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Causal discovery is a data-driven paradigm for analyzing complex systems, while physics-based models, such as ordinary differential equations (ODEs), provide mechanistic structure for real-world dynamical processes. Integrating these…

Machine Learning · Computer Science 2026-05-21 Jianhong Chen , Naichen Shi , Xubo Yue

The numerical solution of high dimensional partial differential equations (PDEs) is severely constrained by the curse of dimensionality (CoD), rendering classical grid--based methods impractical beyond a few dimensions. In recent years,…

Numerical Analysis · Mathematics 2026-01-27 Wenzhong Zhang , Zheyuan Hu , Wei Cai , George EM Karniadakis

This work proposes and analyzes a generalized acceleration technique for decreasing the computational complexity of using stochastic collocation (SC) methods to solve partial differential equations (PDEs) with random input data. The SC…

Numerical Analysis · Mathematics 2015-05-05 Diego Galindo , Peter Jantsch , Clayton G. Webster , Guannan Zhang

This article introduces a general purpose framework and software to approximate partial differential equations (PDEs). The sparsity patterns of finite element discretized operators is identified automatically using the tools from…

Numerical Analysis · Mathematics 2024-10-17 Kiefer Green , Harbir Antil

Partial differential equations (PDEs) are typically used as models of physical processes but are also of great interest in PDE-based image processing. However, when it comes to their use in imaging, conventional numerical methods for…

Computer Vision and Pattern Recognition · Computer Science 2021-10-19 Pascal Tom Getreuer , Peyman Milanfar , Xiyang Luo

Partial Differential Equations (PDEs) are notoriously difficult to solve. In general, closed-form solutions are not available and numerical approximation schemes are computationally expensive. In this paper, we propose to approach the…

Machine Learning · Computer Science 2022-03-23 Nils Wandel , Michael Weinmann , Michael Neidlin , Reinhard Klein

We present a new data-driven reduced-order modeling approach to efficiently solve parametrized partial differential equations (PDEs) for many-query problems. This work is inspired by the concept of implicit neural representation (INR),…

Numerical Analysis · Mathematics 2023-11-30 Tianshu Wen , Kookjin Lee , Youngsoo Choi

The discovery of partial differential equations (PDEs) from experimental data holds great promise for uncovering predictive models of complex physical systems. In this study, we introduce an efficient automatic model discovery framework,…

Numerical Analysis · Mathematics 2025-06-24 Shilin Zhang , Yunqing Huang , Nianyu Yi , shihan Zhang

We introduce a general framework for solving partial differential equations (PDEs) using generative diffusion models. In particular, we focus on the scenarios where we do not have the full knowledge of the scene necessary to apply classical…

Machine Learning · Computer Science 2024-11-04 Jiahe Huang , Guandao Yang , Zichen Wang , Jeong Joon Park

There has been an arising trend of adopting deep learning methods to study partial differential equations (PDEs). In this paper, we introduce a deep recurrent framework for solving time-dependent PDEs without generating large scale data…

Numerical Analysis · Mathematics 2021-04-21 Cheng Chang , Liu Liu , Tieyong Zeng

Ordinary differential equations (ODE) have been widely used for modeling dynamical complex systems. For high-dimensional ODE models where the number of differential equations is large, it remains challenging to estimate the ODE parameters…

Methodology · Statistics 2022-06-20 Muye Nanshan , Nan Zhang , Xiaolei Xun , Jiguo Cao

Complex systems in physics, chemistry, and biology that evolve over time with inherent randomness are typically described by stochastic differential equations (SDEs). A fundamental challenge in science and engineering is to determine the…

Machine Learning · Computer Science 2024-10-23 Qunxi Zhu , Bolin Zhao , Jingdong Zhang , Peiyang Li , Wei Lin

Dynamical systems modeling is a core pillar of scientific inquiry across natural and life sciences. Increasingly, dynamical system models are learned from data, rendering identifiability a paramount concept. For systems that are not…

Machine Learning · Computer Science 2026-05-11 Cecilia Casolo , Sören Becker , Niki Kilbertus

We introduce Weak-PDE-LEARN, a Partial Differential Equation (PDE) discovery algorithm that can identify non-linear PDEs from noisy, limited measurements of their solutions. Weak-PDE-LEARN uses an adaptive loss function based on weak forms…

Machine Learning · Computer Science 2023-09-12 Robert Stephany , Christopher Earls

Recent years have witnessed the promise of coupling machine learning methods and physical domain-specific insights for solving scientific problems based on partial differential equations (PDEs). However, being data-intensive, these methods…

Machine Learning · Computer Science 2025-06-03 Wuyang Chen , Jialin Song , Pu Ren , Shashank Subramanian , Dmitriy Morozov , Michael W. Mahoney

Partial differential equations (PDEs) are concise and understandable representations of domain knowledge, which are essential for deepening our understanding of physical processes and predicting future responses. However, the PDEs of many…

Neural and Evolutionary Computing · Computer Science 2022-06-14 Yuntian Chen , Yingtao Luo , Qiang Liu , Hao Xu , Dongxiao Zhang

In this work, we present a POD-greedy reduced basis method for parabolic partial differential equations (PDEs), based on the least squares space-time formulation proposed in [Hinze, Kahle, Stahl, A least-squares space-time approach for…

Numerical Analysis · Mathematics 2026-01-30 Michael Hinze , Christian Kahle , Michael Stahl

Partial differential equations (PDEs) govern a wide range of physical systems, and recent multimodal foundation models have shown promise for learning PDE solution operators across diverse equation families. However, existing multi-operator…

Machine Learning · Computer Science 2025-12-30 Min Zhu , Jingmin Sun , Zecheng Zhang , Hayden Schaeffer , Lu Lu

In this paper, we propose a data-driven framework for model discovery of stochastic differential equations (SDEs) from a single trajectory, without requiring the ergodicity or stationary assumption on the underlying continuous process. By…

Statistical Finance · Quantitative Finance 2026-01-12 Munawar Ali , Purba Das , Qi Feng , Liyao Gao , Guang Lin

Sparse system identification is the data-driven process of obtaining parsimonious differential equations that describe the evolution of a dynamical system, balancing model complexity and accuracy. There has been rapid innovation in system…

Machine Learning · Computer Science 2023-02-22 Alan A. Kaptanoglu , Lanyue Zhang , Zachary G. Nicolaou , Urban Fasel , Steven L. Brunton
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