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Discovering nonlinear differential equations that describe system dynamics from empirical data is a fundamental challenge in contemporary science. Here, we propose a methodology to identify dynamical laws by integrating denoising techniques…

Machine Learning · Computer Science 2023-05-04 Kevin Egan , Weizhen Li , Rui Carvalho

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

In this work we propose a deep adaptive sampling (DAS) method for solving partial differential equations (PDEs), where deep neural networks are utilized to approximate the solutions of PDEs and deep generative models are employed to…

Numerical Analysis · Mathematics 2022-07-06 Kejun Tang , Xiaoliang Wan , Chao Yang

Stochastic differential equations are an important modeling class in many disciplines. Consequently, there exist many methods relying on various discretization and numerical integration schemes. In this paper, we propose a novel,…

Machine Learning · Computer Science 2019-05-29 Gabriele Abbati , Philippe Wenk , Michael A Osborne , Andreas Krause , Bernhard Schölkopf , Stefan Bauer

The modern machine learning methods allow one to obtain the data-driven models in various ways. However, the more complex the model is, the harder it is to interpret. In the paper, we describe the algorithm for the mathematical equations…

Neural and Evolutionary Computing · Computer Science 2021-09-09 Alexander Hvatov , Mikhail Maslyaev

Many processes in science and engineering can be described by partial differential equations (PDEs). Traditionally, PDEs are derived by considering first principles of physics to derive the relations between the involved physical quantities…

Machine Learning · Statistics 2019-03-27 Jens Berg , Kaj Nyström

Machine learning based partial differential equations (PDEs) solvers have received great attention in recent years. Most progress in this area has been driven by deep neural networks such as physics-informed neural networks (PINNs) and…

Numerical Analysis · Mathematics 2025-09-23 Chunyang Liao

Accurately solving partial differential equations (PDEs) is critical to understanding complex scientific and engineering phenomena, yet traditional numerical solvers are computationally expensive. Surrogate models offer a more efficient…

Machine Learning · Computer Science 2026-04-17 Yegon Kim , Hyunsu Kim , Gyeonghoon Ko , Juho Lee

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

Structural discovery amongst a set of variables is of interest in both static and dynamic settings. In the presence of lead-lag dependencies in the data, the dynamics of the system can be represented through a structural equation model…

Methodology · Statistics 2023-11-28 Jiahe Lin , Huitian Lei , George Michailidis

Many scientific phenomena are modeled by Partial Differential Equations (PDEs). The development of data gathering tools along with the advances in machine learning (ML) techniques have raised opportunities for data-driven identification of…

Machine Learning · Computer Science 2021-05-05 Kazem Meidani , Amir Barati Farimani

This paper presents an online algorithm for identification of partial differential equations (PDEs) based on the weak-form sparse identification of nonlinear dynamics algorithm (WSINDy). The algorithm is online in a sense that if performs…

Optimization and Control · Mathematics 2022-03-09 Daniel A. Messenger , Emiliano Dall'Anese , David M. Bortz

Data-driven discovery of partial differential equations (PDEs) from observed data in machine learning has been developed by embedding the discovery problem. Recently, the discovery of traditional ODEs dynamics using linear multistep methods…

Numerical Analysis · Mathematics 2023-06-27 Xingjian Xu , Minghua Chen

We propose a two-stage method called \textit{Spline Assisted Partial Differential Equation based Model Identification (SAPDEMI)} to identify partial differential equation (PDE)-based models from noisy data. In the first stage, we employ the…

Methodology · Statistics 2025-09-17 Yujie Zhao , Xiaoming Huo , Yajun Mei

Discovering dynamical models to describe underlying dynamical behavior is essential to draw decisive conclusions and engineering studies, e.g., optimizing a process. Experimental data availability notwithstanding has increased…

Machine Learning · Computer Science 2022-10-12 Pawan Goyal , Peter Benner

We develop a principled framework for discovering causal structure in partial differential equations (PDEs) using physics-informed neural networks and counterfactual perturbations. Unlike classical residual minimization or sparse regression…

Machine Learning · Computer Science 2025-06-26 Ronald Katende

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

The problem of learning structural equation models (SEMs) from data is a fundamental problem in causal inference. We develop a new algorithm --- which is computationally and statistically efficient and works in the high-dimensional regime…

Machine Learning · Computer Science 2019-01-30 Asish Ghoshal , Jean Honorio

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

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