Deep-learning of Parametric Partial Differential Equations from Sparse and Noisy Data

TL;DR

This paper presents a comprehensive framework combining neural networks, genetic algorithms, and adaptive methods to discover parametric PDEs from sparse, noisy, and incomplete data, effectively handling spatially- and temporally-varying coefficients.

Contribution

It introduces a novel integrated approach that addresses multiple challenges in PDE discovery, including data sparsity, noise, incomplete libraries, and variable coefficients, which were not simultaneously tackled before.

Findings

Robust PDE discovery from sparse noisy data.

Successful identification of parametric PDEs with varying coefficients.

Effective handling of incomplete candidate libraries.

Abstract

Data-driven methods have recently made great progress in the discovery of partial differential equations (PDEs) from spatial-temporal data. However, several challenges remain to be solved, including sparse noisy data, incomplete candidate library, and spatially- or temporally-varying coefficients. In this work, a new framework, which combines neural network, genetic algorithm and adaptive methods, is put forward to address all of these challenges simultaneously. In the framework, a trained neural network is utilized to calculate derivatives and generate a large amount of meta-data, which solves the problem of sparse noisy data. Next, genetic algorithm is utilized to discover the form of PDEs and corresponding coefficients with an incomplete candidate library. Finally, a two-step adaptive method is introduced to discover parametric PDEs with spatially- or temporally-varying coefficients. In this method, the structure of a parametric PDE is first discovered, and then the general form of varying coefficients is identified. The proposed algorithm is tested on the Burgers equation, the convection-diffusion equation, the wave equation, and the KdV equation. The results demonstrate that this method is robust to sparse and noisy data, and is able to discover parametric PDEs with an incomplete candidate library.