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Simulation-based techniques such as variants of stochastic Runge-Kutta are the de facto approach for inference with stochastic differential equations (SDEs) in machine learning. These methods are general-purpose and used with parametric and…

Traditional Monte Carlo integration using uniform random sampling exhibits degraded efficiency in low-regularity or high-dimensional problems. We propose a novel deep learning framework based on deterministic number-theoretic sampling…

In this paper, we introduce a new simple approach to developing and establishing the convergence of splitting methods for a large class of stochastic differential equations (SDEs), including additive, diagonal and scalar noise types. The…

Physics-informed neural networks (PINNs) have attracted significant attention for solving partial differential equations (PDEs) in recent years because they alleviate the curse of dimensionality that appears in traditional methods. However,…

One of the open problems in scientific computing is the long-time integration of nonlinear stochastic partial differential equations (SPDEs). We address this problem by taking advantage of recent advances in scientific machine learning and…

Classical neural ordinary differential equations (ODEs) are powerful tools for approximating the log-density functions in high-dimensional spaces along trajectories, where neural networks parameterize the velocity fields. This paper…

Physics-informed neural networks (PINNs) have been demonstrated to be efficient in solving partial differential equations (PDEs) from a variety of experimental perspectives. Some recent studies have also proposed PINN algorithms for PDEs on…

Deep learning methods have gained considerable interest in the numerical solution of various partial differential equations (PDEs). One particular focus is physics-informed neural networks (PINN), which integrate physical principles into…

Many complex phenomena occurring in physics,chemistry, biology, finance, etc. can be reduced, by some projection process, to a 1-d stochastic Differential Equation (SDE) for the variable of interest. Typically, this SDE is both non-linear…

In this paper, we develop a novel mesh-free framework, termed physics-informed neural networks with invariant measure score matching (PINN-IMSM), for reconstructing dynamical systems from unlabeled point-cloud data that capture the system's…

Physics-informed neural networks (PiNNs) recently emerged as a powerful solver for a large class of partial differential equations under various initial and boundary conditions. In this paper, we propose trapz-PiNNs, physics-informed neural…

Deep neural networks have garnered widespread attention due to their simplicity and flexibility in the fields of engineering and scientific calculation. In this study, we probe into solving a class of elliptic partial differential…

In scenarios with limited available data, training the function-to-function neural PDE solver in an unsupervised manner is essential. However, the efficiency and accuracy of existing methods are constrained by the properties of numerical…

Partial differential equations (PDEs) are an essential computational kernel in physics and engineering. With the advance of deep learning, physics-informed neural networks (PINNs), as a mesh-free method, have shown great potential for fast…

Physics-Informed Neural Networks (PINN) are neural networks (NNs) that encode model equations, like Partial Differential Equations (PDE), as a component of the neural network itself. PINNs are nowadays used to solve PDEs, fractional…

Physics-Informed Neural Networks (PINNs) represent a groundbreaking paradigm in scientific computing, seamlessly integrating the robust framework of deep learning with fundamental physical laws. This paper meticulously applies the standard…

Soft- and hard-constrained Physics Informed Neural Networks (PINNs) have achieved great success in solving partial differential equations (PDEs). However, these methods still face great challenges when solving the Navier-Stokes equations…

Stochastic differential equations (SDEs) offer powerful and accessible mathematical models for capturing both deterministic and probabilistic aspects of dynamic behavior across a wide range of physical, financial, and social systems.…

For Kolmogorov equations associated to finite dimensional stochastic differential equations (SDEs) in high dimension, a numerical method alternative to Monte Carlo simulations is proposed. The structure of the SDE is inspired by stochastic…

Stochastic Differential Equations (SDEs) in high dimension, having the structure of finite dimensional approximation of Stochastic Partial Differential Equations (SPDEs), are considered. The aim is to compute numerically expected values and…