Deep-learning based discovery of partial differential equations in integral form from sparse and noisy data

Abstract: Data-driven discovery of partial differential equations (PDEs) has attracted increasing attention in recent years. Although significant progress has been made, certain unresolved issues remain. For example, for PDEs with high-order derivatives, the performance of existing methods is unsatisfactory, especially when the data are sparse and noisy. It is also difficult to discover heterogeneous parametric PDEs where heterogeneous parameters are embedded in the partial differential operators. In this work, a new framework combining deep-learning and integral form is proposed to handle the above-mentioned problems simultaneously, and improve the accuracy and stability of PDE discovery. In the framework, a deep neural network is firstly trained with observation data to generate metadata and calculate derivatives. Then, a unified integral form is defined, and the genetic algorithm is employed to discover the best structure. Finally, the value of parameters is calculated, and whether the parameters are constants or variables is identified. Numerical experiments proved that our proposed algorithm is more robust to noise and more accurate compared with existing methods due to the utilization of integral form. Our proposed algorithm is also able to discover PDEs with high-order derivatives or heterogeneous parameters accurately with sparse and noisy data. Keywords: PDE discovery; integral form; deep-learning; noisy data; heterogeneous parameters. 1. Introduction In the past, models of physical processes, such as the wave equation, the diffusion equation and Burgers equation, are derived from physical laws or summarized from experiments.