DataDrivenDiffEq.jl

DataDrivenDiffEq.jl is a package for finding the governing equations of motion automatically from a dataset.

The methods in this package take in data and return the differential equation model which generated the data. A known model is not required as input. These methods can estimate equation-free and equation-based models for discrete and continuous differential equations.

There are two main types of estimation, depending on if you need the result to be human-understandable:

  • Structural identification - returns a human readable result in symbolic form.
  • Structural estimation - returns a function that predicts the derivative and generates a correct time series, but is not necessarily human readable.

Package Overview

DataDrivenDiffEq.jl currently implements the following algorithms for structural estimation and identification. Please note that all the algorithms have been unified under a single mathematical framework, so the interface might be a little different than what you expect.

  • Dynamic Mode Decomposition (DMD)
  • Extended Dynamic Mode Decomposition
  • Sparse Identification of Nonlinear Dynamics (SINDy)
  • Implicit Sparse Identification of Nonlinear Dynamics

Installation

To use DataDrivenDiffEq.jl, install via:

]add DataDrivenDiffEq
using DataDrivenDiffEq