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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

Hybrid systems are traditionally difficult to identify and analyze using classical dynamical systems theory. Moreover, recently developed model identification methodologies largely focus on identifying a single set of governing equations…

Dynamical Systems · Mathematics 2019-06-19 Niall M Mangan , Travis Askham , Steven L Brunton , J Nathan Kutz , Joshua L Proctor

Solving partial differential equations (PDEs) serves as a cornerstone for modeling complex dynamical systems. Recent progresses have demonstrated grand benefits of data-driven neural-based models for predicting spatiotemporal dynamics…

Machine Learning · Computer Science 2025-03-04 Bocheng Zeng , Qi Wang , Mengtao Yan , Yang Liu , Ruizhi Chengze , Yi Zhang , Hongsheng Liu , Zidong Wang , Hao Sun

We present a numerical method for learning the dynamics of slow components of unknown multiscale stochastic dynamical systems. While the governing equations of the systems are unknown, bursts of observation data of the slow variables are…

Machine Learning · Computer Science 2024-08-28 Yuan Chen , Dongbin Xiu

Digital health technologies (DHT), such as wearable devices, provide personalized, continuous, and real-time monitoring of patient. These technologies are contributing to the development of novel therapies and personalized medicine. Gaining…

Quantitative Methods · Quantitative Biology 2024-03-07 Samira Pakravan , Nikolaos Evangelou , Maxime Usdin , Logan Brooks , James Lu

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

Advanced autonomous driving systems require accurate vehicle dynamics modeling. However, identifying a precise dynamics model remains challenging due to strong nonlinearities and the coupled longitudinal and lateral dynamic characteristics.…

Robotics · Computer Science 2026-03-19 Jinyu Miao , Pu Zhang , Rujun Yan , Yifei He , Bowei Zhang , Zheng Fu , Ke Wang , Qi Song , Kun Jiang , Mengmeng Yang , Diange Yang

We develop a class of data-driven generative models that approximate the solution operator for parameter-dependent partial differential equations (PDE). We propose a novel probabilistic formulation of the operator learning problem based on…

Numerical Analysis · Mathematics 2026-04-21 Ting Wang , Petr Plechac , Jaroslaw Knap

The realistic modeling intended to quantify precisely some biological mechanisms is a task requiering a lot of a priori knowledge and generally leading to heavy mathematical models. On the other hand, the structure of the classical Machine…

Other Statistics · Statistics 2020-01-09 Hélène Flourent , Emmanuel Frénod , Vincent Sincholle

Ensuring the safe and reliable operation of integrated electricity and gas systems (IEGS) requires dynamic energy flow (DEF) simulation tools that achieve high accuracy and computational efficiency. However, the inherent strong nonlinearity…

Systems and Control · Electrical Eng. & Systems 2025-02-28 Zhikai Huang , Shuai Lu , Wei Gu , Ruizhi Yu , Suhan Zhang , Yijun Xu , Yuan Li

We present Decapodes, a diagrammatic tool for representing, composing, and solving partial differential equations. Decapodes provides an intuitive diagrammatic representation of the relationships between variables in a system of equations,…

Numerical Analysis · Mathematics 2024-02-01 Luke Morris , Andrew Baas , Jesus Arias , Maia Gatlin , Evan Patterson , James P. Fairbanks

Many systems in physics, engineering, and biology exhibit multiscale stochastic dynamics, where low-dimensional slow variables evolve under the influence of high-dimensional fast processes. In practice, observations are often limited to a…

Machine Learning · Statistics 2026-05-12 Anan Saha , Arnab Ganguly

The dynamic mode decomposition (DMD) is a data-driven method used for identifying the dynamics of complex nonlinear systems. It extracts important characteristics of the underlying dynamics using measured time-domain data produced either by…

Numerical Analysis · Mathematics 2020-11-24 Ion Victor Gosea , Igor Pontes Duff

We study identifiability in continuous-time linear stationary stochastic differential equations with known causal structure. Unlike existing approaches, we relax the assumption of a known diffusion matrix, thereby respecting the model's…

Statistics Theory · Mathematics 2026-03-10 Gijs van Seeventer , Saber Salehkaleybar

We address the control of Partial Differential equations (PDEs) with unknown parameters. Our objective is to devise an efficient algorithm capable of both identifying and controlling the unknown system. We assume that the desired PDE is…

Optimization and Control · Mathematics 2024-02-14 Alessandro Alla , Agnese Pacifico

Initial development and subsequent calibration of discrete event simulation models for complex systems require accurate identification of dynamically changing process characteristics. Existing data driven change point methods (DD-CPD)…

Machine Learning · Computer Science 2024-10-30 Suleyman Yildirim , Alper Ekrem Murat , Murat Yildirim , Suzan Arslanturk

Foundation models for partial differential equations (PDEs) have emerged as powerful surrogates pre-trained on diverse physical systems, but adapting them to new downstream tasks remains challenging due to limited task-specific data and…

Machine Learning · Computer Science 2026-03-17 Vlad Medvedev , Leon Armbruster , Christopher Straub , Georg Kruse , Andreas Rosskopf

Partial differential equation (PDE)-constrained optimization arises in many scientific and engineering domains, such as energy systems, fluid dynamics and material design. In these problems, the decision variables (e.g., control inputs or…

Machine Learning · Computer Science 2026-01-21 Yusuf Guven , Vincenzo Di Vito , Ferdinando Fioretto

Dynamic Mode Decomposition (DMD) is an equation-free method that aims at reconstructing the best linear fit from temporal datasets. In this paper, we show that DMD does not provide accurate approximation for datasets describing oscillatory…

Numerical Analysis · Mathematics 2023-03-14 Alessandro Alla , Angela Monti , Ivonne Sgura

In this paper, we consider a nonlinear PDE system governed by a parabolic heat equation coupled in a nonlinear way with a hyperbolic momentum equation describing the behavior of a displacement field coupled with a nonlinear elliptic…

Numerical Analysis · Mathematics 2023-11-16 Maryam Parvizi , Amirreza Khodadadian , Thomas Wick
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