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Time-delayed differential equations (TDDEs) are widely used to model complex dynamic systems where future states depend on past states with a delay. However, inferring the underlying TDDEs from observed data remains a challenging problem…

Machine Learning · Statistics 2025-01-07 Debangshu Chowdhury , Souvik Chakraborty

We consider statistics for stochastic evolution equations in Hilbert space with emphasis on stochastic partial differential equations (SPDEs). We observe a solution process under additional measurement errors and want to estimate a real or…

Statistics Theory · Mathematics 2025-05-21 Gregor Pasemann , Markus Reiß

Physics-informed neural networks (PINNs) have shown promising potential for solving partial differential equations (PDEs) using deep learning. However, PINNs face training difficulties for evolutionary PDEs, particularly for dynamical…

Neural and Evolutionary Computing · Computer Science 2023-12-25 Siqi Chen , Bin Shan , Ye Li

Sparse system identification of nonlinear dynamic systems is still challenging, especially for stiff and high-order differential equations for noisy measurement data. The use of highly correlated functions makes distinguishing between true…

Computational Physics · Physics 2025-12-19 Ashish Pal , Sutanu Bhowmick , Satish Nagarajaiah

Pattern formation is a widely observed phenomenon in diverse fields including materials physics, developmental biology and ecology, among many others. The physics underlying the patterns is specific to the mechanisms, and is encoded by…

Computational Engineering, Finance, and Science · Computer Science 2024-03-28 Z. Wang , X. Huan , K. Garikipati

Discovering the partial differential equations underlying spatio-temporal datasets from very limited and highly noisy observations is of paramount interest in many scientific fields. However, it remains an open question to know when model…

Machine Learning · Statistics 2021-10-06 Georges Tod , Gert-Jan Both , Remy Kusters

In this study, a new coupled Partial Differential Equation (CPDE) based image denoising model incorporating space-time regularization into non-linear diffusion is proposed. This proposed model is fitted with additive Gaussian noise which…

Numerical Analysis · Mathematics 2019-08-08 Subit K. Jain , Sudeb Majee , Rajendra K. Ray , Ananta K. Majee

Digital PID control requires a differencing operation to implement the D gain. In order to suppress the effects of noisy data, the traditional approach is to filter the data, where the frequency response of the filter is adjusted manually…

Systems and Control · Electrical Eng. & Systems 2024-07-02 Shashank Verma , Brian Lai , Dennis S. Bernstein

A significant challenge in many fields of science and engineering is making sense of time-dependent measurement data by recovering governing equations in the form of differential equations. We focus on finding parsimonious ordinary…

Machine Learning · Computer Science 2024-10-04 Doris Voina , Steven Brunton , J. Nathan Kutz

Irregular sampling intervals and missing values in real-world time series data present challenges for conventional methods that assume consistent intervals and complete data. Neural Ordinary Differential Equations (Neural ODEs) offer an…

Machine Learning · Computer Science 2025-01-28 YongKyung Oh , Dong-Young Lim , Sungil Kim

Data-driven discovery of partial differential equations (PDEs) from observed data in machine learning has been developed by embedding the discovery problem. Recently, the discovery of traditional ODEs dynamics using linear multistep methods…

Numerical Analysis · Mathematics 2023-06-27 Xingjian Xu , Minghua Chen

The Sparse Identification of Nonlinear Dynamics (SINDy) framework is a robust method for identifying governing equations, successfully applied to ordinary, partial, and stochastic differential equations. In this work we extend SINDy to…

Numerical Analysis · Mathematics 2024-12-19 Alessandro Pecile , Nicola Demo , Marco Tezzele , Gianluigi Rozza , Dimitri Breda

Identifying partial differential equations (PDEs) from data is crucial for understanding the governing mechanisms of natural phenomena, yet it remains a challenging task. We present an extension to the ARGOS framework, ARGOS-RAL, which…

Machine Learning · Computer Science 2024-05-03 Weizhen Li , Rui Carvalho

Throughout many fields, practitioners often rely on differential equations to model systems. Yet, for many applications, the theoretical derivation of such equations and/or accurate resolution of their solutions may be intractable. Instead,…

Machine Learning · Computer Science 2025-01-16 Grant Norman , Jacqueline Wentz , Hemanth Kolla , Kurt Maute , Alireza Doostan

We study identifiability of stochastic differential equations (SDE) under multiple interventions. Our results give the first provable bounds for unique recovery of SDE parameters given samples from their stationary distributions. We give…

Machine Learning · Computer Science 2025-11-18 Aaron Zweig , Zaikang Lin , Elham Azizi , David Knowles

We introduce a new approach for designing numerical schemes for stochastic differential equations (SDEs). The approach, which we have called direction and norm decomposition method, proposes to approximate the required solution $X_t$ by…

Numerical Analysis · Mathematics 2017-02-21 C. M. Mora , H. A. Mardones , J. C. Jimenez , M. Selva , R. Biscay

The quantitative formulation of evolution equations is the backbone for prediction, control, and understanding of dynamical systems across diverse scientific fields. Besides deriving differential equations for dynamical systems based on…

Data Analysis, Statistics and Probability · Physics 2025-01-06 Tim W. Kroll , Oliver Kamps

We discuss a robust method to simultaneously fit a complex model both to the complex impedance and the noise data for transition-edge sensors (TES). It is based on a differential evolution (DE) algorithm, providing accurate and repeatable…

Instrumentation and Methods for Astrophysics · Physics 2019-09-13 Ari Pekka Helenius , Tuomas Puurtinen , Kimmo Kinnunen , Ilari Maasilta

We investigate methods for learning partial differential equation (PDE) models from spatiotemporal data under biologically realistic levels and forms of noise. Recent progress in learning PDEs from data have used sparse regression to select…

Dynamical Systems · Mathematics 2021-04-28 John Lagergren , John T. Nardini , G. Michael Lavigne , Erica M. Rutter , Kevin B. Flores

Equations governing physico-chemical processes are usually known at microscopic spatial scales, yet one suspects that there exist equations, e.g. in the form of Partial Differential Equations (PDEs), that can explain the system evolution at…

Machine Learning · Statistics 2021-03-31 Hassan Arbabi , Ioannis Kevrekidis