Model discovery for dynamical systems with complex-valued product units
Authors: Martin Brückmann, Babette Dellen, Uwe Jaekel
Organizations: Department of Mathematics, Informatics, and Technology, RheinAhrCampus Remagen University of Applied Sciences Koblenz Joseph-Rovan-Allee 2, 53424 Remagen, Germany
Abstract
Discovering the governing equations of a dynamical system from observed trajectories provides deeper insight into its structure than mere prediction of future states. We present a data-driven approach to model discovery based on complex-valued product-unit networks, in which each unit represents a complex monomial and the network output is a sparse linear combination of such monomials. In contrast to established library-based methods such as SINDy, our approach does not require a predefined set of candidate functions: the relevant monomials, including those with fractional or negative exponents, are learned directly from data. Across four chaotic benchmark systems (Lorenz63, Lorenz84, the Four-Wing attractor, and a fractional variant of Lorenz63), we recover the exact governing equations in 90% of trials for the first three systems, and in 70-90% of trials for the fractional case, using at least 3000 training points. Applied to real-world human-gait accelerometer signals, the model produced stable trajectories with bounded prediction errors, corresponding to an RMSE of approximately 12-14% of the signal amplitude range over a test horizon three times longer than the training interval, demonstrating its potential for high-dimensional systems in which analytic equations are unavailable.
Discovering governing equations from observational data remains a fundamental challenge in scientific modeling, particularly when the underlying mathematical structure is unknown. Traditional sparse identification methods like SINDy excel at discovering parsimonious models but require researchers to specify candidate basis functions a priori, a limitation that often leads to model failure when critical terms are omitted or when systems exhibit unconventional dynamics. Purely symbolic regression approaches offer unlimited flexibility but struggle with noise sensitivity and frequently produce overly complex, unstable equations. We present AutoSINDy, a hybrid Discovery-then-Solve framework that combines the exploratory power of symbolic regression with the robust sparsity-promoting capabilities of SINDy. Our method operates in three stages: (1) PySR-based symbolic regression discovers candidate functional forms from bootstrapped data chunks; (2) a curation pipeline decomposes, expands, and filters these expressions using collinearity analysis to construct a minimal yet comprehensive library; and (3) SINDy identifies sparse governing equations from this custom-tailored library. Extensive experiments across canonical nonlinear systems demonstrate that AutoSINDy consistently recovers ground-truth equations even under high observational noise, achieving a ground-truth recovery rate of 92.8% across all trials. Compared with standard SINDy using enriched libraries and standalone symbolic regression, AutoSINDy achieves higher predictive accuracy, superior generalization to unseen trajectories, and substantially lower symbolic complexity.
Identifying latent dynamical systems from noisy, high-dimensional measurements is a central problem at the intersection of representation learning, system identification, and scientific discovery. We present DYSCO, a multi-view temporal contrastive learning algorithm that jointly recovers latent trajectories and the governing dynamics from such observations, by leveraging multiple independent noisy views of the same underlying process to disentangle signal from noise. By parameterizing the dynamics in a structured functional basis, our framework further enables symbolic recovery of the governing equations within an affine gauge. We offer theoretical guarantees for strong identification up to an affine indeterminacy, extending prior identifiability results to the realistic setting of noisy nonlinear observations. Empirically, we demonstrate accurate recovery of both latent trajectories and flow fields across a diverse set of dynamical regimes (e.g., chaotic, oscillatory, and metastable) under both Gaussian and Poisson observation noise, the latter being particularly relevant for neural recordings.
Machine learning has become a powerful tool for discovering governing laws of dynamical systems from data. However, most existing approaches degrade severely when observations are sparse, noisy, or irregularly sampled. In this work, we address the problem of learning symbolic representations of nonlinear Hamiltonian dynamical systems under extreme data scarcity by explicitly incorporating physical structure into the learning architecture. We introduce Adaptable Symplectic Recurrent Neural Networks (ASRNNs), a parameter-cognizant, structure-preserving model that combines Hamiltonian learning with symplectic recurrent integration, avoiding time derivative estimation, and enabling stable learning under noise. We demonstrate that ASRNNs can accurately predict long-term dynamics even when each training trajectory consists of only two irregularly spaced time points, possibly corrupted by correlated noise. Leveraging ASRNNs as structure-preserving data generators, we further enable symbolic discovery using independent regression methods (SINDy and PySR), recovering exact symbolic equations for polynomial systems and consistent polynomial approximations for non-polynomial Hamiltonians. Our results show that such architectures can provide a robust pathway to interpretable discovery of Hamiltonian dynamics from sparse and noisy data.