English
Related papers

Related papers: A Deep Learning approach for parametrized and time…

200 papers

Embedding nonlinear dynamical systems into artificial neural networks is a powerful new formalism for machine learning. By parameterizing ordinary differential equations (ODEs) as neural network layers, these Neural ODEs are…

Machine Learning · Computer Science 2024-10-28 Mikko Lehtimäki , Lassi Paunonen , Marja-Leena Linne

High-dimensional partial differential equations (PDE) appear in a number of models from the financial industry, such as in derivative pricing models, credit valuation adjustment (CVA) models, or portfolio optimization models. The PDEs in…

Numerical Analysis · Mathematics 2020-07-15 Christian Beck , Weinan E , Arnulf Jentzen

Spectral methods are an important part of scientific computing's arsenal for solving partial differential equations (PDEs). However, their applicability and effectiveness depend crucially on the choice of basis functions used to expand the…

Numerical Analysis · Mathematics 2021-11-10 Brek Meuris , Saad Qadeer , Panos Stinis

It is one of the most challenging problems in applied mathematics to approximatively solve high-dimensional partial differential equations (PDEs). Recently, several deep learning-based approximation algorithms for attacking this problem…

Numerical Analysis · Mathematics 2023-02-10 Christian Beck , Martin Hutzenthaler , Arnulf Jentzen , Benno Kuckuck

We introduce an $r-$adaptive algorithm to solve Partial Differential Equations using a Deep Neural Network. The proposed method restricts to tensor product meshes and optimizes the boundary node locations in one dimension, from which we…

Numerical Analysis · Mathematics 2022-10-21 Ángel J. Omella , David Pardo

We introduce Neural Parameter Regression (NPR), a novel framework specifically developed for learning solution operators in Partial Differential Equations (PDEs). Tailored for operator learning, this approach surpasses traditional DeepONets…

Machine Learning · Computer Science 2024-03-20 Konrad Mundinger , Max Zimmer , Sebastian Pokutta

Neural Networks (NNs) can be used to solve Ordinary and Partial Differential Equations (ODEs and PDEs) by redefining the question as an optimization problem. The objective function to be optimized is the sum of the squares of the PDE to be…

Machine Learning · Computer Science 2021-03-17 Veronica Guidetti , Francesco Muia , Yvette Welling , Alexander Westphal

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

A key appeal of the recently proposed Neural Ordinary Differential Equation (ODE) framework is that it seems to provide a continuous-time extension of discrete residual neural networks. As we show herein, though, trained Neural ODE models…

Machine Learning · Computer Science 2023-09-12 Katharina Ott , Prateek Katiyar , Philipp Hennig , Michael Tiemann

In this paper, we consider approximating the parameter-to-solution maps of parametric partial differential equations (PPDEs) using deep neural networks (DNNs). We propose an efficient approach combining reduced collocation methods (RCMs)…

Numerical Analysis · Mathematics 2025-08-18 Guanhang Lei , Zhen Lei , Lei Shi , Chenyu Zeng

The curse of dimensionality is commonly encountered in numerical partial differential equations (PDE), especially when uncertainties have to be modeled into the equations as random coefficients. However, very often the variability of…

Numerical Analysis · Mathematics 2021-07-01 Yuehaw Khoo , Jianfeng Lu , Lexing Ying

Recent years have witnessed the promise of coupling machine learning methods and physical domain-specific insights for solving scientific problems based on partial differential equations (PDEs). However, being data-intensive, these methods…

Machine Learning · Computer Science 2025-06-03 Wuyang Chen , Jialin Song , Pu Ren , Shashank Subramanian , Dmitriy Morozov , Michael W. Mahoney

A kernel-based approach for the learning of the solution operator of general nonhomogeneous partial differential equations (PDEs) is proposed. The method incorporates physical priors, typically encoded through the PDE operator, into a…

Numerical Analysis · Mathematics 2026-05-12 Jianyu Hu , Juan-Pablo Ortega

For partial differential equations on domains of arbitrary shapes, existing works of neural operators attempt to learn a mapping from geometries to solutions. It often requires a large dataset of geometry-solution pairs in order to obtain a…

Machine Learning · Computer Science 2024-05-29 Ze Cheng , Zhongkai Hao , Xiaoqiang Wang , Jianing Huang , Youjia Wu , Xudan Liu , Yiru Zhao , Songming Liu , Hang Su

Fractional Differential Equations (FDEs) are essential tools for modelling complex systems in science and engineering. They extend the traditional concepts of differentiation and integration to non-integer orders, enabling a more precise…

Machine Learning · Computer Science 2025-03-27 C. Coelho , M. Fernanda P. Costa , L. L. Ferrás

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 demonstrate a computationally efficient new approach based on deep learning (DL) techniques for analysis, design, and optimization of electromagnetic (EM) nanostructures. We use the strong correlation among features of a…

Machine Learning · Computer Science 2020-02-13 Yashar Kiarashinejad , Sajjad Abdollahramezani , Ali Adibi

It is one of the most challenging issues in applied mathematics to approximately solve high-dimensional partial differential equations (PDEs) and most of the numerical approximation methods for PDEs in the scientific literature suffer from…

Probability · Mathematics 2024-06-04 Fabian Hornung , Arnulf Jentzen , Diyora Salimova

Learning time-dependent partial differential equations (PDEs) that govern evolutionary observations is one of the core challenges for data-driven inference in many fields. In this work, we propose to capture the essential dynamics of…

Numerical Analysis · Mathematics 2021-09-07 Ricardo A. Delgadillo , Jingwei Hu , Haizhao Yang

A state-of-the-art deep domain decomposition method (D3M) based on the variational principle is proposed for partial differential equations (PDEs). The solution of PDEs can be formulated as the solution of a constrained optimization…

Machine Learning · Computer Science 2020-04-03 Ke Li , Kejun Tang , Tianfan Wu , Qifeng Liao