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arXiv 2209.02750stat.ME
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时空数据驱动的贝叶斯动态方程发现方法

A Bayesian Approach for Spatio-Temporal Data-Driven Dynamic Equation Discovery

Joshua S. North, Christopher K. Wikle, Erin M. Schliep

摘要:

在科学和工程的各个领域中,微分方程都是基于物理原理来描述复杂动力系统的。通过在学术界和工业界的反复使用,这些方程已被证明能很好地代表现实世界的动态。由于这些复杂系统的真正动力学通常是未知的,学习控制方程可以提高我们对驱动系统的机制的理解。在这里,我们开发了一个贝叶斯方法,以数据驱动的发现非线性时空动态方程。我们的方法可以容纳测量噪声和缺失数据,这两者都是常见的在现实世界的数据,并占参数的不确定性。所提出的框架说明使用三个模拟系统与不同数量的观测不确定性和缺失数据和应用到一个真实世界的系统来推断的流函数的涡度的时间演变。

英文摘要:

Differential equations based on physical principals are used to represent complex dynamic systems in all fields of science and engineering. Through repeated use in both academics and industry, these equations have been shown to represent real-world dynamics well. Since the true dynamics of these complex systems are generally unknown, learning the governing equations can improve our understanding of the mechanisms driving the systems. Here, we develop a Bayesian approach to data-driven discovery of non-linear spatio-temporal dynamic equations. Our approach can accommodate measurement noise and missing data, both of which are common in real-world data, and accounts for parameter uncertainty. The proposed framework is illustrated using three simulated systems with varying amounts of observational uncertainty and missing data and applied to a real-world system to infer the temporal evolution of the vorticity of the streamfunction.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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