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We prove the existence and uniqueness of solution of quasilinear stochastic partial differential equations with obstacle (OSPDEs in short) in degenerate case. Using De Giorgi's iteration, we deduce the $L^p-$estimates for the time-space…

Probability · Mathematics 2018-04-25 Xue Yang , Jing Zhang

Motivated by dynamic risk measures and conditional $g$-expectations, in this work we propose a numerical method to approximate the solution operator given by a Backward Stochastic Differential Equation (BSDE). The main ingredients for this…

Numerical Analysis · Mathematics 2025-12-12 Pere Díaz Lozano , Giulia Di Nunno

We have studied possible applications of a particular pseudo-differential algebra in singular analysis for the construction of fundamental solutions and Green's functions of a certain class of elliptic partial differential operators. The…

Analysis of PDEs · Mathematics 2023-12-19 Heinz-Jürgen Flad , Gohar Flad-Harutyunyan

Outlier detection (OD) literature exhibits numerous algorithms as it applies to diverse domains. However, given a new detection task, it is unclear how to choose an algorithm to use, nor how to set its hyperparameter(s) (HPs) in…

Machine Learning · Computer Science 2022-10-20 Xueying Ding , Lingxiao Zhao , Leman Akoglu

Approximate solutions of partial differential equations (PDEs) obtained by neural networks are highly affected by hyper parameter settings. For instance, the model training strongly depends on loss function design, including the choice of…

Numerical Analysis · Mathematics 2025-03-13 Hee Jun Yang , Alexander Heinlein , Hyea Hyun Kim

Partial differential equations (PDEs) are central to scientific modeling. Modern workflows increasingly rely on learning-based components to support model reuse, inference, and integration across large computational processes. Despite the…

Machine Learning · Computer Science 2026-02-20 Yilong Dai , Shengyu Chen , Ziyi Wang , Xiaowei Jia , Yiqun Xie , Vipin Kumar , Runlong Yu

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

Solving partial differential equations (PDEs) is a required step in the simulation of natural and engineering systems. The associated computational costs significantly increase when exploring various scenarios, such as changes in initial or…

In recent years, data-driven methods have been developed to learn dynamical systems and partial differential equations (PDE). The goal of such work is discovering unknown physics and the corresponding equations. However, prior to achieving…

Machine Learning · Statistics 2021-02-17 Hao Xu , Haibin Chang , Dongxiao Zhang

This article explores operator learning models that can deduce solutions to partial differential equations (PDEs) on arbitrary domains without requiring retraining. We introduce two innovative models rooted in boundary integral equations…

Mathematical Physics · Physics 2024-06-05 Bin Meng , Yutong Lu , Ying Jiang

Neural operators have emerged as a powerful tool for learning mappings between infinite-dimensional function spaces. However, their approximation properties in Sobolev norms remain poorly quantified, even though these norms control both…

Machine Learning · Computer Science 2026-05-12 Nicole Hao

Optimization problems with constraints in the form of a partial differential equation arise frequently in the process of engineering design. The discretization of PDE-constrained optimization problems results in large-scale linear systems…

Numerical Analysis · Mathematics 2012-01-04 Jacek Gondzio , Pavel Zhlobich

We consider a class of statistical inverse problems involving the estimation of a regression operator from a Polish space to a separable Hilbert space, where the target lies in a vector-valued reproducing kernel Hilbert space induced by an…

Machine Learning · Statistics 2026-04-28 Jia-Qi Yang , Lei Shi

Deep learning has been proposed as an efficient alternative for the numerical approximation of PDE solutions, offering fast, iterative simulation of PDEs through the approximation of solution operators. However, deep learning solutions have…

Machine Learning · Computer Science 2026-02-02 Sean Current , Chandan Kumar , Datta Gaitonde , Srinivasan Parthasarathy

We present a data-driven approach to mathematically model physical systems whose governing partial differential equations are unknown, by learning their associated Green's function. The subject systems are observed by collecting…

Numerical Analysis · Mathematics 2023-03-13 Harshwardhan Praveen , Nicolas Boulle , Christopher Earls

This paper investigates the mean square exponential stabilization problem for a class of coupled PDE-ODE systems with Markov jump parameters. The considered system consists of multiple coupled hyperbolic PDEs and a finite-dimensional ODE,…

Optimization and Control · Mathematics 2025-08-06 Kaijing Lyu , Umberto Biccari , Junmin Wang

Wave propagation problems are typically formulated as partial differential equations (PDEs) on unbounded domains to be solved. The classical approach to solving such problems involves truncating them to problems on bounded domains by…

Numerical Analysis · Mathematics 2024-04-11 Jihong Wang , Xin Wang , Jing Li , Bin Liu

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

Analysis of PDEs · Mathematics 2019-05-14 Yulia Meshkova

Neural operators have become increasingly popular in solving \textit{partial differential equations} (PDEs) due to their superior capability to capture intricate mappings between function spaces over complex domains. However, the…

Machine Learning · Computer Science 2026-03-02 Jianing Huang , Kaixuan Zhang , Youjia Wu , Ze Cheng

These notes are issued from a short course given by the author in a summer school in Chamb{\'e}ry in June 2015. We consider general semilinear PDE's and we address the following two questions: 1) How to design an efficient feedback control…

Analysis of PDEs · Mathematics 2015-06-22 Emmanuel Trélat