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Identifying unknown differential equations from a given set of discrete time dependent data is a challenging problem. A small amount of noise can make the recovery unstable, and nonlinearity and differential equations with varying…

Numerical Analysis · Mathematics 2019-04-09 Sung Ha Kang , Wenjing Liao , Yingjie Liu

This paper addresses the stabilization of a chain of three coupled hyperbolic partial differential equations actuated by two control inputs applied at arbitrary nodes of the network. With the exception of configurations where one input is…

Optimization and Control · Mathematics 2026-04-24 Adam Braun , Jean Auriol , Lucas Brivadis

In this paper, we develop a class of interacting particle Langevin algorithms to solve inverse problems for partial differential equations (PDEs). In particular, we leverage the statistical finite elements (statFEM) formulation to obtain a…

A numerical method for coupled 3D-1D problems with discontinuous solutions at the interfaces is derived and discussed. This extends a previous work on the subject where only continuous solutions were considered. Thanks to properly defined…

Numerical Analysis · Mathematics 2022-03-04 Stefano Berrone , Denise Grappein , Stefano Scialò

This letter is concerned with the analysis of the six-vertex model with domain-wall boundaries in terms of partial differential equations (PDEs). The model's partition function is shown to obey a system of PDEs resembling the celebrated…

Mathematical Physics · Physics 2016-04-20 W. Galleas

The PIETOOLS 2025 User Manual describes all the features of version 2025 of the MATLAB toolbox PIETOOLS for the analysis and control of Partial Integral Equations (PIEs). The manual is aimed to guide, with examples, first-time users to four…

Optimization and Control · Mathematics 2026-03-17 Sachin Shivakumar , Declan Jagt , Danilo Braghini , Amritam Das , Yulia Peet , Matthew Peet

We present a linear stability analysis of physics-informed random projection neural networks (PI-RPNNs), for the numerical solution of {the initial value problem (IVP)} of (stiff) ODEs. We begin by proving that PI-RPNNs are uniform…

Numerical Analysis · Mathematics 2025-07-30 Gianluca Fabiani , Erik Bollt , Constantinos Siettos , Athanasios N. Yannacopoulos

We investigate the inverse problem for Partial Differential Equations (PDEs) in scenarios where the parameters of the given PDE dynamics may exhibit changepoints at random time. We employ Physics-Informed Neural Networks (PINNs) - universal…

Machine Learning · Statistics 2024-04-03 Zhikang Dong , Pawel Polak

This paper introduces new techniques for using convex optimization to fit input-output data to a class of stable nonlinear dynamical models. We present an algorithm that guarantees consistent estimates of models in this class when a small…

Optimization and Control · Mathematics 2013-03-19 Mark M. Tobenkin , Ian R. Manchester , Alexandre Megretski

In this paper, we propose an LMI-based approach to analyze input-output properties of coupled linear PDE systems. This work expands on a newly developed state-space theory for coupled PDEs and extends the positive-real and bounded-real…

Optimization and Control · Mathematics 2020-05-01 Sachin Shivakumar , Matthew M. Peet

Many safety-critical scientific and engineering systems evolve according to differential-algebraic equations (DAEs), where dynamical behavior is constrained by physical laws and admissibility conditions. In practice, these systems operate…

Machine Learning · Computer Science 2026-04-14 Minxing Zheng , Zewei Deng , Liyan Xie , Shixiang Zhu

We address a numerical methodology for the computation of coarse-grained stable and unstable manifolds of saddle equilibria/stationary states of multiscale/stochastic systems for which a "good" macroscopic description in the form of…

Dynamical Systems · Mathematics 2019-09-10 Constantinos Siettos , Lucia Russo

We present Mechanistic PDE Networks -- a model for discovery of governing partial differential equations from data. Mechanistic PDE Networks represent spatiotemporal data as space-time dependent linear partial differential equations in…

Machine Learning · Computer Science 2025-06-12 Adeel Pervez , Efstratios Gavves , Francesco Locatello

Computer simulations of differential equations require a time discretization, which inhibits to identify the exact solution with certainty. Probabilistic simulations take this into account via uncertainty quantification. The construction of…

Numerical Analysis · Mathematics 2020-10-15 Philipp Frank , Torsten A. Enßlin

Transportation processes, which play a prominent role in the life and social sciences, are typically described by discrete models on lattices. For studying their dynamics a continuous formulation of the problem via partial differential…

Symbolic Computation · Computer Science 2016-03-22 Christoph Koutschan , Helene Ranetbauer , Georg Regensburger , Marie-Therese Wolfram

Data-driven discovery of PDEs has made tremendous progress recently, and many canonical PDEs have been discovered successfully for proof-of-concept. However, determining the most proper PDE without prior references remains challenging in…

Machine Learning · Computer Science 2023-09-08 Hao Xu , Junsheng Zeng , Dongxiao Zhang

In this paper, we introduce PDE-LEARN, a novel deep learning algorithm that can identify governing partial differential equations (PDEs) directly from noisy, limited measurements of a physical system of interest. PDE-LEARN uses a Rational…

Machine Learning · Computer Science 2023-02-13 Robert Stephany , Christopher Earls

Robust physics (e.g., governing equations and laws) discovery is of great interest for many engineering fields and explainable machine learning. A critical challenge compared with general training is that the term and format of governing…

Numerical Analysis · Mathematics 2021-02-15 Zhiming Zhang , Yongming Liu

We propose new machine learning schemes for solving high dimensional nonlinear partial differential equations (PDEs). Relying on the classical backward stochastic differential equation (BSDE) representation of PDEs, our algorithms estimate…

Probability · Mathematics 2020-06-08 Côme Huré , Huyên Pham , Xavier Warin

The focus of this work is on local stability of a class of nonlinear ordinary differential equations (ODE) that describe limits of empirical measures associated with finite-state weakly interacting N-particle systems. Local Lyapunov…

Probability · Mathematics 2015-02-16 Amarjit Budhiraja , Paul Dupuis , Markus Fischer , Kavita Ramanan
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