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Non-autonomous differential equations are crucial for modeling systems influenced by external signals, yet fitting these models to data becomes particularly challenging when the signals change abruptly. To address this problem, we propose a…

Machine Learning · Computer Science 2025-07-10 Hyeontae Jo , Krešimir Josić , Jae Kyoung Kim

In Diffusion Probabilistic Models (DPMs), the task of modeling the score evolution via a single time-dependent neural network necessitates extended training periods and may potentially impede modeling flexibility and capacity. To counteract…

Machine Learning · Computer Science 2023-06-06 Etrit Haxholli , Marco Lorenzi

While exogenous variables have a major impact on performance improvement in time series analysis, inter-series correlation and time dependence among them are rarely considered in the present continuous methods. The dynamical systems of…

Machine Learning · Computer Science 2023-09-26 Penglei Gao , Xi Yang , Rui Zhang , Ping Guo , John Y. Goulermas , Kaizhu Huang

We propose a neural network-based algorithm for solving forward and inverse problems for partial differential equations in unsupervised fashion. The solution is approximated by a deep neural network which is the minimizer of a cost…

Machine Learning · Computer Science 2019-04-12 Leah Bar , Nir Sochen

In the midst of the neural network's success in solving partial differential equations, tackling eigenvalue problems using neural networks remains a challenging task. However, the Physics Constrained-General Inverse Power Method Neural…

Numerical Analysis · Mathematics 2024-11-26 Shupei Yu , Qiaolin He , Shiquan Zhang , Qihong Yang , Yu Yang , Helin Gong

In this paper, we present a theoretical and computational workflow for the non-parametric Bayesian inference of drift and diffusion functions of autonomous diffusion processes. We base the inference on the partial differential equations…

Computational Engineering, Finance, and Science · Computer Science 2024-11-05 Maximilian Kruse , Sebastian Krumscheid

Partial differential equations (PDEs) play a crucial role in studying a vast number of problems in science and engineering. Numerically solving nonlinear and/or high-dimensional PDEs is often a challenging task. Inspired by the traditional…

Numerical Analysis · Mathematics 2022-01-11 Yihao Hu , Tong Zhao , Shixin Xu , Zhiliang Xu , Lizhen Lin

We develop a class of data-driven generative models that approximate the solution operator for parameter-dependent partial differential equations (PDE). We propose a novel probabilistic formulation of the operator learning problem based on…

Numerical Analysis · Mathematics 2026-04-21 Ting Wang , Petr Plechac , Jaroslaw Knap

In many mechanistic medical, biological, physical and engineered spatiotemporal dynamic models the numerical solution of partial differential equations (PDEs) can make simulations impractically slow. Biological models require the…

Soft Condensed Matter · Physics 2021-02-11 J. Quetzalcóatl Toledo-Marín , Geoffrey Fox , James P. Sluka , James A. Glazier

As the dimension of a system increases, traditional methods for control and differential games rapidly become intractable, making the design of safe autonomous agents challenging in complex or team settings. Deep-learning approaches avoid…

Optimization and Control · Mathematics 2025-04-29 William Sharpless , Zeyuan Feng , Somil Bansal , Sylvia Herbert

We present a data-enabled physics-informed neural network (DEPINN) with comprehensive numerical study for solving industrial scale neutron diffusion eigenvalue problems (NDEPs). In order to achieve an engineering acceptable accuracy for…

Computational Physics · Physics 2022-11-15 Yu Yang , Helin Gong , Shiquan Zhang , Qihong Yang , Zhang Chen , Qiaolin He , Qing Li

Physics-informed neural networks (PINNs) were recently proposed in [1] as an alternative way to solve partial differential equations (PDEs). A neural network (NN) represents the solution while a PDE-induced NN is coupled to the solution NN,…

Computational Physics · Physics 2019-10-22 Xiaoli Chen , Jinqiao Duan , George Em Karniadakis

We present a novel approach to accelerate iterative methods to solve nonlinear Schr\"odinger eigenvalue problems using neural networks. Nonlinear eigenvector problems are fundamental in quantum mechanics and other fields, yet conventional…

Numerical Analysis · Mathematics 2025-07-23 Daniel Peterseim , Jan-F. Pietschmann , Jonas Püschel , Kilian Ruess

To combine a feedforward neural network (FNN) and Lie group (symmetry) theory of differential equations (DEs), an alternative artificial NN approach is proposed to solve the initial value problems (IVPs) of ordinary DEs (ODEs). Introducing…

Numerical Analysis · Mathematics 2022-05-04 Ying Wen , Temuer Chaolu , Xiangsheng Wang

Using a combination of recurrent neural networks and signature methods from the rough paths theory we design efficient algorithms for solving parametric families of path dependent partial differential equations (PPDEs) that arise in pricing…

Computational Finance · Quantitative Finance 2020-11-24 Marc Sabate-Vidales , David Šiška , Lukasz Szpruch

Numerical methods for the transmission eigenvalue problems are hot topics in recent years. Based on the work of Lin and Xie [Math. Comp., 84(2015), pp. 71-88], we build a multigrid method to solve the problems. With our method, we only need…

Numerical Analysis · Mathematics 2016-01-12 Jiayu Han , Yidu Yang , Hai Bi

We propose a methodology that combines generative latent diffusion models with physics-informed machine learning to generate solutions of parametric partial differential equations (PDEs) conditioned on partial observations, which includes,…

Machine Learning · Computer Science 2026-02-11 Davide Gallon , Philippe von Wurstemberger , Patrick Cheridito , Arnulf Jentzen

Many types of physics-informed neural network models have been proposed in recent years as approaches for learning solutions to differential equations. When a particular task requires solving a differential equation at multiple…

Machine Learning · Computer Science 2021-11-02 Filipe de Avila Belbute-Peres , Yi-fan Chen , Fei Sha

Eigenvalue problems have a distinctive forward-inverse structure and are fundamental to characterizing a system's thermal response, stability, and natural modes. Physics-Informed Neural Networks (PINNs) offer a mesh-free alternative for…

Machine Learning · Computer Science 2025-11-04 Akshay Sai Banderwaar , Abhishek Gupta

Solving large-scale eigenvalue problems poses a significant challenge due to the computational complexity and limitations on the parallel scalability of the orthogonalization operation, when many eigenpairs are required. In this paper, we…

Numerical Analysis · Mathematics 2025-11-11 Tianyang Chu , Xiaoying Dai , Shengyue Wang , Aihui Zhou