English
Related papers

Related papers: DDE-Find: Learning Delay Differential Equations fr…

200 papers

We propose a method for learning dynamical systems from high-dimensional empirical data that combines variational autoencoders and (spatio-)temporal attention within a framework designed to enforce certain scientifically-motivated…

Machine Learning · Computer Science 2023-06-22 Kai Lagemann , Christian Lagemann , Sach Mukherjee

Latent ODE models provide flexible descriptions of dynamic systems, but they can struggle with extrapolation and predicting complicated non-linear dynamics. The latent ODE approach implicitly relies on encoders to identify unknown system…

Machine Learning · Computer Science 2024-10-14 Matt L. Sampson , Peter Melchior

Irregularly sampled time series with missing values are often observed in multiple real-world applications such as healthcare, climate and astronomy. They pose a significant challenge to standard deep learning models that operate only on…

Machine Learning · Computer Science 2024-10-04 Christian Klötergens , Vijaya Krishna Yalavarthi , Maximilian Stubbemann , Lars Schmidt-Thieme

We introduce DeepMoD, a Deep learning based Model Discovery algorithm. DeepMoD discovers the partial differential equation underlying a spatio-temporal data set using sparse regression on a library of possible functions and their…

Computational Physics · Physics 2021-02-25 Gert-Jan Both , Subham Choudhury , Pierre Sens , Remy Kusters

Many engineering problems involve learning hidden dynamics from indirect observations, where the physical processes are described by systems of partial differential equations (PDE). Gradient-based optimization methods are considered…

Numerical Analysis · Mathematics 2019-12-17 Kailai Xu , Dongzhuo Li , Eric Darve , Jerry M. Harris

In this paper, we propose a data-driven framework for model discovery of stochastic differential equations (SDEs) from a single trajectory, without requiring the ergodicity or stationary assumption on the underlying continuous process. By…

Statistical Finance · Quantitative Finance 2026-01-12 Munawar Ali , Purba Das , Qi Feng , Liyao Gao , Guang Lin

Differential equations are used to model problems that originate in disciplines such as physics, biology, chemistry, and engineering. In recent times, due to the abundance of data, there is an active search for data-driven methods to learn…

Machine Learning · Computer Science 2022-05-24 K. D. Olumoyin

Many physical processes such as weather phenomena or fluid mechanics are governed by partial differential equations (PDEs). Modelling such dynamical systems using Neural Networks is an active research field. However, current methods are…

Machine Learning · Computer Science 2022-10-12 Andrzej Dulny , Andreas Hotho , Anna Krause

Non-autonomous differential equations are crucial for modeling systems influenced by external signals, yet fitting these models to data becomes particularly challenging when the signals change abruptly. To address this problem, we propose a…

Machine Learning · Computer Science 2025-07-10 Hyeontae Jo , Krešimir Josić , Jae Kyoung Kim

The measured spatiotemporal response of various physical processes is utilized to infer the governing partial differential equations (PDEs). We propose SimultaNeous Basis Function Approximation and Parameter Estimation (SNAPE), a technique…

Machine Learning · Computer Science 2021-09-17 Sutanu Bhowmick , Satish Nagarajaiah

We present a framework for recovering/approximating unknown time-dependent partial differential equation (PDE) using its solution data. Instead of identifying the terms in the underlying PDE, we seek to approximate the evolution operator of…

Numerical Analysis · Mathematics 2020-05-05 Kailiang Wu , Dongbin Xiu

Understanding the training dynamics of deep learning models is perhaps a necessary step toward demystifying the effectiveness of these models. In particular, how do data from different classes gradually become separable in their feature…

Machine Learning · Computer Science 2021-10-13 Jiayao Zhang , Hua Wang , Weijie J. Su

Recently, researchers have utilized neural networks to accurately solve partial differential equations (PDEs), enabling the mesh-free method for scientific computation. Unfortunately, the network performance drops when encountering a high…

Machine Learning · Computer Science 2021-09-29 Pongpisit Thanasutives , Masayuki Numao , Ken-ichi Fukui

Differential-algebraic equations (DAEs) with state-dependent events arise in systems whose continuous dynamics are constrained by algebraic equations and interrupted by mode changes, switching logic, impacts, or state reinitializations.…

Machine Learning · Computer Science 2026-05-08 Ion Matei , Maksym Zhenirovskyy , Anthony Wong

The optimization of the latents and parameters of diffusion models with respect to some differentiable metric defined on the output of the model is a challenging and complex problem. The sampling for diffusion models is done by solving…

Computer Vision and Pattern Recognition · Computer Science 2025-02-13 Zander W. Blasingame , Chen Liu

We present a numerical framework for deep neural network (DNN) modeling of unknown time-dependent partial differential equations (PDE) using their trajectory data. Unlike the recent work of [Wu and Xiu, J. Comput. Phys. 2020], where the…

Machine Learning · Computer Science 2021-11-24 Zhen Chen , Victor Churchill , Kailiang Wu , Dongbin Xiu

Partial differential equations (PDEs) play a central role in describing many physical phenomena. Various scientific and engineering applications demand a versatile and differentiable PDE solver that can quickly generate solutions with…

We present a new method to locate the starting points in time of an arbitrary number of (damped) delayed signals. For a finite data sequence, the method permits to first locate the starting point of the component with the longest delay, and…

Data Analysis, Statistics and Probability · Physics 2018-10-17 Luca Perotti , Daniel Vrinceanu , Daniel Bessis

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

The fractional advection-dispersion equation (FADE) has attracted increased attention from researchers as it provides an accurate description for challenging phenomenas with long-range time memory and spatial interactions, such as the…

Numerical Analysis · Mathematics 2019-02-12 Huan Liu , Hong Wang , Xiangcheng Zheng