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In data-driven modeling of spatiotemporal phenomena careful consideration often needs to be made in capturing the dynamics of the high wavenumbers. This problem becomes especially challenging when the system of interest exhibits shocks or…

Machine Learning · Computer Science 2022-12-28 Alec J. Linot , Joshua W. Burby , Qi Tang , Prasanna Balaprakash , Michael D. Graham , Romit Maulik

A systematic Bayesian framework is developed for physics constrained parameter inference ofstochastic differential equations (SDE) from partial observations. The physical constraints arederived for stochastic climate models but are…

Data Analysis, Statistics and Probability · Physics 2016-11-25 Daniel Peavoy , Christian L. E. Franzke , Gareth O. Roberts

Recently, Neural Ordinary Differential Equations has emerged as a powerful framework for modeling physical simulations without explicitly defining the ODEs governing the system, but instead learning them via machine learning. However, the…

Rapidly developing machine learning methods has stimulated research interest in computationally reconstructing differential equations (DEs) from observational data which may provide additional insight into underlying causative mechanisms.…

Machine Learning · Computer Science 2026-05-12 Mingtao Xia , Xiangting Li , Qijing Shen , Tom Chou

Operator learning has emerged as a promising paradigm for developing efficient surrogate models to solve partial differential equations (PDEs). However, existing approaches often overlook the domain knowledge inherent in the underlying PDEs…

Machine Learning · Computer Science 2025-10-20 Ziqian Li , Kang Liu , Yongcun Song , Hangrui Yue , Enrique Zuazua

Classical neural ODEs trained with explicit methods are intrinsically limited by stability, crippling their efficiency and robustness for stiff learning problems that are common in graph learning and scientific machine learning. We present…

Machine Learning · Computer Science 2024-12-17 Hong Zhang , Ying Liu , Romit Maulik

When learning dynamical systems from data, embedding physical structure can constrain the solution space and improve generalization, but many physics-informed models assume access to the full system state. This limits their use in partially…

Machine Learning · Computer Science 2026-05-25 Sunniva Meltzer , Sølve Eidnes , Alexander Johannes Stasik

To derive the hidden dynamics from observed data is one of the fundamental but also challenging problems in many different fields. In this study, we propose a new type of interpretable network called the ordinary differential equation…

Dynamical Systems · Mathematics 2020-10-19 Pipi Hu , Wuyue Yang , Yi Zhu , Liu Hong

Latent neural stochastic differential equations (SDEs) have recently emerged as a promising approach for learning generative models from stochastic time series data. However, they systematically underestimate the noise level inherent in…

Machine Learning · Computer Science 2025-06-11 Linus Heck , Maximilian Gelbrecht , Michael T. Schaub , Niklas Boers

Learning models of dynamical systems with external inputs, which may be, for example, nonsmooth or piecewise, is crucial for studying complex phenomena and predicting future state evolution, which is essential for applications such as…

Machine Learning · Computer Science 2025-04-16 Zhaoyi Li , Wenjie Mei , Ke Yu , Yang Bai , Shihua Li

Neural Stochastic Differential Equations (NSDE) have been trained as both Variational Autoencoders, and as GANs. However, the resulting Stochastic Differential Equations can be hard to interpret or analyse due to the generic nature of the…

Machine Learning · Computer Science 2022-11-18 Simon M. Koop , Mark A. Peletier , Jacobus W. Portegies , Vlado Menkovski

Stiff systems of ordinary differential equations (ODEs) are pervasive in many science and engineering fields, yet standard neural ODE approaches struggle to learn them. This limitation is the main barrier to the widespread adoption of…

Numerical Analysis · Mathematics 2024-10-10 Colby Fronk , Linda Petzold

We propose a new approach to learning the subgrid-scale model when simulating partial differential equations (PDEs) solved by the method of lines and their representation in chaotic ordinary differential equations, based on neural ordinary…

Numerical Analysis · Mathematics 2023-04-14 Shinhoo Kang , Emil M. Constantinescu

Modeling stochastic differential equations (SDEs) is crucial for understanding complex dynamical systems in various scientific fields. Recent methods often employ neural network-based models, which typically represent SDEs through a…

Machine Learning · Computer Science 2025-06-25 Senwei Liang , Chunmei Wang , Xingjian Xu

We present a new data-driven reduced-order modeling approach to efficiently solve parametrized partial differential equations (PDEs) for many-query problems. This work is inspired by the concept of implicit neural representation (INR),…

Numerical Analysis · Mathematics 2023-11-30 Tianshu Wen , Kookjin Lee , Youngsoo Choi

This study examines the challenges of modeling complex and noisy data related to socioeconomic factors over time, with a focus on data from various districts in Odisha, India. Traditional time-series models struggle to capture both trends…

Machine Learning · Computer Science 2026-04-02 Sandeep Kumar Samota , Reema Gupta , Snehashish Chakraverty

The data-driven discovery of interpretable models approximating the underlying dynamics of a physical system has gained attraction in the past decade. Current approaches employ pre-specified functional forms or basis functions and often…

Machine Learning · Computer Science 2025-07-30 Rahul Golder , M. M. Faruque Hasan

Neural Ordinary Differential Equations (NODEs) are a new class of models that transform data continuously through infinite-depth architectures. The continuous nature of NODEs has made them particularly suitable for learning the dynamics of…

Machine Learning · Computer Science 2020-10-22 Alexander Norcliffe , Cristian Bodnar , Ben Day , Nikola Simidjievski , Pietro Liò

One of the open problems in scientific computing is the long-time integration of nonlinear stochastic partial differential equations (SPDEs). We address this problem by taking advantage of recent advances in scientific machine learning and…

Machine Learning · Computer Science 2019-09-04 Dongkun Zhang , Ling Guo , George Em Karniadakis

The manifold hypothesis suggests that high-dimensional neural time series lie on a low-dimensional manifold shaped by simpler underlying dynamics. To uncover this structure, latent dynamical variable models such as state-space models,…

Machine Learning · Computer Science 2025-07-30 Pedram Rajaei , Maryam Ostadsharif Memar , Navid Ziaei , Behzad Nazari , Ali Yousefi