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The measured spatiotemporal response of various physical processes is utilized to infer the governing partial differential equations (PDEs). We propose SimultaNeous Basis Function Approximation and Parameter Estimation (SNAPE), a technique…

Machine Learning · Computer Science 2021-09-17 Sutanu Bhowmick , Satish Nagarajaiah

Simulations of physical phenomena are essential to the expedient design of precision components in aerospace and other high-tech industries. These phenomena are often described by mathematical models involving partial differential equations…

Computational Physics · Physics 2017-01-05 Daniel Magee , Kyle E Niemeyer

Partial Differential Equations (PDEs) with high dimensionality are commonly encountered in computational physics and engineering. However, finding solutions for these PDEs can be computationally expensive, making model-order reduction…

Machine Learning · Statistics 2023-03-07 Sebastian Kaltenbach , Phaedon-Stelios Koutsourelakis , Petros Koumoutsakos

Numerical solutions of partial differential equations enable a broad range of scientific research. The Dedalus Project is a flexible, open-source, parallelized computational framework for solving general partial differential equations using…

Instrumentation and Methods for Astrophysics · Physics 2020-04-29 Keaton J. Burns , Geoffrey M. Vasil , Jeffrey S. Oishi , Daniel Lecoanet , Benjamin P. Brown

In this article, we propose a new numerical approach to high-dimensional partial differential equations (PDEs) arising in the valuation of exotic derivative securities. The proposed method is extended from Reisinger and Wittum (2007) and…

Computational Finance · Quantitative Finance 2013-10-04 Christoph Reisinger , Rasmus Wissmann

In recent years, high performance scientific computing on graphics processing units (GPUs) have gained widespread acceptance. These devices are designed to offer massively parallel threads for running code with general purpose. There are…

Mathematical Software · Computer Science 2018-02-13 Tao Cui , Xiaohu Guo , Hui Liu

Learning the solution of partial differential equations (PDEs) with a neural network is an attractive alternative to traditional solvers due to its elegance, greater flexibility and the ease of incorporating observed data. However, training…

Machine Learning · Computer Science 2024-07-18 Katsiaryna Haitsiukevich , Alexander Ilin

Many physics and engineering applications demand Partial Differential Equations (PDE) property evaluations that are traditionally computed with resource-intensive high-fidelity numerical solvers. Data-driven surrogate models provide an…

Machine Learning · Computer Science 2023-12-18 Raphaël Pestourie , Youssef Mroueh , Chris Rackauckas , Payel Das , Steven G. Johnson

Numerical simulations of physical systems exhibit discrepancies arising from unmodeled physics and idealizations, as well as numerical approximation errors stemming from discretization and solver tolerances. This article reviews techniques…

Computational Physics · Physics 2026-01-23 Danny Smyl

We present PDE-FM, a modular foundation model for physics-informed machine learning that unifies spatial, spectral, and temporal reasoning across heterogeneous partial differential equation (PDE) systems. PDE-FM combines spatial-spectral…

Machine Learning · Computer Science 2025-12-01 Eduardo Soares , Emilio Vital Brazil , Victor Shirasuna , Breno W. S. R. de Carvalho , Cristiano Malossi

The modern machine learning methods allow one to obtain the data-driven models in various ways. However, the more complex the model is, the harder it is to interpret. In the paper, we describe the algorithm for the mathematical equations…

Neural and Evolutionary Computing · Computer Science 2021-09-09 Alexander Hvatov , Mikhail Maslyaev

Recent research has used deep learning to develop partial differential equation (PDE) models in science and engineering. The functional form of the PDE is determined by a neural network, and the neural network parameters are calibrated to…

Machine Learning · Computer Science 2023-10-17 Justin Sirignano , Jonathan MacArt , Konstantinos Spiliopoulos

Partial differential equations (PDEs) are used to describe a variety of physical phenomena. Often these equations do not have analytical solutions and numerical approximations are used instead. One of the common methods to solve PDEs is the…

Mathematical Software · Computer Science 2023-09-15 Ivan Yashchuk

Neural operators have emerged as promising surrogate models for solving partial differential equations (PDEs), but struggle to generalise beyond training distributions and are often constrained to a fixed temporal discretisation. This work…

Shape optimization models with one or more shapes are considered in this chapter. Of particular interest for applications are problems in which where a so-called shape functional is constrained by a partial differential equation (PDE)…

Optimization and Control · Mathematics 2021-07-19 Caroline Geiersbach , Estefania Loayza-Romero , Kathrin Welker

This paper develops a probabilistic numerical method for solution of partial differential equations (PDEs) and studies application of that method to PDE-constrained inverse problems. This approach enables the solution of challenging inverse…

Methodology · Statistics 2017-07-12 Jon Cockayne , Chris Oates , Tim Sullivan , Mark Girolami

Motivated by recent research on Physics-Informed Neural Networks (PINNs), we make the first attempt to introduce the PINNs for numerical simulation of the elliptic Partial Differential Equations (PDEs) on 3D manifolds. PINNs are one of the…

Numerical Analysis · Mathematics 2021-03-05 Zhuochao Tang , Zhuojia Fu

Data driven discovery of partial differential equations (PDEs) is a promising approach for uncovering the underlying laws governing complex systems. However, purely data driven techniques face the dilemma of balancing search space with…

Machine Learning · Computer Science 2025-05-12 Hao Xu , Yuntian Chen , Rui Cao , Tianning Tang , Mengge Du , Jian Li , Adrian H. Callaghan , Dongxiao Zhang

The numerical solution methods for partial differential equation (PDE) solution allow obtaining a discrete field that converges towards the solution if the method is applied to the correct problem. Nevertheless, the numerical methods…

Numerical Analysis · Mathematics 2021-03-04 Alexander Hvatov

Inverse problems in partial differential equations (PDEs) involve estimating the physical parameters of a system from observed spatiotemporal solution fields. Neural networks are well-suited for PDE parameter estimation due to their…

Machine Learning · Computer Science 2026-05-27 Divyam Goel , Nithin Chalapathi , Sanjeev Raja , Aditi S. Krishnapriyan