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We propose a novel gray-box modeling algorithm for physical systems governed by stochastic differential equations (SDE). The proposed approach, referred to as the Deep Physics Corrector (DPC), blends approximate physics represented in terms…

Machine Learning · Statistics 2023-03-22 Tushar , Souvik Chakraborty

This work proposes a method for sparse polynomial chaos (PC) approximation of high-dimensional stochastic functions based on non-adapted random sampling. We modify the standard l1 -minimization algorithm, originally proposed in the context…

Numerical Analysis · Mathematics 2015-06-16 Ji Peng , Jerrad Hampton , Alireza Doostan

A novel approach to approximate solutions of Stochastic Differential Equations (SDEs) by Deep Neural Networks is derived and analysed. The architecture is inspired by the notion of Deep Operator Networks (DeepONets), which is based on…

Numerical Analysis · Mathematics 2025-12-23 Martin Eigel , Charles Miranda

The Polynomial Chaos Expansion (PCE) technique recovers a finite second order random variable exploiting suitable linear combinations of orthogonal polynomials which are functions of a given stochas- tic quantity {\xi}, hence acting as a…

Computational Finance · Quantitative Finance 2016-10-31 Luca Di Persio , Michele Bonollo , Gregorio Pellegrini

While recent continual learning methods largely alleviate the catastrophic problem on toy-sized datasets, some issues remain to be tackled to apply them to real-world problem domains. First, a continual learning model should effectively…

Machine Learning · Computer Science 2020-02-18 Jaehong Yoon , Saehoon Kim , Eunho Yang , Sung Ju Hwang

Accurately solving partial differential equations (PDEs) is critical to understanding complex scientific and engineering phenomena, yet traditional numerical solvers are computationally expensive. Surrogate models offer a more efficient…

Machine Learning · Computer Science 2026-04-17 Yegon Kim , Hyunsu Kim , Gyeonghoon Ko , Juho Lee

Anomaly detection is the task of recognising novel samples which deviate significantly from pre-establishednormality. Abnormal classes are not present during training meaning that models must learn effective rep-resentations solely across…

Machine Learning · Computer Science 2023-03-08 Jack W Barker , Neelanjan Bhowmik , Yona Falinie A Gaus , Toby P Breckon

Polynomial chaos expansion (PCE) is an increasingly popular technique for uncertainty propagation and quantification in systems and control. Based on the theory of Hilbert spaces and orthogonal polynomials, PCE allows for a unifying…

Systems and Control · Electrical Eng. & Systems 2020-04-09 Tillmann Mühlpfordt , Frederik Zahn , Veit Hagenmeyer , Timm Faulwasser

Research has shown that deep networks tend to be overly optimistic about their predictions, leading to an underestimation of prediction errors. Due to the limited nature of data, existing studies have proposed various methods based on model…

Machine Learning · Computer Science 2023-10-24 Jia-Qi Yang , De-Chuan Zhan , Le Gan

As the number of heterogenous IP-connected devices and traffic volume increase, so does the potential for security breaches. The undetected exploitation of these breaches can bring severe cybersecurity and privacy risks. Anomaly-based…

Machine Learning · Computer Science 2022-12-15 Willian T. Lunardi , Martin Andreoni Lopez , Jean-Pierre Giacalone

Auto-Encoder (AE)-based deep subspace clustering (DSC) methods have achieved impressive performance due to the powerful representation extracted using deep neural networks while prioritizing categorical separability. However,…

Computer Vision and Pattern Recognition · Computer Science 2021-05-17 Juncheng Lv , Zhao Kang , Xiao Lu , Zenglin Xu

Equivariant neural networks are designed to respect symmetries through their architecture, boosting generalization and sample efficiency when those symmetries are present in the data distribution. Real-world data, however, often departs…

Machine Learning · Computer Science 2025-12-12 Andrei Manolache , Luiz F. O. Chamon , Mathias Niepert

Deep Neural Networks (DNNs) stand out as one of the most prominent approaches within the Machine Learning (ML) domain. The efficacy of DNNs has surged alongside recent increases in computational capacity, allowing these approaches to scale…

Machine Learning · Computer Science 2025-05-27 Jamie Duell , Monika Seisenberger , Hsuan Fu , Xiuyi Fan

Neural networks have shown significant potential in solving partial differential equations (PDEs). While deep networks are capable of approximating complex functions, direct one-shot training often faces limitations in both accuracy and…

Numerical Analysis · Mathematics 2025-03-10 Mingxing Weng , Zhiping Mao , Jie Shen

Numerical solutions of partial differential equations (PDEs) require expensive simulations, limiting their application in design optimization, model-based control, and large-scale inverse problems. Surrogate modeling techniques seek to…

Computational Physics · Physics 2022-05-18 James Duvall , Karthik Duraisamy , Shaowu Pan

Effective properties of composite materials are defined as the ensemble average of property-specific PDE solutions over the underlying microstructure distributions. Traditionally, predicting such properties can be done by solving PDEs…

Machine Learning · Computer Science 2025-08-26 Guangyu Nie , Yang Jiao , Yi Ren

The (modern) arbitrary derivative (ADER) approach is a popular technique for the numerical solution of differential problems based on iteratively solving an implicit discretization of their weak formulation. In this work, focusing on an ODE…

Numerical Analysis · Mathematics 2024-01-15 Maria Han Veiga , Lorenzo Micalizzi , Davide Torlo

Stochastic differential equations (SDEs) and stochastic partial differential equations (SPDEs) are fundamental for modeling stochastic dynamics across the natural sciences and modern machine learning. Learning their solution operators with…

Machine Learning · Computer Science 2026-01-30 Dai Shi , Lequan Lin , Andi Han , Luke Thompson , José Miguel Hernández-Lobato , Zhiyong Wang , Junbin Gao

LLMs' overconfidence, particularly when hallucinating, poses a significant challenge for the deployment of the models in safety-critical settings and makes a reliable estimation of uncertainty necessary. Existing approaches for uncertainty…

Machine Learning · Computer Science 2026-05-26 Hamed Karimi , Vaishali Meyappan , Reza Samavi

High-fidelity full-field micro-mechanical modeling of the non-linear path-dependent materials demands a substantial computational effort. Recent trends in the field incorporates data-driven Artificial Neural Networks (ANNs) as surrogate…

Materials Science · Physics 2023-11-27 Hon Lam Cheung , Petter Uvdal , Mohsen Mirkhalaf