Year: 2025
Type: preprint
Abstract: Learning the governing equations from time-series data has gained increasing attention due to its potential to extract useful dynamics from real-world data. Despite significant progress, it becomes challenging in the presence of noise, especially when derivatives need to be calculated. To reduce the effect of noise, we propose a method that simultaneously fits both the derivative and trajectory from noisy time-series data. Our approach formulates derivative estimation as an inverse problem involving integral operators within the forward model, and estimates the derivative function by solving a regularization problem in a vector-valued reproducing kernel Hilbert space (vRKHS). We derive an integral-form representer theorem, which enables the computation of the regularized solution by solving a finite-dimensional problem and facilitates efficiently estimating the optimal regularization parameter. By embedding the dynamics within a vRKHS and utilizing the fitted derivative and trajectory, we can recover the underlying dynamics from noisy data by solving a linear regularization problem. Several numerical experiments are conducted to validate the effectiveness and efficiency of our method.
Source: arXiv (Cornell University)
Authors: Guo, Hailong, Li, Haibo
Language: English
Subfield: Statistical and Nonlinear Physics
Field: Physics and Astronomy
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W6979375472
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