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Building surrogate models with uncertainty quantification capabilities is essential for many engineering applications where randomness, such as variability in material properties, is unavoidable. Polynomial Chaos Expansion (PCE) is widely…

Computational Engineering, Finance, and Science · Computer Science 2025-11-04 Bahador Bahmani , Ioannis G. Kevrekidis , Michael D. Shields

Accurate crowd simulation is crucial for public safety management, emergency evacuation planning, and intelligent transportation systems. However, existing methods, which typically model crowds as a collection of independent individual…

Machine Learning · Computer Science 2026-04-14 Zijin Liu , Xu Geng , Wenshuai Xu , Xiang Zhao , Yan Xia , You Song

Stochastic solutions provide new rigorous results for nonlinear PDE's and, through its local non-grid nature, are a natural tool for parallel computation. There are two different approaches for the construction of stochastic solutions:…

Mathematical Physics · Physics 2012-09-17 Rui Vilela Mendes

Spatially distributed problems are often approximately modelled in terms of partial differential equations (PDEs) for appropriate coarse-grained quantities (e.g. concentrations). The derivation of accurate such PDEs starting from finer…

Quantitative Methods · Quantitative Biology 2009-11-13 Liang Qiao , Radek Erban , C. T. Kelley , Ioannis G. Kevrekidis

In this paper, we propose a dynamically low-dimensional approximation method to solve a class of time-dependent multiscale stochastic diffusion equations. A dynamically bi-orthogonal (DyBO) method was developed to explore low-dimensional…

Numerical Analysis · Mathematics 2019-02-05 Eric T. Chung , Sai-Mang Pun , Zhiwen Zhang

Spatial reaction-diffusion models have been employed to describe many emergent phenomena in biological systems. The modelling technique most commonly adopted in the literature implements systems of partial differential equations (PDEs),…

Quantitative Methods · Quantitative Biology 2015-10-05 Christian A. Yates , Mark B. Flegg

Differential equations are widely used to describe complex dynamical systems with evolving parameters in nature and engineering. Effectively learning a family of maps from the parameter function to the system dynamics is of great…

Machine Learning · Computer Science 2025-03-12 Xin Li , Chengli Zhao , Xue Zhang , Xiaojun Duan

In this paper we consider a continuous description based on stochastic differential equations of the popular particle swarm optimization (PSO) process for solving global optimization problems and derive in the large particle limit the…

Numerical Analysis · Mathematics 2020-12-11 Sara Grassi , Lorenzo Pareschi

We develop a new approach to study the long time behaviour of solutions to nonlinear stochastic differential equations in the sense of McKean, as well as propagation of chaos for the corresponding mean-field particle system approximations.…

Probability · Mathematics 2022-11-15 Alain Durmus , Andreas Eberle , Arnaud Guillin , Katharina Schuh

A number of problems in relational Artificial Intelligence can be viewed as Stochastic Constraint Optimization Problems (SCOPs). These are constraint optimization problems that involve objectives or constraints with a stochastic component.…

Artificial Intelligence · Computer Science 2018-07-04 Anna L. D. Latour , Behrouz Babaki , Siegfried Nijssen

In this work, the primary goal is to establish rigorous connection between the Fokker-Planck equation of neural networks with its microscopic model: the diffusion-jump stochastic process that captures the mean field behavior of collections…

Analysis of PDEs · Mathematics 2021-11-01 Jian-guo Liu , Ziheng Wang , Yuan Zhang , Zhennan Zhou

Stochastic partial differential equations (SPDEs) represent a very active research field with numerous recent developments and breakthrough results. There are several well-established approaches and methods used to construct solutions for…

Probability · Mathematics 2019-08-27 Christian Kuehn , Alexandra Neamtu

An acoustic wave propagation problem with a log normal random field approximation for wave speed is solved using a sampling-free intrusive stochastic Galerkin approach. The stochastic partial differential equation with the inputs and…

Computational Engineering, Finance, and Science · Computer Science 2026-01-23 Sudhi Sharma Padillath Vasudevan

This work proposes and analyzes a generalized acceleration technique for decreasing the computational complexity of using stochastic collocation (SC) methods to solve partial differential equations (PDEs) with random input data. The SC…

Numerical Analysis · Mathematics 2015-05-05 Diego Galindo , Peter Jantsch , Clayton G. Webster , Guannan Zhang

Solving Singularly Perturbed Differential Equations (SPDEs) poses computational challenges arising from the rapid transitions in their solutions within thin regions. The effectiveness of deep learning in addressing differential equations…

Machine Learning · Computer Science 2024-09-10 Ye Li , Ting Du , Yiwen Pang , Zhongyi Huang

We study some systems of interacting fields whose evolution is given by some singular stochastic partial differential equations of mean field type. We provide a robust setting for their study and prove a well-posedness result and a…

Probability · Mathematics 2026-04-15 I. Bailleul , N. Moench

Nonlinear model predictive control (MPC) is a flexible and increasingly popular framework used to synthesize feedback control strategies that can satisfy both state and control input constraints. In this framework, an optimization problem,…

Systems and Control · Electrical Eng. & Systems 2023-05-17 Kong Yao Chee , M. Ani Hsieh , Nikolai Matni

We introduce DeSCo, a scalable neural deep subgraph counting pipeline, designed to accurately predict both the count and occurrence position of queries on target graphs post single training. Firstly, DeSCo uses a novel canonical partition…

Machine Learning · Computer Science 2023-12-21 Tianyu Fu , Chiyue Wei , Yu Wang , Rex Ying

Neural Laplace is a unified framework for learning diverse classes of differential equations (DE). For different classes of DE, this framework outperforms other approaches relying on neural networks that aim to learn classes of ordinary…

Machine Learning · Computer Science 2024-06-10 Adrien Carrel

Many machine learning tasks can be formulated as a stochastic compositional optimization (SCO) problem such as reinforcement learning, AUC maximization, and meta-learning, where the objective function involves a nested composition…

Machine Learning · Computer Science 2023-11-23 Ming Yang , Xiyuan Wei , Tianbao Yang , Yiming Ying