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We propose new machine learning schemes for solving high dimensional nonlinear partial differential equations (PDEs). Relying on the classical backward stochastic differential equation (BSDE) representation of PDEs, our algorithms estimate…

Probability · Mathematics 2020-06-08 Côme Huré , Huyên Pham , Xavier Warin

Inspired by applications in optimal control of semilinear elliptic partial differential equations and physics-integrated imaging, differential equation constrained optimization problems with constituents that are only accessible through…

Optimization and Control · Mathematics 2020-08-26 Guozhi Dong , Michael Hintermueller , Kostas Papafitsoros

Differential equations in general and neural ODEs in particular are an essential technique in continuous-time system identification. While many deterministic learning algorithms have been designed based on numerical integration via the…

Machine Learning · Computer Science 2021-10-18 Lenart Treven , Philippe Wenk , Florian Dörfler , Andreas Krause

Several widely-used first-order saddle-point optimization methods yield an identical continuous-time ordinary differential equation (ODE) that is identical to that of the Gradient Descent Ascent (GDA) method when derived naively. However,…

Optimization and Control · Mathematics 2023-08-01 Tatjana Chavdarova , Michael I. Jordan , Manolis Zampetakis

We propose a novel machine learning framework for solving optimization problems governed by large-scale partial differential equations (PDEs) with high-dimensional random parameters. Such optimization under uncertainty (OUU) problems may be…

Optimization and Control · Mathematics 2023-06-01 Dingcheng Luo , Thomas O'Leary-Roseberry , Peng Chen , Omar Ghattas

When using Neural Networks as trial functions to numerically solve PDEs, a key choice to be made is the loss function to be minimised, which should ideally correspond to a norm of the error. In multiple problems, this error norm coincides…

Numerical Analysis · Mathematics 2022-10-26 Jamie M. Taylor , David Pardo , Ignacio Muga

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

Solving inverse and optimization problems over solutions of nonlinear partial differential equations (PDEs) on complex spatial domains is a long-standing challenge. Here we introduce a method that parameterizes the solution using spectral…

Numerical Analysis · Mathematics 2025-10-30 James V. Roggeveen , Michael P. Brenner

We propose a scalable preconditioned primal-dual hybrid gradient algorithm for solving partial differential equations (PDEs). We multiply the PDE with a dual test function to obtain an inf-sup problem whose loss functional involves…

Numerical Analysis · Mathematics 2026-05-26 Shu Liu , Stanley Osher , Wuchen Li

In the present work, a multi-scale framework for neural network enhanced methods is proposed for approximation of function and solution of partial differential equations (PDEs). By introducing the multi-scale concept, the total solution of…

Numerical Analysis · Mathematics 2022-09-07 Xiaodan Ren

Finding accurate solutions to partial differential equations (PDEs) is a crucial task in all scientific and engineering disciplines. It has recently been shown that machine learning methods can improve the solution accuracy by correcting…

Computational Physics · Physics 2021-01-06 Kiwon Um , Robert Brand , Yun , Fei , Philipp Holl , Nils Thuerey

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

This paper proposes the use of spectral element methods \citep{canuto_spectral_1988} for fast and accurate training of Neural Ordinary Differential Equations (ODE-Nets; \citealp{Chen2018NeuralOD}) for system identification. This is achieved…

Neural and Evolutionary Computing · Computer Science 2020-01-20 Alessio Quaglino , Marco Gallieri , Jonathan Masci , Jan Koutník

In this set of papers we formulate a stand alone method to derive maximal number of linearizing transformations for nonlinear ordinary differential equations (ODEs) of any order including coupled ones from a knowledge of fewer number of…

Exactly Solvable and Integrable Systems · Physics 2012-01-26 V. K. Chandrasekar , M. Senthilvelan , M. Lakshmanan

Solutions of partial differential equations (PDEs) on manifolds have provided important applications in different fields in science and engineering. Existing methods are majorly based on discretization of manifolds as implicit functions,…

Numerical Analysis · Mathematics 2017-08-03 Rongjie Lai , Jia Li

Recent advances in solving ordinary differential equations (ODEs) with neural networks have been remarkable. Neural networks excel at serving as trial functions and approximating solutions within functional spaces, aided by gradient…

Machine Learning · Computer Science 2024-02-01 Chenxin Qin , Ruhao Liu , Maocai Li , Shengyuan Li , Yi Liu , Chichun Zhou

Existing operator learning methods rely on supervised training with high-fidelity simulation data, introducing significant computational cost. In this work, we propose the deep Onsager operator learning (DOOL) method, a novel unsupervised…

Machine Learning · Computer Science 2025-08-12 Zhipeng Chang , Zhenye Wen , Xiaofei Zhao

Differential equations on metric graphs can describe many phenomena in the physical world but also the spread of information on social media. To efficiently compute the solution is a hard task in numerical analysis. Solving a design…

Optimization and Control · Mathematics 2019-07-19 Martin Stoll , Max Winkler

Neural operators have emerged as promising surrogate models for solving partial differential equations (PDEs), but struggle to generalise beyond training distributions and are often constrained to a fixed temporal discretisation. This work…

This study investigates the use of continuous-time dynamical systems for sparse signal recovery. The proposed dynamical system is in the form of a nonlinear ordinary differential equation (ODE) derived from the gradient flow of the Lasso…

Information Theory · Computer Science 2023-03-30 Tadashi Wadayama , Ayano Nakai-Kasai