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Modern single-particle-tracking techniques produce extensive time-series of diffusive motion in a wide variety of systems, from single-molecule motion in living-cells to movement ecology. The quest is to decipher the physical mechanisms…

Statistical Mechanics · Physics 2023-09-14 Henrik Seckler , Ralf Metzler

We construct a reduced, data-driven, parameter dependent effective Stochastic Differential Equation (eSDE) for electric-field mediated colloidal crystallization using data obtained from Brownian Dynamics Simulations. We use Diffusion Maps…

We focus on the control of unknown Partial Differential Equations (PDEs). The system dynamics is unknown, but we assume we are able to observe its evolution for a given control input, as typical in a Reinforcement Learning framework. We…

Optimization and Control · Mathematics 2023-08-09 Alessandro Alla , Agnese Pacifico , Michele Palladino , Andrea Pesare

Data availability has dramatically increased in recent years, driving model-based control methods to exploit learning techniques for improving the system description, and thus control performance. Two key factors that hinder the practical…

Systems and Control · Electrical Eng. & Systems 2022-11-22 Elena Arcari , Andrea Carron , Melanie N. Zeilinger

Deep Gaussian process models typically employ discrete hierarchies, but recent advancements in differential Gaussian processes (DiffGPs) have extended these models to infinite depths. However, existing DiffGP approaches often overlook the…

Machine Learning · Computer Science 2025-12-16 Jian Xu , Zhiqi Lin , Min Chen , Junmei Yang , Delu Zeng , John Paisley

We propose a new approach to learning the subgrid-scale model when simulating partial differential equations (PDEs) solved by the method of lines and their representation in chaotic ordinary differential equations, based on neural ordinary…

Numerical Analysis · Mathematics 2023-04-14 Shinhoo Kang , Emil M. Constantinescu

Flocking refers to collective behavior of a large number of interacting entities, where the interactions between discrete individuals produce collective motion on the large scale. We employ an agent-based model to describe the microscopic…

Numerical Analysis · Mathematics 2020-12-23 Zhiping Mao , Zhen Li , George Em Karniadakis

Many scientific phenomena are modeled by Partial Differential Equations (PDEs). The development of data gathering tools along with the advances in machine learning (ML) techniques have raised opportunities for data-driven identification of…

Machine Learning · Computer Science 2021-05-05 Kazem Meidani , Amir Barati Farimani

We simulate complex fluids by means of an on-the-fly coupling of the bulk rheology to the underlying microstructure dynamics. In particular, a macroscopic continuum model of polymeric fluids is constructed without a pre-specified…

Computational Physics · Physics 2020-05-13 Lifei Zhao , Zhen Li , Bruce Caswell , Jie Ouyang , George Em Karniadakis

A novel class of non-reversible Markov chain Monte Carlo schemes relying on continuous-time piecewise-deterministic Markov Processes has recently emerged. In these algorithms, the state of the Markov process evolves according to a…

Methodology · Statistics 2018-05-16 Paul Vanetti , Alexandre Bouchard-Côté , George Deligiannidis , Arnaud Doucet

Regularizing continual learning techniques is important for anticipating algorithmic behavior under new realizations of data. We introduce a new approach to continual learning by imposing the properties of a parabolic partial differential…

Machine Learning · Computer Science 2025-03-05 Haoming Yang , Ali Hasan , Vahid Tarokh

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

In this work we present a data-driven method for the discovery of parametric partial differential equations (PDEs), thus allowing one to disambiguate between the underlying evolution equations and their parametric dependencies. Group…

Numerical Analysis · Mathematics 2018-06-05 Samuel Rudy , Alessandro Alla , Steven L. Brunton , J. Nathan Kutz

A kernel-based approach for the learning of the solution operator of general nonhomogeneous partial differential equations (PDEs) is proposed. The method incorporates physical priors, typically encoded through the PDE operator, into a…

Numerical Analysis · Mathematics 2026-05-12 Jianyu Hu , Juan-Pablo Ortega

We introduce a generative learning framework to model high-dimensional parametric systems using gradient guidance and virtual observations. We consider systems described by Partial Differential Equations (PDEs) discretized with structured…

Machine Learning · Computer Science 2024-08-02 Han Gao , Sebastian Kaltenbach , Petros Koumoutsakos

We present a novel technique for learning the mass matrices in samplers obtained from discretized dynamics that preserve some energy function. Existing adaptive samplers use Riemannian preconditioning techniques, where the mass matrices are…

Machine Learning · Computer Science 2017-11-08 Anirban Roychowdhury , Srinivasan Parthasarathy

The movement of many organisms can be described as a random walk at either or both the individual and population level. The rules for this random walk are based on complex biological processes and it may be difficult to develop a tractable,…

Biological Physics · Physics 2009-11-11 Radek Erban , Ioannis G. Kevrekidis , Hans G. Othmer

We introduce a simple, rigorous, and unified framework for solving nonlinear partial differential equations (PDEs), and for solving inverse problems (IPs) involving the identification of parameters in PDEs, using the framework of Gaussian…

Numerical Analysis · Mathematics 2021-08-12 Yifan Chen , Bamdad Hosseini , Houman Owhadi , Andrew M Stuart

We introduce a practical method to enforce partial differential equation (PDE) constraints for functions defined by neural networks (NNs), with a high degree of accuracy and up to a desired tolerance. We develop a differentiable…

Machine Learning · Computer Science 2023-04-19 Geoffrey Négiar , Michael W. Mahoney , Aditi S. Krishnapriyan

In this article we design a novel quasi-regression Monte Carlo algorithm in order to approximate the solution of discrete time backward stochastic differential equations (BSDEs), and we analyze the convergence of the proposed method. The…

Numerical Analysis · Mathematics 2024-08-01 E. Gobet , J. G. López-Salas , C. Vázquez