Related papers: Stability selection enables robust learning of par…
Stochastic partial differential equations (SPDEs) are the mathematical tool of choice for modelling spatiotemporal PDE-dynamics under the influence of randomness. Based on the notion of mild solution of an SPDE, we introduce a novel neural…
Sparse identification of nonlinear dynamics (SINDy) has been widely used to discover the governing equations of a dynamical system from data. It uses sparse regression techniques to identify parsimonious models of unknown systems from a…
Autoregressive next-step prediction models have become the de-facto standard for building data-driven neural solvers to forecast time-dependent partial differential equations (PDEs). Denoise training that is closely related to diffusion…
Identifying the governing equations of a dynamical system is one of the most important tasks for scientific modeling. However, this procedure often requires high-quality spatio-temporal data uniformly sampled on structured grids. In this…
Sparse regression has emerged as a popular technique for learning dynamical systems from temporal data, beginning with the SINDy (Sparse Identification of Nonlinear Dynamics) framework proposed by arXiv:1509.03580. Quantifying the…
Harnessing data to discover the underlying governing laws or equations that describe the behavior of complex physical systems can significantly advance our modeling, simulation and understanding of such systems in various science and…
Physics-informed neural networks (PINNs) provide a promising framework for solving inverse problems governed by partial differential equations (PDEs) by integrating observational data and physical constraints in a unified optimization…
Partial differential equation (PDE)-constrained optimization arises in many scientific and engineering domains, such as energy systems, fluid dynamics and material design. In these problems, the decision variables (e.g., control inputs or…
Nonlinear dynamics are ubiquitous in science and engineering applications, but the physics of most complex systems is far from being fully understood. Discovering interpretable governing equations from measurement data can help us…
In complex physical systems, conventional differential equations often fall short in capturing non-local and memory effects, as they are limited to local dynamics and integer-order interactions. This study introduces a stepwise data-driven…
Estimation of structure, such as in variable selection, graphical modelling or cluster analysis is notoriously difficult, especially for high-dimensional data. We introduce stability selection. It is based on subsampling in combination with…
The Partial Integral Equation (PIE) framework was developed to computationally analyze linear Partial Differential Equations (PDEs) where the PDE is first converted to a PIE and then the analysis problem is solved by solving operator-valued…
In modern data analysis, sparse model selection becomes inevitable once the number of predictors variables is very high. It is well-known that model selection procedures like the Lasso or Boosting tend to overfit on real data. The…
In this paper, we propose a data-driven framework for model discovery of stochastic differential equations (SDEs) from a single trajectory, without requiring the ergodicity or stationary assumption on the underlying continuous process. By…
Automated model selection is an important application in science and engineering. In this work, we develop a learning approach for identifying structured dynamical systems from undersampled and noisy spatiotemporal data. The learning is…
This paper introduces a novel framework for physics-aware sparse signal recovery in measurement systems governed by partial differential equations (PDEs). Unlike conventional compressed sensing approaches that treat measurement systems as…
We develop an all-at-once modeling framework for learning systems of ordinary differential equations (ODE) from scarce, partial, and noisy observations of the states. The proposed methodology amounts to a combination of sparse recovery…
Automated data-driven modeling, the process of directly discovering the governing equations of a system from data, is increasingly being used across the scientific community. PySINDy is a Python package that provides tools for applying the…
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…
Recovering dynamical equations from observed noisy data is the central challenge of system identification. We develop a statistical mechanics approach to analyze sparse equation discovery algorithms, which typically balance data fit and…