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Hidden physics models: : Machine learning of nonlinear partial differential equations

Published: 15 March 2018 Publication History

Abstract

While there is currently a lot of enthusiasm about “big data”, useful data is usually “small” and expensive to acquire. In this paper, we present a new paradigm of learning partial differential equations from small data. In particular, we introduce hidden physics models, which are essentially data-efficient learning machines capable of leveraging the underlying laws of physics, expressed by time dependent and nonlinear partial differential equations, to extract patterns from high-dimensional data generated from experiments. The proposed methodology may be applied to the problem of learning, system identification, or data-driven discovery of partial differential equations. Our framework relies on Gaussian processes, a powerful tool for probabilistic inference over functions, that enables us to strike a balance between model complexity and data fitting. The effectiveness of the proposed approach is demonstrated through a variety of canonical problems, spanning a number of scientific domains, including the Navier–Stokes, Schrödinger, Kuramoto–Sivashinsky, and time dependent linear fractional equations. The methodology provides a promising new direction for harnessing the long-standing developments of classical methods in applied mathematics and mathematical physics to design learning machines with the ability to operate in complex domains without requiring large quantities of data.

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    Published In

    cover image Journal of Computational Physics
    Journal of Computational Physics  Volume 357, Issue C
    Mar 2018
    375 pages

    Publisher

    Academic Press Professional, Inc.

    United States

    Publication History

    Published: 15 March 2018

    Author Tags

    1. Probabilistic machine learning
    2. System identification
    3. Bayesian modeling
    4. Uncertainty quantification
    5. Fractional equations
    6. Small data

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