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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…

Machine Learning · Computer Science 2022-09-27 Cristopher Salvi , Maud Lemercier , Andris Gerasimovics

Differential equations based on physical principals are used to represent complex dynamic systems in all fields of science and engineering. Through repeated use in both academics and industry, these equations have been shown to represent…

Methodology · Statistics 2022-09-08 Joshua S. North , Christopher K. Wikle , Erin M. Schliep

The field of partial differential equations (PDEs) is vast in size and diversity. The basic reason for this is that essentially all fundamental laws of physics are formulated in terms of PDEs. In addition, approximations to these…

History and Overview · Mathematics 2019-01-11 Per Kristen Jakobsen

We propose a novel method, Phase-IDENT, for identifying partial differential equations (PDEs) from noisy observations of dynamical systems that exhibit phase transitions. Such phenomena are prevalent in fluid dynamics and materials science,…

Numerical Analysis · Mathematics 2026-01-21 Edward L. Yang , Roy Y. He

Stochastic differential equations (SDEs) are of utmost importance in various scientific and industrial areas. They are the natural description of dynamical processes whose precise equations of motion are either not known or too expensive to…

Methodology · Statistics 2017-11-08 Philipp Frank , Theo Steininger , Torsten A. Enßlin

The increasing availability of experimental data has intensified interest in calibrating stochastic models, raising fundamental questions about parameter identifiability. Structural identifiability determines whether parameters can be…

Methodology · Statistics 2026-05-14 Arianna Ceccarelli , Alexander P. Browning , Ruth E. Baker

The identification and classification of transitions in topological and microstructural regimes in pattern-forming processes are critical for understanding and fabricating microstructurally precise novel materials in many application…

Materials Science · Physics 2022-08-12 Marcin Abram , Keith Burghardt , Greg Ver Steeg , Aram Galstyan , Remi Dingreville

We study the problem of learning the law of linear stochastic partial differential equations (SPDEs) with additive Gaussian forcing from spatiotemporal observations. Most existing deep learning approaches either assume access to the driving…

Machine Learning · Computer Science 2026-02-13 Sebastian Zeng , Andreas Petersson , Wolfgang Bock

Partial Differential Equations (PDEs) have long been recognized as powerful tools for image processing and analysis, providing a framework to model and exploit structural and geometric properties inherent in visual data. Over the years,…

Image and Video Processing · Electrical Eng. & Systems 2024-12-17 Alejandro Garnung Menéndez

Partial differential equations (PDEs) are at the heart of many mathematical and scientific advances. While great progress has been made on the theory of PDEs of standard types during the last eight decades, the analysis of nonlinear PDEs of…

Analysis of PDEs · Mathematics 2022-08-16 Gui-Qiang G. Chen

Foundation models for partial differential equations (PDEs) have emerged as powerful surrogates pre-trained on diverse physical systems, but adapting them to new downstream tasks remains challenging due to limited task-specific data and…

Machine Learning · Computer Science 2026-03-17 Vlad Medvedev , Leon Armbruster , Christopher Straub , Georg Kruse , Andreas Rosskopf

Many scientific phenomena are modeled by Partial Differential Equations (PDEs). The development of data gathering tools along with the advances in machine learning (ML) techniques have raised opportunities for data-driven identification of…

Machine Learning · Computer Science 2021-05-05 Kazem Meidani , Amir Barati Farimani

This paper addresses the problem of uniqueness in learning physical laws for systems of partial differential equations (PDEs). Contrary to most existing approaches, it considers a framework of structured model learning, where existing,…

Optimization and Control · Mathematics 2026-02-17 Martin Holler , Erion Morina

Systems modeled by partial differential equations (PDEs) are at least as ubiquitous as systems that are by nature finite-dimensional and modeled by ordinary differential equations (ODEs). And yet, systematic and readily usable…

Optimization and Control · Mathematics 2025-09-11 Rafael Vazquez , Jean Auriol , Federico Bribiesca-Argomedo , Miroslav Krstic

Latent variable models have been widely applied for the analysis of time series resulting from experimental neuroscience techniques. In these datasets, observations are relatively smooth and possibly nonlinear. We present Variational…

Identifying partial differential equations (PDEs) from data is crucial for understanding the governing mechanisms of natural phenomena, yet it remains a challenging task. We present an extension to the ARGOS framework, ARGOS-RAL, which…

Machine Learning · Computer Science 2024-05-03 Weizhen Li , Rui Carvalho

The value of unknown parameters of multibody systems is crucial for prediction, monitoring, and control, sometimes estimated using a biased physics-based model leading to incorrect outcomes. Discovering motion equations of multibody systems…

Computational Engineering, Finance, and Science · Computer Science 2022-10-24 Ehsan Askari , Guillaume Crevecoeur

Realistic physical phenomena exhibit random fluctuations across many scales in the input and output processes. Models of these phenomena require stochastic PDEs. For three-dimensional coupled (vector-valued) stochastic PDEs (SPDEs), for…

Computational Engineering, Finance, and Science · Computer Science 2022-08-24 Ajit Desai , Mohammad Khalil , Chris L. Pettit , Dominique Poirel , Abhijit Sarkar

A novel multi-level method for partial differential equations with uncertain parameters is proposed. The principle behind the method is that the error between grid levels in multi-level methods has a spatial structure that is by good…

Numerical Analysis · Mathematics 2020-04-29 Yous van Halder , Benjamin Sanderse , Barry Koren

Systems whose time evolutions are entirely deterministic can nevertheless be studied probabilistically, i.e. in terms of the evolution of probability distributions rather than individual trajectories. This approach is central to the…

Dynamical Systems · Mathematics 2019-09-06 S. Richard Taylor