Methods to recover unknown processes in partial differential equations using data

DOI10.1007/S10915-020-01324-8MaRDI QIDQ2210652zbMATH OpenOpenAlexWikidataFDO

Authors Zhen Chen, Kailiang Wu, Dongbin Xiu

Publication date 7 November 2020

Published in Journal of Scientific Computing (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2003.02387

zbMATH Keywords

system identificationGalerkin methodcollocation methodadvection-diffusion equationdata-driven discovery

Mathematics Subject Classification ID

Inverse problems for PDEs (35R30) Numerical solution to inverse problems in abstract spaces (65J22) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Numerical methods for inverse problems for initial value and initial-boundary value problems involving PDEs (65M32) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Spectral, collocation and related methods for boundary value problems involving PDEs (65N35) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70)

Abstract: We study the problem of identifying unknown processes embedded in time-dependent partial differential equation (PDE) using observational data, with an application to advection-diffusion type PDE. We first conduct theoretical analysis and derive conditions to ensure the solvability of the problem. We then present a set of numerical approaches, including Galerkin type algorithm and collocation type algorithm. Analysis of the algorithms are presented, along with their implementation detail. The Galerkin algorithm is more suitable for practical situations, particularly those with noisy data, as it avoids using derivative/gradient data. Various numerical examples are then presented to demonstrate the performance and properties of the numerical methods.

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Cited in

(3)

• Asymptotic theory of \(\ell_1\)-regularized PDE identification from a single noisy trajectory
• Adaptive group Lasso neural network models for functions of few variables and time-dependent data
• WeakIdent: weak formulation for identifying differential equation using narrow-fit and trimming

Describes a project that uses

Uses Software

• PDE-Net
• torchdiffeq
• VAMPnets

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