Title
Machine Learning of Linear Differential Equations using Gaussian Processes.
Abstract
This work leverages recent advances in probabilistic machine learning to discover governing equations expressed by parametric linear operators. Such equations involve, but are not limited to, ordinary and partial differential, integro-differential, and fractional order operators. Here, Gaussian process priors are modified according to the particular form of such operators and are employed to infer parameters of the linear equations from scarce and possibly noisy observations. Such observations may come from experiments or “black-box” computer simulations, as demonstrated in several synthetic examples and a realistic application in functional genomics.
Year
DOI
Venue
2017
10.1016/j.jcp.2017.07.050
Journal of Computational Physics
Keywords
DocType
Volume
Probabilistic machine learning,Inverse problems,Fractional differential equations,Uncertainty quantification,Functional genomics
Journal
348
ISSN
Citations 
PageRank 
0021-9991
18
1.20
References 
Authors
22
2
Name
Order
Citations
PageRank
Maziar Raissi117111.29
George Em Karniadakis21396177.42