arXiv:2503.05993math.DScs.LG2025-03被引 1

从数据中直接发现带代数约束的微分方程,保持物理结构可解释性。

SODAs: Sparse Optimization for the Discovery of Differential and Algebraic Equations

  • 通过分步优化同时识别动态与代数部分,无需预知代数变量。
  • 在模拟与真实实验数据上均抗噪声,对高相关项库有稳定数值表现。
  • 适合需保留物理结构的生物、机械、电系统建模,尤其适用于未知约束场景。

微分代数方程(DAEs)将常微分方程(ODEs)与代数约束结合,为具有时标分离、守恒律和物理约束的动力系统建模提供了基础框架。尽管稀疏优化已推动数据驱动模型发现,现有方法通常假设DAE可通过消元转化为ODE,限制了对未知约束与时间尺度系统的适用性。本文提出稀疏优化用于微分代数系统(SODAs),一种直接识别显式DAE的数据驱动方法。该方法在不预先识别代数变量的前提下,顺序发现代数与动态部分,形成一系列凸优化问题。通过迭代改进候选库的条件性,有效提升高相关项(由近似代数关系引起)下的数值稳定性。我们在生物、机械和电系统上验证了该方法,在模拟与真实实验数据中均表现出强鲁棒性。

原文摘要 · Abstract (English)

Differential-algebraic equations (DAEs) integrate ordinary differential equations (ODEs) with algebraic constraints, providing a fundamental framework for developing models of dynamical systems characterized by timescale separation, conservation laws, and physical constraints. While sparse optimization has revolutionized model development by allowing data-driven discovery of parsimonious models from a library of possible equations, existing approaches for dynamical systems assume DAEs can be reduced to ODEs by eliminating variables before model discovery. This assumption limits the applicability of such methods for DAE systems with unknown constraints and time scales. We introduce Sparse Optimization for Differential-Algebraic Systems (SODAs), a data-driven method for the identification of DAEs in their explicit form. By discovering the algebraic and dynamic components sequentially without prior identification of the algebraic variables, this approach leads to a sequence of convex optimization problems. It has the advantage of discovering interpretable models that preserve the structure of the underlying physical system. To this end, SODAs improves numerical stability when handling high correlations between library terms, caused by near-perfect algebraic relationships, by iteratively refining the conditioning of the candidate library. We demonstrate the performance of our method on biological, mechanical, and electrical systems, showcasing its robustness to noise in both simulated time series and real-time experimental data.

微分代数稀疏优化系统识别

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