Construction of ODE systems from time series data by a highly flexible modelling approach

  • In this paper, a down-to-earth approach to purely data-based modelling of unknown dynamical systems is presented. Starting from a classical, explicit ODE formulation y=f(t,y) of a dynamical system, a method determining the unknown right-hand side f(t,y) from some trajectory data y_k(t_j), possibly very sparse, is given. As illustrative examples, a semi-standard predator-prey model is reconstructed from a data set describing the population numbers of hares and lynxes over a period of twenty years, and a simple damped pendulum system with a highly non-linear right-hand side is recovered from some artificial but very sparse data.
Metadaten
Author:Thomas Dierkes
Document Type:Article
Parent Title (English):ArXiv e-prints
Volume:math.NA 1512.03357
Fulltext Url:http://arxiv.org/abs/1512.03357
Year of first publication:2015
Preprint:urn:nbn:de:0297-zib-56768