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The code here can be used to reproduce the results in "Online Weak-Form Sparse Identification of Partial Differential Equations" - D. Messenger, E. Dall'Anese, D. Bortz. 

The file 'wsindy_OL_inputs.m' is used to set all hyperparameters and specify data to be loaded in, while the file 'wsindy_OL_script.m' runs the algorithm, outputting to the terminal specifications on the learned PDE as the online algorithm runs. 

Only the Kuramoto-Sivashinsky dataset is under the 100Mb github file size limit, but the other datasets (variable coefficient wave equation in 2D and linear wave equation in 3D) are available by request ([email protected]).


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A weak-form algorithm for online discovery of PDEs from streaming data.

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