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 (dame8201@colorado.edu).