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In this article, we introduce and analyze a deep learning based approximation algorithm for SPDEs. Our approach employs neural networks to approximate the solutions of SPDEs along given realizations of the driving noise process. If applied…

Numerical Analysis · Mathematics 2025-10-21 Christian Beck , Sebastian Becker , Patrick Cheridito , Arnulf Jentzen , Ariel Neufeld

A new data-driven method for operator learning of stochastic differential equations(SDE) is proposed in this paper. The central goal is to solve forward and inverse stochastic problems more effectively using limited data. Deep operator…

Machine Learning · Statistics 2022-04-08 Jiahao Zhang , Shiqi Zhang , Guang Lin

In this paper, we consider approximating the parameter-to-solution maps of parametric partial differential equations (PPDEs) using deep neural networks (DNNs). We propose an efficient approach combining reduced collocation methods (RCMs)…

Numerical Analysis · Mathematics 2025-08-18 Guanhang Lei , Zhen Lei , Lei Shi , Chenyu Zeng

Partial Differential Equations (PDE) are fundamental to model different phenomena in science and engineering mathematically. Solving them is a crucial step towards a precise knowledge of the behaviour of natural and engineered systems. In…

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

Deep neural networks (DNNs) recently emerged as a promising tool for analyzing and solving complex differential equations arising in science and engineering applications. Alternative to traditional numerical schemes, learning-based solvers…

Numerical Analysis · Mathematics 2023-08-09 Yuan Lan , Zhen Li , Jie Sun , Yang Xiang

We identify effective stochastic differential equations (SDE) for coarse observables of fine-grained particle- or agent-based simulations; these SDE then provide useful coarse surrogate models of the fine scale dynamics. We approximate the…

DeepONet has recently been proposed as a representative framework for learning nonlinear mappings between function spaces. However, when it comes to approximating solution operators of partial differential equations (PDEs) with…

Numerical Analysis · Mathematics 2024-08-09 Yameng Zhu , Jingrun Chen , Weibing Deng

Neural operators have achieved strong performance in learning solution operators of partial differential equations (PDEs), but their inherently continuous representations struggle to capture discontinuities and sharp transitions. Existing…

Machine Learning · Computer Science 2026-05-20 Ha Dang , Sebastian Schmidt , Juergen Hesser

Partial differential equations (PDEs) play a foundational role in modeling physical phenomena. This study addresses the challenging task of determining variable coefficients within PDEs from measurement data. We introduce a novel neural…

Numerical Analysis · Mathematics 2023-10-17 Ke Chen , Jasen Lai , Chunmei Wang

Operator learning techniques have recently emerged as a powerful tool for learning maps between infinite-dimensional Banach spaces. Trained under appropriate constraints, they can also be effective in learning the solution operator of…

Machine Learning · Computer Science 2021-10-13 Sifan Wang , Hanwen Wang , Paris Perdikaris

We introduce a practical method to enforce partial differential equation (PDE) constraints for functions defined by neural networks (NNs), with a high degree of accuracy and up to a desired tolerance. We develop a differentiable…

Machine Learning · Computer Science 2023-04-19 Geoffrey Négiar , Michael W. Mahoney , Aditi S. Krishnapriyan

The problem of function approximation by neural dynamical systems has typically been approached in a top-down manner: Any continuous function can be approximated to an arbitrary accuracy by a sufficiently complex model with a given…

Optimization and Control · Mathematics 2023-09-22 Tanya Veeravalli , Maxim Raginsky

Deep neural networks (DNNs) have recently emerged as effective tools for approximating solution operators of partial differential equations (PDEs) including evolutionary problems. Classical numerical solvers for such PDEs often face…

Numerical Analysis · Mathematics 2025-09-05 Ke Chen , Meenakshi Krishnan , Haizhao Yang

Deep operator networks (DeepONets) represent a powerful class of data-driven methods for operator learning, demonstrating strong approximation capabilities for a wide range of linear and nonlinear operators. They have shown promising…

Machine Learning · Computer Science 2025-03-04 Zhaoxi Jiang , Fei Wang

Neural operators have emerged as a powerful tool for solving partial differential equations (PDEs) and other complex scientific computing tasks. However, the performance of single operator block is often limited, thus often requiring…

Numerical Analysis · Mathematics 2025-07-18 Yichen Wang , Wenlian Lu

Solving parametric Partial Differential Equations (PDEs) for a broad range of parameters is a critical challenge in scientific computing. To this end, neural operators, which \textcolor{black}{predicts the PDE solution with variable PDE…

Numerical Analysis · Mathematics 2024-11-14 Weiheng Zhong , Hadi Meidani

In the realm of computational science and engineering, constructing models that reflect real-world phenomena requires solving partial differential equations (PDEs) with different conditions. Recent advancements in neural operators, such as…

Quantum Physics · Physics 2025-06-11 Pengpeng Xiao , Muqing Zheng , Anran Jiao , Xiu Yang , Lu Lu

We present a novel framework combining Deep Operator Networks (DeepONets) with Physics-Informed Neural Networks (PINNs) to solve partial differential equations (PDEs) and estimate their unknown parameters. By integrating data-driven…

Machine Learning · Computer Science 2025-08-05 Amogh Raj , Carol Eunice Gudumotou , Sakol Bun , Keerthana Srinivasa , Arash Sarshar

Deep learning has become a pivotal technology in fields such as computer vision, scientific computing, and dynamical systems, significantly advancing these disciplines. However, neural Networks persistently face challenges related to…

Machine Learning · Computer Science 2025-10-14 Yongshuai Liu , Lianfang Wang , Kuilin Qin , Qinghua Zhang , Faqiang Wang , Li Cui , Jun Liu , Yuping Duan , Tieyong Zeng