English
Related papers

Related papers: Monte Carlo Neural PDE Solver for Learning PDEs vi…

200 papers

We present two effective methods for solving high-dimensional partial differential equations (PDE) based on randomized neural networks. Motivated by the universal approximation property of this type of networks, both methods extend the…

Numerical Analysis · Mathematics 2023-09-14 Yiran Wang , Suchuan Dong

Deep learning-based numerical schemes such as Physically Informed Neural Networks (PINNs) have recently emerged as an alternative to classical numerical schemes for solving Partial Differential Equations (PDEs). They are very appealing at…

Numerical Analysis · Mathematics 2022-05-11 A. Beguinet , V. Ehrlacher , R. Flenghi , M. Fuente , O. Mula , A. Somacal

Neural surrogate solvers of partial differential equations (PDEs) promise dramatic speedups over numerical methods, especially in scenarios requiring many solves. However, current accuracy-based evaluations do not fully consider two central…

Machine Learning · Computer Science 2026-05-18 Yijing Zhang , Nicholas Roberts , Tanya Marwah , Mikhail Khodak

There is a wave of interest in using unsupervised neural networks for solving differential equations. The existing methods are based on feed-forward networks, {while} recurrent neural network differential equation solvers have not yet been…

Machine Learning · Computer Science 2021-09-07 Marios Mattheakis , Hayden Joy , Pavlos Protopapas

This paper develops and analyzes an efficient numerical method for solving elliptic partial differential equations, where the diffusion coefficients are random perturbations of deterministic diffusion coefficients. The method is based upon…

Numerical Analysis · Mathematics 2016-03-30 X. Feng , J. Lin. , C. Lorton

Neural Processes (NPs) are meta-learning models that learn to map sets of observations to approximations of the corresponding posterior predictive distributions. By accommodating variable-sized, unstructured collections of observations and…

Machine Learning · Computer Science 2026-02-10 Peiman Mohseni , Nick Duffield

Physics-Informed Neural Networks (PINNs) have been widely used for solving partial differential equations (PDEs) of different types, including fractional PDEs (fPDES) [29]. Herein, we propose a new general (quasi) Monte Carlo PINN for…

Machine Learning · Computer Science 2024-05-02 Shupeng Wang , George Em Karniadakis

The classic Monte Carlo path tracing can achieve high quality rendering at the cost of heavy computation. Recent works make use of deep neural networks to accelerate this process, by improving either low-resolution or fewer-sample rendering…

Computer Vision and Pattern Recognition · Computer Science 2021-08-17 Xinyue Wei , Haozhi Huang , Yujin Shi , Hongliang Yuan , Li Shen , Jue Wang

Deep neural networks (DNN) have been used to model nonlinear relations between physical quantities. Those DNNs are embedded in physical systems described by partial differential equations (PDE) and trained by minimizing a loss function that…

Numerical Analysis · Mathematics 2020-02-26 Kailai Xu , Eric Darve

In this paper we establish a connection between non-convex optimization methods for training deep neural networks and nonlinear partial differential equations (PDEs). Relaxation techniques arising in statistical physics which have already…

Machine Learning · Computer Science 2017-06-05 Pratik Chaudhari , Adam Oberman , Stanley Osher , Stefano Soatto , Guillaume Carlier

Over the last few years there have been dramatic advances in our understanding of mathematical and computational models of complex systems in the presence of uncertainty. This has led to a growth in the area of uncertainty quantification as…

Numerical Analysis · Mathematics 2013-06-05 Maziar Raissi , Padmanabhan Seshaiyer

Machine learning for scientific applications faces the challenge of limited data. We propose a framework that leverages a priori known physics to reduce overfitting when training on relatively small datasets. A deep neural network is…

Machine Learning · Computer Science 2019-11-22 Jonathan B. Freund , Jonathan F. MacArt , Justin Sirignano

The multiscale complexity of modern problems in computational science and engineering can prohibit the use of traditional numerical methods in multi-dimensional simulations. Therefore, novel algorithms are required in these situations to…

Numerical Analysis · Mathematics 2021-06-15 Cale Harnish , Luke Dalessandro , Karel Matous , Daniel Livescu

In PDE-constrained optimization, one aims to find design parameters that minimize some objective, subject to the satisfaction of a partial differential equation. A major challenges is computing gradients of the objective to the design…

Numerical Analysis · Mathematics 2024-08-19 Emil Løvbak , Frédéric Blondeel , Adam Lee , Lander Vanroye , Andreas Van Barel , Giovanni Samaey

Partial differential equations (PDEs) are often computationally challenging to solve, and in many settings many related PDEs must be be solved either at every timestep or for a variety of candidate boundary conditions, parameters, or…

Machine Learning · Computer Science 2022-11-04 Tian Qin , Alex Beatson , Deniz Oktay , Nick McGreivy , Ryan P. Adams

Numerical discretisations of partial differential equations (PDEs) can be written as discrete convolutions, which, themselves, are a key tool in AI libraries and used in convolutional neural networks (CNNs). We therefore propose to…

Fluid Dynamics · Physics 2025-11-06 Boyang Chen , Claire E. Heaney , Christopher C. Pain

We propose a multilevel Markov chain Monte Carlo (MCMC) method for the Bayesian inference of random field parameters in PDEs using high-resolution data. Compared to existing multilevel MCMC methods, we additionally consider level-dependent…

Numerical Analysis · Mathematics 2025-08-19 Pieter Vanmechelen , Geert Lombaert , Giovanni Samaey

PDE-Constrained Optimization (PDECO) problems can be accelerated significantly by employing gradient-based methods with surrogate models like neural operators compared to traditional numerical solvers. However, this approach faces two key…

Machine Learning · Computer Science 2025-06-17 Ze Cheng , Zhuoyu Li , Xiaoqiang Wang , Jianing Huang , Zhizhou Zhang , Zhongkai Hao , Hang Su

The autoregressive neural networks are emerging as a powerful computational tool to solve relevant problems in classical and quantum mechanics. One of their appealing functionalities is that, after they have learned a probability…

Computational Physics · Physics 2020-06-01 B. McNaughton , M. V. Milošević , A. Perali , S. Pilati

Fractional and tempered fractional partial differential equations (PDEs) are effective models of long-range interactions, anomalous diffusion, and non-local effects. Traditional numerical methods for these problems are mesh-based, thus…

Numerical Analysis · Mathematics 2025-01-09 Zheyuan Hu , Kenji Kawaguchi , Zhongqiang Zhang , George Em Karniadakis