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In many areas, such as the physical sciences, life sciences, and finance, control approaches are used to achieve a desired goal in complex dynamical systems governed by differential equations. In this work we formulate the problem of…

Machine Learning · Computer Science 2021-12-09 Erfan Pirmorad , Faraz Khoshbakhtian , Farnam Mansouri , Amir-massoud Farahmand

A critical challenge in the data-driven modeling of dynamical systems is producing methods robust to measurement error, particularly when data is limited. Many leading methods either rely on denoising prior to learning or on access to large…

Numerical Analysis · Mathematics 2019-09-04 Samuel H. Rudy , J. Nathan Kutz , Steven L. Brunton

Recent work in deep learning focuses on solving physical systems in the Ordinary Differential Equation or Partial Differential Equation. This current work proposed a variant of Convolutional Neural Networks (CNNs) that can learn the hidden…

Machine Learning · Computer Science 2021-11-02 Mansura Habiba , Barak A. Pearlmutter

Despite the promise of scientific machine learning (SciML) in combining data-driven techniques with mechanistic modeling, existing approaches for incorporating hard constraints in neural differential equations (NDEs) face significant…

Machine Learning · Computer Science 2025-05-28 Avik Pal , Alan Edelman , Christopher Rackauckas

In many mechanistic medical, biological, physical and engineered spatiotemporal dynamic models the numerical solution of partial differential equations (PDEs) can make simulations impractically slow. Biological models require the…

Soft Condensed Matter · Physics 2021-02-11 J. Quetzalcóatl Toledo-Marín , Geoffrey Fox , James P. Sluka , James A. Glazier

Systems governed by partial differential equations (PDEs) require computationally intensive numerical solvers to predict spatiotemporal field evolution. While machine learning (ML) surrogates offer faster solutions, autoregressive inference…

Machine Learning · Computer Science 2025-07-08 Ishan Khurjekar , Indrashish Saha , Lori Graham-Brady , Somdatta Goswami

Throughout many fields, practitioners often rely on differential equations to model systems. Yet, for many applications, the theoretical derivation of such equations and/or accurate resolution of their solutions may be intractable. Instead,…

Machine Learning · Computer Science 2025-01-16 Grant Norman , Jacqueline Wentz , Hemanth Kolla , Kurt Maute , Alireza Doostan

We propose a method for learning dynamical systems from high-dimensional empirical data that combines variational autoencoders and (spatio-)temporal attention within a framework designed to enforce certain scientifically-motivated…

Machine Learning · Computer Science 2023-06-22 Kai Lagemann , Christian Lagemann , Sach Mukherjee

This paper provides a new avenue for exploiting deep neural networks to improve physics-based simulation. Specifically, we integrate the classic Lagrangian mechanics with a deep autoencoder to accelerate elastic simulation of deformable…

Machine Learning · Computer Science 2021-02-23 Siyuan Shen , Yang Yin , Tianjia Shao , He Wang , Chenfanfu Jiang , Lei Lan , Kun Zhou

In this paper, we introduce a physics-driven regularization method for training of deep neural networks (DNNs) for use in engineering design and analysis problems. In particular, we focus on prediction of a physical system, for which in…

Machine Learning · Computer Science 2019-10-17 Mohammad Amin Nabian , Hadi Meidani

This script offers an implementation-oriented introduction to deep learning methods for solving and estimating high-dimensional dynamic stochastic models in economics and finance. Its starting point is the curse of dimensionality:…

General Economics · Economics 2026-05-15 Simon Scheidegger

Data-driven turbulence modeling is experiencing a surge in interest following algorithmic and hardware developments in the data sciences. We discuss an approach using the differentiable physics paradigm that combines known physics with…

Solving parametric partial differential equations (PDEs) and associated PDE-based, inverse problems is a central task in engineering and physics, yet existing neural operator methods struggle with high-dimensional, discontinuous inputs and…

Machine Learning · Computer Science 2025-07-03 Yaohua Zang , Phaedon-Stelios Koutsourelakis

Existing deep learning-based calibration scheme for rough volatility models predominantly rely on supervised learning frameworks, which incur significant computational costs due to the necessity of generating massive synthetic training…

Computational Finance · Quantitative Finance 2026-01-22 Changqing Teng , Guanglian Li

Is a deep learning model capable of understanding systems governed by certain first principle laws by only observing the system's output? Can deep learning learn the underlying physics and honor the physics when making predictions? The…

Computational Physics · Physics 2020-06-11 Rohan Thavarajah , Xiang Zhai , Zheren Ma , David Castineira

This work concerns control-oriented and structure-preserving learning of low-dimensional approximations of high-dimensional physical systems, with a focus on mechanical systems. We investigate the integration of neural autoencoders in model…

Machine Learning · Computer Science 2023-12-12 Marco Lepri , Davide Bacciu , Cosimo Della Santina

Efficient and stable solution of partial differential equations (PDEs) is central to scientific and engineering applications, yet existing numerical solvers rely heavily on matrix based discretizations, while learning based methods require…

Machine Learning · Computer Science 2026-04-30 Yi Bing , Zheng Ran , Fu Jinyang , Liu Long , Peng Xiang

We propose a novel approach to model viscoelasticity materials using neural networks, which capture rate-dependent and nonlinear constitutive relations. However, inputs and outputs of the neural networks are not directly observable, and…

Numerical Analysis · Mathematics 2020-05-12 Kailai Xu , Alexandre M. Tartakovsky , Jeff Burghardt , Eric Darve

Effectively controlling systems governed by Partial Differential Equations (PDEs) is crucial in several fields of Applied Sciences and Engineering. These systems usually yield significant challenges to conventional control schemes due to…

Machine Learning · Computer Science 2024-11-07 Florian Wolf , Nicolò Botteghi , Urban Fasel , Andrea Manzoni

We present an algorithm to learn the relevant latent variables of a large-scale discretized physical system and predict its time evolution using thermodynamically-consistent deep neural networks. Our method relies on sparse autoencoders,…

Computational Engineering, Finance, and Science · Computer Science 2021-03-25 Quercus Hernandez , Alberto Badias , David Gonzalez , Francisco Chinesta , Elias Cueto
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