A Data Driven Approach for Resolving Time-dependent Differential Equations with Noise

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Bibliographic Details
Title: A Data Driven Approach for Resolving Time-dependent Differential Equations with Noise
Authors: Liu, Donglin, Sopasakis, Alexandros
Contributors: Lund University, Faculty of Science, Centre for Mathematical Sciences, Mathematics (Faculty of Engineering), Lunds universitet, Naturvetenskapliga fakulteten, Matematikcentrum, Matematik LTH, Originator, Lund University, Lunds universitet, Originator
Source: IFAC-PapersOnLine System Identification and Data-Driven Modeling. 59(6):379-384
Subject Terms: Natural Sciences, Mathematical Sciences, Mathematical Analysis, Naturvetenskap, Matematik, Matematisk analys
Description: We propose data-driven surrogate models to solve systems of time-dependent differential equations coupled with noise. Using a feedforward neural network, we separately learn the noise and solution, tackling approximations across regimes with bifurcations and rare events. Focusing on irregular data generated by a stochastic noise model on a one-dimensional spatial lattice coupled to a differential equation, we examine two profiles: the periodic complex Ginzburg-Landau equation and a saddle bifurcation equation exhibiting rare events. This coupling introduces conditional data, enabling solutions to reach new states while posing challenges for accurately learning the underlying dynamics.
Access URL: https://doi.org/10.1016/j.ifacol.2025.07.175
Database: SwePub
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