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We introduce a practical method to enforce partial differential equation (PDE) constraints for functions defined by neural networks (NNs), with a high degree of accuracy and up to a desired tolerance. We develop a differentiable…

Machine Learning · Computer Science 2023-04-19 Geoffrey Négiar , Michael W. Mahoney , Aditi S. Krishnapriyan

Systems modeled by partial differential equations (PDEs) are at least as ubiquitous as systems that are by nature finite-dimensional and modeled by ordinary differential equations (ODEs). And yet, systematic and readily usable…

Optimization and Control · Mathematics 2025-09-11 Rafael Vazquez , Jean Auriol , Federico Bribiesca-Argomedo , Miroslav Krstic

Accurately modeling and inferring solutions to time-dependent partial differential equations (PDEs) over extended horizons remains a core challenge in scientific machine learning. Traditional full rollout (FR) methods, which predict entire…

Machine Learning · Computer Science 2026-03-18 Luis Mandl , Dibyajyoti Nayak , Tim Ricken , Somdatta Goswami

We propose machine learning methods for solving fully nonlinear partial differential equations (PDEs) with convex Hamiltonian. Our algorithms are conducted in two steps. First the PDE is rewritten in its dual stochastic control…

Computational Finance · Quantitative Finance 2022-05-23 William Lefebvre , Grégoire Loeper , Huyên Pham

This paper explores the efficacy of diffusion-based generative models as neural operators for partial differential equations (PDEs). Neural operators are neural networks that learn a mapping from the parameter space to the solution space of…

Machine Learning · Computer Science 2024-12-17 Katsiaryna Haitsiukevich , Onur Poyraz , Pekka Marttinen , Alexander Ilin

We present a novel framework combining Deep Operator Networks (DeepONets) with Physics-Informed Neural Networks (PINNs) to solve partial differential equations (PDEs) and estimate their unknown parameters. By integrating data-driven…

Machine Learning · Computer Science 2025-08-05 Amogh Raj , Carol Eunice Gudumotou , Sakol Bun , Keerthana Srinivasa , Arash Sarshar

We develop a framework for estimating unknown partial differential equations from noisy data, using a deep learning approach. Given noisy samples of a solution to an unknown PDE, our method interpolates the samples using a neural network,…

Machine Learning · Computer Science 2019-10-24 Ali Hasan , João M. Pereira , Robert Ravier , Sina Farsiu , Vahid Tarokh

Stochastic partial differential equations (SPDEs) are the mathematical tool of choice for modelling spatiotemporal PDE-dynamics under the influence of randomness. Based on the notion of mild solution of an SPDE, we introduce a novel neural…

Machine Learning · Computer Science 2022-09-27 Cristopher Salvi , Maud Lemercier , Andris Gerasimovics

Latent state space models are a fundamental and widely used tool for modeling dynamical systems. However, they are difficult to learn from data and learned models often lack performance guarantees on inference tasks such as filtering and…

Machine Learning · Computer Science 2016-05-31 Wen Sun , Arun Venkatraman , Byron Boots , J. Andrew Bagnell

Data-driven learning of partial differential equations' solution operators has recently emerged as a promising paradigm for approximating the underlying solutions. The solution operators are usually parameterized by deep learning models…

Machine Learning · Computer Science 2023-05-01 Zijie Li , Kazem Meidani , Amir Barati Farimani

Neural surrogates for partial differential equations (PDEs) have become popular due to their potential to quickly simulate physics. With a few exceptions, neural surrogates generally treat the forward evolution of time-dependent PDEs as a…

Machine Learning · Computer Science 2025-04-18 Anthony Zhou , Amir Barati Farimani

PDE discovery shows promise for uncovering predictive models of complex physical systems but has difficulty when measurements are sparse and noisy. We introduce a new approach for PDE discovery that uses two Rational Neural Networks and a…

Machine Learning · Computer Science 2022-06-20 Robert Stephany , Christopher Earls

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

We present a novel reduced order model (ROM) approach for parameterized time-dependent PDEs based on modern learning. The ROM is suitable for multi-query problems and is nonintrusive. It is divided into two distinct stages: A nonlinear…

Numerical Analysis · Mathematics 2020-11-24 Nikolaj T. Mücke , Sander M. Bohté , Cornelis W. Oosterlee

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

The modeling and control of single-phase flow systems governed by Partial Differential Equations (PDEs) present challenges, especially under transient conditions. In this work, we extend the Physics-Informed Neural Nets for Control (PINC)…

Machine Learning · Computer Science 2025-06-09 Luis Kin Miyatake , Eduardo Camponogara , Eric Aislan Antonelo , Alexey Pavlov

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

We study the problem of identifying unknown processes embedded in time-dependent partial differential equation (PDE) using observational data, with an application to advection-diffusion type PDE. We first conduct theoretical analysis and…

Numerical Analysis · Mathematics 2021-07-13 Zhen Chen , Kailiang Wu , Dongbin Xiu

The numerical solution of differential equations can be formulated as an inference problem to which formal statistical approaches can be applied. However, nonlinear partial differential equations (PDEs) pose substantial challenges from an…

Numerical Analysis · Mathematics 2021-08-26 Junyang Wang , Jon Cockayne , Oksana Chkrebtii , T. J. Sullivan , Chris. J. Oates

This paper presents an energy-preserving machine learning method for inferring reduced-order models (ROMs) by exploiting the multi-symplectic form of partial differential equations (PDEs). The vast majority of energy-preserving…

Machine Learning · Computer Science 2024-09-17 Süleyman Yıldız , Pawan Goyal , Peter Benner