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Data-driven methods have recently made great progress in the discovery of partial differential equations (PDEs) from spatial-temporal data. However, several challenges remain to be solved, including sparse noisy data, incomplete candidate…

Computational Physics · Physics 2021-09-28 Hao Xu , Dongxiao Zhang , Junsheng Zeng

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

Data-driven discovery of partial differential equations (PDEs) has achieved considerable development in recent years. Several aspects of problems have been resolved by sparse regression-based and neural network-based methods. However, the…

Machine Learning · Computer Science 2021-09-29 Hao Xu , Dongxiao Zhang

Data-driven discovery of partial differential equations (PDEs) has attracted increasing attention in recent years. Although significant progress has been made, certain unresolved issues remain. For example, for PDEs with high-order…

Machine Learning · Computer Science 2021-09-14 Hao Xu , Dongxiao Zhang , Nanzhe Wang

In recent years, data-driven methods have been developed to learn dynamical systems and partial differential equations (PDE). The goal of such work is discovering unknown physics and the corresponding equations. However, prior to achieving…

Machine Learning · Statistics 2021-02-17 Hao Xu , Haibin Chang , Dongxiao Zhang

We propose a new method, called a deep-genetic algorithm (deep-GA), to accelerate the performance of the so-called deep-BSDE method, which is a deep learning algorithm to solve high dimensional partial differential equations through their…

Unveiling the underlying governing equations of nonlinear dynamic systems remains a significant challenge. Insufficient prior knowledge hinders the determination of an accurate candidate library, while noisy observations lead to imprecise…

Machine Learning · Computer Science 2024-04-30 Mengge Du , Yuntian Chen , Longfeng Nie , Siyu Lou , Dongxiao Zhang

Data driven discovery of partial differential equations (PDEs) is a promising approach for uncovering the underlying laws governing complex systems. However, purely data driven techniques face the dilemma of balancing search space with…

Machine Learning · Computer Science 2025-05-12 Hao Xu , Yuntian Chen , Rui Cao , Tianning Tang , Mengge Du , Jian Li , Adrian H. Callaghan , Dongxiao Zhang

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

The combination of machine learning and physical laws has shown immense potential for solving scientific problems driven by partial differential equations (PDEs) with the promise of fast inference, zero-shot generalisation, and the ability…

Machine Learning · Computer Science 2024-09-11 Nacime Bouziani , David A. Ham , Ado Farsi

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

The modern machine learning methods allow one to obtain the data-driven models in various ways. However, the more complex the model is, the harder it is to interpret. In the paper, we describe the algorithm for the mathematical equations…

Neural and Evolutionary Computing · Computer Science 2021-09-09 Alexander Hvatov , Mikhail Maslyaev

Harnessing data to discover the underlying governing laws or equations that describe the behavior of complex physical systems can significantly advance our modeling, simulation and understanding of such systems in various science and…

Machine Learning · Computer Science 2021-11-17 Zhao Chen , Yang Liu , Hao Sun

Machine learning for scientific applications faces the challenge of limited data. We propose a framework that leverages a priori known physics to reduce overfitting when training on relatively small datasets. A deep neural network is…

Machine Learning · Computer Science 2019-11-22 Jonathan B. Freund , Jonathan F. MacArt , Justin Sirignano

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

Developing efficient numerical algorithms for the solution of high dimensional random Partial Differential Equations (PDEs) has been a challenging task due to the well-known curse of dimensionality. We present a new solution framework for…

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

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

In this paper, we introduce PDE-LEARN, a novel deep learning algorithm that can identify governing partial differential equations (PDEs) directly from noisy, limited measurements of a physical system of interest. PDE-LEARN uses a Rational…

Machine Learning · Computer Science 2023-02-13 Robert Stephany , Christopher Earls

Recent years have witnessed a growth in mathematics for deep learning--which seeks a deeper understanding of the concepts of deep learning with mathematics and explores how to make it more robust--and deep learning for mathematics, where…

Machine Learning · Computer Science 2023-10-31 Derick Nganyu Tanyu , Jianfeng Ning , Tom Freudenberg , Nick Heilenkötter , Andreas Rademacher , Uwe Iben , Peter Maass

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
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