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Questions of `how best to acquire data' are essential to modeling and prediction in the natural and social sciences, engineering applications, and beyond. Optimal experimental design (OED) formalizes these questions and creates…

Methodology · Statistics 2026-05-01 Xun Huan , Jayanth Jagalur , Youssef Marzouk

Computing reduced-order models using non-intrusive methods is particularly attractive for systems that are simulated using black-box solvers. However, obtaining accurate data-driven models can be challenging, especially if the underlying…

Mathematical Physics · Physics 2024-01-03 Alberto Padovan , Blaine Vollmer , Daniel J. Bodony

Modal synthesis methods are a long-standing approach for modelling distributed musical systems. In some cases extensions are possible in order to handle geometric nonlinearities. One such case is the high-amplitude vibration of a string,…

Sound · Computer Science 2025-05-16 Victor Zheleznov , Stefan Bilbao , Alec Wright , Simon King

Hybrid models composing mechanistic ODE-based dynamics with flexible and expressive neural network components have grown rapidly in popularity, especially in scientific domains where such ODE-based modeling offers important interpretability…

Machine Learning · Computer Science 2026-02-02 Bob Junyi Zou , Matthew E. Levine , Dessi P. Zaharieva , Ramesh Johari , Emily B. Fox

Reduced-order models have long been used to understand the behavior of nonlinear partial differential equations (PDEs). Naturally, reduced-order modeling techniques come at the price of computational accuracy for a decrease in computation…

Numerical Analysis · Mathematics 2023-07-26 Jovan Žigić

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

In data-driven modeling of spatiotemporal phenomena careful consideration often needs to be made in capturing the dynamics of the high wavenumbers. This problem becomes especially challenging when the system of interest exhibits shocks or…

Machine Learning · Computer Science 2022-12-28 Alec J. Linot , Joshua W. Burby , Qi Tang , Prasanna Balaprakash , Michael D. Graham , Romit Maulik

We present a method of discovering governing differential equations from data without the need to specify a priori the terms to appear in the equation. The input to our method is a dataset (or ensemble of datasets) corresponding to a…

Computational Engineering, Finance, and Science · Computer Science 2019-11-12 Steven Atkinson , Waad Subber , Liping Wang , Genghis Khan , Philippe Hawi , Roger Ghanem

We introduce a new family of deep neural network models. Instead of specifying a discrete sequence of hidden layers, we parameterize the derivative of the hidden state using a neural network. The output of the network is computed using a…

Machine Learning · Computer Science 2019-12-17 Ricky T. Q. Chen , Yulia Rubanova , Jesse Bettencourt , David Duvenaud

Dynamic mode decomposition (DMD) has emerged as a popular data-driven modeling approach to identifying spatio-temporal coherent structures in dynamical systems, owing to its strong relation with the Koopman operator. For dynamical systems…

Signal Processing · Electrical Eng. & Systems 2021-10-26 Manu Krishnan , Serkan Gugercin , Pablo A. Tarazaga

Neural Ordinary Differential Equations (NODEs) use a neural network to model the instantaneous rate of change in the state of a system. However, despite their apparent suitability for dynamics-governed time-series, NODEs present a few…

Machine Learning · Computer Science 2021-08-18 Alexander Norcliffe , Cristian Bodnar , Ben Day , Jacob Moss , Pietro Liò

Neural ordinary differential equations describe how values change in time. This is the reason why they gained importance in modeling sequential data, especially when the observations are made at irregular intervals. In this paper we propose…

Machine Learning · Computer Science 2021-10-26 Marin Biloš , Johanna Sommer , Syama Sundar Rangapuram , Tim Januschowski , Stephan Günnemann

Partial differential equations (PDEs) are commonly derived based on empirical observations. However, recent advances of technology enable us to collect and store massive amount of data, which offers new opportunities for data-driven…

Machine Learning · Computer Science 2019-10-23 Zichao Long , Yiping Lu , Bin Dong

In this work, we present the novel mathematical framework of latent dynamics models (LDMs) for reduced order modeling of parameterized nonlinear time-dependent PDEs. Our framework casts this latter task as a nonlinear dimensionality…

Numerical Analysis · Mathematics 2024-12-02 Nicola Farenga , Stefania Fresca , Simone Brivio , Andrea Manzoni

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…

Continuous-time neural processes are performant sequential decision-makers that are built by differential equations (DE). However, their expressive power when they are deployed on computers is bottlenecked by numerical DE solvers. This…

Neural Ordinary Differential Equations (NODEs) are a new class of models that transform data continuously through infinite-depth architectures. The continuous nature of NODEs has made them particularly suitable for learning the dynamics of…

Machine Learning · Computer Science 2020-10-22 Alexander Norcliffe , Cristian Bodnar , Ben Day , Nikola Simidjievski , Pietro Liò

The solution of systems of non-autonomous linear ordinary differential equations is crucial in a variety of applications, such us nuclear magnetic resonance spectroscopy. A new method with spectral accuracy has been recently introduced in…

Numerical Analysis · Mathematics 2022-10-14 Stefano Pozza , Niel Van Buggenhout

Modeling and controlling complex spatiotemporal dynamical systems driven by partial differential equations (PDEs) often necessitate dimensionality reduction techniques to construct lower-order models for computational efficiency. This paper…

Systems and Control · Electrical Eng. & Systems 2024-09-12 Priyabrata Saha , Saibal Mukhopadhyay

Harnessing data to discover the underlying governing laws or equations that describe the behavior of complex physical systems can significantly advance our modeling, simulation and understanding of such systems in various science and…

Machine Learning · Computer Science 2021-11-17 Zhao Chen , Yang Liu , Hao Sun