Papers › Discovering PDEs from Multiple Experiments

Discovering PDEs from Multiple Experiments

24 Sep 2021arXiv:2109.11939archive 2025-07-28

Georges Tod, Gert-Jan Both, Remy Kusters

Automated model discovery of partial differential equations (PDEs) usually considers a single experiment or dataset to infer the underlying governing equations. In practice, experiments have inherent natural variability in parameters, initial and boundary conditions that cannot be simply averaged out. We introduce a randomised adaptive group Lasso sparsity estimator to promote grouped sparsity and implement it in a deep learning based PDE discovery framework. It allows to create a learning bias that implies the a priori assumption that all experiments can be explained by the same underlying PDE terms with potentially different coefficients. Our experimental results show more generalizable PDEs can be found from multiple highly noisy datasets, by this grouped sparsity promotion rather than simply performing independent model discoveries.

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