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Recent work on Path-Dependent Partial Differential Equations (PPDEs) has shown that PPDE solutions can be approximated by a probabilistic representation, implemented in the literature by the estimation of conditional expectations using…

Machine Learning · Computer Science 2022-10-05 Jiang Yu Nguwi , Nicolas Privault

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

In recent years the study of deep learning for solving differential equations has grown substantially. The use of physics-informed neural networks (PINNs) and deep operator networks (DeepONets) have emerged as two of the most useful…

Machine Learning · Computer Science 2025-08-27 Jason Matthews , Alex Bihlo

We introduce PDE-Transformer, an improved transformer-based architecture for surrogate modeling of physics simulations on regular grids. We combine recent architectural improvements of diffusion transformers with adjustments specific for…

Machine Learning · Computer Science 2025-06-02 Benjamin Holzschuh , Qiang Liu , Georg Kohl , Nils Thuerey

One of the most popular recent areas of machine learning predicates the use of neural networks augmented by information about the underlying process in the form of Partial Differential Equations (PDEs). These physics-informed neural…

Fluid Dynamics · Physics 2025-06-17 Luca Menicali , David H. Richter , Stefano Castruccio

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

The conjoining of dynamical systems and deep learning has become a topic of great interest. In particular, neural differential equations (NDEs) demonstrate that neural networks and differential equation are two sides of the same coin.…

Machine Learning · Computer Science 2022-02-08 Patrick Kidger

Recently, researchers have utilized neural networks to accurately solve partial differential equations (PDEs), enabling the mesh-free method for scientific computation. Unfortunately, the network performance drops when encountering a high…

Machine Learning · Computer Science 2021-09-29 Pongpisit Thanasutives , Masayuki Numao , Ken-ichi Fukui

Climate models play a critical role in understanding and projecting climate change. Due to their complexity, their horizontal resolution of about 40-100 km remains too coarse to resolve processes such as clouds and convection, which need to…

Machine Learning · Computer Science 2025-03-18 Birgit Kühbacher , Fernando Iglesias-Suarez , Niki Kilbertus , Veronika Eyring

The numerical solution of high dimensional partial differential equations (PDEs) is severely constrained by the curse of dimensionality (CoD), rendering classical grid--based methods impractical beyond a few dimensions. In recent years,…

Numerical Analysis · Mathematics 2026-01-27 Wenzhong Zhang , Zheyuan Hu , Wei Cai , George EM Karniadakis

Discontinuities and delayed terms are encountered in the governing equations of a large class of problems ranging from physics and engineering to medicine and economics. These systems cannot be properly modelled and simulated with standard…

Artificial Intelligence · Computer Science 2024-09-27 Thibault Monsel , Onofrio Semeraro , Lionel Mathelin , Guillaume Charpiat

Differential equations are a ubiquitous tool to study dynamics, ranging from physical systems to complex systems, where a large number of agents interact through a graph with non-trivial topological features. Data-driven approximations of…

Statistical Mechanics · Physics 2024-04-26 Vaiva Vasiliauskaite , Nino Antulov-Fantulin

This focused review explores a range of neural operator architectures for approximating solutions to parametric partial differential equations (PDEs), emphasizing high-level concepts and practical implementation strategies. The study covers…

Computational Engineering, Finance, and Science · Computer Science 2025-03-10 Prashant K. Jha

Many physics and engineering applications demand Partial Differential Equations (PDE) property evaluations that are traditionally computed with resource-intensive high-fidelity numerical solvers. Data-driven surrogate models provide an…

Machine Learning · Computer Science 2023-12-18 Raphaël Pestourie , Youssef Mroueh , Chris Rackauckas , Payel Das , Steven G. Johnson

Partial differential equations (PDEs) are widely used across the physical and computational sciences. Decades of research and engineering went into designing fast iterative solution methods. Existing solvers are general purpose, but may be…

Numerical Analysis · Mathematics 2024-09-23 Jun-Ting Hsieh , Shengjia Zhao , Stephan Eismann , Lucia Mirabella , Stefano Ermon

Multiscale modeling is an effective approach for investigating multiphysics systems with largely disparate size features, where models with different resolutions or heterogeneous descriptions are coupled together for predicting the system's…

Computational Engineering, Finance, and Science · Computer Science 2022-12-07 Minglang Yin , Enrui Zhang , Yue Yu , George Em Karniadakis

We introduce a practical method to enforce partial differential equation (PDE) constraints for functions defined by neural networks (NNs), with a high degree of accuracy and up to a desired tolerance. We develop a differentiable…

Machine Learning · Computer Science 2023-04-19 Geoffrey Négiar , Michael W. Mahoney , Aditi S. Krishnapriyan

Derivation of the probability density evolution provides invaluable insight into the behavior of many stochastic systems and their performance. However, for most real-time applica-tions, numerical determination of the probability density…

Machine Learning · Computer Science 2022-07-06 Seid H. Pourtakdoust , Amir H. Khodabakhsh

This paper presents the Tensor Product Network (TPNet), a novel neural architecture for efficient and accurate function approximation and PDE solving. The core of the proposal involves constructing the solution explicitly as a linear…

Machine Learning · Computer Science 2026-05-29 Qihong Yang , Yangtao Deng , Qiaolin He , Shiquan Zhang

Partial differential equations (PDEs) govern a wide range of physical systems, and recent multimodal foundation models have shown promise for learning PDE solution operators across diverse equation families. However, existing multi-operator…

Machine Learning · Computer Science 2025-12-30 Min Zhu , Jingmin Sun , Zecheng Zhang , Hayden Schaeffer , Lu Lu