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This course presents Sparse Identification of Nonlinear Dynamics (SINDy), a method that combines machine learning and sparse regression to discover nonlinear differential equations from measurement data. Examples include the Lorenz attractor, noisy and parametrized dynamics, time-delay coordinates, vortex shedding, and controlled systems.
Syllabus
Introduction
Dynamical Systems
Lorentz Attractor
Sparse Regression
Noisy Data
Example Problem
Parametrized Dynamics
Time Delay Coordinates
Taught by
Steve Brunton