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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

Physics-Informed Neural Networks (PINNs) for high-dimensional and high-order partial differential equations (PDEs) are primarily constrained by the $\mathcal{O}(d^k)$ spatial derivative complexity and the $\mathcal{O}(P)$ memory overhead of…

Machine Learning · Computer Science 2026-05-14 Zhangyong Liang , Huanhuan Gao

Solving partial differential equations (PDEs) is a required step in the simulation of natural and engineering systems. The associated computational costs significantly increase when exploring various scenarios, such as changes in initial or…

We present a computational technique for modeling the evolution of dynamical systems in a reduced basis, with a focus on the challenging problem of modeling partially-observed partial differential equations (PDEs) on high-dimensional…

Machine Learning · Statistics 2024-12-25 Victor Churchill

The working mechanisms of complex natural systems tend to abide by concise and profound partial differential equations (PDEs). Methods that directly mine equations from data are called PDE discovery, which reveals consistent physical laws…

Machine Learning · Computer Science 2023-03-17 Mengge Du , Yuntian Chen , Dongxiao Zhang

We investigate robust model-free reinforcement learning algorithms designed for environments that may be dynamic or even adversarial. Traditional state-based policies often struggle to accommodate the challenges imposed by the presence of…

Machine Learning · Computer Science 2023-11-02 Udaya Ghai , Arushi Gupta , Wenhan Xia , Karan Singh , Elad Hazan

Partial differential equations (PDEs) that fit scientific data can represent physical laws with explainable mechanisms for various mathematically-oriented subjects, such as physics and finance. The data-driven discovery of PDEs from…

Machine Learning · Computer Science 2023-05-29 Yingtao Luo , Qiang Liu , Yuntian Chen , Wenbo Hu , Tian Tian , Jun Zhu

Recently, researchers have utilized neural networks to accurately solve partial differential equations (PDEs), enabling the mesh-free method for scientific computation. Unfortunately, the network performance drops when encountering a high…

Machine Learning · Computer Science 2021-09-29 Pongpisit Thanasutives , Masayuki Numao , Ken-ichi Fukui

Equations governing physico-chemical processes are usually known at microscopic spatial scales, yet one suspects that there exist equations, e.g. in the form of Partial Differential Equations (PDEs), that can explain the system evolution at…

Machine Learning · Statistics 2021-03-31 Hassan Arbabi , Ioannis Kevrekidis

In this paper we investigate infinite horizon optimal control problems for parametrized partial differential equations. We are interested in feedback control via dynamic programming equations which is well-known to suffer from the curse of…

Optimization and Control · Mathematics 2018-10-02 Alessandro Alla , Bernard Haasdonk , Andreas Schmidt

Sequential Bayesian optimal experimental design (SBOED) for PDE-governed inverse problems is computationally challenging, especially for infinite-dimensional random field parameters. High-fidelity approaches require repeated forward and…

Optimization and Control · Mathematics 2026-01-12 Kaichen Shen , Peng Chen

This article proposes for stochastic partial differential equations (SPDEs) driven by additive noise, a novel approach for the approximate parameterizations of the ``small'' scales by the ``large'' ones, along with the derivaton of the…

Analysis of PDEs · Mathematics 2013-11-14 Mickaël D. Chekroun , Honghu Liu , Shouhong Wang

Modeling and controlling complex spatiotemporal dynamical systems driven by partial differential equations (PDEs) often necessitate dimensionality reduction techniques to construct lower-order models for computational efficiency. This paper…

Systems and Control · Electrical Eng. & Systems 2024-09-12 Priyabrata Saha , Saibal Mukhopadhyay

The discovery of partial differential equations (PDEs) is a challenging task that involves both theoretical and empirical methods. Machine learning approaches have been developed and used to solve this problem; however, it is important to…

Machine Learning · Statistics 2023-06-09 Kalpesh More , Tapas Tripura , Rajdip Nayek , Souvik Chakraborty

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

Recent advances in the theory of Neural Operators (NOs) have enabled fast and accurate computation of the solutions to complex systems described by partial differential equations (PDEs). Despite their great success, current NO-based…

Machine Learning · Computer Science 2024-03-18 Ashutosh Singh , Ricardo Augusto Borsoi , Deniz Erdogmus , Tales Imbiriba

We propose a new class of physics-informed neural networks, called physics-informed Variational Autoencoder (PI-VAE), to solve stochastic differential equations (SDEs) or inverse problems involving SDEs. In these problems the governing…

Machine Learning · Statistics 2022-11-09 Weiheng Zhong , Hadi Meidani

We develop an unsupervised machine learning algorithm for the automated discovery and identification of traveling waves in spatio-temporal systems governed by partial differential equations (PDEs). Our method uses sparse regression and…

Computational Physics · Physics 2020-05-20 Ariana Mendible , Steven L. Brunton , Aleksandr Y. Aravkin , Wes Lowrie , J. Nathan Kutz

We propose a predictor-corrector adaptive method for the study of hyperbolic partial differential equations (PDEs) under uncertainty. Constructed around the framework of stochastic finite volume (SFV) methods, our approach circumvents…

Numerical Analysis · Mathematics 2024-01-24 Jake J. Harmon , Svetlana Tokareva , Anatoly Zlotnik , Pieter J. Swart

Physics-based models often involve large systems of parametrized partial differential equations, where design parameters control various properties. However, high-fidelity simulations of such systems on large domains or with high grid…

Computational Physics · Physics 2025-05-15 Diba Behnoudfar