no code implementations • 28 Jun 2023 • Yogesh Chandrakant Mathpati, Tapas Tripura, Rajdip Nayek, Souvik Chakraborty
We propose a novel framework for discovering Stochastic Partial Differential Equations (SPDEs) from data.
no code implementations • 13 Dec 2022 • Yogesh Chandrakant Mathpati, Kalpesh Sanjay More, Tapas Tripura, Rajdip Nayek, Souvik Chakraborty
A two-stage approach is adopted: in the first stage, an efficient variational Bayesian equation discovery algorithm is developed to determine the governing physics of an underlying stochastic differential equation (SDE) from measured output data.