Tensor sparse identification of differential equations of nonlinear dynamical systems

Abstract

The problem of sparse identification of non-linear dynamics is considered. The problem is motivated by the need for interpretable mathematical models in the natural sciences, where the fundamental laws of evolution are either unknown or known only partially. The T‑SINDy method is proposed, which combines time delay embedding, tensor representations, and sparse regression. In contrast to the classical SINDy approach, in which the number of parameters grows exponentially with the number of candidate functions, the proposed tensor map enables parameterization of all possible nonlinear interactions. To reduce computational complexity, canonical decomposition of rank R is used, reducing the number of parameter. Sparsity of the model is achieved through a two‑stage procedure: thresholding of the factor‑matrix elements followed by fine‑tuning of the nonzero coefficients, and then additional truncation of small entries in the unfolded parameter tensor. Computational experiments are performed on the Lorenz system (with two of three variables observed) and on the normal form of the Hopf bifurcation (with a single observed variable) under noise levels ranging from 0 to 10%. It is demonstrated that T‑SINDy provides prediction accuracy comparable to that of the classical SINDy method while reducing training time. The reconstructed equations retain interpretability, explicitly expressing the dynamics in terms of the original variables, which constitutes a distinct advantage over neural‑network‑based methods. The proposed approach offers an efficient and interpretable alternative for the identification of dynamical systems from incomplete, noisy observations.