BPCPPDYSOE21 – scientific programme
Parts | Days | Selection | Search | Updates | Downloads | Help
SOE: Fachverband Physik sozio-ökonomischer Systeme
SOE 4: Data Analytics for Complex Dynamical Systems (joint SOE/DY Focus Session) (joint session SOE/DY)
SOE 4.2: Talk
Tuesday, March 23, 2021, 11:20–11:40, SOEa
Identification of Stochastic Differential Equations from Data — •Tobias Wand1 and Oliver Kamps2 — 1Westfälische Wilhelms-Universität Münster — 2Center for Nonlinear Science Münster
In recent years, methods to identify dynamical systems from experimental or numerical data have been developed [1, 2]. In this context, the construction of sparse models of dynamical systems has been in the focus of interest and has been applied to different problems. These data analysis methods work with hyper-parameters that have to be adjusted to improve the results of the identification procedure. Non-deterministic systems require a refined identification algorithm. In this talk, we will introduce an approach to optimally select hyper-parameters for the identification of sparse differential equations from non-deterministic data.
[1] Brunton et al. Proceedings of the National Academy of Sciences, 2016, 113, 3932-3937
[2] Mangan et al. Proceedings of the Royal Society A, 2017, 473, 20170009