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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

Solving high-dimensional partial differential equations (PDEs) is a critical challenge where modern data-driven solvers often lack reliability and rigorous error guarantees. We introduce Simulation-Calibrated Scientific Machine Learning…

Numerical Analysis · Mathematics 2025-12-25 Zexi Fan , Yan Sun , Shihao Yang , Yiping Lu

Partial differential equations (PDEs) govern physical phenomena across the full range of scientific scales, yet their computational solution remains one of the defining challenges of modern science. This critical review examines two mature…

Machine Learning · Computer Science 2026-03-10 Mohammad Nooraiepour , Jakub Wiktor Both , Teeratorn Kadeethum , Saeid Sadeghnejad

A growing body of literature has been leveraging techniques of machine learning (ML) to build novel approaches to approximating the solutions to partial differential equations. Noticeably absent from the literature is a systematic…

Numerical Analysis · Mathematics 2026-05-19 Jonah A. Reeger

We propose a physics-informed consistency modeling framework for solving partial differential equations (PDEs) via fast, few-step generative inference. We identify a key stability challenge in physics-constrained consistency training, where…

Machine Learning · Computer Science 2026-02-11 Che-Chia Chang , Chen-Yang Dai , Te-Sheng Lin , Ming-Chih Lai , Chieh-Hsin Lai

This paper continues to develop a fault tolerant extension of the sparse grid combination technique recently proposed in [B. Harding and M. Hegland, ANZIAM J., 54 (CTAC2012), pp. C394-C411]. The approach is novel for two reasons, first it…

Numerical Analysis · Mathematics 2014-04-11 Brendan Harding , Markus Hegland , Jay Larson , James Southern

Partial Differential Equations (PDEs) are central to science and engineering. Since solving them is computationally expensive, a lot of effort has been put into approximating their solution operator via both traditional and recently…

Machine Learning · Computer Science 2025-02-14 Alessandro Longhi , Danny Lathouwers , Zoltán Perkó

Common techniques for the spatial discretisation of PDEs on a macroscale grid include finite difference, finite elements and finite volume methods. Such methods typically impose assumed microscale structures on the subgrid fields, so…

Dynamical Systems · Mathematics 2022-04-15 J. E. Bunder , A. J. Roberts

We utilize extreme-learning machines for the prediction of partial differential equations (PDEs). Our method splits the state space into multiple windows that are predicted individually using a single model. Despite requiring only few data…

Machine Learning · Computer Science 2024-08-20 Hans Harder , Jean Rabault , Ricardo Vinuesa , Mikael Mortensen , Sebastian Peitz

Optimal control problems are inherently hard to solve as the optimization must be performed simultaneously with updating the underlying system. Starting from an initial guess, Howard's policy improvement algorithm separates the step of…

Optimization and Control · Mathematics 2020-05-25 B. Kerimkulov , D. Šiška , Ł. Szpruch

Neural networks have demonstrated significant potential in solving partial differential equations (PDEs). While global approaches such as Physics-Informed Neural Networks (PINNs) offer promising capabilities, they often lack inherent…

Numerical Analysis · Mathematics 2026-03-24 Zihao Shi , Dongling Wang

This paper studies the problem of stability of a parameterized delay differential equations (DDE see equation (0.1)). After discretizing the DDE (0.1), we show that the problem can be equivalently casted into a semi-definite programming…

Optimization and Control · Mathematics 2017-01-03 Dongcai Su

Partial differential equations (PDEs) are among the most universal and parsimonious descriptions of natural physical laws, capturing a rich variety of phenomenology and multi-scale physics in a compact and symbolic representation. This…

Machine Learning · Computer Science 2023-03-31 Steven L. Brunton , J. Nathan Kutz

Traditional data-driven deep learning models often struggle with high training costs, error accumulation, and poor generalizability in complex physical processes. Physics-informed deep learning (PiDL) addresses these challenges by…

Machine Learning · Computer Science 2024-01-17 Xin-Yang Liu , Min Zhu , Lu Lu , Hao Sun , Jian-Xun Wang

This work presents structure-preserving Lift & Learn, a scientific machine learning method that employs lifting variable transformations to learn structure-preserving reduced-order models for nonlinear partial differential equations (PDEs)…

Machine Learning · Computer Science 2026-01-09 Harsh Sharma , Juan Diego Draxl Giannoni , Boris Kramer

A method is developed within an adaptive framework to solve quasilinear diffusion problems with internal and possibly boundary layers starting from a coarse mesh. The solution process is assumed to start on a mesh where the problem is badly…

Numerical Analysis · Mathematics 2016-02-16 Sara Pollock

A general procedure for constructing conservative numerical integrators for time dependent partial differential equations is presented. In particular, linearly implicit methods preserving a time discretised version of the invariant is…

Numerical Analysis · Mathematics 2011-05-05 Morten Dahlby , Brynjulf Owren

An appealing property of the natural gradient is that it is invariant to arbitrary differentiable reparameterizations of the model. However, this invariance property requires infinitesimal steps and is lost in practical implementations with…

Machine Learning · Computer Science 2018-06-11 Yang Song , Jiaming Song , Stefano Ermon

Simulating the time evolution of Partial Differential Equations (PDEs) of large-scale systems is crucial in many scientific and engineering domains such as fluid dynamics, weather forecasting and their inverse optimization problems.…

Machine Learning · Computer Science 2022-10-13 Tailin Wu , Takashi Maruyama , Jure Leskovec

Probabilistic solvers for ordinary differential equations assign a posterior measure to the solution of an initial value problem. The joint covariance of this distribution provides an estimate of the (global) approximation error. The…

Numerical Analysis · Mathematics 2021-02-23 Nathanael Bosch , Philipp Hennig , Filip Tronarp