Sparse discovery of differential equations based on multi-fidelity Gaussian process

Yuhuang Meng, Yue Qiu*

*Corresponding author for this work

Research output: Contribution to journalArticleScientificpeer-review

Abstract

Sparse identification of differential equations aims to compute the analytic expressions from the observed data explicitly. However, there exist two primary challenges. Firstly, it exhibits sensitivity to the noise in the observed data, particularly for the derivatives computations. Secondly, existing literature predominantly concentrates on single-fidelity (SF) data, which imposes limitations on its applicability due to the computational cost. In this paper, we present two novel approaches to address these problems from the view of uncertainty quantification. We construct a surrogate model employing the Gaussian process regression (GPR) to mitigate the effect of noise in the observed data, quantify its uncertainty, and ultimately recover the equations accurately. Subsequently, we exploit the multi-fidelity Gaussian processes (MFGP) to address scenarios involving multi-fidelity (MF), sparse, and noisy observed data. We demonstrate the robustness and effectiveness of our methodologies through several numerical experiments.

Original languageEnglish
Article number113651
Number of pages23
JournalJournal of Computational Physics
Volume523
DOIs
Publication statusPublished - 2025

Bibliographical note

Green Open Access added to TU Delft Institutional Repository ‘You share, we take care!’ – Taverne project https://www.openaccess.nl/en/you-share-we-take-care
Otherwise as indicated in the copyright section: the publisher is the copyright holder of this work and the author uses the Dutch legislation to make this work public.

Keywords

  • Gaussian process regression
  • Multi-fidelity data
  • Sparse discovery
  • Uncertainty quantification

Fingerprint

Dive into the research topics of 'Sparse discovery of differential equations based on multi-fidelity Gaussian process'. Together they form a unique fingerprint.

Cite this