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We propose robust methods to identify underlying Partial Differential Equation (PDE) from a given set of noisy time dependent data. We assume that the governing equation is a linear combination of a few linear and nonlinear differential…

Numerical Analysis · Mathematics 2023-03-03 Yuchen He , Sung Ha Kang , Wenjing Liao , Hao Liu , Yingjie Liu

Differential equations and numerical methods are extensively used to model various real-world phenomena in science and engineering. With modern developments, we aim to find the underlying differential equation from a single observation of…

Numerical Analysis · Mathematics 2025-06-10 Roy Y. He , Hao Liu , Wenjing Liao , Sung Ha Kang

We propose a novel method, Phase-IDENT, for identifying partial differential equations (PDEs) from noisy observations of dynamical systems that exhibit phase transitions. Such phenomena are prevalent in fluid dynamics and materials science,…

Numerical Analysis · Mathematics 2026-01-21 Edward L. Yang , Roy Y. He

Recent advancements in machine learning have transformed the discovery of physical laws, moving from manual derivation to data-driven methods that simultaneously learn both the structure and parameters of governing equations. This shift…

Machine Learning · Computer Science 2024-10-15 Hillary Hauger , Philipp Scholl , Gitta Kutyniok

We propose an effective and robust algorithm for identifying partial differential equations (PDEs) with space-time varying coefficients from a single trajectory of noisy observations. Identifying unknown differential equations from noisy…

Numerical Analysis · Mathematics 2023-04-13 Yuchen He , Sung-Ha Kang , Wenjing Liao , Hao Liu , Yingjie Liu

The identification of Partial Differential Equations (PDEs) has emerged as a prominent data-driven approach for mathematical modeling and has attracted considerable attention in recent years. The stability and precision in identifying PDE…

Numerical Analysis · Mathematics 2026-03-11 Cheng Tang , Roy Y. He , Hao Liu

In this paper, we propose Stoch-IDENT, a novel framework for identifying stochastic partial differential equations (SPDEs) from observational data. Our method can handle linear and nonlinear high-order SPDEs driven by time-dependent Wiener…

Numerical Analysis · Mathematics 2026-04-07 Jianbo Cui , Roy Y. He

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

Data-driven identification of differential equations is an interesting but challenging problem, especially when the given data are corrupted by noise. When the governing differential equation is a linear combination of various differential…

Numerical Analysis · Mathematics 2023-04-05 Mengyi Tang , Wenjing Liao , Rachel Kuske , Sung Ha Kang

We develop a framework for estimating unknown partial differential equations from noisy data, using a deep learning approach. Given noisy samples of a solution to an unknown PDE, our method interpolates the samples using a neural network,…

Machine Learning · Computer Science 2019-10-24 Ali Hasan , João M. Pereira , Robert Ravier , Sina Farsiu , Vahid Tarokh

In this work we present a data-driven method for the discovery of parametric partial differential equations (PDEs), thus allowing one to disambiguate between the underlying evolution equations and their parametric dependencies. Group…

Numerical Analysis · Mathematics 2018-06-05 Samuel Rudy , Alessandro Alla , Steven L. Brunton , J. Nathan Kutz

Identifying governing partial differential equations (PDEs) from noisy spatiotemporal data remains challenging due to differentiation-induced noise amplification and ambiguity from overcomplete libraries. We propose a prior-informed…

Numerical Analysis · Mathematics 2026-03-16 Cheng Tang , Hao Liu , Dong Wang

We propose KO-PDE-IDENT, a data-driven framework for identifying parsimonious partial differential equations (PDEs) with false discovery rate (FDR) control. PDE discovery from noisy observations is often hindered by extreme…

Applications · Statistics 2026-05-27 Pongpisit Thanasutives , Naichang Ke , Yoshinobu Kawahara

The discovery of partial differential equations (PDEs) is a challenging task that involves both theoretical and empirical methods. Machine learning approaches have been developed and used to solve this problem; however, it is important to…

Machine Learning · Statistics 2023-06-09 Kalpesh More , Tapas Tripura , Rajdip Nayek , Souvik Chakraborty

Sparse Identification of Nonlinear Dynamics (SINDy) is a method of system discovery that has been shown to successfully recover governing dynamical systems from data (Brunton et al., PNAS, '16; Rudy et al., Sci. Adv. '17). Recently, several…

Numerical Analysis · Mathematics 2021-07-28 Daniel A. Messenger , David M. Bortz

Data-driven discovery of partial differential equations (PDEs) has attracted increasing attention in recent years. Although significant progress has been made, certain unresolved issues remain. For example, for PDEs with high-order…

Machine Learning · Computer Science 2021-09-14 Hao Xu , Dongxiao Zhang , Nanzhe Wang

We present a contribution to the field of system identification of partial differential equations (PDEs), with emphasis on discerning between competing mathematical models of pattern-forming physics. The motivation comes from developmental…

Computational Physics · Physics 2024-03-28 Zhenlin Wang , Xun Huan , Krishna Garikipati

Data-driven methods have recently made great progress in the discovery of partial differential equations (PDEs) from spatial-temporal data. However, several challenges remain to be solved, including sparse noisy data, incomplete candidate…

Computational Physics · Physics 2021-09-28 Hao Xu , Dongxiao Zhang , Junsheng Zeng

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

Latent neural stochastic differential equations (SDEs) have recently emerged as a promising approach for learning generative models from stochastic time series data. However, they systematically underestimate the noise level inherent in…

Machine Learning · Computer Science 2025-06-11 Linus Heck , Maximilian Gelbrecht , Michael T. Schaub , Niklas Boers
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