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Sparse Nonlinear Dynamics Models with SINDy, Part 4: The Library of Candidate Nonlinearities

Steve Brunton 21,958 4 years ago
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This video discusses how to choose an effective library of candidate terms for the Sparse Identification of Nonlinear Dynamics (SINDy) algorithm. We discuss how to extend SINDy to include control variables and bifurcation parameters, as well as to include more general rational functions. We also discuss how to avoid the curse of dimensionality with the SVD, autoencoders, and the tensor train formulation. Finally, we show how to use physical symmetries to constrain the library. Citable link for this video at: https://doi.org/10.52843/cassyni.p7t7ds Original SINDy paper: https://www.pnas.org/content/113/15/3932 @eigensteve on Twitter eigensteve.com databookuw.com This video was produced at the University of Washington %%% CHAPTERS %%% 0:00 Introduction & Recap 2:35 SINDy as a Generalized Linear Regression 6:42 SINDy with Control 11:02 Bifurcation Parameters 12:22 Rational Functions 18:01 Curse of Dimensionality 24:22 Exploiting Symmetries

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