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We present a new scientific machine learning method that learns from data a computationally inexpensive surrogate model for predicting the evolution of a system governed by a time-dependent nonlinear partial differential equation (PDE), an…
In the field of medical image analysis, deep learning models have demonstrated remarkable success in enhancing diagnostic accuracy and efficiency. However, the reliability of these models is heavily dependent on the quality of training…
Stochastic partial differential equations (SPDEs) represent a very active research field with numerous recent developments and breakthrough results. There are several well-established approaches and methods used to construct solutions for…
Stochastic branching algorithms provide a useful alternative to grid-based schemes for the numerical solution of partial differential equations, particularly in high-dimensional settings. However, they require a strict control of the…
Modeling real-world systems requires accounting for noise - whether it arises from unpredictable fluctuations in financial markets, irregular rhythms in biological systems, or environmental variability in ecosystems. While the behavior of…
Preference-based Reinforcement Learning (PbRL) circumvents the need for reward engineering by harnessing human preferences as the reward signal. However, current PbRL methods excessively depend on high-quality feedback from domain experts,…
The discovery of governing equations from data has been an active field of research for decades. One widely used methodology for this purpose is sparse regression for nonlinear dynamics, known as SINDy. Despite several attempts, noisy and…
Stochastic differential equations (SDEs) provide a flexible framework for modeling temporal dynamics in partially observed systems. A central task is to calibrate such models from data, which requires inferring latent trajectories and…
In this paper, we discuss application of iterative Stochastic Optimization routines to the problem of sparse signal recovery from noisy observation. Using Stochastic Mirror Descent algorithm as a building block, we develop a multistage…
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…
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…
This work proposes an iterative sparse-regularized regression method to recover governing equations of nonlinear dynamical systems from noisy state measurements. The method is inspired by the Sparse Identification of Nonlinear Dynamics…
We present a computational technique for modeling the evolution of dynamical systems in a reduced basis, with a focus on the challenging problem of modeling partially-observed partial differential equations (PDEs) on high-dimensional…
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…
Stochastic Partial Differential Equations (SPDEs) driven by random noise play a central role in modeling physical processes with rough spatio-temporal dynamics, such as turbulence flows, superconductors, and quantum dynamics. Although…
Phase retrieval (PR) is a popular research topic in signal processing and machine learning. However, its performance degrades significantly when the measurements are corrupted by noise or outliers. To address this limitation, we propose a…
The estimation of static parameters in dynamical systems and control theory has been extensively studied, with significant progress made in estimating varying parameters in specific system types. Suppose, in the general case, we have data…
Sparse Identification of Nonlinear Dynamics (SINDy) has been shown to successfully recover governing equations from data; however, this approach assumes the initial condition to be exactly known in advance and is sensitive to noise. In this…
Learning models of dynamical systems characterized by specific stability properties is of crucial importance in applications. Existing results mainly focus on linear systems or some limited classes of nonlinear systems and stability…
This paper extends deterministic notions of Strong Stability Preservation (SSP) to the stochastic setting, enabling nonlinearly stable numerical solutions to stochastic differential equations (SDEs) and stochastic partial differential…