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We propose new machine learning schemes for solving high dimensional nonlinear partial differential equations (PDEs). Relying on the classical backward stochastic differential equation (BSDE) representation of PDEs, our algorithms estimate…

Probability · Mathematics 2020-06-08 Côme Huré , Huyên Pham , Xavier Warin

We propose derivative-informed neural operators (DINOs), a general family of neural networks to approximate operators as infinite-dimensional mappings from input function spaces to output function spaces or quantities of interest. After…

Numerical Analysis · Mathematics 2023-10-18 Thomas O'Leary-Roseberry , Peng Chen , Umberto Villa , Omar Ghattas

In this paper we consider the estimation of unknown parameters in Bayesian inverse problems. In most cases of practical interest, there are several barriers to performing such estimation, This includes a numerical approximation of a…

Methodology · Statistics 2025-02-07 Neil K. Chada , Ajay Jasra , Mohamed Maama , Raul Tempone

Machine learning algorithms have been successfully used to approximate nonlinear maps under weak assumptions on the structure and properties of the maps. We present deep neural networks using dense and convolutional layers to solve an…

Machine Learning · Statistics 2021-05-05 Johann Rudi , Julie Bessac , Amanda Lenzi

A physics-informed neural network (PINN) uses physics-augmented loss functions, e.g., incorporating the residual term from governing partial differential equations (PDEs), to ensure its output is consistent with fundamental physics laws.…

Machine Learning · Computer Science 2022-12-16 Jian Cheng Wong , Chinchun Ooi , Abhishek Gupta , Yew-Soon Ong

The numerical solution of differential equations can be formulated as an inference problem to which formal statistical approaches can be applied. However, nonlinear partial differential equations (PDEs) pose substantial challenges from an…

Numerical Analysis · Mathematics 2021-08-26 Junyang Wang , Jon Cockayne , Oksana Chkrebtii , T. J. Sullivan , Chris. J. Oates

Recently, neural networks have been widely applied for solving partial differential equations (PDEs). Although such methods have been proven remarkably successful on practical engineering problems, they have not been shown, theoretically or…

Numerical Analysis · Mathematics 2023-03-27 Jonathan W. Siegel , Qingguo Hong , Xianlin Jin , Wenrui Hao , Jinchao Xu

Neural operators are widely used to approximate solution maps of complex physical systems. In many applications, however, the goal is not to recover the full solution trajectory, but to summarize the solution trajectory via a scalar target…

Machine Learning · Computer Science 2026-04-22 Konstantin Hess , Dennis Frauen , Niki Kilbertus , Stefan Feuerriegel

Recently, Deep Image Prior (DIP) has demonstrated strong capabilities for solving inverse imaging problems (IIPs) by optimizing a randomly initialized convolutional neural network in a training-data-free regime. However, DIP suffers from…

Computer Vision and Pattern Recognition · Computer Science 2026-05-29 Chaoyan Huang , Cheng-Han Huang , Ismail R. Alkhouri , Rongrong Wang

We develop a principled framework for discovering causal structure in partial differential equations (PDEs) using physics-informed neural networks and counterfactual perturbations. Unlike classical residual minimization or sparse regression…

Machine Learning · Computer Science 2025-06-26 Ronald Katende

This study investigates the variational posterior convergence rates of inverse problems for partial differential equations (PDEs) with parameters in Besov spaces $B_{pp}^\alpha$ ($p \geq 1$) which are modeled naturally in a Bayesian manner…

Statistics Theory · Mathematics 2026-04-17 Shaokang Zu , Junxiong Jia , Zhiguo Wang

This work presents a convex-optimization-based framework for analysis and control of nonlinear partial differential equations. The approach uses a particular weak embedding of the nonlinear PDE, resulting in a linear equation in the space…

Optimization and Control · Mathematics 2018-04-23 Milan Korda , Didier Henrion , Jean-Bernard Lasserre

Physics informed neural networks (PINNs) have recently been very successfully applied for efficiently approximating inverse problems for PDEs. We focus on a particular class of inverse problems, the so-called data assimilation or unique…

Numerical Analysis · Mathematics 2023-12-07 Siddhartha Mishra , Roberto Molinaro

In a recent article, we presented a framework to control nonlinear partial differential equations (PDEs) by means of Koopman operator based reduced models and concepts from switched systems. The main idea was to transform a control system…

Optimization and Control · Mathematics 2019-05-15 Sebastian Peitz

We propose a finite-dimensional control-based method to approximate solution operators for evolutional partial differential equations (PDEs), particularly in high-dimensions. By employing a general reduced-order model, such as a deep neural…

Numerical Analysis · Mathematics 2024-01-22 Nathan Gaby , Xiaojing Ye

Many real-world applications require solving families of expensive multi-objective optimization problems~(EMOPs) under varying operational conditions. This can be formulated as parametric expensive multi-objective optimization problems…

Machine Learning · Computer Science 2026-05-11 Tingyang Wei , Jiao Liu , Abhishek Gupta , Chin Chun Ooi , Puay Siew Tan , Yew-Soon Ong

PDEs arise ubiquitously in science and engineering, where solutions depend on parameters (physical properties, boundary conditions, geometry). Traditional numerical methods require re-solving the PDE for each parameter, making parameter…

Machine Learning · Statistics 2026-02-02 Zhuo Zhang , Xiong Xiong , Sen Zhang , Yuan Zhao , Xi Yang

Data-driven inverse optimization for mixed-integer linear programs (MILPs), which seeks to learn an objective function and constraints consistent with observed decisions, is important for building accurate mathematical models in a variety…

Optimization and Control · Mathematics 2026-02-17 Akira Kitaoka

Physics-informed extreme learning machine (PIELM) has recently received significant attention as a rapid version of physics-informed neural network (PINN) for solving partial differential equations (PDEs). The key characteristic is to fix…

Machine Learning · Computer Science 2024-09-30 Xu Liu , Wen Yao , Wei Peng , Weien Zhou

Solving partial differential equations (PDEs) is the canonical approach for understanding the behavior of physical systems. However, large scale solutions of PDEs using state of the art discretization techniques remains an expensive…

Computational Engineering, Finance, and Science · Computer Science 2021-01-14 Xiaoxuan Zhang , Krishna Garikipati