In this work we present a data-driven method for the discovery of parametric partial differential equations (PDEs), thus allowing one to disambiguate between the underlying evolution equations and their parametric dependencies. Group sparsity is used to ensure parsimonious representations of observed dynamics in the form of a parametric PDE, while also allowing the coefficients to have arbitrary time series, or spatial dependence. This work builds on previous methods for the identification of constant coefficient PDEs, expanding the field to include a new class of equations which until now have eluded machine learning based identification methods. We show that group sequentially thresholded ridge regression outperforms group LASSO in identifying the fewest terms in the PDE along with their parametric dependency. The method is demonstrated on four canonical models with and without the introduction of noise.

Data-driven identification of parametric partial differential equations

Alla A.;
2019-01-01

Abstract

In this work we present a data-driven method for the discovery of parametric partial differential equations (PDEs), thus allowing one to disambiguate between the underlying evolution equations and their parametric dependencies. Group sparsity is used to ensure parsimonious representations of observed dynamics in the form of a parametric PDE, while also allowing the coefficients to have arbitrary time series, or spatial dependence. This work builds on previous methods for the identification of constant coefficient PDEs, expanding the field to include a new class of equations which until now have eluded machine learning based identification methods. We show that group sequentially thresholded ridge regression outperforms group LASSO in identifying the fewest terms in the PDE along with their parametric dependency. The method is demonstrated on four canonical models with and without the introduction of noise.
File in questo prodotto:
File Dimensione Formato  
6_RABK.pdf

accesso aperto

Tipologia: Versione dell'editore
Licenza: Accesso gratuito (solo visione)
Dimensione 800.51 kB
Formato Adobe PDF
800.51 kB Adobe PDF Visualizza/Apri

I documenti in ARCA sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.

Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/10278/3746315
Citazioni
  • ???jsp.display-item.citation.pmc??? ND
  • Scopus 168
  • ???jsp.display-item.citation.isi??? 141
social impact