering, Vol. 88, Issue 2
  • DOI: 10.1115/1.3645880

Theory and application of the modulating function method—I. Review and theory of the method and theory of the spline-type modulating functions
journal, January 1993


Generalized sensitivity functions for size-structured population models
journal, May 2015

  • Keck, Dustin D.; Bortz, David M.
  • Journal of Inverse and Ill-posed Problems, Vol. 24, Issue 3
  • DOI: 10.1515/jiip-2014-0041

Using noisy or incomplete data to discover models of spatiotemporal dynamics
journal, January 2020

  • Reinbold, Patrick A. K.; Gurevich, Daniel R.; Grigoriev, Roman O.
  • Physical Review E, Vol. 101, Issue 1
  • DOI: 10.1103/PhysRevE.101.010203

Accurate model selection computations
journal, December 2006


Spatiotemporal system identification on nonperiodic domains using Chebyshev spectral operators and system reduction algorithms
journal, August 2009

  • Khanmohamadi, Omid; Xu, Daolin
  • Chaos: An Interdisciplinary Journal of Nonlinear Science, Vol. 19, Issue 3
  • DOI: 10.1063/1.3180843

Discovering governing equations from data by sparse identification of nonlinear dynamical systems
journal, March 2016

  • Brunton, Steven L.; Proctor, Joshua L.; Kutz, J. Nathan
  • Proceedings of the National Academy of Sciences, Vol. 113, Issue 15
  • DOI: 10.1073/pnas.1517384113

Explicit Estimation of Derivatives from data and Differential Equations by Gaussian Process Regression
journal, January 2021


Parameter estimation in continuous-time dynamic models using principal differential analysis
journal, February 2006


Data-driven discovery of partial differential equations
journal, April 2017

  • Rudy, Samuel H.; Brunton, Steven L.; Proctor, Joshua L.
  • Science Advances, Vol. 3, Issue 4
  • DOI: 10.1126/sciadv.1602614

PySINDy: A comprehensive Python package for robust sparse system identification
journal, January 2022

  • Kaptanoglu, Alan; de Silva, Brian; Fasel, Urban
  • Journal of Open Source Software, Vol. 7, Issue 69
  • DOI: 10.21105/joss.03994

The growth of mixed populations: Two species competing for a common food supply
book, January 1978


ODIN: ODE-Informed Regression for Parameter and State Inference in Time-Continuous Dynamical Systems
journal, April 2020

  • Wenk, Philippe; Abbati, Gabriele; Osborne, Michael A.
  • Proceedings of the AAAI Conference on Artificial Intelligence, Vol. 34, Issue 04
  • DOI: 10.1609/aaai.v34i04.6106

Distributions
book, January 2010


Modelling and parameter inference of predator–prey dynamics in heterogeneous environments using the direct integral approach
journal, January 2017

  • Dattner, Itai; Miller, Ezer; Petrenko, Margarita
  • Journal of The Royal Society Interface, Vol. 14, Issue 126
  • DOI: 10.1098/rsif.2016.0525

Inference of dynamic systems from noisy and sparse data via manifold-constrained Gaussian processes
journal, April 2021

  • Yang, Shihao; Wong, Samuel W. K.; Kou, S. C.
  • Proceedings of the National Academy of Sciences, Vol. 118, Issue 15
  • DOI: 10.1073/pnas.2020397118

Ensemble-SINDy: Robust sparse model discovery in the low-data, high-noise limit, with active learning and control
journal, April 2022

  • Fasel, U.; Kutz, J. N.; Brunton, B. W.
  • Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences, Vol. 478, Issue 2260
  • DOI: 10.1098/rspa.2021.0904

A model of neuronal bursting using three coupled first order differential equations
journal, March 1984

  • Hindmarsh, J. L.; Rose, R. M.
  • Proceedings of the Royal Society of London. Series B. Biological Sciences, Vol. 221, Issue 1222, p. 87-102
  • DOI: 10.1098/rspb.1984.0024

An analysis of variance test for normality (complete samples)
journal, December 1965


Learning anisotropic interaction rules from individual trajectories in a heterogeneous cellular population
journal, October 2022

  • Messenger, Daniel A.; Wheeler, Graycen E.; Liu, Xuedong
  • Journal of The Royal Society Interface, Vol. 19, Issue 195
  • DOI: 10.1098/rsif.2022.0412

Bayesian uncertainty quantification for data-driven equation learning
journal, October 2021

  • Martina-Perez, Simon; Simpson, Matthew J.; Baker, Ruth E.
  • Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences, Vol. 477, Issue 2254
  • DOI: 10.1098/rspa.2021.0426

Uncertainty in predictions of disease spread and public health responses to bioterrorism and emerging diseases
journal, October 2006

  • Elderd, B. D.; Dukic, V. M.; Dwyer, G.
  • Proceedings of the National Academy of Sciences, Vol. 103, Issue 42
  • DOI: 10.1073/pnas.0600816103

Learning mean-field equations from particle data using WSINDy
journal, November 2022