English
Related papers

Related papers: Closed-form Solutions: A New Perspective on Solvin…

200 papers

Partial differential equations (PDEs) with multiple scales or those defined over sufficiently large domains arise in various areas of science and engineering and often present problems when approximating the solutions numerically. Machine…

Numerical Analysis · Mathematics 2024-05-27 Eddel Elí Ojeda Avilés , Daniel Olmos-Liceaga , Jae-Hun Jung

Continuous-time neural processes are performant sequential decision-makers that are built by differential equations (DE). However, their expressive power when they are deployed on computers is bottlenecked by numerical DE solvers. This…

Partial Differential Equations are precise in modelling the physical, biological and graphical phenomena. However, the numerical methods suffer from the curse of dimensionality, high computation costs and domain-specific discretization. We…

Computational Engineering, Finance, and Science · Computer Science 2026-03-05 Zheyuan Hu , Weitao Chen , Cengiz Öztireli , Chenliang Zhou , Fangcheng Zhong

The numerical solution methods for partial differential equation (PDE) solution allow obtaining a discrete field that converges towards the solution if the method is applied to the correct problem. Nevertheless, the numerical methods…

Numerical Analysis · Mathematics 2021-03-04 Alexander Hvatov

Natural laws are often described through differential equations yet finding a differential equation that describes the governing law underlying observed data is a challenging and still mostly manual task. In this paper we make a step…

Machine Learning · Computer Science 2022-11-08 Sören Becker , Michal Klein , Alexander Neitz , Giambattista Parascandolo , Niki Kilbertus

Data-driven methodologies are nowadays ubiquitous. Their rapid development and spread have led to applications even beyond the traditional fields of science. As far as dynamical systems and differential equations are concerned, neural…

Numerical Analysis · Mathematics 2025-12-05 Dimitri Breda , Xunbi A. Ji , Gábor Orosz , Muhammad Tanveer

In this article we present an extremely effective and relatively unknown approach to solving functional equations that appear in mathematical competitions. We aim to explain the philosophy of this novel method through numerous examples,…

History and Overview · Mathematics 2019-02-01 Athanasios Kontogeorgis , Rafail Tsiamis

The present article presents a summarizing view at differential-algebraic equations (DAEs) and analyzes how new application fields and corresponding mathematical models lead to innovations both in theory and in numerical analysis for this…

Numerical Analysis · Mathematics 2018-11-20 Jan Kleinert , Bernd Simeon

The numerical methods for differential equation solution allow obtaining a discrete field that converges towards the solution if the method is applied to the correct problem. Nevertheless, the numerical methods have the restricted class of…

Numerical Analysis · Mathematics 2023-07-03 Alexander Hvatov , Tatiana Tikhonova

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

We present a highly scalable strategy for developing mesh-free neuro-symbolic partial differential equation solvers from existing numerical discretizations found in scientific computing. This strategy is unique in that it can be used to…

Numerical Analysis · Mathematics 2022-10-28 Pouria Mistani , Samira Pakravan , Rajesh Ilango , Sanjay Choudhry , Frederic Gibou

In this paper we present a new method for deriving It\^{o} stochastic delay differential equations (SDDEs) from delayed chemical master equations (DCMEs). Considering alternative formulations of SDDEs that can be derived from the same DCME,…

Chaotic Dynamics · Physics 2023-05-09 F. Fatehi , Y. N. Kyrychko , K. B. Blyuss

Symbolic regression is a machine learning technique that can learn the governing formulas of data and thus has the potential to transform scientific discovery. However, symbolic regression is still limited in the complexity and…

Machine Learning · Computer Science 2023-05-30 Michael Zhang , Samuel Kim , Peter Y. Lu , Marin Soljačić

Mechanistic models with differential equations are a key component of scientific applications of machine learning. Inference in such models is usually computationally demanding, because it involves repeatedly solving the differential…

Machine Learning · Statistics 2022-07-06 Jonathan Schmidt , Nicholas Krämer , Philipp Hennig

Implicit layer deep learning techniques, like Neural Differential Equations, have become an important modeling framework due to their ability to adapt to new problems automatically. Training a neural differential equation is effectively a…

Machine Learning · Computer Science 2023-06-05 Avik Pal , Alan Edelman , Chris Rackauckas

In areas such as finance, engineering, and science, we often face situations that change quickly and unpredictably. These situations are tough to handle and require special tools and methods capable of understanding and predicting what…

Systems and Control · Electrical Eng. & Systems 2024-04-23 Wencheng Bao , Shi Feng , Kaiwen Zhang

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

Surrogate neural network-based partial differential equation (PDE) solvers have the potential to solve PDEs in an accelerated manner, but they are largely limited to systems featuring fixed domain sizes, geometric layouts, and boundary…

Machine Learning · Computer Science 2025-01-10 Chenkai Mao , Robert Lupoiu , Tianxiang Dai , Mingkun Chen , Jonathan A. Fan

In this work, we propose a novel backward differential deep learning-based algorithm for solving high-dimensional nonlinear backward stochastic differential equations (BSDEs), where the deep neural network (DNN) models are trained not only…

Numerical Analysis · Mathematics 2024-04-15 Lorenc Kapllani , Long Teng

Symbolic equations are at the core of scientific discovery. The task of discovering the underlying equation from a set of input-output pairs is called symbolic regression. Traditionally, symbolic regression methods use hand-designed…

Machine Learning · Computer Science 2021-06-14 Luca Biggio , Tommaso Bendinelli , Alexander Neitz , Aurelien Lucchi , Giambattista Parascandolo