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Related papers: Discovering PDEs from Multiple Experiments

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Reliable predictions of critical phenomena, such as weather, wildfires and epidemics often rely on models described by Partial Differential Equations (PDEs). However, simulations that capture the full range of spatio-temporal scales…

Machine Learning · Computer Science 2025-02-13 Jan-Philipp von Bassewitz , Sebastian Kaltenbach , Petros Koumoutsakos

In this work, we consider learning sparse models in large scale settings, where the number of samples and the feature dimension can grow as large as millions or billions. Two immediate issues occur under such challenging scenario: (i)…

Machine Learning · Statistics 2023-01-31 Atul Dhingra , Jie Shen , Nicholas Kleene

The Lasso is an attractive technique for regularization and variable selection for high-dimensional data, where the number of predictor variables $p_n$ is potentially much larger than the number of samples $n$. However, it was recently…

Statistics Theory · Mathematics 2009-03-02 Nicolai Meinshausen , Bin Yu

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

Ordinary differential equations (ODEs) are widely used to characterize the dynamics of complex systems in real applications. In this article, we propose a novel joint estimation approach for generalized sparse additive ODEs where…

Methodology · Statistics 2022-08-19 Nan Zhang , Muye Nanshan , Jiguo Cao

This work proposes an autoencoder neural network as a non-linear generalization of projection-based methods for solving Partial Differential Equations (PDEs). The proposed deep learning architecture presented is capable of generating the…

Computational Physics · Physics 2020-06-25 Jaime Lopez Garcia , Angel Rivero Jimenez

Implicit sampling is a weighted sampling method that is used in data assimilation, where one sequentially updates estimates of the state of a stochastic model based on a stream of noisy or incomplete data. Here we describe how to use…

Numerical Analysis · Mathematics 2016-01-20 Matthias Morzfeld , Xuemin Tu , Jon Wilkening , Alexandre J. Chorin

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

This paper addresses Bayesian inference related to partial differential equations (PDEs), particularly nonparametric regression constrained by PDEs. To effectively encode prior information, we propose a novel framework that learns a…

Statistics Theory · Mathematics 2026-02-09 Junxiong Jia , Deyu Meng , Zongben Xu , Fang Yao

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

Experimental data is often affected by uncontrolled variables that make analysis and interpretation difficult. For spatiotemporal systems, this problem is further exacerbated by their intricate dynamics. Modern machine learning methods are…

Computational Physics · Physics 2020-09-16 Peter Y. Lu , Samuel Kim , Marin Soljačić

Identifying the governing equations of a nonlinear dynamical system is key to both understanding the physical features of the system and constructing an accurate model of the dynamics that generalizes well beyond the available data. We…

Machine Learning · Computer Science 2022-08-16 Peter Y. Lu , Joan Ariño , Marin Soljačić

Modelling partial differential equations (PDEs) is of crucial importance in science and engineering, and it includes tasks ranging from forecasting to inverse problems, such as data assimilation. However, most previous numerical and machine…

Ordinary and stochastic differential equations (ODEs and SDEs) are widely used to model continuous-time processes across various scientific fields. While ODEs offer interpretability and simplicity, SDEs incorporate randomness, providing…

Methodology · Statistics 2025-05-20 Qingchuan Sun , Susanne Ditlevsen

Many physical processes can be expressed through partial differential equations (PDEs). Real-world measurements of such processes are often collected at irregularly distributed points in space, which can be effectively represented as…

Machine Learning · Computer Science 2025-07-16 Jost Arndt , Utku Isil , Michael Detzel , Wojciech Samek , Jackie Ma

Autoregressive next-step prediction models have become the de-facto standard for building data-driven neural solvers to forecast time-dependent partial differential equations (PDEs). Denoise training that is closely related to diffusion…

Machine Learning · Computer Science 2025-03-31 Zijie Li , Anthony Zhou , Amir Barati Farimani

Learning dynamical systems is a promising avenue for scientific discoveries. However, capturing the governing dynamics in multiple environments still remains a challenge: model-based approaches rely on the fidelity of assumptions made for a…

Machine Learning · Computer Science 2023-03-09 MoonJeong Park , Youngbin Choi , Namhoon Lee , Dongwoo Kim

Modern statistical learning algorithms are capable of amazing flexibility, but struggle with interpretability. One possible solution is sparsity: making inference such that many of the parameters are estimated as being identically 0, which…

Methodology · Statistics 2023-05-15 Nathan Wycoff , Ali Arab , Katharine M. Donato , Lisa O. Singh

Partial differential equations (PDEs) are often computationally challenging to solve, and in many settings many related PDEs must be be solved either at every timestep or for a variety of candidate boundary conditions, parameters, or…

Machine Learning · Computer Science 2022-11-04 Tian Qin , Alex Beatson , Deniz Oktay , Nick McGreivy , Ryan P. Adams

Solving partial differential equations (PDEs) can be prohibitively expensive using traditional numerical methods. Deep learning-based surrogate models typically specialize in a single PDE with fixed parameters. We present a framework for…

Machine Learning · Computer Science 2025-11-14 Qian-Ze Zhu , Paul Raccuglia , Michael P. Brenner
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