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Related papers: Phase-IDENT: Identification of Two-phase PDEs with…

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Identifying unknown differential equations from a given set of discrete time dependent data is a challenging problem. A small amount of noise can make the recovery unstable, and nonlinearity and differential equations with varying…

Numerical Analysis · Mathematics 2019-04-09 Sung Ha Kang , Wenjing Liao , Yingjie Liu

We propose an effective and robust algorithm for identifying partial differential equations (PDEs) with space-time varying coefficients from a single trajectory of noisy observations. Identifying unknown differential equations from noisy…

Numerical Analysis · Mathematics 2023-04-13 Yuchen He , Sung-Ha Kang , Wenjing Liao , Hao Liu , Yingjie Liu

In this paper, we propose Stoch-IDENT, a novel framework for identifying stochastic partial differential equations (SPDEs) from observational data. Our method can handle linear and nonlinear high-order SPDEs driven by time-dependent Wiener…

Numerical Analysis · Mathematics 2026-04-07 Jianbo Cui , Roy Y. He

We present a contribution to the field of system identification of partial differential equations (PDEs), with emphasis on discerning between competing mathematical models of pattern-forming physics. The motivation comes from developmental…

Computational Physics · Physics 2024-03-28 Zhenlin Wang , Xun Huan , Krishna Garikipati

We present two approaches to system identification, i.e. the identification of partial differential equations (PDEs) from measurement data. The first is a regression-based Variational System Identification procedure that is advantageous in…

Computational Physics · Physics 2024-03-28 Zhenlin Wang , Bowei Wu , Krishna Garikipati , Xun Huan

The identification of Partial Differential Equations (PDEs) has emerged as a prominent data-driven approach for mathematical modeling and has attracted considerable attention in recent years. The stability and precision in identifying PDE…

Numerical Analysis · Mathematics 2026-03-11 Cheng Tang , Roy Y. He , Hao Liu

Robust physics (e.g., governing equations and laws) discovery is of great interest for many engineering fields and explainable machine learning. A critical challenge compared with general training is that the term and format of governing…

Numerical Analysis · Mathematics 2021-02-15 Zhiming Zhang , Yongming Liu

Partial differential equations (PDEs) that fit scientific data can represent physical laws with explainable mechanisms for various mathematically-oriented subjects, such as physics and finance. The data-driven discovery of PDEs from…

Machine Learning · Computer Science 2023-05-29 Yingtao Luo , Qiang Liu , Yuntian Chen , Wenbo Hu , Tian Tian , Jun Zhu

We introduce and analyze a method of learning-informed parameter identification for partial differential equations (PDEs) in an all-at-once framework. The underlying PDE model is formulated in a rather general setting with three unknowns:…

Optimization and Control · Mathematics 2023-08-25 Christian Aarset , Martin Holler , Tram Thi Ngoc Nguyen

Unveiling the underlying governing equations of nonlinear dynamic systems remains a significant challenge. Insufficient prior knowledge hinders the determination of an accurate candidate library, while noisy observations lead to imprecise…

Machine Learning · Computer Science 2024-04-30 Mengge Du , Yuntian Chen , Longfeng Nie , Siyu Lou , Dongxiao Zhang

Differential equations and numerical methods are extensively used to model various real-world phenomena in science and engineering. With modern developments, we aim to find the underlying differential equation from a single observation of…

Numerical Analysis · Mathematics 2025-06-10 Roy Y. He , Hao Liu , Wenjing Liao , Sung Ha Kang

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

We propose robust methods to identify underlying Partial Differential Equation (PDE) from a given set of noisy time dependent data. We assume that the governing equation is a linear combination of a few linear and nonlinear differential…

Numerical Analysis · Mathematics 2023-03-03 Yuchen He , Sung Ha Kang , Wenjing Liao , Hao Liu , Yingjie Liu

Recent advancements in machine learning have transformed the discovery of physical laws, moving from manual derivation to data-driven methods that simultaneously learn both the structure and parameters of governing equations. This shift…

Machine Learning · Computer Science 2024-10-15 Hillary Hauger , Philipp Scholl , Gitta Kutyniok

The discovery of partial differential equations (PDEs) is a challenging task that involves both theoretical and empirical methods. Machine learning approaches have been developed and used to solve this problem; however, it is important to…

Machine Learning · Statistics 2023-06-09 Kalpesh More , Tapas Tripura , Rajdip Nayek , Souvik Chakraborty

We consider the problem of change-point estimation of the instantaneous phase of an observed time series. Such change points, or phase shifts, can be markers of information transfer in complex systems; their analysis occurring in geology,…

Applications · Statistics 2014-01-17 William Marshall , Paul Marriott

Many real-world systems modeled using partial differential equations (PDEs) involve unknown parameters that must be estimated from limited, noisy system observations. While typically assumed to be constants, some of these unobserved…

Methodology · Statistics 2025-08-19 Andrea Arnold

In recent years, data-driven methods have been developed to learn dynamical systems and partial differential equations (PDE). The goal of such work is discovering unknown physics and the corresponding equations. However, prior to achieving…

Machine Learning · Statistics 2021-02-17 Hao Xu , Haibin Chang , Dongxiao Zhang

In multi-phase fluid flow, fluid-structure interaction, and other applications, partial differential equations (PDEs) often arise with discontinuous coefficients and singular sources (e.g., Dirac delta functions). These complexities arise…

Numerical Analysis · Mathematics 2019-07-24 Chung-Nan Tzou , Samuel Stechmann

We propose KO-PDE-IDENT, a data-driven framework for identifying parsimonious partial differential equations (PDEs) with false discovery rate (FDR) control. PDE discovery from noisy observations is often hindered by extreme…

Applications · Statistics 2026-05-27 Pongpisit Thanasutives , Naichang Ke , Yoshinobu Kawahara
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