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Partial differential equations (PDEs) serve as the cornerstone of mathematical physics. In recent years, Physics-Informed Neural Networks (PINNs) have significantly reduced the dependence on large datasets by embedding physical laws…

Machine Learning · Computer Science 2025-06-09 Wenxuan Huo , Qiang He , Gang Zhu , Weifeng Huang

High-dimensional PDEs have been a longstanding computational challenge. We propose to solve high-dimensional PDEs by approximating the solution with a deep neural network which is trained to satisfy the differential operator, initial…

Mathematical Finance · Quantitative Finance 2018-10-17 Justin Sirignano , Konstantinos Spiliopoulos

Common techniques for the spatial discretisation of PDEs on a macroscale grid include finite difference, finite elements and finite volume methods. Such methods typically impose assumed microscale structures on the subgrid fields, so…

Dynamical Systems · Mathematics 2022-04-15 J. E. Bunder , A. J. Roberts

Partial differential equations (PDEs) are among the most universal and parsimonious descriptions of natural physical laws, capturing a rich variety of phenomenology and multi-scale physics in a compact and symbolic representation. This…

Machine Learning · Computer Science 2023-03-31 Steven L. Brunton , J. Nathan Kutz

Deep learning approaches for partial differential equations (PDEs) have received much attention in recent years due to their mesh-freeness and computational efficiency. However, most of the works so far have concentrated on time-dependent…

Machine Learning · Computer Science 2022-09-26 Son N. T. Tu , Thu Nguyen

We focus on the control of unknown Partial Differential Equations (PDEs). The system dynamics is unknown, but we assume we are able to observe its evolution for a given control input, as typical in a Reinforcement Learning framework. We…

Optimization and Control · Mathematics 2023-08-09 Alessandro Alla , Agnese Pacifico , Michele Palladino , Andrea Pesare

We propose a novel framework for analyzing the dynamics of distribution shift in real-world systems that captures the feedback loop between learning algorithms and the distributions on which they are deployed. Prior work largely models…

Machine Learning · Computer Science 2023-10-31 Lauren Conger , Franca Hoffmann , Eric Mazumdar , Lillian Ratliff

This work introduces a new method to efficiently solve optimization problems constrained by partial differential equations (PDEs) with uncertain coefficients. The method leverages two sources of inexactness that trade accuracy for speed:…

Optimization and Control · Mathematics 2019-05-20 Matthew J. Zahr , Kevin T. Carlberg , Drew P. Kouri

Most simulation schemes for partial differential equations (PDEs) focus on minimizing a simple error norm of a discretized version of a field. This paper takes a fundamentally different approach; the discretized field is interpreted as data…

Methodology · Statistics 2018-04-18 Reimar H. Leike , Torsten A. Enßlin

The complexity of real-world geophysical systems is often compounded by the fact that the observed measurements depend on hidden variables. These latent variables include unresolved small scales and/or rapidly evolving processes, partially…

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

It is one of the most challenging problems in applied mathematics to approximatively solve high-dimensional partial differential equations (PDEs). Recently, several deep learning-based approximation algorithms for attacking this problem…

Numerical Analysis · Mathematics 2023-02-10 Christian Beck , Martin Hutzenthaler , Arnulf Jentzen , Benno Kuckuck

We present a framework for recovering/approximating unknown time-dependent partial differential equation (PDE) using its solution data. Instead of identifying the terms in the underlying PDE, we seek to approximate the evolution operator of…

Numerical Analysis · Mathematics 2020-05-05 Kailiang Wu , Dongbin Xiu

Partial differential equations (PDEs) govern nearly every physical process in science and engineering, yet solving them at scale remains prohibitively expensive. Generative AI has transformed language, vision, and protein science, but…

Machine Learning · Computer Science 2026-04-10 Yilong Dai , Shengyu Chen , Xiaowei Jia , Runlong Yu

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…

We present results on stabilization for reduced order models (ROM) of partial differential equations using learning. Stabilization is achieved via closure models for ROMs, where we use a model-free extremum seeking (ES) dither-based…

Systems and Control · Computer Science 2016-12-06 Mouhacine Benosman , Boris Kramer , Petros Boufounos , Piyush Grover

Reinforcement learning algorithms are typically designed for discrete-time dynamics, even though the underlying real-world control systems are often continuous in time. In this paper, we study the problem of continuous-time reinforcement…

Machine Learning · Computer Science 2026-03-03 Klemens Iten , Lenart Treven , Bhavya Sukhija , Florian Dörfler , Andreas Krause

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

One of the most popular recent areas of machine learning predicates the use of neural networks augmented by information about the underlying process in the form of Partial Differential Equations (PDEs). These physics-informed neural…

Fluid Dynamics · Physics 2025-06-17 Luca Menicali , David H. Richter , Stefano Castruccio

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