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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

We present a numerical method for computing the solution of a partial differential equation (PDE) for modeling acoustic pressure, known as an extra-wide angle parabolic equation, that features the square root of a differential operator. The…

Numerical Analysis · Mathematics 2022-10-10 Sarah D. Wright , James V. Lambers

Machine learned partial differential equation (PDE) solvers trade the reliability of standard numerical methods for potential gains in accuracy and/or speed. The only way for a solver to guarantee that it outputs the exact solution is to…

Numerical Analysis · Mathematics 2023-03-30 Nick McGreivy , Ammar Hakim

Probabilistic solvers for ordinary differential equations (ODEs) provide efficient quantification of numerical uncertainty associated with simulation of dynamical systems. Their convergence rates have been established by a growing body of…

Machine Learning · Statistics 2020-12-21 Nicholas Krämer , Philipp Hennig

Let $\mathcal{O}\subset\mathbb{R}^d$ be a bounded domain of class $C^{1,1}$. In $L_2(\mathcal{O};\mathbb{C}^n)$, we consider a selfadjoint matrix second order elliptic differential operator $B_{D,\varepsilon}$, $0<\varepsilon\leqslant1$,…

Analysis of PDEs · Mathematics 2018-01-17 Yu. M. Meshkova , T. A. Suslina

This paper is concerned with the fault diagnosis problem for general linear heterodirectional hyperbolic ODE-PDE systems. A systematic solution is presented for additive time-varying actuator, process and sensor faults in the presence of…

Systems and Control · Electrical Eng. & Systems 2020-10-23 Ferdinand Fischer , Joachim Deutscher

We present an analytic approach to solve a degenerate parabolic problem associated to the Heston model, which is widely used in mathematical finance to derive the price of an European option on an risky asset with stochastic volatility. We…

Analysis of PDEs · Mathematics 2014-06-10 A. Canale , R. M. Mininni , A. Rhandi

Neural networks (NNs) have been widely used to solve partial differential equations (PDEs) in the applications of physics, biology, and engineering. One effective approach for solving PDEs with a fixed differential operator is learning…

Numerical Analysis · Mathematics 2025-11-21 Wenrui Hao , Rui Peng Li , Yuanzhe Xi , Tianshi Xu , Yahong Yang

This paper deals with model-order reduction of parametric partial differential equations (PPDE). More specifically, we consider the problem of finding a good approximation subspace of the solution manifold of the PPDE when only partial…

Numerical Analysis · Mathematics 2017-07-04 C. Herzet , P. Héas , A. Drémeau

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…

Numerical Analysis · Mathematics 2024-04-18 Lorenc Kapllani , Long Teng

Spatiotemporal partial differential equations (PDEs) underpin a wide range of scientific and engineering applications. Neural PDE solvers offer a promising alternative to classical numerical methods. However, existing approaches typically…

Machine Learning · Computer Science 2026-03-03 Yingjie Tan , Quanming Yao , Yaqing Wang

The partial differential equation (PDE) plays a significantly important role in many fields of science and engineering. The conventional case of the derivation of PDE mainly relies on first principles and empirical observation. However, the…

Machine Learning · Computer Science 2022-03-30 Chao Chen , Xiaowei Jin , Hui Li

Neural operators serve as universal approximators for general continuous operators. In this paper, we derive the approximation rate of solution operators for the nonlinear parabolic partial differential equations (PDEs), contributing to the…

Machine Learning · Computer Science 2024-10-04 Takashi Furuya , Koichi Taniguchi , Satoshi Okuda

We propose a neural network-based meta-learning method to efficiently solve partial differential equation (PDE) problems. The proposed method is designed to meta-learn how to solve a wide variety of PDE problems, and uses the knowledge for…

Machine Learning · Statistics 2023-10-23 Tomoharu Iwata , Yusuke Tanaka , Naonori Ueda

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

Green's functions characterize the fundamental solutions of partial differential equations; they are essential for tasks ranging from shape analysis to physical simulation, yet they remain computationally prohibitive to evaluate on…

Graphics · Computer Science 2026-02-16 Joao Teixeira , Eitan Grinspun , Otman Benchekroun

Pretraining for partial differential equation (PDE) modeling has recently shown promise in scaling neural operators across datasets to improve generalizability and performance. Despite these advances, our understanding of how pretraining…

Machine Learning · Computer Science 2024-10-03 Anthony Zhou , Cooper Lorsung , AmirPouya Hemmasian , Amir Barati Farimani

Given ample experimental data from a system governed by differential equations, it is possible to use deep learning techniques to construct the underlying differential operators. In this work we perform symbolic discovery of differential…

Machine Learning · Computer Science 2022-12-12 Lena Podina , Brydon Eastman , Mohammad Kohandel

We introduce Neural Parameter Regression (NPR), a novel framework specifically developed for learning solution operators in Partial Differential Equations (PDEs). Tailored for operator learning, this approach surpasses traditional DeepONets…

Machine Learning · Computer Science 2024-03-20 Konrad Mundinger , Max Zimmer , Sebastian Pokutta

In the theory and practice of inverse problems for partial differential equations (PDEs) much attention is paid to the problem of the identification of coefficients from some additional information. This work deals with the problem of…

Numerical Analysis · Computer Science 2013-04-23 P. N. Vabishchevich , V. I. Vasil'ev
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