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Recent advances in deep learning have enabled us to address the curse of dimensionality (COD) by solving problems in higher dimensions. A subset of such approaches of addressing the COD has led us to solving high-dimensional PDEs. This has…

Deep Learning (DL) models can be used to tackle time series analysis tasks with great success. However, the performance of DL models can degenerate rapidly if the data are not appropriately normalized. This issue is even more apparent when…

Computational Finance · Quantitative Finance 2019-09-24 Nikolaos Passalis , Anastasios Tefas , Juho Kanniainen , Moncef Gabbouj , Alexandros Iosifidis

Option pricing is a significant problem for option risk management and trading. In this article, we utilize a framework to present financial data from different sources. The data is processed and represented in a form of 2D tensors in three…

Computational Finance · Quantitative Finance 2021-09-24 Muyang Ge , Shen Zhou , Shijun Luo , Boping Tian

Partial differential equations have a wide range of applications in modeling multiple physical, biological, or social phenomena. Therefore, we need to approximate the solutions of these equations in computationally feasible terms. Nowadays,…

Numerical Analysis · Mathematics 2024-11-14 Carlos Uriarte

We introduce deep learning technique to predict the beam propagation factor M^2 of the laser beams emitting from few-mode fiber for the first time, to the best of our knowledge. The deep convolutional neural network (CNN) is trained with…

Image and Video Processing · Electrical Eng. & Systems 2019-07-16 Yi An , Jun Li , Liangjin Huang , Jinyong Leng , Lijia Yang , Pu Zhou

In this work, we introduce a novel probabilistic representation of deep learning, which provides an explicit explanation for the Deep Neural Networks (DNNs) in three aspects: (i) neurons define the energy of a Gibbs distribution; (ii) the…

Machine Learning · Computer Science 2019-08-27 Xinjie Lan , Kenneth E. Barner

Sparse deep learning has become a popular technique for improving the performance of deep neural networks in areas such as uncertainty quantification, variable selection, and large-scale network compression. However, most existing research…

Machine Learning · Statistics 2023-10-06 Mingxuan Zhang , Yan Sun , Faming Liang

The probability density function of stochastic differential equations is governed by the Fokker-Planck (FP) equation. A novel machine learning method is developed to solve the general FP equations based on deep neural networks. The proposed…

Computational Physics · Physics 2020-02-19 Yong Xu , Hao Zhang , Yongge Li , Kuang Zhou , Qi Liu , Jürgen Kurths

Deep neural networks (DNN) have been used to model nonlinear relations between physical quantities. Those DNNs are embedded in physical systems described by partial differential equations (PDE) and trained by minimizing a loss function that…

Numerical Analysis · Mathematics 2020-02-26 Kailai Xu , Eric Darve

Bayesian inference is known to provide a general framework for incorporating prior knowledge or specific properties into machine learning models via carefully choosing a prior distribution. In this work, we propose a new type of prior…

Machine Learning · Statistics 2019-02-20 Andrei Atanov , Arsenii Ashukha , Kirill Struminsky , Dmitry Vetrov , Max Welling

Modeling uncertainty in deep neural networks, despite recent important advances, is still an open problem. Bayesian neural networks are a powerful solution, where the prior over network weights is a design choice, often a normal…

Machine Learning · Statistics 2019-10-29 Raanan Y. Rohekar , Yaniv Gurwicz , Shami Nisimov , Gal Novik

We utilize extreme-learning machines for the prediction of partial differential equations (PDEs). Our method splits the state space into multiple windows that are predicted individually using a single model. Despite requiring only few data…

Machine Learning · Computer Science 2024-08-20 Hans Harder , Jean Rabault , Ricardo Vinuesa , Mikael Mortensen , Sebastian Peitz

We solve Poisson's equation using new multigrid algorithms that converge rapidly. The novel feature of the 2D and 3D algorithms are the use of extra diagonal grids in the multigrid hierarchy for a much richer and effective communication…

Numerical Analysis · Mathematics 2025-10-20 A. J. Roberts

Additive manufacturing using 2-Photon Polymerization (2PP, aka direct laser writing DLW) enables the fabrication of almost arbitrary complex 3D structures from the meso to the submicron scale. However, deviations between the anticipated…

Optics · Physics 2025-12-01 Sven Enns , Julian Hering-Stratemeier , Georg von Freymann

We propose a deep learning algorithm for solving high-dimensional parabolic integro-differential equations (PIDEs) and high-dimensional forward-backward stochastic differential equations with jumps (FBSDEJs), where the jump-diffusion…

Numerical Analysis · Mathematics 2023-01-31 Wansheng Wang , Jie Wang , Jinping Li , Feifei Gao , Yi Fu

In recent years, deep learning-based methods have been proposed for solving inverse scattering problems (ISPs), but most of them heavily rely on data and suffer from limited generalization capabilities. In this paper, a new solving scheme…

Image and Video Processing · Electrical Eng. & Systems 2026-02-19 Yutong Du , Zicheng Liu , Bazargul Matkerim , Changyou Li , Yali Zong , Bo Qi , Jingwei Kou

We consider the problem of 3D seismic inversion from pre-stack data using a very small number of seismic sources. The proposed solution is based on a combination of compressed-sensing and machine learning frameworks, known as…

Geophysics · Physics 2023-11-02 Maayan Gelboim , Amir Adler , Yen Sun , Mauricio Araya-Polo

We establish a series of deep convolutional neural networks to automatically analyze position averaged convergent beam electron diffraction patterns. The networks first calibrate the zero-order disk size, center position, and rotation…

Data Analysis, Statistics and Probability · Physics 2018-06-05 Weizong Xu , James M. LeBeau

This paper aims at studying the difference between Ritz-Galerkin (R-G) method and deep neural network (DNN) method in solving partial differential equations (PDEs) to better understand deep learning. To this end, we consider solving a…

Numerical Analysis · Mathematics 2020-12-10 Jihong Wang , Zhi-Qin John Xu , Jiwei Zhang , Yaoyu Zhang

The interpretation of deep learning as a dynamical system has gained a considerable attention in recent years as it provides a promising framework. It allows for the use of existing ideas from established fields of mathematics for studying…

Optimization and Control · Mathematics 2021-06-09 Nader Ganaba