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The concept of the path-dependent partial differential equation (PPDE) was first introduced in the context of path-dependent derivatives in financial markets. Its semilinear form was later identified as a non-Markovian backward stochastic…

Machine Learning · Computer Science 2023-06-05 Bowen Fang , Hao Ni , Yue Wu

Physics-informed neural networks (PINNs) offer a promising framework by embedding partial differential equations (PDEs) into the loss function together with measurement data, making them well-suited for inverse problems. However, standard…

Fluid Dynamics · Physics 2026-05-25 Kakeru Ueda , Hiro Wakimura , Satoshi Ii

Partial Differential Equations (PDEs) with high dimensionality are commonly encountered in computational physics and engineering. However, finding solutions for these PDEs can be computationally expensive, making model-order reduction…

Machine Learning · Statistics 2023-03-07 Sebastian Kaltenbach , Phaedon-Stelios Koutsourelakis , Petros Koumoutsakos

Hybrid neural ordinary differential equations (neural ODEs) integrate mechanistic models with neural ODEs, offering strong inductive bias and flexibility, and are particularly advantageous in data-scarce healthcare settings. However,…

Machine Learning · Computer Science 2026-03-04 Bob Junyi Zou , Lu Tian

Stochastic partial differential equations (SPDEs) are the mathematical tool of choice for modelling spatiotemporal PDE-dynamics under the influence of randomness. Based on the notion of mild solution of an SPDE, we introduce a novel neural…

Machine Learning · Computer Science 2022-09-27 Cristopher Salvi , Maud Lemercier , Andris Gerasimovics

In the past, we have presented a systematic computational framework for analyzing self-similar and traveling wave dynamics in nonlinear partial differential equations (PDEs) by dynamically factoring out continuous symmetries such as…

Alzheimer's Disease Neuroimaging Initiative (ADNI) diagnostic groups present strong heterogeneous associations among demographic, imaging, and cognitive data. We propose a novel PArtially-shared Imaging Regression (PAIR) model to represent…

Methodology · Statistics 2026-05-01 Yang Sui , Qi Xu , Ting Li , Yang Bai , Annie Qu

The Sparse Identification of Nonlinear Dynamics (SINDy) framework is a robust method for identifying governing equations, successfully applied to ordinary, partial, and stochastic differential equations. In this work we extend SINDy to…

Numerical Analysis · Mathematics 2024-12-19 Alessandro Pecile , Nicola Demo , Marco Tezzele , Gianluigi Rozza , Dimitri Breda

We propose KO-PDE-IDENT, a data-driven framework for identifying parsimonious partial differential equations (PDEs) with false discovery rate (FDR) control. PDE discovery from noisy observations is often hindered by extreme…

Applications · Statistics 2026-05-27 Pongpisit Thanasutives , Naichang Ke , Yoshinobu Kawahara

We develop an unsupervised machine learning algorithm for the automated discovery and identification of traveling waves in spatio-temporal systems governed by partial differential equations (PDEs). Our method uses sparse regression and…

Computational Physics · Physics 2020-05-20 Ariana Mendible , Steven L. Brunton , Aleksandr Y. Aravkin , Wes Lowrie , J. Nathan Kutz

A novel refinement measure for non-intrusive surrogate modelling of partial differential equations (PDEs) with uncertain parameters is proposed. Our approach uses an empirical interpolation procedure, where the proposed refinement measure…

Numerical Analysis · Mathematics 2019-07-10 Yous van Halder , Benjamin Sanderse , Barry Koren

We present Mechanistic PDE Networks -- a model for discovery of governing partial differential equations from data. Mechanistic PDE Networks represent spatiotemporal data as space-time dependent linear partial differential equations in…

Machine Learning · Computer Science 2025-06-12 Adeel Pervez , Efstratios Gavves , Francesco Locatello

Successfully training Physics Informed Neural Networks (PINNs) for highly nonlinear PDEs on complex 3D domains remains a challenging task. In this paper, PINNs are employed to solve the 3D incompressible Navier-Stokes (NS) equations at…

Computational Engineering, Finance, and Science · Computer Science 2024-08-23 Saakaar Bhatnagar , Andrew Comerford , Araz Banaeizadeh

Discovering governing equations of complex dynamical systems directly from data is a central problem in scientific machine learning. In recent years, the sparse identification of nonlinear dynamics (SINDy) framework, powered by heuristic…

Machine Learning · Computer Science 2022-06-02 Dimitris Bertsimas , Wes Gurnee

Structural monitoring for complex built environments often suffers from mismatch between design, laboratory testing, and actual built parameters. Additionally, real-world structural identification problems encounter many challenges. For…

Machine Learning · Computer Science 2022-08-29 Xuyang Li , Hamed Bolandi , Talal Salem , Nizar Lajnef , Vishnu Naresh Boddeti

In this work, we present a hybrid numerical method for solving evolution partial differential equations (PDEs) by merging the time finite element method with deep neural networks. In contrast to the conventional deep learning-based…

Numerical Analysis · Mathematics 2024-09-05 Xiaodong Feng , Haojiong Shangguan , Tao Tang , Xiaoliang Wan , Tao Zhou

Hybrid systems are traditionally difficult to identify and analyze using classical dynamical systems theory. Moreover, recently developed model identification methodologies largely focus on identifying a single set of governing equations…

Dynamical Systems · Mathematics 2019-06-19 Niall M Mangan , Travis Askham , Steven L Brunton , J Nathan Kutz , Joshua L Proctor

The moment quantities associated with the nonlinear Schrodinger equation offer important insights towards the evolution dynamics of such dispersive wave partial differential equation (PDE) models. The effective dynamics of the moment…

Pattern Formation and Solitons · Physics 2024-06-10 Su Yang , Shaoxuan Chen , Wei Zhu , P. G. Kevrekidis

Physics-informed Neural Networks (PINNs) have been widely used to obtain accurate neural surrogates for a system of Partial Differential Equations (PDE). One of the major limitations of PINNs is that the neural solutions are challenging to…

Machine Learning · Computer Science 2023-03-14 Ritam Majumdar , Vishal Jadhav , Anirudh Deodhar , Shirish Karande , Lovekesh Vig , Venkataramana Runkana

Motivated by recent research on Physics-Informed Neural Networks (PINNs), we make the first attempt to introduce the PINNs for numerical simulation of the elliptic Partial Differential Equations (PDEs) on 3D manifolds. PINNs are one of the…

Numerical Analysis · Mathematics 2021-03-05 Zhuochao Tang , Zhuojia Fu
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