Data-driven identification of reaction-diffusion dynamics from finitely many non-local noisy measurements by exponential fitting

Abstract

Given a reaction-diffusion equation with unknown right-hand side, we consider a nonlinear inverse problem of estimating the associated leading eigenvalues and initial condition modes from a finite number of non-local noisy measurements. We define a reconstruction criterion and, for a small enough noise, we prove the existence and uniqueness of the desired approximation and derive closed-form expressions for the first-order condition numbers, as well as bounds for their asymptotic behavior in a regime when the number of measured samples is fixed and the inter-sampling interval length tends to infinity. When computing the sought estimates numerically, our simulations show that the exponential fitting algorithm ESPRIT is first-order optimal, as its first-order condition numbers have the same asymptotic behavior as the analytic condition numbers in the considered regime.