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We consider the problem of forecasting complex, nonlinear space-time processes when observations provide only partial information of on the system's state. We propose a natural data-driven framework, where the system's dynamics are modelled…

Systems and Control · Computer Science 2019-03-01 Ibrahim Ayed , Emmanuel de Bézenac , Arthur Pajot , Julien Brajard , Patrick Gallinari

In this work, we investigate the numerical approximation of the second order non-autonomous semilnear parabolic partial differential equation (PDE) using the finite element method. To the best of our knowledge, only the linear case is…

Numerical Analysis · Mathematics 2020-01-27 Antoine Tambue , Jean Daniel Mukam

Many scientific phenomena are modeled by Partial Differential Equations (PDEs). The development of data gathering tools along with the advances in machine learning (ML) techniques have raised opportunities for data-driven identification of…

Machine Learning · Computer Science 2021-05-05 Kazem Meidani , Amir Barati Farimani

This paper proposes a mesh-free computational framework and machine learning theory for solving elliptic PDEs on unknown manifolds, identified with point clouds, based on diffusion maps (DM) and deep learning. The PDE solver is formulated…

Numerical Analysis · Mathematics 2024-02-28 Senwei Liang , Shixiao W. Jiang , John Harlim , Haizhao Yang

Identifying parameters in partial differential equations (PDEs) represents a very broad class of applied inverse problems. In recent years, several unsupervised learning approaches using (deep) neural networks have been developed to solve…

Numerical Analysis · Mathematics 2025-08-22 Siyu Cen , Bangti Jin , Qimeng Quan , Zhi Zhou

Recent research has used deep learning to develop partial differential equation (PDE) models in science and engineering. The functional form of the PDE is determined by a neural network, and the neural network parameters are calibrated to…

Machine Learning · Computer Science 2023-10-17 Justin Sirignano , Jonathan MacArt , Konstantinos Spiliopoulos

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 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

In recent years, deep learning has proven to be a viable methodology for surrogate modeling and uncertainty quantification for a vast number of physical systems. However, in their traditional form, such models can require a large amount of…

Computational Physics · Physics 2019-12-04 Nicholas Geneva , Nicholas Zabaras

In this paper, we show a physics-informed neural network solver for the time-dependent surface PDEs. Unlike the traditional numerical solver, no extension of PDE and mesh on the surface is needed. We show a simplified prior estimate of the…

Machine Learning · Computer Science 2021-03-26 Zhiwei Fang , Justin Zhang , Xiu Yang

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

Derivation of the probability density evolution provides invaluable insight into the behavior of many stochastic systems and their performance. However, for most real-time applica-tions, numerical determination of the probability density…

Machine Learning · Computer Science 2022-07-06 Seid H. Pourtakdoust , Amir H. Khodabakhsh

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

The study presents a general framework for discovering underlying Partial Differential Equations (PDEs) using measured spatiotemporal data. The method, called Sparse Spatiotemporal System Discovery ($\text{S}^3\text{d}$), decides which…

Dissipative partial differential equations that exhibit chaotic dynamics tend to evolve to attractors that exist on finite-dimensional manifolds. We present a data-driven reduced order modeling method that capitalizes on this fact by…

Machine Learning · Computer Science 2022-07-20 Alec J. Linot , Michael D. Graham

Physics-informed neural networks (PINNs) [31] use automatic differentiation to solve partial differential equations (PDEs) by penalizing the PDE in the loss function at a random set of points in the domain of interest. Here, we develop a…

Neural and Evolutionary Computing · Computer Science 2019-12-03 E. Kharazmi , Z. Zhang , G. E. Karniadakis

When solving time-dependent partial differential equations(PDEs), traditional physics-informed neural networks (PINNs) have inherent limitations: due to the lack of temporal causality, the network is forced to learn the later-time control…

Numerical Analysis · Mathematics 2026-04-15 Xun Yang , Guanqiu Ma , Maohua Ran

High-dimensional PDEs have been a longstanding computational challenge. We propose to solve high-dimensional PDEs by approximating the solution with a deep neural network which is trained to satisfy the differential operator, initial…

Mathematical Finance · Quantitative Finance 2018-10-17 Justin Sirignano , Konstantinos Spiliopoulos

Solving partial differential equations (PDEs) on shapes underpins many shape analysis and engineering tasks; yet, prevailing PDE solvers operate on polygonal/triangle meshes while modern 3D assets increasingly live as neural…

Machine Learning · Computer Science 2026-05-29 Lilian Welschinger , Yilin Liu , Zican Wang , Niloy Mitra

We propose a new algorithm for solving parabolic partial differential equations (PDEs) and backward stochastic differential equations (BSDEs) in high dimension, by making an analogy between the BSDE and reinforcement learning with the…

Numerical Analysis · Mathematics 2020-07-14 Weinan E , Jiequn Han , Arnulf Jentzen