Data-driven linear analysis of dynamical systems via nonlinearity-subtracted dynamic mode decomposition

Dynamic mode decomposition with multiple initial conditions for linearizing nonlinear partial differential equations

Linear and Nonlinear Latent-Space Reduced-Order Models for the Rayleigh--Taylor Instability

We use a large database of direct numerical simulations to investigate the transition of the Rayleigh--Taylor instability to turbulence and its evolution toward a late-time self-similar regime. In addition to tracking the growth of the mixing layer through the mean heavy-fluid concentration profile, we analyze one-dimensional profiles of turbulent kinetic energy and dissipation, two key quantities in classical turbulent-mixing models. We consider two reduced-order modeling strategies that differ in where nonlinearity is introduced: either in the construction of the latent space or in the description of its temporal evolution. The first method uses a linear encoder--decoder obtained using Proper Orthogonal Decomposition (POD), with nonlinear reduced dynamics learned by a physics-informed neural network (PINN). The second uses a nonlinear encoder--decoder learned by an autoencoder, while constraining the latent dynamics to remain linear and satisfy physical constraints. Both approaches achieve satisfactory performance in reconstructing, interpolating, and extrapolating the dynamics of the Rayleigh--Taylor instability.

Data-Driven Modeling of Nonlinear Dynamical Systems with Machine Learning

Data-driven modelling of nonlinear dynamical systems based on machine learning is reviewed in this paper. Nonlinear dynamics refer to all sorts of complicated and irregular phenomena in mathematics, physics, engineering and life that are not well explained by linear models. Based on the accumulation of observation data from sensors, experiments and high-fidelity simulations, machine learning has recently begun to be applied in system identification, state estimation and the discovery of governing equations. This paper systematically presents the basic ideas of dynamical systems and then introduces several data-driven methods, such as Sparse Identification of Nonlinear Dynamics (SINDy), Neural Ordinary Differential Equations (Neural ODEs) and Koopman operator theory. Based on the above research, a number of methods have been proposed to solve the problems of noise, irregular sampling, etc., in high-dimensional chaos, and their respective advantages are introduced below. At present, the problems of poor data quality, partial observability and lack of interpretability in deep learning models are well-known. In the future, Physics-Informed Machine Learning, uncertainty quantification and robust model methods will be applied in engineering. Data science and applied mathematics will be combined in this paper to offer a comprehensive introduction to the problems and models of complex systems.

Data-driven reduced modeling of neural dynamics

Spectral submanifolds can be used to reduce recurrent neural networks to low-dimensional models, revealing their core dynamics, and authors uncover robust structures underlying decision-making and working-memory tasks, providing predictions about the underlying behavior of neural computations.

Identifying nonlinear dynamical systems using subset regression.

The data-driven discovery of governing equations for dynamical systems has emerged as a transformative paradigm, enabling the extraction of interpretable and generalizable models from observational data. While modern techniques have advanced this field, traditional subset regression remains a foundational yet underutilized tool due to its reliance on uncorrelated residuals, a requirement often violated by time-series data. In this work, we revisit subset regression to identify dynamical systems governed by ordinary differential equations (ODEs), partial differential equations (PDEs), and differential algebraic equations (DAEs). We propose subset regression with known number of active features (sub-KNAFE), a user-determined sparsity mechanism that flexibly adapts to various complex nonlinear systems, while retaining the computational efficiency and inherent interpretability of traditional subset regression. We integrate sub-KNAFE with the SINDy framework, overcoming the limitation of subset regression in dynamical system identification. Numerical tests across a range of signal-to-noise ratios and dataset sizes demonstrate sub-KNAFE's superior noise robustness and data efficiency. Practical utility for sub-KNAFE is validated on two real-world datasets: the classic Lynx-Hare ecological population data and the ISO New England power system dataset, demonstrating its strong potential for practical deployment in scientific discovery and engineering applications.

Beyond Linear Dynamics: Neural Bilinear Dynamical Models for Time Series Forecasting

The Neural Bilinear Dynamical Model (NBDM), which models nonlinear system dynamics through a bilinear latent dynamical formulation, and consistently outperforms competitive baselines in both given-control and missing-control settings, particularly for multi-step and long-horizon forecasting.