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Data-Driven Dynamical Systems with Machine Learning

Steve Brunton via YouTube

Overview

This course covers modern methods for modeling complex systems using data-driven dynamical systems with machine learning. The learning outcomes include understanding data-driven control, dynamic mode decomposition, sparse identification of nonlinear dynamics, Koopman spectral analysis, deep learning of dynamics, and reinforcement learning. The course teaches skills such as simulating dynamical systems, using PySINDy for model discovery, and applying machine learning to fluid mechanics. The teaching method includes lectures, simulations in Matlab, and code examples. The intended audience for this course is individuals interested in data-driven modeling, machine learning, and control of complex systems.

Syllabus

Data-Driven Dynamical Systems Overview.
The Anatomy of a Dynamical System.
Simulating the Lorenz System in Matlab.
Discrete-Time Dynamical Systems.
Simulating the Logistic Map in Matlab.
Dynamic Mode Decomposition (Overview).
Dynamic Mode Decomposition (Examples).
Dynamic Mode Decomposition (Code).
Compressed Sensing and Dynamic Mode Decomposition.
Sparse Identification of Nonlinear Dynamics (SINDy).
Sparse Identification of Nonlinear Dynamics (SINDy): Sparse Machine Learning Models 5 Years Later!.
Sparse Nonlinear Dynamics Models with SINDy, Part 2: Training Data & Disambiguating Models.
Sparse Nonlinear Dynamics Models with SINDy, Part 3: Effective Coordinates for Parsimonious Models.
Sparse Nonlinear Dynamics Models with SINDy, Part 4: The Library of Candidate Nonlinearities.
Sparse Nonlinear Dynamics Models with SINDy, Part 5: The Optimization Algorithms.
PySINDy: A Python Library for Model Discovery.
PDE FIND.
Koopman Spectral Analysis (Overview).
Koopman Spectral Analysis (Representations).
Koopman Spectral Analysis (Control).
Koopman Spectral Analysis (Continuous Spectrum).
Koopman Spectral Analysis (Multiscale systems).
Koopman Observable Subspaces & Finite Linear Representations of Nonlinear Dynamics for Control.
Hankel Alternative View of Koopman (HAVOK) Analysis [FULL].
Deep Learning of Dynamics and Coordinates with SINDy Autoencoders.
Data-driven Modeling of Traveling Waves.
Machine Learning for Fluid Mechanics.
Data-Driven Resolvent Analysis.
Data-driven nonlinear aeroelastic models of morphing wings for control.
Deep Learning of Hierarchical Multiscale Differential Equation Time Steppers.
Interpretable Deep Learning for New Physics Discovery.
Kernel Learning for Robust Dynamic Mode Decomposition.
A high level view of reduced order modeling for plasmas.
Promoting global stability in data-driven models of quadratic nonlinear dynamics - Trapping SINDy.
Deep Learning to Discover Coordinates for Dynamics: Autoencoders & Physics Informed Machine Learning.
Sparse Nonlinear Models for Fluid Dynamics with Machine Learning and Optimization.
SINDy-PI: A robust algorithm for parallel implicit sparse identification of nonlinear dynamics.
Reinforcement Learning Series: Overview of Methods.
Model Based Reinforcement Learning: Policy Iteration, Value Iteration, and Dynamic Programming.
Q-Learning: Model Free Reinforcement Learning and Temporal Difference Learning.
Overview of Deep Reinforcement Learning Methods.
Nonlinear Control: Hamilton Jacobi Bellman (HJB) and Dynamic Programming.
Deep Delay Autoencoders Discover Dynamical Systems w Latent Variables: Deep Learning meets Dynamics!.

Taught by

Steve Brunton

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