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In recent years, neural networks have achieved remarkable progress in various fields and have also drawn much attention in applying them on scientific problems. A line of methods involving neural networks for solving partial differential…

Numerical Analysis · Mathematics 2025-05-20 Xianliang Xu , Ye Li , Zhongyi Huang

Many machine learning tasks can be formulated as Regularized Empirical Risk Minimization (R-ERM), and solved by optimization algorithms such as gradient descent (GD), stochastic gradient descent (SGD), and stochastic variance reduction…

Machine Learning · Statistics 2016-09-28 Qi Meng , Yue Wang , Wei Chen , Taifeng Wang , Zhi-Ming Ma , Tie-Yan Liu

Machine learning methods have been lately used to solve partial differential equations (PDEs) and dynamical systems. These approaches have been developed into a novel research field known as scientific machine learning in which techniques…

Machine Learning · Computer Science 2022-12-12 Junho Choi , Namjung Kim , Youngjoon Hong

Stochastic differential equations are commonly used to describe the evolution of stochastic processes. The state uncertainty of such processes is best represented by the probability density function (PDF), whose evolution is governed by the…

Machine Learning · Computer Science 2026-03-03 Chun-Wei Kong , Luca Laurenti , Jay McMahon , Morteza Lahijanian

We consider a semilinear parabolic equation with a large class of nonlinearities without any growth conditions. We discretize the problem with a discontinuous Galerkin scheme dG(0) in time (which is a variant of the implicit Euler scheme)…

Numerical Analysis · Mathematics 2018-08-17 Dominik Meidner , Boris Vexler

We derive computable error estimates for finite element approximations of linear elliptic partial differential equations (PDE) with rough stochastic coefficients. In this setting, the exact solutions contain high frequency content that…

Numerical Analysis · Mathematics 2018-09-18 Eric Joseph Hall , Håkon Hoel , Mattias Sandberg , Anders Szepessy , Raúl Tempone

We consider information-theoretic bounds on expected generalization error for statistical learning problems in a networked setting. In this setting, there are $K$ nodes, each with its own independent dataset, and the models from each node…

Information Theory · Computer Science 2024-01-17 L. P. Barnes , Alex Dytso , H. V. Poor

Generalization in deep learning has been the topic of much recent theoretical and empirical research. Here we introduce desiderata for techniques that predict generalization errors for deep learning models in supervised learning. Such…

Machine Learning · Statistics 2020-12-10 Guillermo Valle-Pérez , Ard A. Louis

The efficient approximation of parametric PDEs is of tremendous importance in science and engineering. In this paper, we show how one can train Galerkin discretizations to efficiently learn quantities of interest of solutions to a…

Numerical Analysis · Mathematics 2025-04-16 Ignacio Brevis , Ignacio Muga , David Pardo , Oscar Rodriguez , Kristoffer G. van der Zee

Traditional, numerical discretization-based solvers of partial differential equations (PDEs) are fundamentally agnostic to domains, boundary conditions and coefficients. In contrast, machine learnt solvers have a limited generalizability…

Numerical Analysis · Mathematics 2023-02-01 Xiaoxuan Zhang , Krishna Garikipati

Partial differential equation (PDE)-constrained optimization arises in many scientific and engineering domains, such as energy systems, fluid dynamics and material design. In these problems, the decision variables (e.g., control inputs or…

Machine Learning · Computer Science 2026-01-21 Yusuf Guven , Vincenzo Di Vito , Ferdinando Fioretto

We discretize a risk-neutral optimal control problem governed by a linear elliptic partial differential equation with random inputs using a Monte Carlo sample-based approximation and a finite element discretization, yielding finite…

Optimization and Control · Mathematics 2023-11-10 Johannes Milz

This work considers stochastic Galerkin approximations of linear elliptic partial differential equations (PDEs) with stochastic forcing terms and stochastic diffusion coefficients, that cannot be bounded uniformly away from zero and…

Numerical Analysis · Mathematics 2026-01-12 Fabio Musco , Andrea Barth

The problem of learning threshold functions is a fundamental one in machine learning. Classical learning theory implies sample complexity of $O(\xi^{-1} \log(1/\beta))$ (for generalization error $\xi$ with confidence $1-\beta$). The private…

Machine Learning · Computer Science 2022-11-14 Edith Cohen , Xin Lyu , Jelani Nelson , Tamás Sarlós , Uri Stemmer

The success of deep learning has led to a rising interest in the generalization property of the stochastic gradient descent (SGD) method, and stability is one popular approach to study it. Existing works based on stability have studied…

Machine Learning · Statistics 2019-03-08 Yi Zhou , Yingbin Liang , Huishuai Zhang

Recent work on Path-Dependent Partial Differential Equations (PPDEs) has shown that PPDE solutions can be approximated by a probabilistic representation, implemented in the literature by the estimation of conditional expectations using…

Machine Learning · Computer Science 2022-10-05 Jiang Yu Nguwi , Nicolas Privault

Partial-differential-equation (PDE)-constrained optimization is a well-worn technique for acquiring optimal parameters of systems governed by PDEs. However, this approach is limited to providing a single set of optimal parameters per…

Computational Physics · Physics 2024-10-17 Archis S. Joglekar

This paper studies an optimal control problem governed by a semilinear elliptic equation, in which the control acts in a multiplicative or bilinear way as the reaction coefficient of the equation. We focus on the numerical discretization of…

Optimization and Control · Mathematics 2025-06-25 Eduardo Casas , Konstantinos Chrysafinos , Mariano Mateos

In this work we study the problem about learning a partial differential equation (PDE) from its solution data. PDEs of various types are used as examples to illustrate how much the solution data can reveal the PDE operator depending on the…

Numerical Analysis · Mathematics 2022-11-10 Yuchen He , Hongkai Zhao , Yimin Zhong

In this work, we determine the full expression for the global truncation error of hyperbolic partial differential equations (PDEs). In particular, we use theoretical analysis and symbolic algebra to find exact expressions for the…

Numerical Analysis · Mathematics 2022-12-05 Siddhartha Bishnu , Mark Petersen , Bryan Quaife