Related papers: Generating synthetic data for neural operators
Learning underlying dynamics from data is important and challenging in many real-world scenarios. Incorporating differential equations (DEs) to design continuous networks has drawn much attention recently, however, most prior works make…
Physics-informed deep learning often faces optimization challenges due to the complexity of solving partial differential equations (PDEs), which involve exploring large solution spaces, require numerous iterations, and can lead to unstable…
Neural networks have shown significant potential in solving partial differential equations (PDEs). While deep networks are capable of approximating complex functions, direct one-shot training often faces limitations in both accuracy and…
Applications in quantitative finance such as optimal trade execution, risk management of options, and optimal asset allocation involve the solution of high dimensional and nonlinear Partial Differential Equations (PDEs). The connection…
Spectral methods are an important part of scientific computing's arsenal for solving partial differential equations (PDEs). However, their applicability and effectiveness depend crucially on the choice of basis functions used to expand the…
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…
We propose a new deep learning algorithm for solving high-dimensional parabolic integro-differential equations (PIDEs) and forward-backward stochastic differential equations with jumps (FBSDEJs). This novel algorithm can be viewed as an…
The ability to generate synthetic data has a variety of use cases across different domains. In education research, there is a growing need to have access to synthetic data to test certain concepts and ideas. In recent years, several deep…
Partial differential equations (PDEs) underpin the modeling of many natural and engineered systems. It can be convenient to express such models as neural PDEs rather than using traditional numerical PDE solvers by replacing part or all of…
Simulation is increasingly being used for generating large labelled datasets in many machine learning problems. Recent methods have focused on adjusting simulator parameters with the goal of maximising accuracy on a validation task, usually…
Contrastive learning (CL), a self-supervised learning approach, can effectively learn visual representations from unlabeled data. Given the CL training data, generative models can be trained to generate synthetic data to supplement the real…
Solving parametric partial differential equations (PDEs) and associated PDE-based, inverse problems is a central task in engineering and physics, yet existing neural operator methods struggle with high-dimensional, discontinuous inputs and…
Developing algorithms for solving high-dimensional partial differential equations (PDEs) has been an exceedingly difficult task for a long time, due to the notoriously difficult problem known as the "curse of dimensionality". This paper…
Semilinear parabolic partial differential equations (PDEs) are fundamental to modeling complex dynamical systems across scientific domains. The Deep Backward Stochastic Differential Equation (BSDE) method is a promising approach for…
Deep neural networks (DNN) have been used to model nonlinear relations between physical quantities. Those DNNs are embedded in physical systems described by partial differential equations (PDE) and trained by minimizing a loss function that…
Multiphysics problems such as multicomponent diffusion, phase transformations in multiphase systems and alloy solidification involve numerical solution of a coupled system of nonlinear partial differential equations (PDEs). Numerical…
We propose a numerical method for solving high dimensional fully nonlinear partial differential equations (PDEs). Our algorithm estimates simultaneously by backward time induction the solution and its gradient by multi-layer neural…
Synthetic data is being used lately for training deep neural networks in computer vision applications such as object detection, object segmentation and 6D object pose estimation. Domain randomization hereby plays an important role in…
Machine learning for differential equations paves the way for computationally efficient alternatives to numerical solvers, with potentially broad impacts in science and engineering. Though current algorithms typically require simulated…
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…