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The numerical solution of differential equations can be formulated as an inference problem to which formal statistical approaches can be applied. However, nonlinear partial differential equations (PDEs) pose substantial challenges from an…

Numerical Analysis · Mathematics 2021-08-26 Junyang Wang , Jon Cockayne , Oksana Chkrebtii , T. J. Sullivan , Chris. J. Oates

Partial differential equations (PDEs) underlie our understanding and prediction of natural phenomena across numerous fields, including physics, engineering, and finance. However, solving parametric PDEs is a complex task that necessitates…

Numerical Analysis · Mathematics 2025-02-20 Jae Yong Lee , Seungchan Ko , Youngjoon Hong

Random features is one of the most popular techniques to speed up kernel methods in large-scale problems. Related works have been recognized by the NeurIPS Test-of-Time award in 2017 and the ICML Best Paper Finalist in 2019. The body of…

Machine Learning · Statistics 2021-07-13 Fanghui Liu , Xiaolin Huang , Yudong Chen , Johan A. K. Suykens

We develop a framework for estimating unknown partial differential equations from noisy data, using a deep learning approach. Given noisy samples of a solution to an unknown PDE, our method interpolates the samples using a neural network,…

Machine Learning · Computer Science 2019-10-24 Ali Hasan , João M. Pereira , Robert Ravier , Sina Farsiu , Vahid Tarokh

In this paper we present a high-order kernel method for numerically solving diffusion and reaction-diffusion partial differential equations (PDEs) on smooth, closed surfaces embedded in $\mathbb{R}^d$. For two-dimensional surfaces embedded…

Numerical Analysis · Mathematics 2012-06-04 Edward J. Fuselier , Grady B. Wright

The study of parametric differential equations plays a crucial role in weather forecasting and epidemiological modeling. These phenomena are better represented using fractional derivatives due to their inherent memory or hereditary effects.…

Numerical Analysis · Mathematics 2025-03-31 S M Sivalingam , V Govindaraj , A. S. Hendy

We propose new machine learning schemes for solving high dimensional nonlinear partial differential equations (PDEs). Relying on the classical backward stochastic differential equation (BSDE) representation of PDEs, our algorithms estimate…

Probability · Mathematics 2020-06-08 Côme Huré , Huyên Pham , Xavier Warin

Solving partial differential equations (PDEs) is the canonical approach for understanding the behavior of physical systems. However, large scale solutions of PDEs using state of the art discretization techniques remains an expensive…

Computational Engineering, Finance, and Science · Computer Science 2021-01-14 Xiaoxuan Zhang , Krishna Garikipati

Partial differential equations (PDEs) are used, with huge success, to model phenomena arising across all scientific and engineering disciplines. However, across an equally wide swath, there exist situations in which PDE models fail to…

Numerical Analysis · Mathematics 2020-12-16 Marta D'Elia , Qiang Du , Christian Glusa , Max Gunzburger , Xiaochuan Tian , Zhi Zhou

In various engineering and applied science applications, repetitive numerical simulations of partial differential equations (PDEs) for varying input parameters are often required (e.g., aircraft shape optimization over many design…

Machine Learning · Computer Science 2023-10-17 Woojin Cho , Kookjin Lee , Donsub Rim , Noseong Park

We consider a randomised implementation of the finite element method (FEM) for elliptic partial differential equations on high-dimensional models. This is motivated by applications where model predictions are essential for real-time process…

Numerical Analysis · Mathematics 2019-07-30 Yue Wu , Dimitris Kamilis , Nick Polydorides

Machine learning has been successfully applied to various fields of scientific computing in recent years. In this work, we propose a sparse radial basis function neural network method to solve elliptic partial differential equations (PDEs)…

Numerical Analysis · Mathematics 2023-09-07 Zhiwen Wang , Minxin Chen , Jingrun Chen

Physics-informed neural networks (PINNs) have lately received significant attention as a representative deep learning-based technique for solving partial differential equations (PDEs). Most fully connected network-based PINNs use automatic…

Machine Learning · Computer Science 2024-09-30 Zixue Xiang , Wei Peng , Wen Yao

Deep learning-based numerical schemes such as Physically Informed Neural Networks (PINNs) have recently emerged as an alternative to classical numerical schemes for solving Partial Differential Equations (PDEs). They are very appealing at…

Numerical Analysis · Mathematics 2022-05-11 A. Beguinet , V. Ehrlacher , R. Flenghi , M. Fuente , O. Mula , A. Somacal

Partial differential equations (PDEs) are typically used as models of physical processes but are also of great interest in PDE-based image processing. However, when it comes to their use in imaging, conventional numerical methods for…

Computer Vision and Pattern Recognition · Computer Science 2021-10-19 Pascal Tom Getreuer , Peyman Milanfar , Xiyang Luo

We present a methodology combining neural networks with physical principle constraints in the form of partial differential equations (PDEs). The approach allows to train neural networks while respecting the PDEs as a strong constraint in…

Numerical Analysis · Mathematics 2021-09-06 Sebastian K. Mitusch , Simon W. Funke , Miroslav Kuchta

Recently, a lot of papers proposed to use neural networks to approximately solve partial differential equations (PDEs). Yet, there has been a lack of flexible framework for convenient experimentation. In an attempt to fill the gap, we…

Machine Learning · Computer Science 2019-09-26 Alexander Koryagin , Roman Khudorozkov , Sergey Tsimfer

This article presents a three-step framework for learning and solving partial differential equations (PDEs) using kernel methods. Given a training set consisting of pairs of noisy PDE solutions and source/boundary terms on a mesh, kernel…

Machine Learning · Statistics 2023-04-03 Da Long , Nicole Mrvaljevic , Shandian Zhe , Bamdad Hosseini

Since the introduction of deep learning for solving partial differential equations (PDEs), there has been growing interest in real-time system responses, where the kernel function plays a key role. Physics-informed neural networks (PINNs),…

Numerical Analysis · Mathematics 2025-11-17 Xiaopei Jiao , Fansheng Xiong

Recent machine learning algorithms dedicated to solving semi-linear PDEs are improved by using different neural network architectures and different parameterizations. These algorithms are compared to a new one that solves a fixed point…

Machine Learning · Computer Science 2018-12-11 Quentin Chan-Wai-Nam , Joseph Mikael , Xavier Warin
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