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arXiv · 2103.10231

Identification of Partial-Differential-Equations-Based Models from Noisy Data via Splines

Yujie Zhao·Xiaoming Huo·Yajun Mei
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Abstract

We propose a two-stage method called \textit{Spline Assisted Partial Differential Equation based Model Identification (SAPDEMI)} to identify partial differential equation (PDE)-based models from noisy data. In the first stage, we employ the cubic splines to estimate unobservable derivatives. The underlying PDE is based on a subset of these derivatives. This stage is computationally efficient: its computational complexity is a product of a constant with the sample size; this is the lowest possible order of computational complexity. In the second stage, we apply the Least Absolute Shrinkage and Selection Operator (Lasso) to identify the underlying PDE-based model. Statistical properties are developed, including the model identification accuracy. We validate our theory through various numerical examples and a real data case study. The case study is based on a National Aeronautics and Space Administration (NASA) data set.

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Yujie Zhao, Xiaoming Huo, Yajun Mei. 2021-03-18. Identification of Partial-Differential-Equations-Based Models from Noisy Data via Splines. https://arxiv.org/abs/2103.10231

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