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Deep Convolutional Neural Networks (DCNNs) are currently the method of choice both for generative, as well as for discriminative learning in computer vision and machine learning. The success of DCNNs can be attributed to the careful…

Solving partial differential equations (PDEs) by numerical methods meet computational cost challenge for getting the accurate solution since fine grids and small time steps are required. Machine learning can accelerate this process, but…

Numerical Analysis · Mathematics 2025-01-28 Qi Wang , Yuan Mi , Haoyun Wang , Yi Zhang , Ruizhi Chengze , Hongsheng Liu , Ji-Rong Wen , Hao Sun

Deep neural networks (DNNs) have achieved remarkable success in numerous domains, and their application to PDE-related problems has been rapidly advancing. This paper provides an estimate for the generalization error of learning Lipschitz…

Machine Learning · Computer Science 2023-10-04 Ke Chen , Chunmei Wang , Haizhao Yang

In this paper, we construct approximated solutions of Differential Equations (DEs) using the Deep Neural Network (DNN). Furthermore, we present an architecture that includes the process of finding model parameters through experimental data,…

Numerical Analysis · Mathematics 2019-07-31 Hyeontae Jo , Hwijae Son , Hyung Ju Hwang , Eunheui Kim

We investigate numerous structural connections between numerical algorithms for partial differential equations (PDEs) and neural architectures. Our goal is to transfer the rich set of mathematical foundations from the world of PDEs to…

Numerical Analysis · Mathematics 2022-03-22 Tobias Alt , Karl Schrader , Matthias Augustin , Pascal Peter , Joachim Weickert

Deep Operator Networks are emerging as fundamental tools among various neural network types to learn mappings between function spaces, and have recently gained attention due to their ability to approximate nonlinear operators. In…

Machine Learning · Computer Science 2026-01-15 Beatrice Ceccanti , Mattia Galanti , Ivo Roghair , Martin van Sint Annaland

We propose an accurate data-driven numerical scheme to solve Stochastic Differential Equations (SDEs), by taking large time steps. The SDE discretization is built up by means of a polynomial chaos expansion method, on the basis of…

Numerical Analysis · Mathematics 2021-09-24 Shuaiqiang Liu , Lech A. Grzelak , Cornelis W. Oosterlee

A computed approximation of the solution operator to a system of partial differential equations (PDEs) is needed in various areas of science and engineering. Neural operators have been shown to be quite effective at predicting these…

Machine Learning · Computer Science 2024-12-02 Zan Ahmad , Shiyi Chen , Minglang Yin , Avisha Kumar , Nicolas Charon , Natalia Trayanova , Mauro Maggioni

This paper develops a randomized approach for incrementally building deep neural networks, where a supervisory mechanism is proposed to constrain the random assignment of the weights and biases, and all the hidden layers have direct links…

Machine Learning · Computer Science 2018-03-19 Dianhui Wang , Ming Li

We propose a methodology to address two analysis problems concerning complex systems, namely bounding state functionals of stochastic differential equations (SDEs) and verifying set avoidance of systems described by partial differential…

Optimization and Control · Mathematics 2016-03-30 Mohamadreza Ahmadi , Giorgio Valmorbida , Antonis Papachristodoulou

Realistic physical phenomena exhibit random fluctuations across many scales in the input and output processes. Models of these phenomena require stochastic PDEs. For three-dimensional coupled (vector-valued) stochastic PDEs (SPDEs), for…

Computational Engineering, Finance, and Science · Computer Science 2022-08-24 Ajit Desai , Mohammad Khalil , Chris L. Pettit , Dominique Poirel , Abhijit Sarkar

In this paper we deal with pointwise approximation of solutions of stochastic differential equations (SDEs) driven by infinite dimensional Wiener process with additional jumps generated by Poisson random measure. The further investigations…

Probability · Mathematics 2022-05-04 Paweł Przybyłowicz , Michał Sobieraj , Łukasz Stȩpień

Graph neural networks are increasingly becoming the go-to approach in various fields such as computer vision, computational biology and chemistry, where data are naturally explained by graphs. However, unlike traditional convolutional…

Machine Learning · Computer Science 2021-10-28 Moshe Eliasof , Eldad Haber , Eran Treister

It is critical yet challenging for deep learning models to properly characterize uncertainty that is pervasive in real-world environments. Although a lot of efforts have been made, such as heteroscedastic neural networks (HNNs), little work…

Machine Learning · Computer Science 2021-03-30 Peng Cui , Zhijie Deng , Wenbo Hu , Jun Zhu

The Deep Operator Network (DeepONet) structure has shown great potential in approximating complex solution operators with low generalization errors. Recently, a sequential DeepONet (S-DeepONet) was proposed to use sequential learning models…

Computational Engineering, Finance, and Science · Computer Science 2024-06-17 Junyan He , Shashank Kushwaha , Jaewan Park , Seid Koric , Diab Abueidda , Iwona Jasiuk

Stochastic differential equations (SDEs) are used to describe a wide variety of complex stochastic dynamical systems. Learning the hidden physics within SDEs is crucial for unraveling fundamental understanding of these systems' stochastic…

Machine Learning · Computer Science 2022-07-26 Jared O'Leary , Joel A. Paulson , Ali Mesbah

Stochastic partial differential equations (SPDEs) are ubiquitous in engineering and computational sciences. The stochasticity arises as a consequence of uncertainty in input parameters, constitutive relations, initial/boundary conditions,…

Data Analysis, Statistics and Probability · Physics 2020-01-29 Sharmila Karumuri , Rohit Tripathy , Ilias Bilionis , Jitesh Panchal

Partial differential equations (PDEs) play a crucial role in studying a vast number of problems in science and engineering. Numerically solving nonlinear and/or high-dimensional PDEs is often a challenging task. Inspired by the traditional…

Numerical Analysis · Mathematics 2022-01-11 Yihao Hu , Tong Zhao , Shixin Xu , Zhiliang Xu , Lizhen Lin

Partial differential equations (PDEs) are commonly derived based on empirical observations. However, recent advances of technology enable us to collect and store massive amount of data, which offers new opportunities for data-driven…

Machine Learning · Computer Science 2019-10-23 Zichao Long , Yiping Lu , Bin Dong

Neural operators have emerged as powerful surrogates for partial differential equation (PDE) solvers, yet they are typically trained as monolithic models for individual PDEs, require energy-intensive GPU hardware, and must be retrained from…

Machine Learning · Computer Science 2026-04-14 Samrendra Roy , Souvik Chakraborty , Rizwan-uddin , Syed Bahauddin Alam