Convergence of weak-SINDy Surrogate Models

@article{Russo2022ConvergenceOW,
  title={Convergence of weak-SINDy Surrogate Models},
  author={Benjamin P. Russo and M. Paul Laiu},
  journal={ArXiv},
  year={2022},
  volume={abs/2209.15573}
}
. In this paper, we give an in-depth error analysis for surrogate models generated by a variant of the Sparse Identification of Nonlinear Dynamics (SINDy) method. We start with an overview of a variety of nonlinear system identification techniques, namely, SINDy, weak-SINDy, and the occupation kernel method. Under the assumption that the dynamics are a finite linear combination of a set of basis functions, these methods establish a linear system to recover coefficients. We illuminate the structural… 

Asymptotic consistency of the WSINDy algorithm in the limit of continuum data

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