Tensor-Train Weak SINDy: Identifying High-Dimensional Nonlinear Dynamics

arXiv:2609.09434 · cs.LG, cs.CE, stat.ML · Submitted 2026-09-08 · Read on arXiv

cs.LG, cs.CE, stat.ML

Submitted: 2026-09-08

Updated: 2026-10-01

Comments: 34 pages, 8 figures

Code: https://github.com/whouser2001/TT-WSINDy

License: http://creativecommons.org/licenses/by-nc-nd/4.0/

The gist: In recent years, weak-form methods have made significant advances in data-driven discovery of dynamical systems.

Terminology

Abstract

In recent years, weak-form methods have made significant advances in data-driven discovery of dynamical systems. However, in high-dimensional settings, current techniques can prove expensive in both computation and memory. In this work, we introduce TT-WSINDy, which combines techniques of the Multidimensional Approximation of Nonlinear Dynamics (MANDy) and Weak Sparse Identification of Nonlinear Dynamics (WSINDy) methods, implementing requisite computations in the tensor-train (TT) format. We demonstrate that this method is able to search an exponentially-growing space of candidate functions -- performing weak-form transformation, regression, and sparsification -- without suffering from the curse of dimensionality.

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