English
Related papers

Related papers: Identification of Partial-Differential-Equations-B…

200 papers

Partial differential equations (PDEs) are commonly derived based on empirical observations. However, recent advances of technology enable us to collect and store massive amount of data, which offers new opportunities for data-driven…

Machine Learning · Computer Science 2019-10-23 Zichao Long , Yiping Lu , Bin Dong

In this paper, we study a class of stochastic partial differential equations (SPDEs) driven by space-time fractional noises. Our method consists in studying first the nonlocal SPDEs and showing then the convergence of the family of these…

Probability · Mathematics 2014-09-17 Ying Hu , Yiming Jiang , Zhongmin Qian

We introduce a novel grid-independent model for learning partial differential equations (PDEs) from noisy and partial observations on irregular spatiotemporal grids. We propose a space-time continuous latent neural PDE model with an…

Machine Learning · Computer Science 2023-10-27 Valerii Iakovlev , Markus Heinonen , Harri Lähdesmäki

We propose an effective and robust algorithm for identifying partial differential equations (PDEs) with space-time varying coefficients from a single trajectory of noisy observations. Identifying unknown differential equations from noisy…

Numerical Analysis · Mathematics 2023-04-13 Yuchen He , Sung-Ha Kang , Wenjing Liao , Hao Liu , Yingjie Liu

Identifying from observation data the governing differential equations of a physical dynamics is a key challenge in machine learning. Although approaches based on SINDy have shown great promise in this area, they still fail to address a…

Machine Learning · Computer Science 2025-10-22 Fayad Ali Banna , Antoine Caradot , Eduardo Brandao , Jean-Philippe Colombier , Rémi Emonet , Marc Sebban

We propose a novel framework for discovering Stochastic Partial Differential Equations (SPDEs) from data. The proposed approach combines the concepts of stochastic calculus, variational Bayes theory, and sparse learning. We propose the…

Machine Learning · Statistics 2023-06-29 Yogesh Chandrakant Mathpati , Tapas Tripura , Rajdip Nayek , Souvik Chakraborty

Identifying governing partial differential equations (PDEs) from noisy spatiotemporal data remains challenging due to differentiation-induced noise amplification and ambiguity from overcomplete libraries. We propose a prior-informed…

Numerical Analysis · Mathematics 2026-03-16 Cheng Tang , Hao Liu , Dong Wang

Data-driven discovery of partial differential equations (PDEs) offers a promising paradigm for uncovering governing physical laws from observational data. However, in practical scenarios, measurements are often contaminated by noise and…

Machine Learning · Computer Science 2026-03-25 Xingyu Chen , Junxiu An , Jun Guo , Yuqian Zhou

In differential equation discovery algorithms, numerical differentiation is usually a fixed preliminary step. Current methods improve robustness with data subsampling and sparsity but often ignore the variability from the differentiation…

Symbolic Computation · Computer Science 2025-12-16 Maria Khilchuk , Ilya Markov , Alexander Hvatov

Unveiling the underlying governing equations of nonlinear dynamic systems remains a significant challenge. Insufficient prior knowledge hinders the determination of an accurate candidate library, while noisy observations lead to imprecise…

Machine Learning · Computer Science 2024-04-30 Mengge Du , Yuntian Chen , Longfeng Nie , Siyu Lou , Dongxiao Zhang

Stochastic partial differential equations (SPDEs) represent a very active research field with numerous recent developments and breakthrough results. There are several well-established approaches and methods used to construct solutions for…

Probability · Mathematics 2019-08-27 Christian Kuehn , Alexandra Neamtu

We present a computational technique for modeling the evolution of dynamical systems in a reduced basis, with a focus on the challenging problem of modeling partially-observed partial differential equations (PDEs) on high-dimensional…

Machine Learning · Statistics 2024-12-25 Victor Churchill

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

Image denoising and image segmentation play essential roles in image processing. Partial differential equations (PDE)-based methods have proven to show reliable results when incorporated in both denoising and segmentation of images. In our…

Numerical Analysis · Mathematics 2025-09-03 Ksenia Slepova , Ivan Etoku Oiye , Martin B. van Gijzen

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

PDE discovery shows promise for uncovering predictive models of complex physical systems but has difficulty when measurements are sparse and noisy. We introduce a new approach for PDE discovery that uses two Rational Neural Networks and a…

Machine Learning · Computer Science 2022-06-20 Robert Stephany , Christopher Earls

We address numerical differentiation under coarse, non-uniform sampling and Gaussian noise. A maximum-likelihood estimator with $L_2$-norm constraint on a higher-order derivative is obtained, yielding spline-based solution. We introduce a…

Methodology · Statistics 2025-07-31 Konstantin E. Avrachenkov , Leonid B. Freidovich

A general framework for recovering drift and diffusion dynamics from sampled trajectories is presented for the first time for stochastic delay differential equations. The core relies on the well-established SINDy algorithm for the sparse…

Numerical Analysis · Mathematics 2025-08-06 Dimitri Breda , Dajana Conte , Raffaele D'Ambrosio , Ida Santaniello , Muhammad Tanveer

The data-driven models allow one to define the model structure in cases when a priori information is not sufficient to build other types of models. The possible way to obtain physical interpretation is the data-driven differential equation…

Neural and Evolutionary Computing · Computer Science 2019-06-11 Michail Maslyaev , Alexander Hvatov , Anna Kalyuzhnaya

The sparse identification of nonlinear dynamics (SINDy) is a regression framework for the discovery of parsimonious dynamic models and governing equations from time-series data. As with all system identification methods, noisy measurements…

Signal Processing · Electrical Eng. & Systems 2020-10-01 Kadierdan Kaheman , Steven L. Brunton , J. Nathan Kutz