Inferring the dynamics of underdamped stochastic systems (2002.06680v4)

Abstract: Many complex systems, ranging from migrating cells to animal groups, exhibit stochastic dynamics described by the underdamped Langevin equation. Inferring such an equation of motion from experimental data can provide profound insight into the physical laws governing the system. Here, we derive a principled framework to infer the dynamics of underdamped stochastic systems from realistic experimental trajectories, sampled at discrete times and subject to measurement errors. This framework yields an operational method, Underdamped Langevin Inference (ULI), which performs well on experimental trajectories of single migrating cells and in complex high-dimensional systems, including flocks with Viscek-like alignment interactions. Our method is robust to experimental measurement errors, and includes a self-consistent estimate of the inference error.