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Stochastic partial differential equations (SPDEs) represent a very active research field with numerous recent developments and breakthrough results. There are several well-established approaches and methods used to construct solutions for…
In this work, we propose a new deep learning-based scheme for solving high dimensional nonlinear backward stochastic differential equations (BSDEs). The idea is to reformulate the problem as a global optimization, where the local loss…
Current Deep Learning methods for environment segmentation and velocity estimation rely on Convolutional Recurrent Neural Networks to exploit spatio-temporal relationships within obtained sensor data. These approaches derive scene dynamics…
Supervised topic models simultaneously model the latent topic structure of large collections of documents and a response variable associated with each document. Existing inference methods are based on variational approximation or Monte…
Fast and accurate solution of time-dependent partial differential equations (PDEs) is of key interest in many research fields including physics, engineering, and biology. Generally, implicit schemes are preferred over the explicit ones for…
In this paper, we propose a deep learning-based method, deep Euler method (DEM) to solve ordinary differential equations. DEM significantly improves the accuracy of the Euler method by approximating the local truncation error with deep…
The laws of physics have been written in the language of dif-ferential equations for centuries. Neural Ordinary Differen-tial Equations (NODEs) are a new machine learning architecture which allows these differential equations to be learned…
In many mechanistic medical, biological, physical and engineered spatiotemporal dynamic models the numerical solution of partial differential equations (PDEs) can make simulations impractically slow. Biological models require the…
Neural ordinary differential equations (ODEs) are an emerging class of deep learning models for dynamical systems. They are particularly useful for learning an ODE vector field from observed trajectories (i.e., inverse problems). We here…
Most machine learning methods are used as a black box for modelling. We may try to extract some knowledge from physics-based training methods, such as neural ODE (ordinary differential equation). Neural ODE has advantages like a possibly…
Longitudinal analysis in medical imaging is crucial to investigate the progressive changes in anatomical structures or disease progression over time. In recent years, a novel class of algorithms has emerged with the goal of learning disease…
Optical spectra contain a wealth of information about the physical properties and formation histories of galaxies. Often though, spectra are too noisy for this information to be accurately retrieved. In this study, we explore how machine…
The concept of the path-dependent partial differential equation (PPDE) was first introduced in the context of path-dependent derivatives in financial markets. Its semilinear form was later identified as a non-Markovian backward stochastic…
Neural ordinary differential equations (Neural ODEs) is a class of machine learning models that approximate the time derivative of hidden states using a neural network. They are powerful tools for modeling continuous-time dynamical systems,…
Across numerous applications, forecasting relies on numerical solvers for partial differential equations (PDEs). Although the use of deep-learning techniques has been proposed, actual applications have been restricted by the fact the…
An essential ingredient of a spectral method is the choice of suitable bases for test and trial spaces. On complex domains, these bases are harder to devise, necessitating the use of domain partitioning techniques such as the spectral…
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…
Learning models of dynamical systems with external inputs, which may be, for example, nonsmooth or piecewise, is crucial for studying complex phenomena and predicting future state evolution, which is essential for applications such as…
The discovery of partial differential equations (PDEs) is a challenging task that involves both theoretical and empirical methods. Machine learning approaches have been developed and used to solve this problem; however, it is important to…
The order/dimension of models derived on the basis of data is commonly restricted by the number of observations, or in the context of monitored systems, sensing nodes. This is particularly true for structural systems (e.g., civil or…