Published In
OpenReview.net
Document Type
Article
Publication Date
2025
Subjects
Differential equations
Abstract
Learning a nonparametric system of ordinary differential equations from trajectories in a -dimensional state space requires learning functions of variables. Explicit formulations often scale quadratically in unless additional knowledge about system properties, such as sparsity and symmetries, is available. In this work, we propose a linear approach, the multivariate occupation kernel method (MOCK), using the implicit formulation provided by vector-valued reproducing kernel Hilbert spaces. The solution for the vector field relies on multivariate occupation kernel functions associated with the trajectories and scales linearly with the dimension of the state space. We validate through experiments on a variety of simulated and real datasets ranging from 2 to 1024 dimensions, and provide an example with a divergence-free vector field. MOCK outperforms all other comparators on 3 of the 9 datasets on full trajectory prediction and 4 out of the 9 datasets on next-point prediction.
Rights
Copyright (c) 2025 The Authors
This work is licensed under a Creative Commons Attribution 4.0 International License.
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Persistent Identifier
https://archives.pdx.edu/ds/psu/44298
Citation Details
Rielly, Victoria A.; Lahouel, Kamel; Lew, Ethan; Fisher, Nicholas; Haney, Vicky Geneva; Wells, Michael; and Jedynak, Bruno M., "MOCK: an Algorithm for Learning Nonparametric Differential Equations via Multivariate Occupation Kernel Functions" (2025). Mathematics and Statistics Faculty Publications and Presentations. 442.
https://archives.pdx.edu/ds/psu/44298
