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This article concerns the predictive modeling for spatio-temporal data as well as model interpretation using data information in space and time. We develop a novel approach based on supervised dimension reduction for such data in order to…

Methodology · Statistics 2021-11-09 Heng-Hui Lue , ShengLi Tzeng

Many processes in science and engineering can be described by partial differential equations (PDEs). Traditionally, PDEs are derived by considering first principles of physics to derive the relations between the involved physical quantities…

Machine Learning · Statistics 2019-03-27 Jens Berg , Kaj Nyström

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

We propose a methodology that combines generative latent diffusion models with physics-informed machine learning to generate solutions of parametric partial differential equations (PDEs) conditioned on partial observations, which includes,…

Machine Learning · Computer Science 2026-02-11 Davide Gallon , Philippe von Wurstemberger , Patrick Cheridito , Arnulf Jentzen

High-fidelity simulation of complex physical systems is exorbitantly expensive and inaccessible across spatiotemporal scales. Recently, there has been an increasing interest in leveraging deep learning to augment scientific data based on…

Machine Learning · Computer Science 2022-08-03 Pu Ren , Chengping Rao , Yang Liu , Zihan Ma , Qi Wang , Jian-Xun Wang , Hao Sun

Diffusion models have recently emerged as powerful stochastic frameworks for high-dimensional inference and generation. However, existing applications to partial differential equations (PDEs) predominantly rely on physics-informed training…

Numerical Analysis · Mathematics 2026-04-03 Yi Bing , Liu Jia , Fu Jinyang , Peng Xiang

Ordinary and partial differential equations (ODEs/PDEs) play a paramount role in analyzing and simulating complex dynamic processes across all corners of science and engineering. In recent years machine learning tools are aspiring to…

Machine Learning · Computer Science 2021-06-11 Sifan Wang , Paris Perdikaris

Differential equations based on physical principals are used to represent complex dynamic systems in all fields of science and engineering. Through repeated use in both academics and industry, these equations have been shown to represent…

Methodology · Statistics 2022-09-08 Joshua S. North , Christopher K. Wikle , Erin M. Schliep

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

This work proposes an autoencoder neural network as a non-linear generalization of projection-based methods for solving Partial Differential Equations (PDEs). The proposed deep learning architecture presented is capable of generating the…

Computational Physics · Physics 2020-06-25 Jaime Lopez Garcia , Angel Rivero Jimenez

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

I propose a novel framework that integrates stochastic differential equations (SDEs) with deep generative models to improve uncertainty quantification in machine learning applications involving structured and temporal data. This approach,…

Machine Learning · Statistics 2026-01-09 James Rice

Partial differential equations (PDEs) play a crucial role in studying a vast number of problems in science and engineering. Numerically solving nonlinear and/or high-dimensional PDEs is often a challenging task. Inspired by the traditional…

Numerical Analysis · Mathematics 2022-01-11 Yihao Hu , Tong Zhao , Shixin Xu , Zhiliang Xu , Lizhen Lin

Partial differential equations (PDEs) are commonly derived based on empirical observations. However, recent advances of technology enable us to collect and store massive amount of data, which offers new opportunities for data-driven…

Machine Learning · Computer Science 2019-10-23 Zichao Long , Yiping Lu , Bin Dong

Advanced deep learning-based approaches have been actively applied to forecast the spatiotemporal physical dynamics governed by partial differential equations (PDEs), which acts as a critical procedure in tackling many science and…

Machine Learning · Computer Science 2026-03-03 Siyang Li , Yize Chen , Yan Guo , Ming Huang , Hui Xiong

The data-driven discovery of partial differential equations (PDEs) consistent with spatiotemporal data is experiencing a rebirth in machine learning research. Training deep neural networks to learn such data-driven partial differential…

Numerical Analysis · Mathematics 2020-11-10 Hassan Arbabi , Judith E. Bunder , Giovanni Samaey , Anthony J. Roberts , Ioannis G. Kevrekidis

We investigate methods for learning partial differential equation (PDE) models from spatiotemporal data under biologically realistic levels and forms of noise. Recent progress in learning PDEs from data have used sparse regression to select…

Dynamical Systems · Mathematics 2021-04-28 John Lagergren , John T. Nardini , G. Michael Lavigne , Erica M. Rutter , Kevin B. Flores

Modeling sequential patterns from data is at the core of various time series forecasting tasks. Deep learning models have greatly outperformed many traditional models, but these black-box models generally lack explainability in prediction…

Machine Learning · Computer Science 2023-05-23 Yingtao Luo , Chang Xu , Yang Liu , Weiqing Liu , Shun Zheng , Jiang Bian

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

We present an algorithm to learn the relevant latent variables of a large-scale discretized physical system and predict its time evolution using thermodynamically-consistent deep neural networks. Our method relies on sparse autoencoders,…

Computational Engineering, Finance, and Science · Computer Science 2021-03-25 Quercus Hernandez , Alberto Badias , David Gonzalez , Francisco Chinesta , Elias Cueto