How much can one learn a partial differential equation from its solution?

Abstract

In this work we study the problem about learning a partial differential equation (PDE) from its solution data. PDEs of various types are used as examples to illustrate how much the solution data can reveal the PDE operator depending on the underlying operator and initial data. A data driven and data adaptive approach based on local regression and global consistency is proposed for stable PDE identification. Numerical experiments are provided to verify our analysis and demonstrate the performance of the proposed algorithms.