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The algorithms used to train neural networks, like stochastic gradient descent (SGD), have close parallels to natural processes that navigate a high-dimensional parameter space -- for example protein folding or evolution. Our study uses a…

Machine Learning · Computer Science 2023-06-07 Shishir Adhikari , Alkan Kabakçıoğlu , Alexander Strang , Deniz Yuret , Michael Hinczewski

Partial Differential Equations (PDEs) with high dimensionality are commonly encountered in computational physics and engineering. However, finding solutions for these PDEs can be computationally expensive, making model-order reduction…

Machine Learning · Statistics 2023-03-07 Sebastian Kaltenbach , Phaedon-Stelios Koutsourelakis , Petros Koumoutsakos

Dynamical systems are essential to model various phenomena in physics, finance, economics, and are also of current interest in machine learning. A central modeling task is investigating parameter sensitivity, whether tuning atmospheric…

Numerical Analysis · Mathematics 2026-01-14 Rishi Leburu , Levon Nurbekyan , Lars Ruthotto

We describe a method for the identification of models for dynamical systems from observational data. The method is based on the concept of symbolic regression and uses genetic programming to evolve a system of ordinary differential…

Machine Learning · Computer Science 2021-07-14 Gabriel Kronberger , Lukas Kammerer , Michael Kommenda

The time evolution of dynamical systems is frequently described by ordinary differential equations (ODEs), which must be solved for given initial conditions. Most standard approaches numerically integrate ODEs producing a single solution…

Machine Learning · Computer Science 2020-06-26 Cedric Flamant , Pavlos Protopapas , David Sondak

Foundation models for partial differential equations (PDEs) have emerged as powerful surrogates pre-trained on diverse physical systems, but adapting them to new downstream tasks remains challenging due to limited task-specific data and…

Machine Learning · Computer Science 2026-03-17 Vlad Medvedev , Leon Armbruster , Christopher Straub , Georg Kruse , Andreas Rosskopf

Many engineering problems involve learning hidden dynamics from indirect observations, where the physical processes are described by systems of partial differential equations (PDE). Gradient-based optimization methods are considered…

Numerical Analysis · Mathematics 2019-12-17 Kailai Xu , Dongzhuo Li , Eric Darve , Jerry M. Harris

Ordinary differential equations (ODEs) are foundational in modeling intricate dynamics across a gamut of scientific disciplines. Yet, a possibility to represent a single phenomenon through multiple ODE models, driven by different…

Methodology · Statistics 2023-09-01 Itai Dattner , Shota Gugushvili , Oleksandr Laskorunskyi

Many real-world systems are modelled using complex ordinary differential equations (ODEs). However, the dimensionality of these systems can make them challenging to analyze. Dimensionality reduction techniques like Proper Orthogonal…

Computational Engineering, Finance, and Science · Computer Science 2025-02-26 Abhishek Ajayakumar , Soumyendu Raha

Many scientific and industrial applications require solving Partial Differential Equations (PDEs) to describe the physical phenomena of interest. Some examples can be found in the fields of aerodynamics, astrodynamics, combustion and many…

Computational Physics · Physics 2019-12-11 Juan B. Pedro , Juan Maroñas , Roberto Paredes

Optimal control problems naturally arise in many scientific applications where one wishes to steer a dynamical system from a certain initial state $\mathbf{x}_0$ to a desired target state $\mathbf{x}^*$ in finite time $T$. Recent advances…

Machine Learning · Computer Science 2022-09-20 Lucas Böttcher , Thomas Asikis

Machine learning techniques have recently been of great interest for solving differential equations. Training these models is classically a data-fitting task, but knowledge of the expression of the differential equation can be used to…

Dynamical Systems · Mathematics 2024-07-26 James H. Adler , Samuel Hocking , Xiaozhe Hu , Shafiqul Islam

Forecasting time series and time-dependent data is a common problem in many applications. One typical example is solving ordinary differential equation (ODE) systems $\dot{x}=F(x)$. Oftentimes the right hand side function $F(x)$ is not…

Computational Physics · Physics 2019-10-14 Artem Chashchin , Mikhail Botchev , Ivan Oseledets , George Ovchinnikov

In the last decade, the scientific community has devolved its attention to the deployment of data-driven approaches in scientific research to provide accurate and reliable analysis of a plethora of phenomena. Most notably, Physics-informed…

Machine Learning · Computer Science 2023-06-21 Mattia Silvestri , Federico Baldo , Eleonora Misino , Michele Lombardi

Recent years have witnessed significant progress in developing effective training and fast sampling techniques for diffusion models. A remarkable advancement is the use of stochastic differential equations (SDEs) and their…

Computer Vision and Pattern Recognition · Computer Science 2024-08-26 Defang Chen , Zhenyu Zhou , Jian-Ping Mei , Chunhua Shen , Chun Chen , Can Wang

Neuroscientists fit morphologically and biophysically detailed neuron simulations to physiological data, often using evolutionary algorithms. However, such gradient-free approaches are computationally expensive, making convergence slow when…

Neurons and Cognition · Quantitative Biology 2024-07-23 Ilenna Simone Jones , Konrad Paul Kording

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

Learning multi-agent system dynamics has been extensively studied for various real-world applications, such as molecular dynamics in biology. Most of the existing models are built to learn single system dynamics from observed historical…

Machine Learning · Computer Science 2023-07-11 Zijie Huang , Yizhou Sun , Wei Wang

Stochastic differential equations (SDEs) are a ubiquitous modeling framework that finds applications in physics, biology, engineering, social science, and finance. Due to the availability of large-scale data sets, there is growing interest…

Machine Learning · Statistics 2025-03-04 Ziheng Guo , James Greene , Ming Zhong

Dosing models often use differential equations to model biological dynamics. Neural differential equations in particular can learn to predict the derivative of a process, which permits predictions at irregular points of time. However, this…

Machine Learning · Computer Science 2023-06-27 Stav Belogolovsky , Ido Greenberg , Danny Eytan , Shie Mannor