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The data-driven discovery of partial differential equations (PDEs) consistent with spatiotemporal data is experiencing a rebirth in machine learning research. Training deep neural networks to learn such data-driven partial differential…

Numerical Analysis · Mathematics 2020-11-10 Hassan Arbabi , Judith E. Bunder , Giovanni Samaey , Anthony J. Roberts , Ioannis G. Kevrekidis

We use differential equations based approaches to provide some {\it \textbf{physics}} insights into analyzing the dynamics of popular optimization algorithms in machine learning. In particular, we study gradient descent, proximal gradient…

Machine Learning · Computer Science 2018-10-26 Lin F. Yang , R. Arora , V. Braverman , Tuo Zhao

The conjoining of dynamical systems and deep learning has become a topic of great interest. In particular, neural differential equations (NDEs) demonstrate that neural networks and differential equation are two sides of the same coin.…

Machine Learning · Computer Science 2022-02-08 Patrick Kidger

Equations governing physico-chemical processes are usually known at microscopic spatial scales, yet one suspects that there exist equations, e.g. in the form of Partial Differential Equations (PDEs), that can explain the system evolution at…

Machine Learning · Statistics 2021-03-31 Hassan Arbabi , Ioannis Kevrekidis

Neural differential equations offer a powerful approach for learning dynamics from data. However, they do not impose known constraints that should be obeyed by the learned model. It is well-known that enforcing constraints in surrogate…

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

Differential equations are a ubiquitous tool to study dynamics, ranging from physical systems to complex systems, where a large number of agents interact through a graph with non-trivial topological features. Data-driven approximations of…

Statistical Mechanics · Physics 2024-04-26 Vaiva Vasiliauskaite , Nino Antulov-Fantulin

Neural Ordinary Differential Equations (Neural ODEs) represent continuous-time dynamics with neural networks, offering advancements for modeling and control tasks. However, training Neural ODEs requires solving differential equations at…

Machine Learning · Computer Science 2025-02-24 Mariia Shapovalova , Calvin Tsay

Efficient and robust optimization is essential for neural networks, enabling scientific machine learning models to converge rapidly to very high accuracy -- faithfully capturing complex physical behavior governed by differential equations.…

Physical systems whose dynamics are governed by partial differential equations (PDEs) find applications in numerous fields, from engineering design to weather forecasting. The process of obtaining the solution from such PDEs may be…

Machine Learning · Computer Science 2022-09-21 Pratyush Bhatt , Yash Kumar , Azzeddine Soulaimani

We explore in detail a method to solve ordinary differential equations using feedforward neural networks. We prove a specific loss function, which does not require knowledge of the exact solution, to be a suitable standard metric to…

Computational Physics · Physics 2020-06-02 Liam L. H. Lau , Denis Werth

The modern machine learning methods allow one to obtain the data-driven models in various ways. However, the more complex the model is, the harder it is to interpret. In the paper, we describe the algorithm for the mathematical equations…

Neural and Evolutionary Computing · Computer Science 2021-09-09 Alexander Hvatov , Mikhail Maslyaev

We propose a machine learning framework to accelerate numerical computations of time-dependent ODEs and PDEs. Our method is based on recasting (generalizations of) existing numerical methods as artificial neural networks, with a set of…

Numerical Analysis · Mathematics 2019-03-08 Siddhartha Mishra

Developing efficient numerical algorithms for the solution of high dimensional random Partial Differential Equations (PDEs) has been a challenging task due to the well-known curse of dimensionality. We present a new solution framework for…

Machine Learning · Computer Science 2019-10-17 Mohammad Amin Nabian , Hadi Meidani

In this work, we study physics-informed neural networks (PINNs) constrained by partial differential equations (PDEs) and their application in approximating PDEs with two characteristic scales. From a continuous perspective, our formulation…

Optimization and Control · Mathematics 2024-09-06 Michael Hintermüller , Denis Korolev

This report investigates the fitting of the Hessian or its inverse for stochastic optimizations using a Hessian fitting criterion derived from the preconditioned stochastic gradient descent (PSGD) method. This criterion is closely related…

Machine Learning · Statistics 2025-12-02 Xi-Lin Li

Neural Ordinary Differential Equations (Neural ODEs) represent a significant breakthrough in deep learning, promising to bridge the gap between machine learning and the rich theoretical frameworks developed in various mathematical fields…

Machine Learning · Computer Science 2024-09-24 Jaouad Dabounou

Advances in differentiable numerical integrators have enabled the use of gradient descent techniques to learn ordinary differential equations (ODEs). In the context of machine learning, differentiable solvers are central for Neural ODEs…

Machine Learning · Computer Science 2021-07-06 Weiming Zhi , Tin Lai , Lionel Ott , Edwin V. Bonilla , Fabio Ramos

Neural ordinary differential equations (NODEs) -- parametrizations of differential equations using neural networks -- have shown tremendous promise in learning models of unknown continuous-time dynamical systems from data. However, every…

Machine Learning · Computer Science 2023-01-02 Franck Djeumou , Cyrus Neary , Eric Goubault , Sylvie Putot , Ufuk Topcu

Fractional Differential Equations (FDEs) are essential tools for modelling complex systems in science and engineering. They extend the traditional concepts of differentiation and integration to non-integer orders, enabling a more precise…

Machine Learning · Computer Science 2025-03-27 C. Coelho , M. Fernanda P. Costa , L. L. Ferrás