Solving and learning nonlinear PDEs with Gaussian processes

From MaRDI portal
Publication:2133484

DOI10.1016/j.jcp.2021.110668OpenAlexW3198653666WikidataQ114163419 ScholiaQ114163419MaRDI QIDQ2133484

Bamdad Hosseini, Andrew M. Stuart, Houman Owhadi, Yi-Fan Chen

Publication date: 29 April 2022

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2103.12959



Related Items

Numerical methods for mean field games based on Gaussian processes and Fourier features, Physics-informed Karhunen-Loéve and neural network approximations for solving inverse differential equation problems, Learning dynamical systems from data: a simple cross-validation perspective. III: Irregularly-sampled time series, A framework for machine learning of model error in dynamical systems, Covariance models and Gaussian process regression for the wave equation. Application to related inverse problems, Manifold-constrained Gaussian process inference for time-varying parameters in dynamic systems, A framework based on symbolic regression coupled with eXtended physics-informed neural networks for gray-box learning of equations of motion from data, Physics-informed radial basis network (PIRBN): a local approximating neural network for solving nonlinear partial differential equations, Learning dynamical systems from data: a simple cross-validation perspective. IV: Case with partial observations, Localized Model Reduction for Nonlinear Elliptic Partial Differential Equations: Localized Training, Partition of Unity, and Adaptive Enrichment, Learning black- and gray-box chemotactic PDEs/closures from agent based Monte Carlo simulation data, Long-time integration of parametric evolution equations with physics-informed DeepONets, Gaussian process hydrodynamics, Tutorial on Amortized Optimization, Sobolev regularity of Gaussian random fields, Physics-informed information field theory for modeling physical systems with uncertainty quantification, Data-driven control of agent-based models: an equation/variable-free machine learning approach, Sparse Gaussian processes for solving nonlinear PDEs, Stochastic PDE representation of random fields for large-scale Gaussian process regression and statistical finite element analysis, Kernel methods are competitive for operator learning, A note on microlocal kernel design for some slow-fast stochastic differential equations with critical transitions and application to EEG signals, Learning ``best kernels from data in Gaussian process regression. With application to aerodynamics, One-shot learning of stochastic differential equations with data adapted kernels, Do ideas have shape? Idea registration as the continuous limit of artificial neural networks


Uses Software


Cites Work