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Over the last few years, several works have proposed deep learning architectures to learn dynamical systems from observation data with no or little knowledge of the underlying physics. A line of work relies on learning representations where…

Machine Learning · Computer Science 2023-03-14 Anthony Frion , Lucas Drumetz , Mauro Dalla Mura , Guillaume Tochon , Abdeldjalil Aissa El Bey

The evolution of dynamical systems is generically governed by nonlinear partial differential equations (PDEs), whose solution, in a simulation framework, requires vast amounts of computational resources. In this work, we present a novel…

Machine Learning · Computer Science 2023-09-01 Michael Rotman , Amit Dekel , Ran Ilan Ber , Lior Wolf , Yaron Oz

This work presents a physics-informed deep learning-based super-resolution framework to enhance the spatio-temporal resolution of the solution of time-dependent partial differential equations (PDE). Prior works on deep learning-based…

Machine Learning · Computer Science 2022-12-09 Rajat Arora , Ankit Shrivastava

The modeling and simulation of high-dimensional multiscale systems is a critical challenge across all areas of science and engineering. It is broadly believed that even with today's computer advances resolving all spatiotemporal scales…

Machine Learning · Statistics 2023-09-13 Emmanuel Menier , Sebastian Kaltenbach , Mouadh Yagoubi , Marc Schoenauer , Petros Koumoutsakos

We propose a machine learning framework to accelerate numerical computations of time-dependent ODEs and PDEs. Our method is based on recasting (generalizations of) existing numerical methods as artificial neural networks, with a set of…

Numerical Analysis · Mathematics 2019-03-08 Siddhartha Mishra

I propose a novel framework that integrates stochastic differential equations (SDEs) with deep generative models to improve uncertainty quantification in machine learning applications involving structured and temporal data. This approach,…

Machine Learning · Statistics 2026-01-09 James Rice

Periodic time series (PTS) forecasting plays a crucial role in a variety of industries to foster critical tasks, such as early warning, pre-planning, resource scheduling, etc. However, the complicated dependencies of the PTS signal on its…

Machine Learning · Computer Science 2022-03-16 Wei Fan , Shun Zheng , Xiaohan Yi , Wei Cao , Yanjie Fu , Jiang Bian , Tie-Yan Liu

We present two approaches to system identification, i.e. the identification of partial differential equations (PDEs) from measurement data. The first is a regression-based Variational System Identification procedure that is advantageous in…

Computational Physics · Physics 2024-03-28 Zhenlin Wang , Bowei Wu , Krishna Garikipati , Xun Huan

Deep Learning (DL) models can be used to tackle time series analysis tasks with great success. However, the performance of DL models can degenerate rapidly if the data are not appropriately normalized. This issue is even more apparent when…

Computational Finance · Quantitative Finance 2019-09-24 Nikolaos Passalis , Anastasios Tefas , Juho Kanniainen , Moncef Gabbouj , Alexandros Iosifidis

Design and optimal control problems are among the fundamental, ubiquitous tasks we face in science and engineering. In both cases, we aim to represent and optimize an unknown (black-box) function that associates a performance/outcome to a…

Machine Learning · Computer Science 2021-10-27 Sifan Wang , Mohamed Aziz Bhouri , Paris Perdikaris

Learning the dynamics of robots from data can help achieve more accurate tracking controllers, or aid their navigation algorithms. However, when the actual dynamics of the robots change due to external conditions, on-line adaptation of…

Robotics · Computer Science 2019-03-14 Bilal Wehbe , Marc Hildebrandt , Frank Kirchner

Across numerous applications, forecasting relies on numerical solvers for partial differential equations (PDEs). Although the use of deep-learning techniques has been proposed, actual applications have been restricted by the fact the…

Machine Learning · Computer Science 2020-01-28 Philipp Haehnel , Jakub Marecek , Julien Monteil , Fearghal O'Donncha

Fractional Differential Equations (FDEs) are essential tools for modelling complex systems in science and engineering. They extend the traditional concepts of differentiation and integration to non-integer orders, enabling a more precise…

Machine Learning · Computer Science 2025-03-27 C. Coelho , M. Fernanda P. Costa , L. L. Ferrás

Recent work in deep learning focuses on solving physical systems in the Ordinary Differential Equation or Partial Differential Equation. This current work proposed a variant of Convolutional Neural Networks (CNNs) that can learn the hidden…

Machine Learning · Computer Science 2021-11-02 Mansura Habiba , Barak A. Pearlmutter

Sequential modelling of high-dimensional data is an important problem that appears in many domains including model-based reinforcement learning and dynamics identification for control. Latent variable models applied to sequential data…

Machine Learning · Computer Science 2023-01-23 Oliver Limoyo , Trevor Ablett , Jonathan Kelly

This paper presents a linear dynamical operator described in terms of a rational transfer function, endowed with a well-defined and efficient back-propagation behavior for automatic derivatives computation. The operator enables end-to-end…

Machine Learning · Computer Science 2021-04-21 Dario Piga , Marco Forgione , Manas Mejari

Regression problems with time-series predictors are common in banking and many other areas of application. In this paper, we use multi-head attention networks to develop interpretable features and use them to achieve good predictive…

Machine Learning · Computer Science 2022-05-26 Tianjie Wang , Jie Chen , Joel Vaughan , Vijayan N. Nair

Empirically observed time series in physics, biology, or medicine, are commonly generated by some underlying dynamical system (DS) which is the target of scientific interest. There is an increasing interest to harvest machine learning…

Machine Learning · Computer Science 2022-07-07 Daniel Kramer , Philine Lou Bommer , Carlo Tombolini , Georgia Koppe , Daniel Durstewitz

Modeling dynamical systems is important in many disciplines, e.g., control, robotics, or neurotechnology. Commonly the state of these systems is not directly observed, but only available through noisy and potentially high-dimensional…

Machine Learning · Statistics 2014-10-29 Niklas Wahlström , Thomas B. Schön , Marc Peter Deisenroth

In this paper, we introduce PDE-LEARN, a novel deep learning algorithm that can identify governing partial differential equations (PDEs) directly from noisy, limited measurements of a physical system of interest. PDE-LEARN uses a Rational…

Machine Learning · Computer Science 2023-02-13 Robert Stephany , Christopher Earls