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In recent years, data-driven methods have been developed to learn dynamical systems and partial differential equations (PDE). The goal of such work is discovering unknown physics and the corresponding equations. However, prior to achieving…

Machine Learning · Statistics 2021-02-17 Hao Xu , Haibin Chang , Dongxiao Zhang

Multiscale and multiphysics problems need novel numerical methods in order for them to be solved correctly and predictively. To that end, we develop a wavelet based technique to solve a coupled system of nonlinear partial differential…

Numerical Analysis · Mathematics 2023-03-22 Cale Harnish , Luke Dalessandro , Karel Matous , Daniel Livescu

We present a convolutional framework which significantly reduces the complexity and thus, the computational effort for distributed reinforcement learning control of dynamical systems governed by partial differential equations (PDEs).…

Machine Learning · Computer Science 2023-12-27 Sebastian Peitz , Jan Stenner , Vikas Chidananda , Oliver Wallscheid , Steven L. Brunton , Kunihiko Taira

Partial differential equations (PDEs) are among the most universal and parsimonious descriptions of natural physical laws, capturing a rich variety of phenomenology and multi-scale physics in a compact and symbolic representation. This…

Machine Learning · Computer Science 2023-03-31 Steven L. Brunton , J. Nathan Kutz

In this work, we present a hybrid numerical method for solving evolution partial differential equations (PDEs) by merging the time finite element method with deep neural networks. In contrast to the conventional deep learning-based…

Numerical Analysis · Mathematics 2024-09-05 Xiaodong Feng , Haojiong Shangguan , Tao Tang , Xiaoliang Wan , Tao Zhou

Partial differential equation (PDE)-constrained optimization arises in many scientific and engineering domains, such as energy systems, fluid dynamics and material design. In these problems, the decision variables (e.g., control inputs or…

Machine Learning · Computer Science 2026-01-21 Yusuf Guven , Vincenzo Di Vito , Ferdinando Fioretto

In this work, we present a machine learning approach for reducing the error when numerically solving time-dependent partial differential equations (PDE). We use a fully convolutional LSTM network to exploit the spatiotemporal dynamics of…

Machine Learning · Computer Science 2020-02-11 Ben Stevens , Tim Colonius

In this paper, we consider the problem of learning prediction models for spatiotemporal physical processes driven by unknown partial differential equations (PDEs). We propose a deep learning framework that learns the underlying dynamics and…

Machine Learning · Statistics 2021-05-04 Priyabrata Saha , Saibal Mukhopadhyay

Neural solvers for partial differential equations (PDEs) have great potential to generate fast and accurate physics solutions, yet their practicality is currently limited by their generalizability. PDEs evolve over broad scales and exhibit…

Machine Learning · Computer Science 2024-12-06 Anthony Zhou , Amir Barati Farimani

Latent ODE models provide flexible descriptions of dynamic systems, but they can struggle with extrapolation and predicting complicated non-linear dynamics. The latent ODE approach implicitly relies on encoders to identify unknown system…

Machine Learning · Computer Science 2024-10-14 Matt L. Sampson , Peter Melchior

Numerical solutions of partial differential equations (PDEs) require expensive simulations, limiting their application in design optimization, model-based control, and large-scale inverse problems. Surrogate modeling techniques seek to…

Computational Physics · Physics 2022-05-18 James Duvall , Karthik Duraisamy , Shaowu Pan

We propose a novel type of nonlinear solver acceleration for systems of nonlinear partial differential equations (PDEs) that is based on online/adaptive learning. It is applied in the context of multiphase flow in porous media. The proposed…

Machine Learning · Computer Science 2025-04-28 Vinicius L S Silva , Pablo Salinas , Claire E Heaney , Matthew Jackson , Christopher C Pain

We present a method for learning latent stochastic differential equations (SDEs) from high-dimensional time series data. Given a high-dimensional time series generated from a lower dimensional latent unknown It\^o process, the proposed…

Machine Learning · Statistics 2021-11-30 Ali Hasan , João M. Pereira , Sina Farsiu , Vahid Tarokh

Accurately solving partial differential equations (PDEs) is critical to understanding complex scientific and engineering phenomena, yet traditional numerical solvers are computationally expensive. Surrogate models offer a more efficient…

Machine Learning · Computer Science 2026-04-17 Yegon Kim , Hyunsu Kim , Gyeonghoon Ko , Juho Lee

Automated analysis of complex systems based on multiple readouts remains a challenge. Change point detection algorithms are aimed to locating abrupt changes in the time series behaviour of a process. In this paper, we present a novel change…

Machine Learning · Computer Science 2023-10-05 Artem Ryzhikov , Mikhail Hushchyn , Denis Derkach

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

Partial differential equations (PDEs) are instrumental for modeling dynamical systems in science and engineering. The advent of neural networks has initiated a significant shift in tackling these complexities though challenges in accuracy…

Machine Learning · Computer Science 2024-06-07 Zhuo Chen , Jacob McCarran , Esteban Vizcaino , Marin Soljačić , Di Luo

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

Partial differential equations (PDEs) play a central role in describing many physical phenomena. Various scientific and engineering applications demand a versatile and differentiable PDE solver that can quickly generate solutions with…

Many important problems in science and engineering require solving the so-called parametric partial differential equations (PDEs), i.e., PDEs with different physical parameters, boundary conditions, shapes of computational domains, etc.…

Numerical Analysis · Mathematics 2024-02-06 Zhanhong Ye , Xiang Huang , Hongsheng Liu , Bin Dong