Robust learning from noisy, incomplete, high-dimensional experimental data via physically constrained symbolic regression.

Machine learning offers an intriguing alternative to first-principle analysis for discovering new physics from experimental data. However, to date, purely data-driven methods have only proven successful in uncovering physical laws describing simple, low-dimensional systems with low levels of noise. Here we demonstrate that combining a data-driven methodology with some general physical principles enables discovery of a quantitatively accurate model of a non-equilibrium spatially extended system from high-dimensional data that is both noisy and incomplete.

Using noisy or incomplete data to discover models of spatiotemporal dynamics.

Sparse regression has recently emerged as an attractive approach for discovering models of spatiotemporally complex dynamics directly from data. In many instances, such models are in the form of nonlinear partial differential equations (PDEs); hence sparse regression typically requires the evaluation of various partial derivatives. However, accurate evaluation of derivatives, especially of high order, is infeasible when the data are noisy, which has a dramatic negative effect on the result of regression.

Robust and optimal sparse regression for nonlinear PDE models.

This paper investigates how models of spatiotemporal dynamics in the form of nonlinear partial differential equations can be identified directly from noisy data using a combination of sparse regression and weak formulation. Using the 4th-order Kuramoto-Sivashinsky equation for illustration, we show how this approach can be optimized in the limits of low and high noise, achieving accuracy that is orders of magnitude better than what existing techniques allow. In particular, we derive the scaling relation between the accuracy of the model, the parameters of the weak formulation, and the properties of the data, such as its spatial and temporal resolution and the level of noise.

Data-driven discovery of partial differential equation models with latent variables.

In spatially extended systems, it is common to find latent variables that are hard, or even impossible, to measure with acceptable precision but are crucially important for the proper description of the dynamics. This substantially complicates construction of an accurate model for such systems using data-driven approaches. The present paper illustrates how physical constraints can be employed to overcome this limitation using the example of a weakly turbulent quasi-two-dimensional Kolmogorov flow driven by a steady Lorenz force with an unknown spatial profile.