SINDyConvergenceExamples

Functions:

  • sindyAlgorithm.m (The SINDy algorithm [2] for Ax = b)
  • Dictionary.m (the Monomial Dictionary Matrix)

Authors: Linan Zhang and Hayden Schaeffer

Date: May 16, 2018

Reference:

[1] Linan Zhang and Hayden Schaeffer.

On the Convergence of the SINDy Algorithm.

Multiscale Modeling & Simulation, 17(3), 948–972, 2019.

[2] Steven L. Brunton, Joshua L. Proctor, and J. Nathan Kutz.

Discovering governing equations from data by sparse identification of nonlinear dynamical systems.

Proceedings of the National Academy of Sciences, 113(15):3932-3937, 2016.