Related papers: A Deep Learning Approach for the solution of Proba…

We propose a neural network-based meta-learning method to efficiently solve partial differential equation (PDE) problems. The proposed method is designed to meta-learn how to solve a wide variety of PDE problems, and uses the knowledge for…

We present a deep learning emulator for stochastic and chaotic spatio-temporal systems, explicitly conditioned on the parameter values of the underlying partial differential equations (PDEs). Our approach involves pre-training the model on…

In this work, we propose a new deep learning-based scheme for solving high dimensional nonlinear backward stochastic differential equations (BSDEs). The idea is to reformulate the problem as a global optimization, where the local loss…

Harnessing data to discover the underlying governing laws or equations that describe the behavior of complex physical systems can significantly advance our modeling, simulation and understanding of such systems in various science and…

Many real-world applications demand accurate and fast predictions, as well as reliable uncertainty estimates. However, quantifying uncertainty on high-dimensional predictions is still a severely under-investigated problem, especially when…

The data-centric construction of inexpensive surrogates for fine-grained, physical models has been at the forefront of computational physics due to its significant utility in many-query tasks such as uncertainty quantification. Recent…

Deep learning-based surrogate models have demonstrated remarkable advantages over classical solvers in terms of speed, often achieving speedups of 10 to 1000 times over traditional partial differential equation (PDE) solvers. However, a…

Multiscale stochastic dynamical systems have been widely adopted to a variety of scientific and engineering problems due to their capability of depicting complex phenomena in many real world applications. This work is devoted to…

System identification in scenarios where the observed number of variables is less than the degrees of freedom in the dynamics is an important challenge. In this work we tackle this problem by using a recognition network to increase the…

A surrogate model approximates the outputs of a solver of Partial Differential Equations (PDEs) with a low computational cost. In this article, we propose a method to build learning-based surrogates in the context of parameterized PDEs,…

Modeling complex spatiotemporal dynamical systems, such as the reaction-diffusion processes, have largely relied on partial differential equations (PDEs). However, due to insufficient prior knowledge on some under-explored dynamical…

In this article, we introduce and analyze a deep learning based approximation algorithm for SPDEs. Our approach employs neural networks to approximate the solutions of SPDEs along given realizations of the driving noise process. If applied…

Microstructure evolution, which plays a critical role in determining materials properties, is commonly simulated by the high-fidelity but computationally expensive phase-field method. To address this, we approximate microstructure evolution…

Surrogate models are used to alleviate the computational burden in engineering tasks, which require the repeated evaluation of computationally demanding models of physical systems, such as the efficient propagation of uncertainties. For…

In this paper we introduce a novel way of estimating prediction uncertainty in deep networks through the use of uncertainty surrogates. These surrogates are features of the penultimate layer of a deep network that are forced to match…

In this paper, we present an initial attempt to learn evolution PDEs from data. Inspired by the latest development of neural network designs in deep learning, we propose a new feed-forward deep network, called PDE-Net, to fulfill two…

In recent years, the researches about solving partial differential equations (PDEs) based on artificial neural network have attracted considerable attention. In these researches, the neural network models are usually designed depend on…

Data-driven discovery of partial differential equations (PDEs) has attracted increasing attention in recent years. Although significant progress has been made, certain unresolved issues remain. For example, for PDEs with high-order…

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…

Conditional density estimation (CDE) is the task of estimating the probability of an event conditioned on some inputs. A neural network (NN) can also be used to compute the output distribution for continuous-domain, which can be viewed as…