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1. Partial differential equations in data science

   https://doi.org/10.1098/rsta.2024.0249  

   Bertozzi, Andrea L; Drenska, Nadejda; Latz, Jonas; Thorpe, Matthew (June 2025, Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences)

   The advent of artificial intelligence and machine learning has led to significant technological and scientific progress, but also to new challenges. Partial differential equations, usually used to model systems in the sciences, have shown to be useful tools in a variety of tasks in the data sciences, be it just as physical models to describe physical data, as more general models to replace or construct artificial neural networks, or as analytical tools to analyse stochastic processes appearing in the training of machine-learning models. This article acts as an introduction of a theme issue covering synergies and intersections of partial differential equations and data science. We briefly review some aspects of these synergies and intersections in this article and end with an editorial foreword to the issue. This article is part of the theme issue ‘Partial differential equations in data science’. 

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2. A multilevel approach towards unbiased sampling of random elliptic partial differential equations

   https://doi.org/10.1017/apr.2018.49  

   Li, Xiaoou; Liu, Jingchen; Xu, Shun (December 2018, Advances in Applied Probability)

   Abstract Partial differential equations are powerful tools for used to characterizing various physical systems. In practice, measurement errors are often present and probability models are employed to account for such uncertainties. In this paper we present a Monte Carlo scheme that yields unbiased estimators for expectations of random elliptic partial differential equations. This algorithm combines a multilevel Monte Carlo method (Giles (2008)) and a randomization scheme proposed by Rhee and Glynn (2012), (2013). Furthermore, to obtain an estimator with both finite variance and finite expected computational cost, we employ higher-order approximations. 

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3. Fast algorithms using orthogonal polynomials

   https://doi.org/10.1017/S0962492920000045  

   Olver, Sheehan; Slevinsky, Richard Mikaël; Townsend, Alex (May 2020, Acta Numerica)

   We review recent advances in algorithms for quadrature, transforms, differential equations and singular integral equations using orthogonal polynomials. Quadrature based on asymptotics has facilitated optimal complexity quadrature rules, allowing for efficient computation of quadrature rules with millions of nodes. Transforms based on rank structures in change-of-basis operators allow for quasi-optimal complexity, including in multivariate settings such as on triangles and for spherical harmonics. Ordinary and partial differential equations can be solved via sparse linear algebra when set up using orthogonal polynomials as a basis, provided that care is taken with the weights of orthogonality. A similar idea, together with low-rank approximation, gives an efficient method for solving singular integral equations. These techniques can be combined to produce high-performance codes for a wide range of problems that appear in applications. 

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4. Physics-informed learning of governing equations from scarce data

   https://doi.org/10.1038/s41467-021-26434-1  

   Chen, Zhao; Liu, Yang; Sun, Hao (December 2021, Nature Communications)

   Abstract Harnessing data to discover the underlying governing laws or equations that describe the behavior of complex physical systems can significantly advance our modeling, simulation and understanding of such systems in various science and engineering disciplines. This work introduces a novel approach called physics-informed neural network with sparse regression to discover governing partial differential equations from scarce and noisy data for nonlinear spatiotemporal systems. In particular, this discovery approach seamlessly integrates the strengths of deep neural networks for rich representation learning, physics embedding, automatic differentiation and sparse regression to approximate the solution of system variables, compute essential derivatives, as well as identify the key derivative terms and parameters that form the structure and explicit expression of the equations. The efficacy and robustness of this method are demonstrated, both numerically and experimentally, on discovering a variety of partial differential equation systems with different levels of data scarcity and noise accounting for different initial/boundary conditions. The resulting computational framework shows the potential for closed-form model discovery in practical applications where large and accurate datasets are intractable to capture. 

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5. Robust data-driven discovery of governing physical laws with error bars

   https://doi.org/10.1098/rspa.2018.0305  

   Zhang, Sheng; Lin, Guang (September 2018, Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences)

   Discovering governing physical laws from noisy data is a grand challenge in many science and engineering research areas. We present a new approach to data-driven discovery of ordinary differential equations (ODEs) and partial differential equations (PDEs), in explicit or implicit form. We demonstrate our approach on a wide range of problems, including shallow water equations and Navier–Stokes equations. The key idea is to select candidate terms for the underlying equations using dimensional analysis, and to approximate the weights of the terms with error bars using our threshold sparse Bayesian regression. This new algorithm employs Bayesian inference to tune the hyperparameters automatically. Our approach is effective, robust and able to quantify uncertainties by providing an error bar for each discovered candidate equation. The effectiveness of our algorithm is demonstrated through a collection of classical ODEs and PDEs. Numerical experiments demonstrate the robustness of our algorithm with respect to noisy data and its ability to discover various candidate equations with error bars that represent the quantified uncertainties. Detailed comparisons with the sequential threshold least-squares algorithm and the lasso algorithm are studied from noisy time-series measurements and indicate that the proposed method provides more robust and accurate results. In addition, the data-driven prediction of dynamics with error bars using discovered governing physical laws is more accurate and robust than classical polynomial regressions. 

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