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Gaussian Process Regression for Data Fulfilling Linear Differential Equations with Localized Sources.
Christopher G Albert1, Katharina Rath1,2
1Max-Planck-Institut für Plasmaphysik, Boltzmannstr. 2, 85748 Garching, Germany.
This study introduces specialized Gaussian process regression for data governed by linear differential equations. The method accurately estimates system parameters and identifies point source characteristics, improving physical modeling.
Area of Science:
- Applied Mathematics
- Machine Learning
- Scientific Computing
Background:
- Gaussian process regression is a powerful tool for modeling data.
- Existing methods often lack the ability to incorporate known physical constraints like differential equations.
- This limits their applicability in scientific domains where physical laws govern data generation.
Purpose of the Study:
- To develop a specialized Gaussian process regression method tailored for data obeying linear differential equations.
- To enable accurate estimation of system parameters and the location/strength of point sources.
- To ensure generated solutions are physically plausible by design.
Main Methods:
- Restricting Gaussian processes to generate solutions of the homogeneous differential equation using specialized kernels.
- Incorporating point source contributions via a linear model over fundamental solutions.
- Employing maximum likelihood estimation and nonlinear optimization for hyperparameter and source parameter inference.
Main Results:
- Demonstrated accurate modeling of source-free data and parameter estimation for Laplace's and heat/diffusion equations.
- Successfully treated the Helmholtz equation with point sources, applicable to scalar wave data.
- Achieved more reliable regression with less training data compared to generic approaches.
Conclusions:
- The specialized Gaussian process regression provides a physically informed and data-efficient approach for scientific modeling.
- The method generates only physically possible solutions, with estimated hyperparameters representing physical properties.
- Applicable to diverse data from measurements and simulations governed by linear differential equations.

