Weak SINDy For Partial Differential Equations

DOI10.1016/J.JCP.2021.110525MaRDI QIDQ6344507arXivWikidataFDO

Authors Daniel A. Messenger, David M. Bortz

Publication date 6 July 2020

Published in arXiv

Full work available at URL https://doi.org/10.1016/J.JCP.2021.110525

Mathematics Subject Classification ID

Approximation methods and numerical treatment of dynamical systems (37Mxx) Numerical methods for ordinary differential equations (65Lxx) Numerical methods for partial differential equations, initial value and time-dependent initial-boundary value problems (65Mxx)

arXiv classification

cs.LGcs.NAmath.NAstat.ML

Abstract: Sparse Identification of Nonlinear Dynamics (SINDy) is a method of system discovery that has been shown to successfully recover governing dynamical systems from data (Brunton et al., PNAS, '16; Rudy et al., Sci. Adv. '17). Recently, several groups have independently discovered that the weak formulation provides orders of magnitude better robustness to noise. Here we extend our Weak SINDy (WSINDy) framework introduced in (arXiv:2005.04339) to the setting of partial differential equations (PDEs). The elimination of pointwise derivative approximations via the weak form enables effective machine-precision recovery of model coefficients from noise-free data (i.e. below the tolerance of the simulation scheme) as well as robust identification of PDEs in the large noise regime (with signal-to-noise ratio approaching one in many well-known cases). This is accomplished by discretizing a convolutional weak form of the PDE and exploiting separability of test functions for efficient model identification using the Fast Fourier Transform. The resulting WSINDy algorithm for PDEs has a worst-case computational complexity of $mathcalO(N^{D+1}log(N))$ for datasets with $N$ points in each of $D+1$ dimensions (i.e. $mathcalO(log(N))$ operations per datapoint). Furthermore, our Fourier-based implementation reveals a connection between robustness to noise and the spectra of test functions, which we utilize in an extit{a priori} selection algorithm for test functions. Finally, we introduce a learning algorithm for the threshold in sequential-thresholding least-squares (STLS) that enables model identification from large libraries, and we utilize scale-invariance at the continuum level to identify PDEs from poorly-scaled datasets. We demonstrate WSINDy's robustness, speed and accuracy on several challenging PDEs.

Cited in

(6)

• Learning dynamical systems from noisy data with Weak-form Kernel Ridge Regression
• PDE Identification Using Noise Adaptive Differentiation in Strong Form (S-IDENT)
• Geometry-aware LegONet for PDE Learning on Arbitrary Domains
• On the post-hoc Evaluation of PDE Discovery: A Multifaceted Challenge of Scientific Advancement
• Freeze, Then Select: Structured Field Adapters and Stability-Validated Weak Selection for PDE Discovery from Sparse Observations
• Constrained weak identification of Allen--Cahn free energies with surface-tension calibration

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