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We propose machine learning methods for solving fully nonlinear partial differential equations (PDEs) with convex Hamiltonian. Our algorithms are conducted in two steps. First the PDE is rewritten in its dual stochastic control…

Computational Finance · Quantitative Finance 2022-05-23 William Lefebvre , Grégoire Loeper , Huyên Pham

Modeling the traffic dynamics is essential for understanding and predicting the traffic spatiotemporal evolution. However, deriving the partial differential equation (PDE) models that capture these dynamics is challenging due to their…

Systems and Control · Electrical Eng. & Systems 2025-05-05 Zihang Wei , Yunlong Zhang , Chenxi Liu , Yang Zhou

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

Equations arising in General Relativity are usually too complicated to be solved analytically and one has to rely on numerical methods to solve sets of coupled partial differential equations. Among the possible choices, this paper focuses…

General Relativity and Quantum Cosmology · Physics 2016-06-22 Philippe Grandclement , Jérôme Novak

Fast and accurate solutions of time-dependent partial differential equations (PDEs) are of pivotal interest to many research fields, including physics, engineering, and biology. Generally, implicit/semi-implicit schemes are preferred over…

Stiff systems of ordinary differential equations (ODEs) are pervasive in many science and engineering fields, yet standard neural ODE approaches struggle to learn them. This limitation is the main barrier to the widespread adoption of…

Numerical Analysis · Mathematics 2024-10-10 Colby Fronk , Linda Petzold

This article presents a three-step framework for learning and solving partial differential equations (PDEs) using kernel methods. Given a training set consisting of pairs of noisy PDE solutions and source/boundary terms on a mesh, kernel…

Machine Learning · Statistics 2023-04-03 Da Long , Nicole Mrvaljevic , Shandian Zhe , Bamdad Hosseini

Neural ordinary differential equations (NODEs) -- parametrizations of differential equations using neural networks -- have shown tremendous promise in learning models of unknown continuous-time dynamical systems from data. However, every…

Machine Learning · Computer Science 2023-01-02 Franck Djeumou , Cyrus Neary , Eric Goubault , Sylvie Putot , Ufuk Topcu

Embedding nonlinear dynamical systems into artificial neural networks is a powerful new formalism for machine learning. By parameterizing ordinary differential equations (ODEs) as neural network layers, these Neural ODEs are…

Machine Learning · Computer Science 2024-10-28 Mikko Lehtimäki , Lassi Paunonen , Marja-Leena Linne

In this paper, we introduce the Spectral Coefficient Learning via Operator Network (SCLON), a novel operator learning-based approach for solving parametric partial differential equations (PDEs) without the need for data harnessing. The…

Machine Learning · Computer Science 2023-10-04 Junho Choi , Taehyun Yun , Namjung Kim , Youngjoon Hong

Neural networks have shown promising potential in accelerating the numerical simulation of systems governed by partial differential equations (PDEs). Different from many existing neural network surrogates operating on high-dimensional…

Machine Learning · Computer Science 2025-01-09 Zijie Li , Saurabh Patil , Francis Ogoke , Dule Shu , Wilson Zhen , Michael Schneier , John R. Buchanan, , Amir Barati Farimani

Neural Ordinary Differential Equations (Neural ODEs) represent a significant breakthrough in deep learning, promising to bridge the gap between machine learning and the rich theoretical frameworks developed in various mathematical fields…

Machine Learning · Computer Science 2024-09-24 Jaouad Dabounou

In this paper we propose a new methodology for decision-making under uncertainty using recent advancements in the areas of nonlinear stochastic optimal control theory, applied mathematics, and machine learning. Grounded on the fundamental…

Robotics · Computer Science 2021-07-12 Marcus Pereira , Ziyi Wang , Ioannis Exarchos , Evangelos A. Theodorou

Time-dependent wave equations represent an important class of partial differential equations (PDE) for describing wave propagation phenomena, which are often formulated over unbounded domains. Given a compactly supported initial condition,…

Numerical Analysis · Mathematics 2021-07-21 Changjian Xie , Jingrun Chen , Xiantao Li

Ordinary and partial differential equations (ODEs/PDEs) play a paramount role in analyzing and simulating complex dynamic processes across all corners of science and engineering. In recent years machine learning tools are aspiring to…

Machine Learning · Computer Science 2021-06-11 Sifan Wang , Paris Perdikaris

Continuous-depth neural networks, such as the Neural Ordinary Differential Equations (ODEs), have aroused a great deal of interest from the communities of machine learning and data science in recent years, which bridge the connection…

Machine Learning · Computer Science 2022-01-05 Qunxi Zhu , Yifei Shen , Dongsheng Li , Wei Lin

We present a new scientific machine learning method that learns from data a computationally inexpensive surrogate model for predicting the evolution of a system governed by a time-dependent nonlinear partial differential equation (PDE), an…

Numerical Analysis · Mathematics 2022-02-28 Elizabeth Qian , Ionut-Gabriel Farcas , Karen Willcox

Neural ordinary differential equations (NODE) have been proposed as a continuous depth generalization to popular deep learning models such as Residual networks (ResNets). They provide parameter efficiency and automate the model selection…

Machine Learning · Computer Science 2021-12-24 Srinivas Anumasa , P. K. Srijith

A concept of using Neural Ordinary Differential Equations(NODE) for Transfer Learning has been introduced. In this paper we use the EfficientNets to explore transfer learning on CIFAR-10 dataset. We use NODE for fine-tuning our model. Using…

Machine Learning · Computer Science 2020-01-22 Rajath S , Sumukh Aithal K , Natarajan Subramanyam

Finding accurate solutions to partial differential equations (PDEs) is a crucial task in all scientific and engineering disciplines. It has recently been shown that machine learning methods can improve the solution accuracy by correcting…

Computational Physics · Physics 2021-01-06 Kiwon Um , Robert Brand , Yun , Fei , Philipp Holl , Nils Thuerey
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