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Abstract Can one recover a matrix efficiently from only matrix‐vector products? If so, how many are needed? This article describes algorithms to recover matrices with known structures, such as tridiagonal, Toeplitz, Toeplitz‐like, and hierarchical low‐rank, from matrix‐vector products. In particular, we derive a randomized algorithm for recovering an unknown hierarchical low‐rank matrix from only matrix‐vector products with high probability, where is the rank of the off‐diagonal blocks, and is a small oversampling parameter. We do this by carefully constructing randomized input vectors for our matrix‐vector products that exploit the hierarchical structure of the matrix. While existing algorithms for hierarchical matrix recovery use a recursive “peeling” procedure based on elimination, our approach uses a recursive projection procedure. 

Abstract Koopman operators linearize nonlinear dynamical systems, making their spectral information of crucial interest. Numerous algorithms have been developed to approximate these spectral properties, and dynamic mode decomposition (DMD) stands out as the poster child of projection-based methods. Although the Koopman operator itself is linear, the fact that it acts in an infinite-dimensional space of observables poses challenges. These include spurious modes, essential spectra, and the verification of Koopman mode decompositions. While recent work has addressed these challenges for deterministic systems, there remains a notable gap in verified DMD methods for stochastic systems, where the Koopman operator measures the expectation of observables. We show that it is necessary to go beyond expectations to address these issues. By incorporating variance into the Koopman framework, we address these challenges. Through an additional DMD-type matrix, we approximate the sum of a squared residual and a variance term, each of which can be approximated individually using batched snapshot data. This allows verified computation of the spectral properties of stochastic Koopman operators, controlling the projection error. We also introduce the concept of variance-pseudospectra to gauge statistical coherency. Finally, we present a suite of convergence results for the spectral information of stochastic Koopman operators. Our study concludes with practical applications using both simulated and experimental data. In neural recordings from awake mice, we demonstrate how variance-pseudospectra can reveal physiologically significant information unavailable to standard expectation-based dynamical models. 

Partial differential equations (PDE) learning is an emerging field that combines physics and machine learning to recover unknown physical systems from experimental data. While deep learning models traditionally require copious amounts of training data, recent PDE learning techniques achieve spectacular results with limited data availability. Still, these results are empirical. Our work provides theoretical guarantees on the number of input–output training pairs required in PDE learning. Specifically, we exploit randomized numerical linear algebra and PDE theory to derive a provably data-efficient algorithm that recovers solution operators of three-dimensional uniformly elliptic PDEs from input–output data and achieves an exponential convergence rate of the error with respect to the size of the training dataset with an exceptionally high probability of success. 

Abstract There is an opportunity for deep learning to revolutionize science and technology by revealing its findings in a human interpretable manner. To do this, we develop a novel data-driven approach for creating a human–machine partnership to accelerate scientific discovery. By collecting physical system responses under excitations drawn from a Gaussian process, we train rational neural networks to learn Green’s functions of hidden linear partial differential equations. These functions reveal human-understandable properties and features, such as linear conservation laws and symmetries, along with shock and singularity locations, boundary effects, and dominant modes. We illustrate the technique on several examples and capture a range of physics, including advection–diffusion, viscous shocks, and Stokes flow in a lid-driven cavity.