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We introduce Weak-PDE-LEARN, a Partial Differential Equation (PDE) discovery algorithm that can identify non-linear PDEs from noisy, limited measurements of their solutions. Weak-PDE-LEARN uses an adaptive loss function based on weak forms…
We propose a fast probabilistic framework for identifying differential equations governing the dynamics of observed data. We recast the SINDy method within a Bayesian framework and use Gaussian approximations for the prior and likelihood to…
Sparse model identification enables the discovery of nonlinear dynamical systems purely from data; however, this approach is sensitive to noise, especially in the low-data limit. In this work, we leverage the statistical approach of…
Robust physics discovery is of great interest for many scientific and engineering fields. Inspired by the principle that a representative model is the one simplest possible, a new model selection criteria considering both model's Parsimony…
Automated model discovery of partial differential equations (PDEs) usually considers a single experiment or dataset to infer the underlying governing equations. In practice, experiments have inherent natural variability in parameters,…
We propose a sparse regression method capable of discovering the governing partial differential equation(s) of a given system by time series measurements in the spatial domain. The regression framework relies on sparsity promoting…
Scientific machine learning has been successfully applied to inverse problems and PDE discovery in computational physics. One caveat concerning current methods is the need for large amounts of ("clean") data, in order to characterize the…
Data-driven discovery of partial differential equations (PDEs) offers a promising paradigm for uncovering governing physical laws from observational data. However, in practical scenarios, measurements are often contaminated by noise and…
We present a nonlinear dynamical approximation method for time-dependent Partial Differential Equations (PDEs). The approach makes use of parametrized decoder functions, and provides a general, and principled way of understanding and…
We propose a sparse grid stochastic collocation method for long-time simulations of stochastic differential equations (SDEs) driven by white noise. The method uses pre-determined sparse quadrature rules for the forcing term and constructs…
Learning solution operators for differential equations with neural networks has shown great potential in scientific computing, but ensuring their stability under input perturbations remains a critical challenge. This paper presents a robust…
A general framework for recovering drift and diffusion dynamics from sampled trajectories is presented for the first time for stochastic delay differential equations. The core relies on the well-established SINDy algorithm for the sparse…
We present two approaches to system identification, i.e. the identification of partial differential equations (PDEs) from measurement data. The first is a regression-based Variational System Identification procedure that is advantageous in…
When solving partial differential equations (PDEs), classical numerical methods often require fine mesh grids and small time stepping to meet stability, consistency, and convergence conditions, leading to high computational cost. Recently,…
Reinforcement learning (RL) has become an effective way to improve prompt alignment and perceptual quality in diffusion and flow-matching generators. A critical step for applying online RL to flow matching is turning the deterministic…
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…
Reconstructing high-dimensional spatiotemporal fields from sparse point-sensor measurements is a central challenge in learning parametric PDE dynamics. Existing approaches often struggle to generalize across trajectories and parameter…
Many systems in physics, engineering, and biology exhibit multiscale stochastic dynamics, where low-dimensional slow variables evolve under the influence of high-dimensional fast processes. In practice, observations are often limited to a…
We consider reaction-diffusion equations that are stochastically forced by a small multiplicative noise term. We show that spectrally stable travelling wave solutions to the deterministic system retain their orbital stability if the…
Accurately modeling the nonlinear dynamics of a system from measurement data is a challenging yet vital topic. The sparse identification of nonlinear dynamics (SINDy) algorithm is one approach to discover dynamical systems models from data.…