Symbolic discovery of governing equations from data is limited not only by algorithm design and data volume, but by the geometry of the attractor: what the long-run dynamics allow to be recovered. Using a within-system design on Lorenz-84, where one forcing parameter drives fixed-point, limit-cycle, and chaotic regimes while the governing equations and library stay fixed, we show that a single number, $\lambda_{\min}(M)$, the smallest eigenvalue of the invariant-measure moment matrix, sets the identifiability ceiling for both sparse regression (SINDy) and evolutionary symbolic regression (PySR). Derived from the Birkhoff ergodic theorem and obtained from a short reference trajectory before any run, $\lambda_{\min}(M)$ measures how fully the attractor covers function space: where it vanishes, recovery is impossible for any algorithm, sparse or combinatorial alike; as it grows, both algorithms improve. Chaos raises $\lambda_{\min}(M)$ by spreading the attractor, but also enlarges it and amplifies noise; because noise enters SINDy's regression bottleneck linearly and PySR's discrimination channel superlinearly, the same transition can push the two methods in opposite directions, so deeper chaos is not uniformly better. Parameter-free mechanistic scores from this framework transfer without refitting to a held-out Lorenz-96 system, confirming mechanism rather than curve-fitting; a criterion read from the equations predicts when added chaos will not improve conditioning. We also introduce Soft F1, a coefficient-weighted structural metric that resolves performance differences invisible to binary-success and predictive scores. The first question of discovery is then not which algorithm, but what the attractor permits.
We study the reconstruction of an unknown dynamical system from a single noisy scalar time series. The goal is to recover the underlying dynamics for forecasting. We introduce a method that uses differential embedding coordinates to identify a rational closure of the embedding dynamics directly from data. The closure i...
Framewise variance normalization removes fluctuation amplitude from an observation, but not from the dynamics that generate later patterns. The current normalized spectrum therefore need not determine its own future. We study this effect in three two-dimensional phase-separation models that change transport, add active...
The long-run statistics of chaotic dissipative partial differential equations are described by invariant measures, and when the equation carries a parameter these measures form a family whose members can differ in kind, from steady states to sustained spatiotemporal chaos. We ask whether a single generative model can c...
Multi-step training of sparse, interpretable models of dynamical systems directly from time-series data yields models with accurate short-term dynamics and strong agreement in long-time statistical properties, including mean, variance, and Lyapunov exponents.
Differential-equation (DE) discovery tends to break down precisely where much of physics begins. Fields are coupled, governing laws are nonlinear in the state, amplitudes, coordinates, or operators of interest, yet derivatives must remain consistent across fields, channels, and differentiation orders. NestyNet-DE addre...
Rodrigo Ibata, Wassim Tenachi, F. Diakogiannis et al.· 0 citations
The ability to derive the governing equations of a dynamical system from data is essential for prediction and control across many scientific fields. Two challenges, however, are the expansion of candidate terms when reducing higher-order equations to first-order form and noise from estimating derivatives. We propose Hi...
Kevin Slote, Jeremie Fish· 0 citations
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