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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…

Dynamical Systems · Mathematics 2021-04-28 John Lagergren , John T. Nardini , G. Michael Lavigne , Erica M. Rutter , Kevin B. Flores

This work is concerned with discovering the governing partial differential equation (PDE) of a physical system. Existing methods have demonstrated the PDE identification from finite observations but failed to maintain satisfying results…

Numerical Analysis · Mathematics 2023-02-09 Pongpisit Thanasutives , Takashi Morita , Masayuki Numao , Ken-ichi Fukui

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…

Dynamical Systems · Mathematics 2022-11-23 Baolei Wei

In this work we present a data-driven method for the discovery of parametric partial differential equations (PDEs), thus allowing one to disambiguate between the underlying evolution equations and their parametric dependencies. Group…

Numerical Analysis · Mathematics 2018-06-05 Samuel Rudy , Alessandro Alla , Steven L. Brunton , J. Nathan Kutz

We introduce Weak-PDE-LEARN, a Partial Differential Equation (PDE) discovery algorithm that can identify non-linear PDEs from noisy, limited measurements of their solutions. Weak-PDE-LEARN uses an adaptive loss function based on weak forms…

Machine Learning · Computer Science 2023-09-12 Robert Stephany , Christopher Earls

Partial Differential Equations (PDEs) model various physical phenomena, such as electromagnetic fields and fluid mechanics. Methods like Sparse Identification of Nonlinear Dynamics (SINDy) and PDE-Net 2.0 have been developed to identify and…

Neurons and Cognition · Quantitative Biology 2024-10-25 Ion Bica , Ryan Trang , Rui Hu , Wanhua Su , Zhichun Zhai , Qingrun Zhang

The moment quantities associated with the nonlinear Schrodinger equation offer important insights towards the evolution dynamics of such dispersive wave partial differential equation (PDE) models. The effective dynamics of the moment…

Pattern Formation and Solitons · Physics 2024-06-10 Su Yang , Shaoxuan Chen , Wei Zhu , P. G. Kevrekidis

Identifying Ordinary Differential Equations (ODEs) from measurement data requires both fitting the dynamics and assimilating, either implicitly or explicitly, the measurement data. The Sparse Identification of Nonlinear Dynamics (SINDy)…

Dynamical Systems · Mathematics 2024-05-07 Jacob Stevens-Haas , Yash Bhangale , Aleksandr Aravkin , Nathan Kutz

In this paper, we propose Stoch-IDENT, a novel framework for identifying stochastic partial differential equations (SPDEs) from observational data. Our method can handle linear and nonlinear high-order SPDEs driven by time-dependent Wiener…

Numerical Analysis · Mathematics 2026-04-07 Jianbo Cui , Roy Y. He

The measured spatiotemporal response of various physical processes is utilized to infer the governing partial differential equations (PDEs). We propose SimultaNeous Basis Function Approximation and Parameter Estimation (SNAPE), a technique…

Machine Learning · Computer Science 2021-09-17 Sutanu Bhowmick , Satish Nagarajaiah

In this paper, we propose a data-driven framework for model discovery of stochastic differential equations (SDEs) from a single trajectory, without requiring the ergodicity or stationary assumption on the underlying continuous process. By…

Statistical Finance · Quantitative Finance 2026-01-12 Munawar Ali , Purba Das , Qi Feng , Liyao Gao , Guang Lin

We compare a recently proposed multivariate spline based on mixed partial derivatives with two other standard splines for the scattered data smoothing problem. The splines are defined as the minimiser of a penalised least squares…

Numerical Analysis · Mathematics 2020-03-04 Elizabeth Harris , Bishnu Lamichhane , Quoc Thong Le Gia

In this paper we investigate the numerical solution of stochastic partial differential equations (SPDEs) for a wider class of stochastic equations. We focus on non-diagonal colored noise instead of the usual space-time white noise. By…

Numerical Analysis · Mathematics 2013-11-12 Dirk Blömker , Minoo Kamrani

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

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

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

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

We study the problem of identifying unknown processes embedded in time-dependent partial differential equation (PDE) using observational data, with an application to advection-diffusion type PDE. We first conduct theoretical analysis and…

Numerical Analysis · Mathematics 2021-07-13 Zhen Chen , Kailiang Wu , Dongbin Xiu

The discovery of partial differential equations (PDEs) from experimental data holds great promise for uncovering predictive models of complex physical systems. In this study, we introduce an efficient automatic model discovery framework,…

Numerical Analysis · Mathematics 2025-06-24 Shilin Zhang , Yunqing Huang , Nianyu Yi , shihan Zhang

Scientific machine learning has been successfully applied to inverse problems and PDE discovery in computational physics. One caveat concerning current methods is the need for large amounts of ("clean") data, in order to characterize the…

Numerical Analysis · Mathematics 2021-11-30 Christophe Bonneville , Christopher J. Earls