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We consider the problem of forecasting complex, nonlinear space-time processes when observations provide only partial information of on the system's state. We propose a natural data-driven framework, where the system's dynamics are modelled…

Systems and Control · Computer Science 2019-03-01 Ibrahim Ayed , Emmanuel de Bézenac , Arthur Pajot , Julien Brajard , Patrick Gallinari

Equation discovery is a fundamental learning task for uncovering the underlying dynamics of complex systems, with wide-ranging applications in areas such as brain connectivity analysis, climate modeling, gene regulation, and physical…

Machine Learning · Computer Science 2026-01-29 Jiaqiang Li , Jianbin Tan , Xueqin Wang

Flocking refers to collective behavior of a large number of interacting entities, where the interactions between discrete individuals produce collective motion on the large scale. We employ an agent-based model to describe the microscopic…

Numerical Analysis · Mathematics 2020-12-23 Zhiping Mao , Zhen Li , George Em Karniadakis

In this paper we introduce a model, the stochastic fractional delay differential equation (SFDDE), which is based on the linear stochastic delay differential equation and produces stationary processes with hyperbolically decaying…

Probability · Mathematics 2018-06-21 Richard A. Davis , Mikkel Slot Nielsen , Victor Rohde

The discovery of Partial Differential Equations (PDEs) is an essential task for applied science and engineering. However, data-driven discovery of PDEs is generally challenging, primarily stemming from the sensitivity of the discovered…

Machine Learning · Statistics 2024-03-27 Aoxue Chen , Yifan Du , Liyao Mars Gao , Guang Lin

The ability to discover physical laws and governing equations from data is one of humankind's greatest intellectual achievements. A quantitative understanding of dynamic constraints and balances in nature has facilitated rapid development…

Dynamical Systems · Mathematics 2016-04-27 Steven L. Brunton , Joshua L. Proctor , J. Nathan Kutz

Data-driven modeling of dynamical systems often faces numerous data-related challenges. A fundamental requirement is the existence of a unique set of parameters for a chosen model structure, an issue commonly referred to as identifiability.…

Systems and Control · Electrical Eng. & Systems 2024-05-24 Arthur N. Montanari , François Lamoline , Robert Bereza , Jorge Gonçalves

Realizations of stochastic process are often observed temporal data or functional data. There are growing interests in classification of dynamic or functional data. The basic feature of functional data is that the functional data have…

Machine Learning · Statistics 2014-10-28 Lerong Li , Momiao Xiong

We introduce an efficient discretization of a novel fractional-order adaptive exponential (FrAdEx) integrate-and-fire model, which is used to study the fractional-order dynamics of neuronal activities. The discretization is based on…

Biological Physics · Physics 2025-11-13 Alexandru Fikl , Aman Jhinga , Eva Kaslik , Argha Mondal

The Fractional Diffusion Equation (FDE) is a mathematical model that describes anomalous transport phenomena characterized by non-local and long-range dependencies which deviate from the traditional behavior of diffusion. Solving this…

Numerical Analysis · Mathematics 2023-11-14 Mohammad Partohaghighi , Emmanuel Asante-Asamani , Olaniyi S. Iyiola

Ordinary differential equations (ODEs), via their induced flow maps, provide a powerful framework to parameterize invertible transformations for the purpose of representing complex probability distributions. While such models have achieved…

Statistics Theory · Mathematics 2023-09-06 Youssef Marzouk , Zhi Ren , Sven Wang , Jakob Zech

Physical systems whose dynamics are governed by partial differential equations (PDEs) find applications in numerous fields, from engineering design to weather forecasting. The process of obtaining the solution from such PDEs may be…

Machine Learning · Computer Science 2022-09-21 Pratyush Bhatt , Yash Kumar , Azzeddine Soulaimani

Fractional-order dynamical networks are increasingly being used to model and describe processes demonstrating long-term memory or complex interlaced dependencies amongst the spatial and temporal components of a wide variety of dynamical…

Optimization and Control · Mathematics 2021-08-04 Sarthak Chatterjee , Andrea Alessandretti , A. Pedro Aguiar , Sérgio Pequito

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

Fractional differential equations (FDEs) describe subdiffusion behavior of dynamical systems. Its non-local structure requires taking into account the whole evolution history during the time integration, which then possibly causes…

Numerical Analysis · Mathematics 2022-02-17 Ustim Khristenko , Barbara Wohlmuth

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

This work presents a physics-informed deep learning-based super-resolution framework to enhance the spatio-temporal resolution of the solution of time-dependent partial differential equations (PDE). Prior works on deep learning-based…

Machine Learning · Computer Science 2022-12-09 Rajat Arora , Ankit Shrivastava

In this chapter we provide an introduction to fractional dissipative partial differential equations (PDEs) with a focus on trying to understand their dynamics. The class of PDEs we focus on are reaction-diffusion equations but we also…

I propose a novel framework that integrates stochastic differential equations (SDEs) with deep generative models to improve uncertainty quantification in machine learning applications involving structured and temporal data. This approach,…

Machine Learning · Statistics 2026-01-09 James Rice

Motivated by the modeling of three-dimensional fluid turbulence, we define and study a class of stochastic partial differential equations (SPDEs) that are randomly stirred by a spatially smooth and uncorrelated in time forcing term. To…

Probability · Mathematics 2021-12-24 Gabriel B. Apolinário , Laurent Chevillard , Jean-Christophe Mourrat