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Sparse Identification of Nonlinear Dynamics - SINDy

Steve Brunton via YouTube

Overview

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Explore the Sparse Identification of Nonlinear Dynamics (SINDy) algorithm in this 27-minute video lecture. Discover how machine learning, sparse regression, and dynamical systems are combined to identify nonlinear differential equations from measurement data alone. Learn about the Lorentz Attractor, sparse regression techniques, handling noisy data, and applications to parametrized dynamics and time delay coordinates. Gain insights into the algorithm's ability to uncover governing equations from data, as presented in the 2016 PNAS paper by Brunton, Proctor, and Kutz. Access the accompanying code and delve into additional resources for a deeper understanding of this innovative approach to dynamical systems analysis.

Syllabus

Introduction
Dynamical Systems
Lorentz Attractor
Sparse Regression
Noisy Data
Example Problem
Parametrized Dynamics
Time Delay Coordinates

Taught by

Steve Brunton

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