arXiv subjects

Max Kreider

Publications and source records attributed to Max Kreider.

4 recordsLinked to original sources

arXiv2026

Learning dynamical systems from noisy data with Weak-form Kernel Ridge Regression

Accurate prediction of complex dynamical systems from noisy measurements remains a significant challenge in scientific computing. Kernel ridge regression learning strategies are often effective when applied to clean data, but have limited success with noisy data. Recent work has observed that a weak formulation can act to filter noisy data, and different learning strategies have achieved increased noise robustness with a weak-form framework. In this manuscript, we give an overview of the filtering mechanism behind the weak formulation and provide a bias-variance error decomposition. Using these insights, we combine a weak formulation with a kernel learning strategy to propose Weak-form Kernel Ridge Regression (WKRR) for learning dynamical systems. The proposed framework is simple to implement, effective for both clean and noisy data, and outperforms several baseline methods. We demonstrate the performance of WKRR on chaotic benchmark systems in up to 64 dimensions, as well as 15,000-dimensional real-world fluid data.

cs.LG↗

arXiv2025

A model-free method for discovering symmetry in differential equations

Symmetry in differential equations reveals invariances and offers a powerful means to reduce model complexity. Lie group analysis characterizes these symmetries through infinitesimal generators, which provide a local, linear criterion for invariance. However, identifying Lie symmetries directly from scattered data, without explicit knowledge of the governing equations, remains a significant challenge. This work introduces a numerical scheme that approximates infinitesimal generators from data sampled on an unknown smooth manifold, enabling the recovery of continuous symmetries without requiring the analytical form of the differential equations. We employ a manifold learning technique, Generalized Moving Least Squares, to prolongate the data, from which a linear system is constructed whose null space encodes the infinitesimal generators representing the symmetries. Convergence bounds for the proposed approach are derived. Several numerical experiments, including ordinary and partial differential equations, demonstrate the method's accuracy, robustness, and convergence, highlighting its potential for data-driven discovery of symmetries in dynamical systems.

math.NA↗

arXiv2025

Artificial neural network solver for Fokker-Planck and Koopman eigenfunctions

For a stochastic differential equation (SDE) that is an It\^{o} diffusion or Langevin equation, the Fokker-Planck operator governs the evolution of the probability density, while its adjoint, the infinitesimal generator of the stochastic Koopman operator, governs the evolution of system observables, in the mean. The eigenfunctions of these operators provide a powerful framework to analyze SDEs, and have shown to be particularly useful for systems of stochastic oscillators. However, computing these eigenfunctions typically requires solving high-dimensional PDEs on unbounded domains, which is numerically challenging. Building on previous work, we propose a data-driven artificial neural network solver for Koopman and Fokker-Planck eigenfunctions. Our approach incorporates the differential operator into the loss function, improving accuracy and reducing dependence on large amounts of accurate training data. We demonstrate our approach on several numerical examples in two, three, and four dimensions.

math.NA↗

arXiv2025

$Q$-functions, synchronization, and Arnold tongues for coupled stochastic oscillators

Phase reduction is an effective theoretical and numerical tool for studying synchronization of coupled deterministic oscillators. Stochastic oscillators require new definitions of asymptotic phase. The $Q$-function, i.e. the slowest decaying complex mode of the stochastic Koopman operator (SKO), was proposed as a means of phase reduction for stochastic oscillators. In this paper, we show that the $Q$-function approach also leads to a novel definition of ``synchronization" for coupled stochastic oscillators. A system of coupled oscillators in the synchronous regime may be viewed as a single (higher-dimensional) oscillator. Therefore, we investigate the relation between the $Q$-functions of the uncoupled oscillators and the higher-dimensional $Q$-function for the coupled system. We propose a definition of synchronization between coupled stochastic oscillators in terms of the eigenvalue spectrum of Kolmogorov's backward operator (the generator of the Markov process, or the SKO) of the higher dimensional coupled system. We observe a novel type of bifurcation reflecting (i) the relationship between the leading eigenvalues of the SKO for the coupled system and (ii) qualitative changes in the cross-spectral density of the coupled oscillators. Using our proposed definition, we observe synchronization domains for symmetrically-coupled stochastic oscillators that are analogous to Arnold tongues for coupled deterministic oscillators.

math.PR↗