Tensor-Based Data-Driven Identification of Partial Differential Equations

Abstract

We present a tensor-based method for model selection which identifies the unknown partial differential equation that governs a dynamical system using only spatiotemporal measurements. The method circumvents a disadvantage of standard matrix-based methods which typically have large storage consumption. Using a recently developed multidimensional approximation of nonlinear dynamical systems (MANDy), we collect the nonlinear and partial derivative terms of the measured data and construct a low-rank dictionary tensor in the tensor-train (TT) format. A tensor-based linear regression problem is then built, which balances the learning accuracy, model complexity, and computational efficiency. An algebraic expression of the unknown equations can be extracted. Numerical results are demonstrated on datasets generated by the wave equation, the Burgers' equation, and a few parametric partial differential equations (PDEs).