Neural delay differential equations: learning non-Markovian closures for partially known dynamical systems

ArXi:2410.02843v2 Announce Type: replace Recent advances in learning dynamical systems from data have shown significant promise. However, many existing methods assume access to the full state of the system -- an assumption that is rarely satisfied in practice, where systems are typically monitored through a limited number of sensors, leading to partial observability. To address this challenge, we draw inspiration from the Mori-Zwanzig formalism, which provides a theoretical connection between hidden variables and memory terms. Motivated by this perspective, we