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We propose a neural network-based meta-learning method to efficiently solve partial differential equation (PDE) problems. The proposed method is designed to meta-learn how to solve a wide variety of PDE problems, and uses the knowledge for…

Machine Learning · Statistics 2023-10-23 Tomoharu Iwata , Yusuke Tanaka , Naonori Ueda

In the present work, a multi-scale framework for neural network enhanced methods is proposed for approximation of function and solution of partial differential equations (PDEs). By introducing the multi-scale concept, the total solution of…

Numerical Analysis · Mathematics 2022-09-07 Xiaodan Ren

Denoising Diffusion Probabilistic Models (DDPMs) have emerged as powerful tools for generative modeling. However, their sequential computation requirements lead to significant inference-time bottlenecks. In this work, we utilize the…

Machine Learning · Computer Science 2025-08-08 Hengyuan Hu , Aniket Das , Dorsa Sadigh , Nima Anari

Matrix decomposition is one of the fundamental tools to discover knowledge from big data generated by modern applications. However, it is still inefficient or infeasible to process very big data using such a method in a single machine.…

Machine Learning · Computer Science 2020-02-11 Chihao Zhang , Yang Yang , Wei Zhang , Shihua Zhang

To study the nonlinear properties of complex natural phenomena, the evolution of the quantity of interest can be often represented by systems of coupled nonlinear stochastic differential equations (SDEs). These SDEs typically contain…

Optimization and Control · Mathematics 2024-10-22 Jan Bartsch , Robert Denk , Stefan Volkwein

The increasing complexity and scale of photonic and electromagnetic devices demand efficient and accurate numerical solvers. In this work, we develop a parallel overlapping domain decomposition method (DDM) based on the finite-difference…

Optics · Physics 2025-09-26 Zhanwen Wang , Chengnian Huang , Wangtao Lu , Yuntian Chen , Wei E. I. Sha

In this work, we present an adjoint-based method for discovering the underlying governing partial differential equations (PDEs) given data. The idea is to consider a parameterized PDE in a general form and formulate a PDE-constrained…

Optimization and Control · Mathematics 2025-09-23 Mohsen Sadr , Tony Tohme , Kamal Youcef-Toumi

Multidimensional scaling (MDS) is a popular dimensionality reduction techniques that has been widely used for network visualization and cooperative localization. However, the traditional stress minimization formulation of MDS necessitates…

Optimization and Control · Mathematics 2016-12-22 Ketan Rajawat , Sandeep Kumar

Stochastic partial differential equations (SPDEs) are ubiquitous in engineering and computational sciences. The stochasticity arises as a consequence of uncertainty in input parameters, constitutive relations, initial/boundary conditions,…

Data Analysis, Statistics and Probability · Physics 2020-01-29 Sharmila Karumuri , Rohit Tripathy , Ilias Bilionis , Jitesh Panchal

Equation systems resulting from a p-version FEM discretisation typically require a special treatment as iterative solvers are not very efficient here. Applying hierarchical concepts based on a nested dissection approach allow for both the…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-07-03 Ralf-Peter Mundani , Alexander Düster , Jovana Knežević , Andreas Niggl , Ernst Rank

We provide a probabilistic representations of the solution of some semilinear hyperbolicand high-order PDEs based on branching diffusions. These representations pave theway for a Monte-Carlo approximation of the solution, thus bypassing the…

Probability · Mathematics 2018-01-29 Pierre Henry-Labordere , Nizar Touzi

We describe a variant of the dressing method giving alternative representation of multidimensional nonlinear PDE as a system of Integro-Differential Equations (IDEs) for spectral and dressing functions. In particular, it becomes single…

Analysis of PDEs · Mathematics 2016-09-07 A. I. Zenchuk

In this paper, we introduce and analyze a new low-rank multilevel strategy for the solution of random diffusion problems. Using a standard stochastic collocation scheme, we first approximate the infinite dimensional random problem by a…

Numerical Analysis · Mathematics 2016-06-20 Jonas Ballani , Daniel Kressner , Michael Peters

Partial differential equations (PDEs) are crucial in modeling diverse phenomena across scientific disciplines, including seismic and medical imaging, computational fluid dynamics, image processing, and neural networks. Solving these PDEs at…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-01-07 George Bisbas , Rhodri Nelson , Mathias Louboutin , Fabio Luporini , Paul H. J. Kelly , Gerard Gorman

We propose an accurate data-driven numerical scheme to solve Stochastic Differential Equations (SDEs), by taking large time steps. The SDE discretization is built up by means of a polynomial chaos expansion method, on the basis of…

Numerical Analysis · Mathematics 2021-09-24 Shuaiqiang Liu , Lech A. Grzelak , Cornelis W. Oosterlee

Mixed dimensional partial differential equations (PDEs) are equations coupling unknown fields defined over domains of differing topological dimension. Such equations naturally arise in a wide range of scientific fields including geology,…

Mathematical Software · Computer Science 2019-11-05 Cécile Daversin-Catty , Chris N. Richardson , Ada J. Ellingsrud , Marie E. Rognes

Deep learning-based numerical schemes such as Physically Informed Neural Networks (PINNs) have recently emerged as an alternative to classical numerical schemes for solving Partial Differential Equations (PDEs). They are very appealing at…

Numerical Analysis · Mathematics 2022-05-11 A. Beguinet , V. Ehrlacher , R. Flenghi , M. Fuente , O. Mula , A. Somacal

The data-driven discovery of partial differential equations (PDEs) consistent with spatiotemporal data is experiencing a rebirth in machine learning research. Training deep neural networks to learn such data-driven partial differential…

Numerical Analysis · Mathematics 2020-11-10 Hassan Arbabi , Judith E. Bunder , Giovanni Samaey , Anthony J. Roberts , Ioannis G. Kevrekidis

On the forefront of scientific computing, Deep Learning (DL), i.e., machine learning with Deep Neural Networks (DNNs), has emerged a powerful new tool for solving Partial Differential Equations (PDEs). It has been observed that DNNs are…

Machine Learning · Computer Science 2025-11-12 Simone Brugiapaglia , Nick Dexter , Samir Karam , Weiqi Wang

Progressive Hedging is a popular decomposition algorithm for solving multi-stage stochastic optimization problems. A computational bottleneck of this algorithm is that all scenario subproblems have to be solved at each iteration. In this…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-09-28 Gilles Bareilles , Yassine Laguel , Dmitry Grishchenko , Franck Iutzeler , Jérôme Malick