Identifying changing partial differential equations using Sampled Local WeakIdent

Abstract

We propose Sampled Local WeakIdent (SLW-Ident), a framework for identifying changing governing equations from a single set of given data. Different from a typical approach of using finite element based approximation to represent varying coefficients, this paper explores a local approach in identification of differential equations. First, we present the power of Local WeakIdent which gives good local identification and is also computationally efficient with a small patch size, yet it can be sensitive to local perturbations. We propose SLW-Ident which stabilizes the identification process and also incorporates global information: we first sample patches in the whole given domain, identify equations for each sampled patch, then use residual error of these equations to find the transitions between different equations. We refer to a region where the support of the identified equation does not change to be a region of one equation. Within each region of one equation, we pick the most frequently identified equation as the identified equation, and find constant as well as varying coefficient PDEs within each region of one equation. This is justified by an uncertainty quantification theory that gives the relation between statistical error of dominant support selection and the number of patches. We provide various numerical experiments showing that SLW-Ident accurately recovers the regions of one equation and the governing equations for changing PDEs with varying coefficients even with noisy given data.