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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…

Machine Learning · Computer Science 2021-11-17 Zhao Chen , Yang Liu , Hao Sun

One of the most popular recent areas of machine learning predicates the use of neural networks augmented by information about the underlying process in the form of Partial Differential Equations (PDEs). These physics-informed neural…

Fluid Dynamics · Physics 2025-06-17 Luca Menicali , David H. Richter , Stefano Castruccio

In this work, we introduce implicit Finite Operator Learning (iFOL) for the continuous and parametric solution of partial differential equations (PDEs) on arbitrary geometries. We propose a physics-informed encoder-decoder network to…

Machine Learning · Computer Science 2025-12-09 Reza Najian Asl , Yusuke Yamazaki , Kianoosh Taghikhani , Mayu Muramatsu , Markus Apel , Shahed Rezaei

The combination of Monte Carlo methods and deep learning has recently led to efficient algorithms for solving partial differential equations (PDEs) in high dimensions. Related learning problems are often stated as variational formulations…

Machine Learning · Computer Science 2022-08-08 Lorenz Richter , Julius Berner

We introduce a new numerical method based on machine learning to approximate the solution of elliptic partial differential equations with collocation using a set of sigmoidal functions. We show that a feedforward neural network with a…

Numerical Analysis · Mathematics 2023-03-24 Francesco Calabrò , Gianluca Fabiani , Constantinos Siettos

Deep models have achieved impressive progress in solving partial differential equations (PDEs). A burgeoning paradigm is learning neural operators to approximate the input-output mappings of PDEs. While previous deep models have explored…

Machine Learning · Computer Science 2023-05-30 Haixu Wu , Tengge Hu , Huakun Luo , Jianmin Wang , Mingsheng Long

We present a lightweighted neural PDE representation to discover the hidden structure and predict the solution of different nonlinear PDEs. Our key idea is to leverage the prior of ``translational similarity'' of numerical PDE differential…

Machine Learning · Computer Science 2023-03-14 Ziqian Wu , Xingzhe He , Yijun Li , Cheng Yang , Rui Liu , Shiying Xiong , Bo Zhu

There have been growing interests in leveraging experimental measurements to discover the underlying partial differential equations (PDEs) that govern complex physical phenomena. Although past research attempts have achieved great success…

Machine Learning · Computer Science 2023-05-23 Chengping Rao , Pu Ren , Yang Liu , Hao Sun

Solving parametric partial differential equations (PDEs) presents significant challenges for data-driven methods due to the sensitivity of spatio-temporal dynamics to variations in PDE parameters. Machine learning approaches often struggle…

Machine Learning · Computer Science 2024-11-11 Armand Kassaï Koupaï , Jorge Mifsut Benet , Yuan Yin , Jean-Noël Vittaut , Patrick Gallinari

We investigate solving partial integro-differential equations (PIDEs) using unsupervised deep learning in this paper. To price options, assuming underlying processes follow Levy processes, we require to solve PIDEs. In supervised deep…

Computational Finance · Quantitative Finance 2022-07-04 Ali Hirsa , Weilong Fu

We develop a mesh-free, derivative-free, matrix-free, and highly parallel localized stochastic method for high-dimensional semilinear parabolic PDEs. The efficiency of the proposed method is built upon four essential components: (i) a…

Numerical Analysis · Mathematics 2025-10-14 Shuixin Fang , Changtao Sheng , Bihao Su , Tao Zhou

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…

Machine Learning · Computer Science 2020-02-11 Ben Stevens , Tim Colonius

We design two classes of ultra-fast meta-solvers for linear systems arising after discretizing PDEs by combining neural operators with either simple iterative solvers, e.g., Jacobi and Gauss-Seidel, or with Krylov methods, e.g., GMRES and…

Numerical Analysis · Mathematics 2024-12-03 Youngkyu Lee , Shanqing Liu , Jerome Darbon , George Em Karniadakis

Solving partial differential equations (PDEs) can be prohibitively expensive using traditional numerical methods. Deep learning-based surrogate models typically specialize in a single PDE with fixed parameters. We present a framework for…

Machine Learning · Computer Science 2025-11-14 Qian-Ze Zhu , Paul Raccuglia , Michael P. Brenner

Standard meta-learning for representation learning aims to find a common representation to be shared across multiple tasks. The effectiveness of these methods is often limited when the nuances of the tasks' distribution cannot be captured…

Machine Learning · Computer Science 2021-03-31 Giulia Denevi , Massimiliano Pontil , Carlo Ciliberto

When simulating multiscale stochastic differential equations (SDEs) in high-dimensions, separation of timescales, stochastic noise and high-dimensionality can make simulations prohibitively expensive. The computational cost is dictated by…

Dynamical Systems · Mathematics 2015-10-13 Miles Crosskey , Mauro Maggioni

Surface partial differential equations arise in numerous scientific and engineering applications. Their numerical solution on static and evolving surfaces remains challenging due to geometric complexity and, for evolving geometries, the…

Numerical Analysis · Mathematics 2026-03-03 Jingbo Sun , Fei Wang

Constructing fast numerical solvers for partial differential equations (PDEs) is crucial for many scientific disciplines. A leading technique for solving large-scale PDEs is using multigrid methods. At the core of a multigrid solver is the…

Numerical Analysis · Mathematics 2019-08-07 Daniel Greenfeld , Meirav Galun , Ron Kimmel , Irad Yavneh , Ronen Basri

Autoregressive next-step prediction models have become the de-facto standard for building data-driven neural solvers to forecast time-dependent partial differential equations (PDEs). Denoise training that is closely related to diffusion…

Machine Learning · Computer Science 2025-03-31 Zijie Li , Anthony Zhou , Amir Barati Farimani

This article reviews meta-learning also known as learning-to-learn which seeks rapid and accurate model adaptation to unseen tasks with applications in highly automated AI, few-shot learning, natural language processing and robotics. Unlike…

Machine Learning · Computer Science 2020-10-27 Huimin Peng