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We propose a deep learning approach to compute mean field control problems with individual noises. The problem consists of the Fokker-Planck (FP) equation and the Hamilton-Jacobi-Bellman (HJB) equation. Using the differential of the…

Optimization and Control · Mathematics 2025-05-20 Mo Zhou , Stanley Osher , Wuchen Li

Neural ordinary differential equations (ODEs) provide expressive representations of invertible transport maps that can be used to approximate complex probability distributions, e.g., for generative modeling, density estimation, and Bayesian…

Machine Learning · Computer Science 2025-02-07 Youssef Marzouk , Zhi Ren , Jakob Zech

Neural ordinary differential equations (ODEs) have attracted much attention as continuous-time counterparts of deep residual neural networks (NNs), and numerous extensions for recurrent NNs have been proposed. Since the 1980s, ODEs have…

Machine Learning · Computer Science 2022-10-17 Kazuki Irie , Francesco Faccio , Jürgen Schmidhuber

Neural Ordinary Differential Equations (NODEs) have proven to be a powerful modeling tool for approximating (interpolation) and forecasting (extrapolation) irregularly sampled time series data. However, their performance degrades…

Machine Learning · Computer Science 2020-04-29 Hammad A. Ayyubi , Yi Yao , Ajay Divakaran

In Score based Generative Modeling (SGMs), the state-of-the-art in generative modeling, stochastic reverse processes are known to perform better than their deterministic counterparts. This paper delves into the heart of this phenomenon,…

Machine Learning · Computer Science 2023-12-15 Karthik Elamvazhuthi , Samet Oymak , Fabio Pasqualetti

Neural Ordinary Differential Equations (ODEs) represent a significant advancement at the intersection of machine learning and dynamical systems, offering a continuous-time analog to discrete neural networks. Despite their promise, deploying…

Numerical Analysis · Mathematics 2025-06-18 Matteo Caldana , Jan S. Hesthaven

To better understand and improve the behavior of neural networks, a recent line of works bridged the connection between ordinary differential equations (ODEs) and deep neural networks (DNNs). The connections are made in two folds: (1) View…

Machine Learning · Computer Science 2019-11-05 Xinshi Chen

Neural ordinary differential equations are an attractive option for modelling temporal dynamics. However, a fundamental issue is that the solution to an ordinary differential equation is determined by its initial condition, and there is no…

Machine Learning · Computer Science 2020-11-06 Patrick Kidger , James Morrill , James Foster , Terry Lyons

Optimal control problems naturally arise in many scientific applications where one wishes to steer a dynamical system from a certain initial state $\mathbf{x}_0$ to a desired target state $\mathbf{x}^*$ in finite time $T$. Recent advances…

Machine Learning · Computer Science 2022-09-20 Lucas Böttcher , Thomas Asikis

Mean field control (MFC) problems have vast applications in artificial intelligence, engineering, and economics, while solving MFC problems accurately and efficiently in high-dimensional spaces remains challenging. This work introduces…

Optimization and Control · Mathematics 2025-03-26 Jiaxi Zhao , Mo Zhou , Xinzhe Zuo , Wuchen Li

We study the ability of neural networks to calculate feedback control signals that steer trajectories of continuous time non-linear dynamical systems on graphs, which we represent with neural ordinary differential equations (neural ODEs).…

Machine Learning · Computer Science 2022-06-22 Thomas Asikis , Lucas Böttcher , Nino Antulov-Fantulin

The Fokker-Planck (FP) equation governs the evolution of densities for stochastic dynamics of physical systems, such as the Langevin dynamics and the Lorenz system. This work simulates FP equations through a mean field control (MFC)…

Optimization and Control · Mathematics 2025-08-06 Mo Zhou , Stanley Osher , Wuchen Li

Neural Controlled Differential Equations (Neural CDEs) provide a powerful continuous-time framework for sequence modeling, yet the roughness of the driving control path often restricts their efficiency. Standard splines introduce…

Machine Learning · Computer Science 2026-02-03 Egor Serov , Ilya Kuleshov , Alexey Zaytsev

Recently, Neural Ordinary Differential Equations has emerged as a powerful framework for modeling physical simulations without explicitly defining the ODEs governing the system, but instead learning them via machine learning. However, the…

This short, self-contained article seeks to introduce and survey continuous-time deep learning approaches that are based on neural ordinary differential equations (neural ODEs). It primarily targets readers familiar with ordinary and…

Machine Learning · Computer Science 2024-01-09 Lars Ruthotto

To better conform to data geometry, recent deep generative modelling techniques adapt Euclidean constructions to non-Euclidean spaces. In this paper, we study normalizing flows on manifolds. Previous work has developed flow models for…

Machine Learning · Statistics 2020-06-19 Aaron Lou , Derek Lim , Isay Katsman , Leo Huang , Qingxuan Jiang , Ser-Nam Lim , Christopher De Sa

The laws of physics have been written in the language of dif-ferential equations for centuries. Neural Ordinary Differen-tial Equations (NODEs) are a new machine learning architecture which allows these differential equations to be learned…

Machine Learning · Computer Science 2021-09-20 Max Zhu , Pietro Lio , Jacob Moss

The idea of neural Ordinary Differential Equations (ODE) is to approximate the derivative of a function (data model) instead of the function itself. In residual networks, instead of having a discrete sequence of hidden layers, the…

Computer Vision and Pattern Recognition · Computer Science 2022-09-20 Seyedalireza Khoshsirat , Chandra Kambhamettu

Recent works on optical flow estimation use neural networks to predict the flow field that maps positions of one image to positions of the other. These networks consist of a feature extractor, a correlation volume, and finally several…

Computer Vision and Pattern Recognition · Computer Science 2025-06-05 Leyla Mirvakhabova , Hong Cai , Jisoo Jeong , Hanno Ackermann , Farhad Zanjani , Fatih Porikli

This paper is devoted to the numerical resolution of McKean-Vlasov control problems via the class of mean-field neural networks introduced in our companion paper [25] in order to learn the solution on the Wasserstein space. We propose…

Optimization and Control · Mathematics 2024-03-20 Huyên Pham , Xavier Warin
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