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This paper investigates how models of spatiotemporal dynamics in the form of nonlinear partial differential equations can be identified directly from noisy data using a combination of sparse regression and weak formulation. Using the…

Dynamical Systems · Mathematics 2020-01-08 Daniel R. Gurevich , Patrick A. K. Reinbold , Roman O. Grigoriev

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

Data-driven methods have recently made great progress in the discovery of partial differential equations (PDEs) from spatial-temporal data. However, several challenges remain to be solved, including sparse noisy data, incomplete candidate…

Computational Physics · Physics 2021-09-28 Hao Xu , Dongxiao Zhang , Junsheng Zeng

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…

Pattern Formation and Solitons · Physics 2016-09-22 Samuel H. Rudy , Steven L. Brunton , Joshua L. Proctor , J. Nathan Kutz

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…

Methodology · Statistics 2023-08-21 Sara Venkatraman , Sumanta Basu , Martin T. Wells

Robust physics (e.g., governing equations and laws) discovery is of great interest for many engineering fields and explainable machine learning. A critical challenge compared with general training is that the term and format of governing…

Numerical Analysis · Mathematics 2021-02-15 Zhiming Zhang , Yongming Liu

Sparse Identification of Nonlinear Dynamics (SINDy) is a method of system discovery that has been shown to successfully recover governing dynamical systems from data (Brunton et al., PNAS, '16; Rudy et al., Sci. Adv. '17). Recently, several…

Numerical Analysis · Mathematics 2021-07-28 Daniel A. Messenger , David M. Bortz

Sparse regression on a library of candidate features has developed as the prime method to discover the partial differential equation underlying a spatio-temporal data-set. These features consist of higher order derivatives, limiting model…

Machine Learning · Computer Science 2021-05-05 Gert-Jan Both , Gijs Vermarien , Remy Kusters

The discovery of Partial Differential Equations (PDEs) is an essential task for applied science and engineering. However, data-driven discovery of PDEs is generally challenging, primarily stemming from the sensitivity of the discovered…

Machine Learning · Statistics 2024-03-27 Aoxue Chen , Yifan Du , Liyao Mars Gao , Guang Lin

We present a statistical learning framework for robust identification of partial differential equations from noisy spatiotemporal data. Extending previous sparse regression approaches for inferring PDE models from simulated data, we address…

Numerical Analysis · Mathematics 2019-07-19 Suryanarayana Maddu , Bevan L. Cheeseman , Ivo F. Sbalzarini , Christian L. Müller

In this paper, we address the challenge of deriving dynamical models from sparse and noisy data. High-quality data is crucial for symbolic regression algorithms; limited and noisy data can present modeling challenges. To overcome this, we…

Machine Learning · Computer Science 2024-10-14 Junette Hsin , Shubhankar Agarwal , Adam Thorpe , Luis Sentis , David Fridovich-Keil

Data-driven discovery of partial differential equations (PDEs) has attracted increasing attention in recent years. Although significant progress has been made, certain unresolved issues remain. For example, for PDEs with high-order…

Machine Learning · Computer Science 2021-09-14 Hao Xu , Dongxiao Zhang , Nanzhe Wang

Many models for sparse regression typically assume that the covariates are known completely, and without noise. Particularly in high-dimensional applications, this is often not the case. This paper develops efficient OMP-like algorithms to…

Statistics Theory · Mathematics 2015-03-31 Yudong Chen , Constantine Caramanis

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,…

Machine Learning · Statistics 2021-11-25 Georges Tod , Gert-Jan Both , Remy Kusters

The discovery of partial differential equations (PDEs) is a challenging task that involves both theoretical and empirical methods. Machine learning approaches have been developed and used to solve this problem; however, it is important to…

Machine Learning · Statistics 2023-06-09 Kalpesh More , Tapas Tripura , Rajdip Nayek , Souvik Chakraborty

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…

Machine Learning · Computer Science 2022-10-18 Luning Sun , Daniel Zhengyu Huang , Hao Sun , Jian-Xun Wang

This paper proposes a sparse regression strategy for discovery of ordinary differential equations from incomplete and noisy data. Inference is performed over both equation parameters and state variables using a statistically motivated…

Dynamical Systems · Mathematics 2026-02-18 Teddy Meissner , Karl Glasner

The study presents a general framework for discovering underlying Partial Differential Equations (PDEs) using measured spatiotemporal data. The method, called Sparse Spatiotemporal System Discovery ($\text{S}^3\text{d}$), decides which…

We develop a framework for estimating unknown partial differential equations from noisy data, using a deep learning approach. Given noisy samples of a solution to an unknown PDE, our method interpolates the samples using a neural network,…

Machine Learning · Computer Science 2019-10-24 Ali Hasan , João M. Pereira , Robert Ravier , Sina Farsiu , Vahid Tarokh

Big data has become a critically enabling component of emerging mathematical methods aimed at the automated discovery of dynamical systems, where first principles modeling may be intractable. However, in many engineering systems, abrupt…

Data Analysis, Statistics and Probability · Physics 2018-08-01 Markus Quade , Markus Abel , J. Nathan Kutz , Steven L. Brunton
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