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Neural ordinary differential equations (NODEs) -- parametrizations of differential equations using neural networks -- have shown tremendous promise in learning models of unknown continuous-time dynamical systems from data. However, every…

Machine Learning · Computer Science 2023-01-02 Franck Djeumou , Cyrus Neary , Eric Goubault , Sylvie Putot , Ufuk Topcu

The identification of a mathematical dynamics model is a crucial step in the designing process of a controller. However, it is often very difficult to identify the system's governing equations, especially in complex environments that…

Systems and Control · Electrical Eng. & Systems 2024-07-01 Tobias Nagel , Marco F. Huber

We introduce Neural Parameter Regression (NPR), a novel framework specifically developed for learning solution operators in Partial Differential Equations (PDEs). Tailored for operator learning, this approach surpasses traditional DeepONets…

Machine Learning · Computer Science 2024-03-20 Konrad Mundinger , Max Zimmer , Sebastian Pokutta

This article presents a three-step framework for learning and solving partial differential equations (PDEs) using kernel methods. Given a training set consisting of pairs of noisy PDE solutions and source/boundary terms on a mesh, kernel…

Machine Learning · Statistics 2023-04-03 Da Long , Nicole Mrvaljevic , Shandian Zhe , Bamdad Hosseini

It has been observed that residual networks can be viewed as the explicit Euler discretization of an Ordinary Differential Equation (ODE). This observation motivated the introduction of so-called Neural ODEs, which allow more general…

Machine Learning · Computer Science 2021-04-21 Tianjun Zhang , Zhewei Yao , Amir Gholami , Kurt Keutzer , Joseph Gonzalez , George Biros , Michael Mahoney

Parameter inference in ordinary differential equations is an important problem in many applied sciences and in engineering, especially in a data-scarce setting. In this work, we introduce a novel generative modeling approach based on…

Machine Learning · Computer Science 2019-12-06 Philippe Wenk , Gabriele Abbati , Michael A Osborne , Bernhard Schölkopf , Andreas Krause , Stefan Bauer

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…

This work proposes an autoencoder neural network as a non-linear generalization of projection-based methods for solving Partial Differential Equations (PDEs). The proposed deep learning architecture presented is capable of generating the…

Computational Physics · Physics 2020-06-25 Jaime Lopez Garcia , Angel Rivero Jimenez

Inverse problem or parameter estimation of ordinary differential equations (ODEs), the iterative process of minimizing the mismatch between model-predicted and experimental states by tuning the parameter values within an optimization…

Systems and Control · Electrical Eng. & Systems 2026-04-21 Siddharth Prabhu , Srinivas Rangarajan , Mayuresh Kothare

Physics-informed deep learning often faces optimization challenges due to the complexity of solving partial differential equations (PDEs), which involve exploring large solution spaces, require numerous iterations, and can lead to unstable…

We propose new machine learning schemes for solving high dimensional nonlinear partial differential equations (PDEs). Relying on the classical backward stochastic differential equation (BSDE) representation of PDEs, our algorithms estimate…

Probability · Mathematics 2020-06-08 Côme Huré , Huyên Pham , Xavier Warin

We consider stochastic convex optimization problems, where several machines act asynchronously in parallel while sharing a common memory. We propose a robust training method for the constrained setting and derive non asymptotic convergence…

Machine Learning · Computer Science 2021-06-24 Rotem Zamir Aviv , Ido Hakimi , Assaf Schuster , Kfir Y. Levy

We propose a new multistep deep learning-based algorithm for the resolution of moderate to high dimensional nonlinear backward stochastic differential equations (BSDEs) and their corresponding parabolic partial differential equations (PDE).…

Numerical Analysis · Mathematics 2023-08-29 Daniel Bussell , Camilo Andrés García-Trillos

Learning-to-optimize is an emerging framework that leverages training data to speed up the solution of certain optimization problems. One such approach is based on the classical mirror descent algorithm, where the mirror map is modelled…

Optimization and Control · Mathematics 2023-06-05 Hong Ye Tan , Subhadip Mukherjee , Junqi Tang , Andreas Hauptmann , Carola-Bibiane Schönlieb

Statistical regression models whose mean functions are represented by ordinary differential equations (ODEs) can be used to describe phenomenons dynamical in nature, which are abundant in areas such as biology, climatology and genetics. The…

Methodology · Statistics 2017-05-15 Kyoungjae Lee , Jaeyong Lee , Sarat C. Dass

Deep neural networks have yielded superior performance in many applications; however, the gradient computation in a deep model with millions of instances lead to a lengthy training process even with modern GPU/TPU hardware acceleration. In…

Machine Learning · Computer Science 2019-05-10 Jiong Zhang , Hsiang-fu Yu , Inderjit S. Dhillon

With the rapid development of Deep Learning, more and more applications on the cloud and edge tend to utilize large DNN (Deep Neural Network) models for improved task execution efficiency as well as decision-making quality. Due to memory…

Machine Learning · Computer Science 2024-07-02 Jingran Shen , Nikos Tziritas , Georgios Theodoropoulos

The deployment of large-scale models, such as large language models (LLMs) and sophisticated image generation systems, incurs substantial costs due to their computational demands. To mitigate these costs and address challenges related to…

Machine Learning · Computer Science 2024-10-30 Yuzhe Yang , Yipeng Du , Ahmad Farhan , Claudio Angione , Yue Zhao , Harry Yang , Fielding Johnston , James Buban , Patrick Colangelo

Random ordinary differential equations (RODEs), i.e. ODEs with random parameters, are often used to model complex dynamics. Most existing methods to identify unknown governing RODEs from observed data often rely on strong prior knowledge.…

Numerical Analysis · Mathematics 2020-06-04 Junyu Liu , Zichao Long , Ranran Wang , Jie Sun , Bin Dong

A general method for accelerating fixed point schemes for problems related to partial differential equations is presented in this article. The speedup is obtained by training a reduced-order model on-the-fly, removing the need to do an…

Numerical Analysis · Mathematics 2025-12-01 Philippe-André Luneau , Jean Deteix
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