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The implicit biases of gradient-based optimization algorithms are conjectured to be a major factor in the success of modern deep learning. In this work, we investigate the implicit bias of gradient flow and gradient descent in two-layer…

Machine Learning · Computer Science 2022-10-14 Spencer Frei , Gal Vardi , Peter L. Bartlett , Nathan Srebro , Wei Hu

A method for approximating sixth-order ordinary differential equations is proposed, which utilizes a deep learning feedforward artificial neural network, referred to as a neural solver. The efficacy of this unsupervised machine learning…

Numerical Analysis · Mathematics 2025-09-16 Janavi Bhalala , B. Veena S. N. Rao

The numerical solution of high dimensional partial differential equations (PDEs) is severely constrained by the curse of dimensionality (CoD), rendering classical grid--based methods impractical beyond a few dimensions. In recent years,…

Numerical Analysis · Mathematics 2026-01-27 Wenzhong Zhang , Zheyuan Hu , Wei Cai , George EM Karniadakis

This article details a novel numerical scheme to approximate gradient flows for optimal transport (i.e. Wasserstein) metrics. These flows have proved useful to tackle theoretically and numerically non-linear diffusion equations that model…

Optimization and Control · Mathematics 2015-03-10 Gabriel Peyré

Discrete gradient methods are a powerful tool for the time discretization of dynamical systems, since they are structure-preserving regardless of the form of the total energy. In this work, we discuss the application of discrete gradient…

Numerical Analysis · Mathematics 2026-01-06 Philipp L. Kinon , Riccardo Morandin , Philipp Schulze

We propose a variational form of the BDF2 method as an alternative to the commonly used minimizing movement scheme for the time-discrete approximation of gradient flows in abstract metric spaces. Assuming uniform semi-convexity --- but no…

Analysis of PDEs · Mathematics 2017-12-25 Daniel Matthes , Simon Plazotta

The recent rise of deep learning has led to numerous applications, including solving partial differential equations using Physics-Informed Neural Networks. This approach has proven highly effective in several academic cases. However, their…

Numerical Analysis · Mathematics 2024-10-07 Marien Chenaud , Frédéric Magoulès , José Alves

In this paper, we exploit the gradient flow structure of continuous-time formulations of Bayesian inference in terms of their numerical time-stepping. We focus on two particular examples, namely, the continuous-time ensemble Kalman-Bucy…

Numerical Analysis · Mathematics 2019-06-24 Sahani Pathiraja , Sebastian Reich

Recent research has used deep learning to develop partial differential equation (PDE) models in science and engineering. The functional form of the PDE is determined by a neural network, and the neural network parameters are calibrated to…

Machine Learning · Computer Science 2023-10-17 Justin Sirignano , Jonathan MacArt , Konstantinos Spiliopoulos

We introduce a new machine learning approach for image segmentation that uses a neural network to model the conditional energy of a segmentation given an image. Our approach, combinatorial energy learning for image segmentation (CELIS)…

Computer Vision and Pattern Recognition · Computer Science 2016-09-27 Jeremy Maitin-Shepard , Viren Jain , Michal Januszewski , Peter Li , Pieter Abbeel

Option pricing often requires solving partial differential equations (PDEs). Although deep learning-based PDE solvers have recently emerged as quick solutions to this problem, their empirical and quantitative accuracy remain not well…

Computational Finance · Quantitative Finance 2025-05-09 Jasper Rou

The $L^2$ gradient flow of the Ginzburg-Landau free energy functional leads to the Allen Cahn equation that is widely used for modeling phase separation. Machine learning methods for solving the Allen-Cahn equation in its strong form suffer…

Machine Learning · Computer Science 2025-03-27 Revanth Mattey , Susanta Ghosh

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

With this study we investigate the accuracy of deep learning models for the inference of Reynolds-Averaged Navier-Stokes solutions. We focus on a modernized U-net architecture, and evaluate a large number of trained neural networks with…

Machine Learning · Computer Science 2020-10-20 Nils Thuerey , Konstantin Weissenow , Lukas Prantl , Xiangyu Hu

In this paper, we present a deep learning-based numerical method for approximating high dimensional stochastic partial differential equations (SPDEs). At each time step, our method relies on a predictor-corrector procedure. More precisely,…

Numerical Analysis · Mathematics 2022-09-13 He Zhang , Ran Zhang , Tao Zhou

This paper proposes a phenomenological Reynolds Averaged Navier-Stokes (RANS) calculation model based on physical constraints. In this model part of the source terms in the e equation was replaced with the deep learning model, using the…

Fluid Dynamics · Physics 2021-12-28 Shuming Zhang , Haiwang Li , Ruquan You , Tinglin Kong , Zhi Tao

A typical assumption for the analysis of first order optimization methods is the Lipschitz continuity of the gradient of the objective function. However, for many practical applications this assumption is violated, including loss functions…

Optimization and Control · Mathematics 2019-10-10 Mahesh Chandra Mukkamala , Felix Westerkamp , Emanuel Laude , Daniel Cremers , Peter Ochs

Scientific machine learning has been successfully applied to inverse problems and PDE discovery in computational physics. One caveat concerning current methods is the need for large amounts of ("clean") data, in order to characterize the…

Numerical Analysis · Mathematics 2021-11-30 Christophe Bonneville , Christopher J. Earls

In this study, we provide error estimates and stability analysis of deep learning techniques for certain partial differential equations including the incompressible Navier-Stokes equations. In particular, we obtain explicit error estimates…

Analysis of PDEs · Mathematics 2020-08-10 Animikh Biswas , Jing Tian , Suleyman Ulusoy

We derive explicit equations governing the cumulative biases and weights in Deep Learning with ReLU activation function, based on gradient descent for the Euclidean cost in the input layer, and under the assumption that the weights are, in…

Machine Learning · Computer Science 2025-01-15 Thomas Chen