On higher order drift and diffusion estimates for stochastic SINDy

DOI10.1137/23M1567011zbMATH Open1548.65044MaRDI QIDQ6592244

I. Mezić, Mathias Wanner

Publication date: 24 August 2024

Published in: SIAM Journal on Applied Dynamical Systems (Search for Journal in Brave)

zbMATH Keywords

system identificationnumerical methodsstochastic differential equationsSINDy

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) System identification (93B30) Identification in stochastic control theory (93E12) Numerical analysis or methods applied to Markov chains (65C40) Numerical solutions to stochastic differential and integral equations (65C30)

Cites Work

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• SINDy-PI: a robust algorithm for parallel implicit sparse identification of nonlinear dynamics
• On the Convergence of the SINDy Algorithm
• Sparse identification of nonlinear dynamics for model predictive control in the low-data limit

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