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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’. 

Abstract This work investigates the online machine learning problem of prediction with expert advice in an adversarial setting through numerical analysis of, and experiments with, a related partial differential equation. The problem is a repeated two-person game involving decision-making at each step informed by$$n$$experts in an adversarial environment. The continuum limit of this game over a large number of steps is a degenerate elliptic equation whose solution encodes the optimal strategies for both players. We develop numerical methods for approximating the solution of this equation in relatively high dimensions ($$n\leq 10$$) by exploiting symmetries in the equation and the solution to drastically reduce the size of the computational domain. Based on our numerical results we make a number of conjectures about the optimality of various adversarial strategies, in particular about the non-optimality of the COMB strategy.