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In this paper, we propose a semigroup method for solving high-dimensional elliptic partial differential equations (PDEs) and the associated eigenvalue problems based on neural networks. For the PDE problems, we reformulate the original…

Numerical Analysis · Mathematics 2022-01-14 Haoya Li , Lexing Ying

This work proposes a method for solving linear stochastic optimal control (SOC) problems using sum of squares and semidefinite programming. Previous work had used polynomial optimization to approximate the value function, requiring a high…

Optimization and Control · Mathematics 2014-09-23 Matanya B. Horowitz , Ivan Papusha , Joel W. Burdick

This paper presents a neural network--enhanced surrogate modeling approach for diffusion problems with spatially varying random field coefficients. The method builds on numerical homogenization, which compresses fine-scale coefficients into…

Numerical Analysis · Mathematics 2025-09-17 Fabian Kröpfl , Daniel Peterseim , Elisabeth Ullmann

We present a novel approach for solving steady-state stochastic partial differential equations (PDEs) with high-dimensional random parameter space. The proposed approach combines spatial domain decomposition with basis adaptation for each…

Numerical Analysis · Mathematics 2017-10-25 Ramkrishna Tipireddy , Panos Stinis , Alexandre Tartakovsky

Surface partial differential equations arise in numerous scientific and engineering applications. Their numerical solution on static and evolving surfaces remains challenging due to geometric complexity and, for evolving geometries, the…

Numerical Analysis · Mathematics 2026-03-03 Jingbo Sun , Fei Wang

State-of-the-art computer codes for simulating real physical systems are often characterized by a vast number of input parameters. Performing uncertainty quantification (UQ) tasks with Monte Carlo (MC) methods is almost always infeasible…

Computational Physics · Physics 2018-10-17 Rohit Tripathy , Ilias Bilionis

We propose a unified framework for delay differential equations (DDEs) based on deep neural networks (DNNs) - the neural delay differential equations (NDDEs), aimed at solving the forward and inverse problems of delay differential…

Machine Learning · Computer Science 2024-08-27 Housen Wang , Yuxing Chen , Sirong Cao , Xiaoli Wang , Qiang Liu

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

Design and optimal control problems are among the fundamental, ubiquitous tasks we face in science and engineering. In both cases, we aim to represent and optimize an unknown (black-box) function that associates a performance/outcome to a…

Machine Learning · Computer Science 2021-10-27 Sifan Wang , Mohamed Aziz Bhouri , Paris Perdikaris

In recent years, SPDEs have become a well-studied field in mathematics. With their increase in popularity, it becomes important to efficiently approximate their solutions. Thus, our goal is a contribution towards the development of…

Numerical Analysis · Mathematics 2024-01-17 Evelyn Buckwar , Ana Djurdjevac , Monika Eisenmann

Partial differential equations (PDEs) are fundamental to modeling complex and nonlinear physical phenomena, but their numerical solution often requires significant computational resources, particularly when a large number of forward full…

Computational Physics · Physics 2025-07-08 Qibang Liu , Seid Koric

We propose a new approach to learning the subgrid-scale model when simulating partial differential equations (PDEs) solved by the method of lines and their representation in chaotic ordinary differential equations, based on neural ordinary…

Numerical Analysis · Mathematics 2023-04-14 Shinhoo Kang , Emil M. Constantinescu

Verification of Neural Networks (NNs) that approximate the solution of Partial Differential Equations (PDEs) is a major milestone towards enhancing their trustworthiness and accelerating their deployment, especially for safety-critical…

Systems and Control · Electrical Eng. & Systems 2024-02-13 Petros Ellinas , Rahul Nellikath , Ignasi Ventura , Jochen Stiasny , Spyros Chatzivasileiadis

Data-driven surrogate models are widely used for applications such as design optimization and uncertainty quantification, where repeated evaluations of an expensive simulator are required. For most partial differential equation (PDE)…

Computational Physics · Physics 2019-10-18 Wei Xing , Robert M. Kirby , Shandian Zhe

More competent learning models are demanded for data processing due to increasingly greater amounts of data available in applications. Data that we encounter often have certain embedded sparsity structures. That is, if they are represented…

Numerical Analysis · Mathematics 2022-07-28 Yuesheng Xu , Taishan Zeng

An efficient method for solving large nonlinear problems combines Newton solvers and Domain Decomposition Methods (DDM). In the DDM framework, the boundary conditions can be chosen to be primal, dual or mixed. The mixed approach presents…

Numerical Analysis · Mathematics 2018-02-07 Camille Negrello , Pierre Gosselet , Christian Rey

We derive novel algorithms for optimization problems constrained by partial differential equations describing multiscale particle dynamics, including non-local integral terms representing interactions between particles. In particular, we…

Numerical Analysis · Mathematics 2021-09-09 Mildred Aduamoah , Benjamin D. Goddard , John W. Pearson , Jonna C. Roden

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

An exact arithmetic, memory efficient direct solution method for finite element method (FEM) computations is outlined. Unlike conventional black-box or low-rank direct solvers that are opaque to the underlying physical problem, the proposed…

Computational Engineering, Finance, and Science · Computer Science 2020-02-13 Javad Moshfegh , Marinos N. Vouvakis

In recent years, there has been a growing interest in data-driven evolutionary algorithms (DDEAs) employing surrogate models to approximate the objective functions with limited data. However, current DDEAs are primarily designed for…

Machine Learning · Computer Science 2025-12-10 Xian-Rong Zhang , Yue-Jiao Gong , Zhiguang Cao , Jun Zhang
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