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We present a new scientific machine learning method that learns from data a computationally inexpensive surrogate model for predicting the evolution of a system governed by a time-dependent nonlinear partial differential equation (PDE), an…

Numerical Analysis · Mathematics 2022-02-28 Elizabeth Qian , Ionut-Gabriel Farcas , Karen Willcox

Discontinuities and delayed terms are encountered in the governing equations of a large class of problems ranging from physics and engineering to medicine and economics. These systems cannot be properly modelled and simulated with standard…

Artificial Intelligence · Computer Science 2024-09-27 Thibault Monsel , Onofrio Semeraro , Lionel Mathelin , Guillaume Charpiat

Neural Ordinary Differential Equations (NODEs) have proven successful in learning dynamical systems in terms of accurately recovering the observed trajectories. While different types of sparsity have been proposed to improve robustness, the…

Machine Learning · Computer Science 2022-10-27 Hananeh Aliee , Till Richter , Mikhail Solonin , Ignacio Ibarra , Fabian Theis , Niki Kilbertus

The recent success of deep neural network models with physical constraints (so-called, Physics-Informed Neural Networks, PINNs) has led to renewed interest in the incorporation of mechanistic information in predictive models. Statisticians…

Methodology · Statistics 2025-11-20 Christopher K. Wikle , Joshua North , Giri Gopalan , Myungsoo Yoo

Neural operators, which aim to approximate mappings between infinite-dimensional function spaces, have been widely applied in the simulation and prediction of physical systems. However, the limited representational capacity of network…

Machine Learning · Computer Science 2025-06-03 Jin Song , Kenji Kawaguchi , Zhenya Yan

We propose a framework for probabilistic forecasting of dynamical systems based on generative modeling. Given observations of the system state over time, we formulate the forecasting problem as sampling from the conditional distribution of…

Machine Learning · Computer Science 2024-08-29 Yifan Chen , Mark Goldstein , Mengjian Hua , Michael S. Albergo , Nicholas M. Boffi , Eric Vanden-Eijnden

Solving partial differential equations (PDEs) is a required step in the simulation of natural and engineering systems. The associated computational costs significantly increase when exploring various scenarios, such as changes in initial or…

In several practical applications, particularly healthcare, clinical data of each patient is individually recorded in a database at irregular intervals as required. This causes a sparse and irregularly sampled time series, which makes it…

Machine Learning · Computer Science 2025-04-09 Mincheol Kim , Soo-Yong Shin

Physics-Informed Neural Networks (PINNs) have recently shown great promise as a way of incorporating physics-based domain knowledge, including fundamental governing equations, into neural network models for many complex engineering systems.…

Machine Learning · Computer Science 2021-05-06 Jian Cheng Wong , Chinchun Ooi , Pao-Hsiung Chiu , My Ha Dao

Physical systems whose dynamics are governed by partial differential equations (PDEs) find applications in numerous fields, from engineering design to weather forecasting. The process of obtaining the solution from such PDEs may be…

Machine Learning · Computer Science 2022-09-21 Pratyush Bhatt , Yash Kumar , Azzeddine Soulaimani

Neural surrogates for partial differential equations (PDEs) have become popular due to their potential to quickly simulate physics. With a few exceptions, neural surrogates generally treat the forward evolution of time-dependent PDEs as a…

Machine Learning · Computer Science 2025-04-18 Anthony Zhou , Amir Barati Farimani

Tipping points are abrupt, drastic, and often irreversible changes in the evolution of non-stationary and chaotic dynamical systems. For instance, increased greenhouse gas concentrations are predicted to lead to drastic decreases in low…

In multi-body dynamics, the motion of a complicated physical object is described as a coupled ordinary differential equation system with multiple unknown solutions. Engineers need to constantly adjust the object to meet requirements at the…

Computational Engineering, Finance, and Science · Computer Science 2022-05-26 Wenhao Ding , Qing He , Hanghang Tong , Ping Wang

We revisit the analogy between feed-forward deep neural networks (DNNs) and discrete dynamical systems derived from neural integral equations and their corresponding partial differential equation (PDE) forms. A comparative analysis between…

Machine Learning · Computer Science 2026-05-21 Abhisek Ganguly , Santosh Ansumali , Sauro Succi

Neural ODEs (NODEs) have emerged as powerful tools for modeling time series data, offering the flexibility to adapt to varying input scales and capture complex dynamics. However, they face significant challenges: first, their reliance on…

Machine Learning · Computer Science 2025-10-07 Muhao Guo , Yang Weng

Multiscale dynamical systems, modeled by high-dimensional stiff ordinary differential equations (ODEs) with wide-ranging characteristic timescales, arise across diverse fields of science and engineering, but their numerical solvers often…

Numerical Analysis · Mathematics 2025-08-14 Junjie Yao , Yuxiao Yi , Liangkai Hang , Weinan E , Weizong Wang , Yaoyu Zhang , Tianhan Zhang , Zhi-Qin John Xu

Neural controlled differential equations (Neural CDEs) are a continuous-time extension of recurrent neural networks (RNNs), achieving state-of-the-art (SOTA) performance at modelling functions of irregular time series. In order to interpret…

Machine Learning · Computer Science 2021-06-22 James Morrill , Patrick Kidger , Lingyi Yang , Terry Lyons

Data-driven surrogate models are widely used for applications such as design optimization and uncertainty quantification, where repeated evaluations of an expensive simulator are required. For most partial differential equation (PDE)…

Computational Physics · Physics 2019-10-18 Wei Xing , Robert M. Kirby , Shandian Zhe

Solution of Ordinary Differential Equation (ODE) model of dynamical system may not agree with its observed values. Often this discrepancy can be attributed to unmodeled forcings in the evolution rule of the dynamical system. In this…

Computational Engineering, Finance, and Science · Computer Science 2021-08-13 Saurabh Dixit , Soumyendu Raha

Many consequential real-world systems, like wind fields and ocean currents, are dynamic and hard to model. Learning their governing dynamics remains a central challenge in scientific machine learning. Dynamic Mode Decomposition (DMD)…

Machine Learning · Computer Science 2025-11-26 Yujin Kim , Sarah Dean