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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 addresses boundary prescribed-time stabilization of a one-dimensional heat equation with spatially and temporally varying coefficients. In contrast to asymptotic or exponential stabilization, prescribed-time stabilization ensures…

Optimization and Control · Mathematics 2026-02-27 Kaijing Lyu , Umberto Biccari , Jun-Min Wang

Recent works have shown that deep neural networks can be employed to solve partial differential equations, giving rise to the framework of physics informed neural networks. We introduce a generalization for these methods that manifests as a…

Numerical Analysis · Mathematics 2021-03-25 Remco van der Meer , Cornelis Oosterlee , Anastasia Borovykh

Neural networks have been applied to control problems, typically by combining data, differential equation residuals, and objective costs in the training loss or by incorporating auxiliary architectural components. Instead, we propose a…

Optimization and Control · Mathematics 2026-04-10 Oliver G. S. Lundqvist , Fabricio Oliveira

The Deep Operator Network (DeepONet) structure has shown great potential in approximating complex solution operators with low generalization errors. Recently, a sequential DeepONet (S-DeepONet) was proposed to use sequential learning models…

Computational Engineering, Finance, and Science · Computer Science 2024-06-17 Junyan He , Shashank Kushwaha , Jaewan Park , Seid Koric , Diab Abueidda , Iwona Jasiuk

In this paper we present a high-order kernel method for numerically solving diffusion and reaction-diffusion partial differential equations (PDEs) on smooth, closed surfaces embedded in $\mathbb{R}^d$. For two-dimensional surfaces embedded…

Numerical Analysis · Mathematics 2012-06-04 Edward J. Fuselier , Grady B. Wright

We propose an adaptive scheme for distributed learning of nonlinear functions by a network of nodes. The proposed algorithm consists of a local adaptation stage utilizing multiple kernels with projections onto hyperslabs and a diffusion…

Signal Processing · Electrical Eng. & Systems 2018-09-05 Ban-Sok Shin , Masahiro Yukawa , Renato Luis Garrido Cavalcante , Armin Dekorsy

The kernel matrix used in kernel methods encodes all the information required for solving complex nonlinear problems defined on data representations in the input space using simple, but implicitly defined, solutions. Spectral analysis on…

Machine Learning · Computer Science 2020-10-26 Alexandros Iosifidis

We present a high-order spacetime numerical method for discretizing and solving linear initial-boundary value problems using wavelet-based techniques with user-prescribed error estimates. The spacetime wavelet discretization yields a system…

Numerical Analysis · Mathematics 2025-09-04 Cody D. Cochran , Karel Matous

In this paper, we propose a multi-kernel classifier learning algorithm to optimize a given nonlinear and nonsmoonth multivariate classifier performance measure. Moreover, to solve the problem of kernel function selection and kernel…

Machine Learning · Computer Science 2015-08-26 Jingbin Wang , Haoxiang Wang , Yihua Zhou , Nancy McDonald

Traditional machine learning models, particularly neural networks, are rooted in finite-dimensional parameter spaces and nonlinear function approximations. This report explores an alternative formulation where learning tasks are expressed…

Machine Learning · Computer Science 2025-07-30 Andrew Kiruluta , Andreas Lemos , Priscilla Burity

Explicit inversion formulas for a subclass of integral operators with $D$-difference kernels on a finite interval are obtained. A case of the positive operators is treated in greater detail. An application to the inverse problem to recover…

Classical Analysis and ODEs · Mathematics 2009-11-20 A. L. Sakhnovich , A. A. Karelin , J. Seck-Tuoh-Mora , G. Perez-Lechuga , M. Gonzalez-Hernandez

This work presents a multiscale framework to solve an inverse reinforcement learning (IRL) problem for continuous-time/state stochastic systems. We take advantage of a diffusion wavelet representation of the associated Markov chain to…

Machine Learning · Computer Science 2016-11-28 Jung-Su Ha , Han-Lim Choi

This paper introduces a new and effective algorithm for learning kernels in a Multi-Task Learning (MTL) setting. Although, we consider a MTL scenario here, our approach can be easily applied to standard single task learning, as well. As…

Machine Learning · Computer Science 2017-07-13 Niloofar Yousefi , Cong Li , Mansooreh Mollaghasemi , Georgios Anagnostopoulos , Michael Georgiopoulos

Support Vector Machines (SVMs) are powerful learners that have led to state-of-the-art results in various computer vision problems. SVMs suffer from various drawbacks in terms of selecting the right kernel, which depends on the image…

Computer Vision and Pattern Recognition · Computer Science 2014-03-31 Gemma Roig , Xavier Boix , Luc Van Gool

Neural operators as novel neural architectures for fast approximating solution operators of partial differential equations (PDEs), have shown considerable promise for future scientific computing. However, the mainstream of training neural…

Machine Learning · Computer Science 2024-06-04 Tengfei Xu , Dachuan Liu , Peng Hao , Bo Wang

Operator learning aims to discover properties of an underlying dynamical system or partial differential equation (PDE) from data. Here, we present a step-by-step guide to operator learning. We explain the types of problems and PDEs amenable…

Numerical Analysis · Mathematics 2025-04-30 Nicolas Boullé , Alex Townsend

Neural operators are a popular technique in scientific machine learning to learn a mathematical model of the behavior of unknown physical systems from data. Neural operators are especially useful to learn solution operators associated with…

Numerical Analysis · Mathematics 2022-08-05 Nicolas Boullé , Seick Kim , Tianyi Shi , Alex Townsend

Bayesian inference for inverse problems involves computing expectations under posterior distributions -- e.g., posterior means, variances, or predictive quantities -- typically via Monte Carlo (MC) estimation. When the quantity of interest…

Machine Learning · Statistics 2026-02-26 Ali Siahkoohi , Hyunwoo Oh

This paper proposes a novel kernel approach to linear dimension reduction for supervised learning. The purpose of the dimension reduction is to find directions in the input space to explain the output as effectively as possible. The…

Machine Learning · Statistics 2011-09-05 Kenji Fukumizu , Chenlei Leng