Learning governing physics from output only measurements
- URL: http://arxiv.org/abs/2208.05609v1
- Date: Thu, 11 Aug 2022 02:24:03 GMT
- Title: Learning governing physics from output only measurements
- Authors: Tapas Tripura and Souvik Chakraborty
- Abstract summary: We propose a novel framework for learning governing physics of dynamical system from output only measurements.
In particular, we combine sparsity promoting spike and slab prior, Bayes law, and Euler Maruyama scheme to identify the governing physics from data.
- Score: 0.0
- License: http://creativecommons.org/licenses/by-nc-nd/4.0/
- Abstract: Extracting governing physics from data is a key challenge in many areas of
science and technology. The existing techniques for equations discovery are
dependent on both input and state measurements; however, in practice, we only
have access to the output measurements only. We here propose a novel framework
for learning governing physics of dynamical system from output only
measurements; this essentially transfers the physics discovery problem from the
deterministic to the stochastic domain. The proposed approach models the input
as a stochastic process and blends concepts of stochastic calculus, sparse
learning algorithms, and Bayesian statistics. In particular, we combine
sparsity promoting spike and slab prior, Bayes law, and Euler Maruyama scheme
to identify the governing physics from data. The resulting model is highly
efficient and works with sparse, noisy, and incomplete output measurements. The
efficacy and robustness of the proposed approach is illustrated on several
numerical examples involving both complete and partial state measurements. The
results obtained indicate the potential of the proposed approach in identifying
governing physics from output only measurement.
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