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In this work, we propose a new deep learning-based scheme for solving high dimensional nonlinear backward stochastic differential equations (BSDEs). The idea is to reformulate the problem as a global optimization, where the local loss…

Numerical Analysis · Mathematics 2024-04-18 Lorenc Kapllani , Long Teng

Autoencoders are neural network formulations where the input and output of the network are identical and the goal is to identify the hidden representation in the provided datasets. Generally, autoencoders project the data nonlinearly onto a…

Signal Processing · Electrical Eng. & Systems 2019-07-10 Debjani Bhowick , Deepak K. Gupta , Saumen Maiti , Uma Shankar

Natural convection in porous media is a highly nonlinear multiphysical problem relevant to many engineering applications (e.g., the process of $\mathrm{CO_2}$ sequestration). Here, we present a non-intrusive reduced order model of natural…

Computational Engineering, Finance, and Science · Computer Science 2023-08-30 T. Kadeethum , F. Ballarin , Y. Choi , D. O'Malley , H. Yoon , N. Bouklas

We introduce a deep residual recurrent neural network (DR-RNN) as an efficient model reduction technique for nonlinear dynamical systems. The developed DR-RNN is inspired by the iterative steps of line search methods in finding the residual…

Computational Engineering, Finance, and Science · Computer Science 2017-09-05 J. Nagoor Kani , Ahmed H. Elsheikh

Physics-inspired neural networks (NNs), such as Hamiltonian or Lagrangian NNs, dramatically outperform other learned dynamics models by leveraging strong inductive biases. These models, however, are challenging to apply to many real world…

Machine Learning · Computer Science 2022-02-15 Nate Gruver , Marc Finzi , Samuel Stanton , Andrew Gordon Wilson

Neural networks that synergistically integrate data and physical laws offer great promise in modeling dynamical systems. However, iterative gradient-based optimization of network parameters is often computationally expensive and suffers…

Machine Learning · Computer Science 2026-04-16 Atamert Rahma , Chinmay Datar , Felix Dietrich

Projection-based model order reduction on nonlinear manifolds has been recently proposed for problems with slowly decaying Kolmogorov n-width such as advection-dominated ones. These methods often use neural networks for manifold learning…

Computational Physics · Physics 2023-03-20 Jorio Cocola , John Tencer , Francesco Rizzi , Eric Parish , Patrick Blonigan

Generative modeling of high-dimensional data is a key problem in machine learning. Successful approaches include latent variable models and autoregressive models. The complementary strengths of these approaches, to model global and local…

Computer Vision and Pattern Recognition · Computer Science 2019-04-19 Thomas Lucas , Jakob Verbeek

One of the biggest challenges for simulating the Boltzmann equation is the evaluation of fivefold collision integral. Given the recent successes of deep learning and the availability of efficient tools, it is an obvious idea to try to…

Computational Physics · Physics 2021-07-28 Tianbai Xiao , Martin Frank

Modern computational methods, involving highly sophisticated mathematical formulations, enable several tasks like modeling complex physical phenomenon, predicting key properties and design optimization. The higher fidelity in these computer…

Computational Engineering, Finance, and Science · Computer Science 2023-04-13 Lele Luan , Nesar Ramachandra , Sandipp Krishnan Ravi , Anindya Bhaduri , Piyush Pandita , Prasanna Balaprakash , Mihai Anitescu , Changjie Sun , Liping Wang

We propose a method for extending the technique of equilibrium propagation for estimating gradients in fixed-point neural networks to the more general setting of directed, time-varying neural networks by modeling them as electrical…

Machine Learning · Computer Science 2021-03-11 Jack Kendall

All discretized numerical models contain modelling errors - this reality is amplified when reduced-order models are used. The ability to accurately approximate modelling errors informs statistics on model confidence and improves…

Computational Physics · Physics 2021-03-17 Danny Smyl , Tyler N. Tallman , Jonathan A. Black , Andreas Hauptmann , Dong Liu

Variational representations of divergences and distances between high-dimensional probability distributions offer significant theoretical insights and practical advantages in numerous research areas. Recently, they have gained popularity in…

Machine Learning · Computer Science 2022-03-25 Jeremiah Birrell , Markos A. Katsoulakis , Yannis Pantazis

We introduce a nonlinear stochastic model reduction technique for high-dimensional stochastic dynamical systems that have a low-dimensional invariant effective manifold with slow dynamics, and high-dimensional, large fast modes. Given only…

Machine Learning · Statistics 2023-10-25 Felix X. -F. Ye , Sichen Yang , Mauro Maggioni

Techniques from deep learning play a more and more important role for the important task of calibration of financial models. The pioneering paper by Hernandez [Risk, 2017] was a catalyst for resurfacing interest in research in this area. In…

Mathematical Finance · Quantitative Finance 2019-08-26 Christian Bayer , Blanka Horvath , Aitor Muguruza , Benjamin Stemper , Mehdi Tomas

Identifying accurate dynamic models is required for the simulation and control of various technical systems. In many important real-world applications, however, the two main modeling approaches often fail to meet requirements: first…

Machine Learning · Computer Science 2021-04-19 Manuel A. Roehrl , Thomas A. Runkler , Veronika Brandtstetter , Michel Tokic , Stefan Obermayer

We present Deep Compression Autoencoder (DC-AE), a new family of autoencoder models for accelerating high-resolution diffusion models. Existing autoencoder models have demonstrated impressive results at a moderate spatial compression ratio…

Computer Vision and Pattern Recognition · Computer Science 2025-05-20 Junyu Chen , Han Cai , Junsong Chen , Enze Xie , Shang Yang , Haotian Tang , Muyang Li , Yao Lu , Song Han

Algorithms that use derivatives of governing equations have accelerated rigid robot simulations and improved their accuracy, enabling the modeling of complex, real-world capabilities. However, extending these methods to soft and hybrid…

Robotics · Computer Science 2024-11-08 Anup Teejo Mathew , Frederic Boyer , Vincent Lebastard , Federico Renda

Deep Neural Networks (DNNs) training can be difficult due to vanishing and exploding gradients during weight optimization through backpropagation. To address this problem, we propose a general class of Hamiltonian DNNs (H-DNNs) that stem…

Machine Learning · Computer Science 2023-01-02 Clara Lucía Galimberti , Luca Furieri , Liang Xu , Giancarlo Ferrari-Trecate

Graph Neural Networks (GNNs) with equivariant properties have achieved significant success in modeling complex dynamic systems and molecular properties. However, their expressiveness ability is limited by: (1) Existing methods often…

Machine Learning · Computer Science 2025-11-04 Yingxu Wang , Nan Yin , Mingyan Xiao , Xinhao Yi , Siwei Liu , Shangsong Liang