Machine Learning for Scientific Modeling: Data-Driven Discovery of Differential Equations

This junior/senior level course will explore the use of Machine Learning to automate the discovery and calibration of models involving differential equations directly from data. After introducing the basic machine learning tools (Gaussian Processes and Neural Networks) we will see how they can be combined with ODE and PDE computational methods to generate models in physics, medicine, and finance. The course will progress to a survey of recent research works on the topic. No prior knowledge of machine learning is required.