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Gaussian Processes (GPs) has experienced tremendous success in geoscience in general and for bio-geophysical parameter retrieval in the last years. GPs constitute a solid Bayesian framework to formulate many function approximation problems…

Parameter identification and comparison of dynamical systems is a challenging task in many fields. Bayesian approaches based on Gaussian process regression over time-series data have been successfully applied to infer the parameters of a…

Machine Learning · Statistics 2019-03-04 Philippe Wenk , Alkis Gotovos , Stefan Bauer , Nico Gorbach , Andreas Krause , Joachim M. Buhmann

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

Recent developments in multiscale computation allow the solution of ``coarse equations'' for the expected macroscopic behavior of microscopically/stochastically evolving particle distributions without ever obtaining these coarse equations…

Computational Physics · Physics 2007-05-23 Ju Li , Panayotis G. Kevrekidis , C. William Gear , Ioannis G. Kevrekidis

This work presents a non-intrusive surrogate modeling scheme based on machine learning technology for predictive modeling of complex systems, described by parametrized time-dependent PDEs. For these problems, typical finite element…

Numerical Analysis · Mathematics 2021-04-26 Stefanos Nikolopoulos , Ioannis Kalogeris , Vissarion Papadopoulos

In this paper, we investigate and design multiscale simulations for stochastic multiscale PDEs. As for the space, we consider a coarse grid and a known multiscale method, the Generalized Multiscale Finite Element Method (GMsFEM). In order…

Numerical Analysis · Mathematics 2020-04-10 Zecheng Zhang , Eric Chung , Yalchin Efendiev , Wing Tat Leung

Fine-scale simulation of complex systems governed by multiscale partial differential equations (PDEs) is computationally expensive and various multiscale methods have been developed for addressing such problems. In addition, it is…

Computational Physics · Physics 2021-06-24 Govinda Anantha Padmanabha , Nicholas Zabaras

We present a framework for fine-tuning flow-matching generative models to enforce physical constraints and solve inverse problems in scientific systems. Starting from a model trained on low-fidelity or observational data, we apply a…

Machine Learning · Computer Science 2026-01-28 Jan Tauberschmidt , Sophie Fellenz , Sebastian J. Vollmer , Andrew B. Duncan

We propose a methodology that combines generative latent diffusion models with physics-informed machine learning to generate solutions of parametric partial differential equations (PDEs) conditioned on partial observations, which includes,…

Machine Learning · Computer Science 2026-02-11 Davide Gallon , Philippe von Wurstemberger , Patrick Cheridito , Arnulf Jentzen

Machine learning techniques not only offer efficient tools for modelling dynamical systems from data, but can also be employed as frontline investigative instruments for the underlying physics. Nontrivial information about the original…

Data Analysis, Statistics and Probability · Physics 2021-02-24 Francesco Borra , Marco Baldovin

(Partial) differential equations (PDEs) are fundamental tools for describing natural phenomena, making their solution crucial in science and engineering. While traditional methods, such as the finite element method, provide reliable…

Machine Learning · Computer Science 2025-03-11 Viggo Moro , Luiz F. O. Chamon

We propose a new method for spatio-temporal forecasting on arbitrarily distributed points. Assuming that the observed system follows an unknown partial differential equation, we derive a continuous-time model for the dynamics of the data…

Machine Learning · Computer Science 2022-03-18 Marten Lienen , Stephan Günnemann

We propose a machine learning framework to accelerate numerical computations of time-dependent ODEs and PDEs. Our method is based on recasting (generalizations of) existing numerical methods as artificial neural networks, with a set of…

Numerical Analysis · Mathematics 2019-03-08 Siddhartha Mishra

Data-driven Model Predictive Control (MPC), where the system model is learned from data with machine learning, has recently gained increasing interests in the control community. Gaussian Processes (GP), as a type of statistical models, are…

Systems and Control · Computer Science 2019-10-03 Truong X. Nghiem

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…

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

We introduce and analyze a method of learning-informed parameter identification for partial differential equations (PDEs) in an all-at-once framework. The underlying PDE model is formulated in a rather general setting with three unknowns:…

Optimization and Control · Mathematics 2023-08-25 Christian Aarset , Martin Holler , Tram Thi Ngoc Nguyen

Learning and predicting the dynamics of physical systems requires a profound understanding of the underlying physical laws. Recent works on learning physical laws involve generalizing the equation discovery frameworks to the discovery of…

Machine Learning · Statistics 2023-10-11 Tapas Tripura , Souvik Chakraborty

Partial differential equations (PDEs) have become an essential tool for modeling complex physical systems. Such equations are typically solved numerically via mesh-based methods, such as finite element methods, with solutions over the…

Methodology · Statistics 2024-02-15 Chih-Li Sung , Wenjia Wang , Liang Ding , Xingjian Wang

Gaussian processes allow for flexible specification of prior assumptions of unknown dynamics in state space models. We present a procedure for efficient Bayesian learning in Gaussian process state space models, where the representation is…

Computation · Statistics 2016-04-18 Andreas Svensson , Arno Solin , Simo Särkkä , Thomas B. Schön

In this paper, we address the issue of modeling and estimating changes in the state of the spatio-temporal dynamical systems based on a sequence of observations like video frames. Traditional numerical simulation systems depend largely on…

Machine Learning · Computer Science 2024-02-12 Kun Wang , Hao Wu , Guibin Zhang , Junfeng Fang , Yuxuan Liang , Yuankai Wu , Roger Zimmermann , Yang Wang