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Physics-informed deep learning often faces optimization challenges due to the complexity of solving partial differential equations (PDEs), which involve exploring large solution spaces, require numerous iterations, and can lead to unstable…

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

To have a superior generalization, a deep learning neural network often involves a large size of training sample. With increase of hidden layers in order to increase learning ability, neural network has potential degradation in accuracy.…

Machine Learning · Computer Science 2019-01-01 Lianfa Li , Ying Fang , Jun Wu , Jinfeng Wang

This work presents a non-intrusive surrogate modeling scheme based on machine learning technology for predictive modeling of complex systems, described by parametrized time-dependent PDEs. For these problems, typical finite element…

Numerical Analysis · Mathematics 2021-04-26 Stefanos Nikolopoulos , Ioannis Kalogeris , Vissarion Papadopoulos

Autoencoder techniques find increasingly common use in reduced order modeling as a means to create a latent space. This reduced order representation offers a modular data-driven modeling approach for nonlinear dynamical systems when…

Fluid Dynamics · Physics 2021-12-15 Shady E. Ahmed , Omer San , Adil Rasheed , Traian Iliescu

In recent years, there has been a growing interest in leveraging deep learning and neural networks to address scientific problems, particularly in solving partial differential equations (PDEs). However, many neural network-based methods…

Machine Learning · Computer Science 2024-04-24 Adrian Celaya , Keegan Kirk , David Fuentes , Beatrice Riviere

Neural solvers for partial differential equations (PDEs) have great potential to generate fast and accurate physics solutions, yet their practicality is currently limited by their generalizability. PDEs evolve over broad scales and exhibit…

Machine Learning · Computer Science 2024-12-06 Anthony Zhou , Amir Barati Farimani

We present a method for computing reduced-order models of parameterized partial differential equation solutions. The key analytical tool is the singular value expansion of the parameterized solution, which we approximate with a singular…

Numerical Analysis · Mathematics 2014-11-03 Paul G. Constantine , David F. Gleich , Yangyang Hou , Jeremy Templeton

This paper develops fundamental limits of deep neural network learning by characterizing what is possible if no constraints are imposed on the learning algorithm and on the amount of training data. Concretely, we consider Kolmogorov-optimal…

Machine Learning · Computer Science 2021-03-15 Dennis Elbrächter , Dmytro Perekrestenko , Philipp Grohs , Helmut Bölcskei

It is one of the most challenging problems in applied mathematics to approximatively solve high-dimensional partial differential equations (PDEs). Recently, several deep learning-based approximation algorithms for attacking this problem…

Numerical Analysis · Mathematics 2023-02-10 Christian Beck , Martin Hutzenthaler , Arnulf Jentzen , Benno Kuckuck

Deep learning algorithms have been successfully applied to numerically solve linear Kolmogorov partial differential equations~(PDEs). A recent research shows that if the initial functions are bounded, the empirical risk minimization (ERM)…

Numerical Analysis · Mathematics 2024-06-25 Jichang Xiao , Xiaoqun Wang

Deep Learning Reduced Order Models (ROMs) are becoming increasingly popular as surrogate models for parametric partial differential equations (PDEs) due to their ability to handle high-dimensional data, approximate highly nonlinear…

Machine Learning · Computer Science 2026-04-09 Iva Mikuš , Boris Muha , Domagoj Vlah

Many problems in science and engineering can be represented by a set of partial differential equations (PDEs) through mathematical modeling. Mechanism-based computation following PDEs has long been an essential paradigm for studying topics…

Machine Learning · Computer Science 2022-11-21 Shudong Huang , Wentao Feng , Chenwei Tang , Jiancheng Lv

Solutions of certain partial differential equations (PDEs) are often represented by the steepest descent curves of corresponding functionals. Minimizing movement scheme was developed in order to study such curves in metric spaces.…

Numerical Analysis · Mathematics 2023-10-09 Min Sue Park , Cheolhyeong Kim , Hwijae Son , Hyung Ju Hwang

A space-time-parameters structure of parametric parabolic PDEs motivates the application of tensor methods to define reduced order models (ROMs). Within a tensor-based ROM framework, the matrix SVD - a traditional dimension reduction…

Numerical Analysis · Mathematics 2024-08-22 Alexander V. Mamonov , Maxim A. Olshanskii

This paper describes a method for learning low-dimensional approximations of nonlinear dynamical systems, based on neural-network approximations of the underlying Koopman operator. Extended Dynamic Mode Decomposition (EDMD) provides a…

Dynamical Systems · Mathematics 2019-01-17 Samuel E. Otto , Clarence W. Rowley

Developing efficient methods for solving parametric partial differential equations is crucial for addressing inverse problems. This work introduces a Least-Squares-based Neural Network (LS-Net) method for solving linear parametric PDEs. It…

Numerical Analysis · Mathematics 2025-02-13 Shima Baharlouei , Jamie M. Taylor , Carlos Uriarte , David Pardo

We consider the nonlinear Kolmogorov equation posed in a Hilbert space $H$, not necessarily of finite dimension. This model was recently studied by Cox et al. [24] in the framework of weak convergence rates of stochastic wave models. Here,…

Probability · Mathematics 2022-07-06 Javier Castro

Parametric partial differential equations (PDEs) are fundamental for modeling a wide range of physical and engineering systems influenced by uncertain or varying parameters. Traditional neural network-based solvers, such as Physics-Informed…

Machine Learning · Computer Science 2025-12-29 Qiuqi Li , Yiting Liu , Jin Zhao , Wencan Zhu

Reduced-order modeling (ROM) commonly refers to the construction, based on a few solutions (referred to as snapshots) of an expensive discretized partial differential equation (PDE), and the subsequent application of low-dimensional…

Numerical Analysis · Mathematics 2019-05-22 Martin Hess , Alessandro Alla , Annalisa Quaini , Gianluigi Rozza , Max Gunzburger