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In this paper, we adopt a probability distribution estimation perspective to explore the optimization mechanisms of supervised classification using deep neural networks. We demonstrate that, when employing the Fenchel-Young loss, despite…

Machine Learning · Computer Science 2025-04-01 Binchuan Qi , Wei Gong , Li Li

We propose a machine learning method for computing eigenvalues and eigenfunctions of the Schr\"odinger operator on a $d$-dimensional hypercube with Dirichlet boundary conditions. The cut-off function technique is employed to construct trial…

Numerical Analysis · Mathematics 2024-08-27 Hao Yu , Yixiao Guo , Pingbing Ming

This work is devoted to the numerical approximation of high-dimensional advection-diffusion equations. It is well-known that classical methods, such as the finite volume method, suffer from the curse of dimensionality, and that their time…

Numerical Analysis · Mathematics 2025-11-26 Emmanuel Franck , Victor Michel-Dansac , Laurent Navoret , Vincent Vigon

In this paper we propose and analyze a virtual element method for the two dimensional non-symmetric diffusion-convection eigenvalue problem in order to derive a priori and a posteriori error estimates. Under the classic assumptions of the…

Numerical Analysis · Mathematics 2023-09-29 Danilo Amigo , Felipe Lepe , Gonzalo Rivera

The neural network method of solving differential equations is used to approximate the electric potential and corresponding electric field in the slit-well microfluidic device. The device's geometry is non-convex, making this a challenging…

Computational Physics · Physics 2020-07-29 Martin Magill , Andrew M. Nagel , Hendrick W. de Haan

The Monte Carlo-type Neural Operator (MCNO) introduces a framework for learning solution operators of one-dimensional partial differential equations (PDEs) by directly learning the kernel function and approximating the associated integral…

Machine Learning · Computer Science 2025-12-04 Salah Eddine Choutri , Prajwal Chauhan , Othmane Mazhar , Saif Eddin Jabari

This paper studies deep neural networks for solving extremely large linear systems arising from highdimensional problems. Because of the curse of dimensionality, it is expensive to store both the solution and right-hand side vector in such…

Numerical Analysis · Mathematics 2023-03-07 Yiqi Gu , Michael K. Ng

We propose a new Neural Galerkin Normalizing Flow framework to approximate the transition probability density function of a diffusion process by solving the corresponding Fokker-Planck equation with an atomic initial distribution,…

Machine Learning · Computer Science 2026-03-20 Riccardo Saporiti , Fabio Nobile

Non-linear partial differential Kolmogorov equations are successfully used to describe a wide range of time dependent phenomena, in natural sciences, engineering or even finance. For example, in physical systems, the Allen-Cahn equation…

Numerical Analysis · Mathematics 2022-12-15 Nicolas Macris , Raffaele Marino

In this review we discuss, from a unified point of view, a variety of Monte Carlo methods used to solve eigenvalue problems in statistical mechanics and quantum mechanics. Although the applications of these methods differ widely, the…

Condensed Matter · Physics 2011-05-21 M. P. Nightingale , C. J. Umrigar

We provide a pedagogical introduction to the two main variants of real-space quantum Monte Carlo methods for electronic-structure calculations: variational Monte Carlo (VMC) and diffusion Monte Carlo (DMC). Assuming no prior knowledge on…

Chemical Physics · Physics 2015-08-13 Julien Toulouse , Roland Assaraf , C. J. Umrigar

Reliable and efficient computation of the pseudospectral abscissa in the large-scale setting is still not settled. Unlike the small-scale setting where there are globally convergent criss-cross algorithms, all algorithms in the large-scale…

Numerical Analysis · Mathematics 2025-06-09 Waqar Ahmed , Emre Mengi

Neural operators improve conventional neural networks by expanding their capabilities of functional mappings between different function spaces to solve partial differential equations (PDEs). One of the most notable methods is the Fourier…

Machine Learning · Computer Science 2024-07-29 Xuanle Zhao , Yue Sun , Tielin Zhang , Bo Xu

Sampling from unnormalised discrete distributions is a fundamental problem across various domains. While Markov chain Monte Carlo offers a principled approach, it often suffers from slow mixing and poor convergence. In this paper, we…

Machine Learning · Computer Science 2025-10-23 Zijing Ou , Ruixiang Zhang , Yingzhen Li

The Diffusion Monte Carlo method is devoted to the computation of electronic ground-state energies of molecules. In this paper, we focus on implementations of this method which consist in exploring the configuration space with a {\bf fixed}…

Numerical Analysis · Mathematics 2007-05-23 Tony Lelievre , Mohamed El Makrini , Benjamin Jourdain

In the framework of uncertainty quantification, we consider a quantity of interest which depends non-smoothly on the high-dimensional parameter representing the uncertainty. We show that, in this situation, the multilevel Monte Carlo…

Numerical Analysis · Mathematics 2017-06-27 Laura Scarabosio

In this work, we study the approximation of expected values of functional quantities on the solution of a stochastic differential equation (SDE), where we replace the Monte Carlo estimation with the evaluation of a deep neural network. Once…

Numerical Analysis · Mathematics 2021-02-18 Thomas Gerstner , Bastian Harrach , Daniel Roth , Martin Simon

We provide a probabilistic representations of the solution of some semilinear hyperbolicand high-order PDEs based on branching diffusions. These representations pave theway for a Monte-Carlo approximation of the solution, thus bypassing the…

Probability · Mathematics 2018-01-29 Pierre Henry-Labordere , Nizar Touzi

In this work, we focus on the alignment problem of diffusion models with a continuous reward function, which represents specific objectives for downstream tasks, such as increasing darkness or improving the aesthetics of images. The central…

Machine Learning · Computer Science 2024-10-03 Zhiwei Tang , Jiangweizhi Peng , Jiasheng Tang , Mingyi Hong , Fan Wang , Tsung-Hui Chang

We studied the use of deep neural networks (DNNs) in the numerical solution of the oscillatory Fredholm integral equation of the second kind. It is known that the solution of the equation exhibits certain oscillatory behaviors due to the…

Numerical Analysis · Mathematics 2024-01-17 Jie Jiang , Yuesheng Xu
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