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We present a Bayesian methodology for infinite as well as finite dimensional parameter identification for partial differential equation models. The Bayesian framework provides a rigorous mathematical framework for incorporating prior…

Quantitative Methods · Quantitative Biology 2016-05-17 Eduard Campillo-Funollet , Chandrasekhar Venkataraman , Anotida Madzvamuse

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

Usually, the systems of partial differential equations (PDEs) are discovered from observational data in the single vector equation form. However, this approach restricts the application to the real cases, where, for example, the form of the…

Neural and Evolutionary Computing · Computer Science 2021-08-13 Mikhail Maslyaev , Alexander Hvatov

Inverse problems involving partial differential equations (PDEs) with discontinuous coefficients are fundamental challenges in modeling complex spatiotemporal systems with heterogeneous structures and uncertain dynamics. Traditional…

Machine Learning · Statistics 2025-10-17 Zhikun Zhang , Guanyu Pan , Xiangjun Wang , Yong Xu , Guangtao Zhang

A variety of complex biological, natural and man-made systems exhibit non-Markovian dynamics that can be modeled through fractional order differential equations, yet, we lack sample comlexity aware system identification strategies. Towards…

Systems and Control · Electrical Eng. & Systems 2025-06-23 Xiaole Zhang , Vijay Gupta , Paul Bogdan

Time-delayed differential equations (TDDEs) are widely used to model complex dynamic systems where future states depend on past states with a delay. However, inferring the underlying TDDEs from observed data remains a challenging problem…

Machine Learning · Statistics 2025-01-07 Debangshu Chowdhury , Souvik Chakraborty

Ordinary differential equations (ODEs) are used to model dynamic systems appearing in engineering, physics, biomedical sciences and many other fields. These equations contain unknown parameters, say $\theta$ of physical significance which…

Statistics Theory · Mathematics 2014-03-05 Prithwish Bhaumik , Subhashis Ghosal

Robust physics discovery is of great interest for many scientific and engineering fields. Inspired by the principle that a representative model is the one simplest possible, a new model selection criteria considering both model's Parsimony…

Machine Learning · Computer Science 2022-03-02 Zhiming Zhang , Yongming Liu

The working mechanisms of complex natural systems tend to abide by concise and profound partial differential equations (PDEs). Methods that directly mine equations from data are called PDE discovery, which reveals consistent physical laws…

Machine Learning · Computer Science 2023-03-17 Mengge Du , Yuntian Chen , Dongxiao Zhang

The identification of Partial Differential Equations (PDEs) has emerged as a prominent data-driven approach for mathematical modeling and has attracted considerable attention in recent years. The stability and precision in identifying PDE…

Numerical Analysis · Mathematics 2026-03-11 Cheng Tang , Roy Y. He , Hao Liu

Identifying unknown differential equations from a given set of discrete time dependent data is a challenging problem. A small amount of noise can make the recovery unstable, and nonlinearity and differential equations with varying…

Numerical Analysis · Mathematics 2019-04-09 Sung Ha Kang , Wenjing Liao , Yingjie Liu

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

Parametric prediction error methods constitute a classical approach to the identification of linear dynamic systems with excellent large-sample properties. A more recent regularized approach, inspired by machine learning and Bayesian…

Systems and Control · Computer Science 2017-10-12 Johan Wågberg , Dave Zachariah , Thomas B. Schön

The estimation of unknown parameters in nonlinear partial differential equations (PDEs) offers valuable insights across a wide range of scientific domains. In this work, we focus on estimating plant root parameters in the Richards equation,…

Methodology · Statistics 2025-10-28 Yumo Yang , Anass Ben Bouazza , Xuejun Dong , Quan Zhou

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…

Numerical Analysis · Mathematics 2022-02-28 Elizabeth Qian , Ionut-Gabriel Farcas , Karen Willcox

A numerical framework is proposed for identifying partial differential equations (PDEs) governing dynamical systems directly from their observation data using Chebyshev polynomial approximation. In contrast to data-driven approaches such as…

Numerical Analysis · Mathematics 2026-01-21 Phonepaserth Sisaykeo , Shogo Muramatsu

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

The machine learning methods for data-driven identification of partial differential equations (PDEs) are typically defined for a given number of spatial dimensions and a choice of coordinates the data have been collected in. This dependence…

Machine Learning · Computer Science 2025-10-07 Trung V. Phan , George A. Kevrekidis , Soledad Villar , Yannis G. Kevrekidis , Juan M. Bello-Rivas

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…

Applications · Statistics 2026-05-27 Pongpisit Thanasutives , Naichang Ke , Yoshinobu Kawahara

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