论文标题
在线弱形式的部分微分方程稀疏识别
Online Weak-form Sparse Identification of Partial Differential Equations
论文作者
论文摘要
本文介绍了一种基于非线性动力学算法(WSINDY)的弱形式稀疏识别的在线算法,用于识别部分微分方程(PDE)。从某种意义上说,该算法是在线的,如果通过处理顺序到达的解决方案快照执行标识任务。该方法的核心结合了候选PDE的弱离散化和在线近端梯度下降方法,以解决稀疏回归问题。特别是,我们不规范$ \ ell_0 $ -pseudo-norm,而是发现直接应用其近端运算符(与硬阈值相对应)的导致噪声数据的有效在线系统识别。我们在库拉莫托 - sivashinsky方程,随时间变化波的非线性波方程和线性波方程分别在一个,两个,两个和三个空间维度上演示了该方法的成功。特别是,我们的示例表明,该方法能够识别和跟踪系数突然变化的系数,并为较高维度中的问题提供了流式替代方案。
This paper presents an online algorithm for identification of partial differential equations (PDEs) based on the weak-form sparse identification of nonlinear dynamics algorithm (WSINDy). The algorithm is online in a sense that if performs the identification task by processing solution snapshots that arrive sequentially. The core of the method combines a weak-form discretization of candidate PDEs with an online proximal gradient descent approach to the sparse regression problem. In particular, we do not regularize the $\ell_0$-pseudo-norm, instead finding that directly applying its proximal operator (which corresponds to a hard thresholding) leads to efficient online system identification from noisy data. We demonstrate the success of the method on the Kuramoto-Sivashinsky equation, the nonlinear wave equation with time-varying wavespeed, and the linear wave equation, in one, two, and three spatial dimensions, respectively. In particular, our examples show that the method is capable of identifying and tracking systems with coefficients that vary abruptly in time, and offers a streaming alternative to problems in higher dimensions.