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We present a convolutional framework which significantly reduces the complexity and thus, the computational effort for distributed reinforcement learning control of dynamical systems governed by partial differential equations (PDEs).…

Machine Learning · Computer Science 2023-12-27 Sebastian Peitz , Jan Stenner , Vikas Chidananda , Oliver Wallscheid , Steven L. Brunton , Kunihiko Taira

High-dimensional partial differential equations (PDEs) pose significant challenges for numerical computation due to the curse of dimensionality, which limits the applicability of traditional mesh-based methods. Since 2017, the Deep BSDE…

Numerical Analysis · Mathematics 2025-05-26 Jiequn Han , Arnulf Jentzen , Weinan E

Traditional approaches to stabilizing hyperbolic PDEs, such as PDE backstepping, often encounter challenges when dealing with high-dimensional or complex nonlinear problems. Their solutions require high computational and analytical costs.…

Analysis of PDEs · Mathematics 2024-11-08 Xianhe Zhang , Yu Xiao , Xiaodong Xu , Biao Luo

In a recent article, we presented a framework to control nonlinear partial differential equations (PDEs) by means of Koopman operator based reduced models and concepts from switched systems. The main idea was to transform a control system…

Optimization and Control · Mathematics 2019-05-15 Sebastian Peitz

Applications in quantitative finance such as optimal trade execution, risk management of options, and optimal asset allocation involve the solution of high dimensional and nonlinear Partial Differential Equations (PDEs). The connection…

Machine Learning · Statistics 2019-10-28 Batuhan Güler , Alexis Laignelet , Panos Parpas

There have been growing interests in leveraging experimental measurements to discover the underlying partial differential equations (PDEs) that govern complex physical phenomena. Although past research attempts have achieved great success…

Machine Learning · Computer Science 2023-05-23 Chengping Rao , Pu Ren , Yang Liu , Hao Sun

Partial Differential Equations (PDEs) describe phenomena ranging from turbulence and epidemics to quantum mechanics and financial markets. Despite recent advances in computational science, solving such PDEs for real-world applications…

Machine Learning · Computer Science 2025-05-19 Lothar Heimbach , Sebastian Kaltenbach , Petr Karnakov , Francis J. Alexander , Petros Koumoutsakos

Partial differential equations (PDEs) govern nearly every physical process in science and engineering, yet solving them at scale remains prohibitively expensive. Generative AI has transformed language, vision, and protein science, but…

Machine Learning · Computer Science 2026-04-10 Yilong Dai , Shengyu Chen , Xiaowei Jia , Runlong Yu

We consider optimal experimental design (OED) for Bayesian nonlinear inverse problems governed by partial differential equations (PDEs) under model uncertainty. Specifically, we consider inverse problems in which, in addition to the…

Numerical Analysis · Mathematics 2024-07-03 Alen Alexanderian , Ruanui Nicholson , Noemi Petra

This paper develops an extension of infinite-dimensional backstepping method for parabolic and hyperbolic systems in one spatial dimension with two actuators. Typically, PDE backstepping is applied in 1-D domains with an actuator at one…

Optimization and Control · Mathematics 2016-03-17 Rafael Vazquez , Miroslav Krstic

The neural ordinary differential equation (ODE) framework has emerged as a powerful tool for developing accelerated surrogate models of complex physical systems governed by partial differential equations (PDEs). A popular approach for PDE…

Fluid Dynamics · Physics 2025-03-26 Ashish S. Nair , Shivam Barwey , Pinaki Pal , Jonathan F. MacArt , Troy Arcomano , Romit Maulik

Robust physics (e.g., governing equations and laws) discovery is of great interest for many engineering fields and explainable machine learning. A critical challenge compared with general training is that the term and format of governing…

Numerical Analysis · Mathematics 2021-02-15 Zhiming Zhang , Yongming Liu

We represent an algorithm reducing a big class of systems of ($M+1$)-dimensional nonlinear partial differential equations (PDEs) to the systems of $M$-dimensional first order PDEs. Thus, we integrate the original system with respect to only…

Exactly Solvable and Integrable Systems · Physics 2015-05-20 A. I. Zenchuk

Partial differential equations (PDEs) play a foundational role in modeling physical phenomena. This study addresses the challenging task of determining variable coefficients within PDEs from measurement data. We introduce a novel neural…

Numerical Analysis · Mathematics 2023-10-17 Ke Chen , Jasen Lai , Chunmei Wang

We provide two methods for computation of continuum backstepping kernels that arise in control of continua (ensembles) of linear hyperbolic PDEs and which can approximate backstepping kernels arising in control of a large-scale, PDE system…

Optimization and Control · Mathematics 2024-12-06 Jukka-Pekka Humaloja , Nikolaos Bekiaris-Liberis

This paper develops a probabilistic numerical method for solution of partial differential equations (PDEs) and studies application of that method to PDE-constrained inverse problems. This approach enables the solution of challenging inverse…

Methodology · Statistics 2017-07-12 Jon Cockayne , Chris Oates , Tim Sullivan , Mark Girolami

Simulating the time evolution of Partial Differential Equations (PDEs) of large-scale systems is crucial in many scientific and engineering domains such as fluid dynamics, weather forecasting and their inverse optimization problems.…

Machine Learning · Computer Science 2022-10-13 Tailin Wu , Takashi Maruyama , Jure Leskovec

Motivated by important applications in image processing, we study a class of second-order geometric quasilinear hyperbolic partial differential equations (PDEs). This is inspired by the recent development of second-order damping systems…

Analysis of PDEs · Mathematics 2025-01-06 Guozhi Dong , Michael Hintermüller , Ye Zhang

The combination of machine learning and physical laws has shown immense potential for solving scientific problems driven by partial differential equations (PDEs) with the promise of fast inference, zero-shot generalisation, and the ability…

Machine Learning · Computer Science 2024-09-11 Nacime Bouziani , David A. Ham , Ado Farsi

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