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Numerically solving partial differential equations typically requires fine discretization to resolve necessary spatiotemporal scales, which can be computationally expensive. Recent advances in deep learning have provided a new approach to…

Machine Learning · Computer Science 2023-09-22 Saurabh Patil , Zijie Li , Amir Barati Farimani

Real-time calibration of stochastic volatility models (SVMs) is computationally bottlenecked by the need to repeatedly solve coupled partial differential equations (PDEs). In this work, we propose DeepSVM, a physics-informed Deep Operator…

Computational Finance · Quantitative Finance 2025-12-09 Kieran A. Malandain , Selim Kalici , Hakob Chakhoyan

There has been a wave of interest in applying machine learning to study dynamical systems. We present a Hamiltonian neural network that solves the differential equations that govern dynamical systems. This is an equation-driven machine…

Computational Physics · Physics 2022-07-01 Marios Mattheakis , David Sondak , Akshunna S. Dogra , Pavlos Protopapas

We propose machine learning methods for solving fully nonlinear partial differential equations (PDEs) with convex Hamiltonian. Our algorithms are conducted in two steps. First the PDE is rewritten in its dual stochastic control…

Computational Finance · Quantitative Finance 2022-05-23 William Lefebvre , Grégoire Loeper , Huyên Pham

Neural networks are discrete entities: subdivided into discrete layers and parametrized by weights which are iteratively optimized via difference equations. Recent work proposes networks with layer outputs which are no longer quantized but…

Neural and Evolutionary Computing · Computer Science 2019-09-09 Stefano Massaroli , Michael Poli , Federico Califano , Angela Faragasso , Jinkyoo Park , Atsushi Yamashita , Hajime Asama

We present a novel framework combining Deep Operator Networks (DeepONets) with Physics-Informed Neural Networks (PINNs) to solve partial differential equations (PDEs) and estimate their unknown parameters. By integrating data-driven…

Machine Learning · Computer Science 2025-08-05 Amogh Raj , Carol Eunice Gudumotou , Sakol Bun , Keerthana Srinivasa , Arash Sarshar

Deep neural operators are recognized as an effective tool for learning solution operators of complex partial differential equations (PDEs). As compared to laborious analytical and computational tools, a single neural operator can predict…

Machine Learning · Statistics 2023-02-14 Navaneeth N , Tapas Tripura , Souvik Chakraborty

The deep operator networks (DeepONet), a class of neural operators that learn mappings between function spaces, have recently been developed as surrogate models for parametric partial differential equations (PDEs). In this work we propose a…

Machine Learning · Computer Science 2024-10-31 Yuan Qiu , Nolan Bridges , Peng Chen

Training deep neural networks (DNNs) can be difficult due to the occurrence of vanishing/exploding gradients during weight optimization. To avoid this problem, we propose a class of DNNs stemming from the time discretization of Hamiltonian…

Machine Learning · Computer Science 2021-04-28 Clara L. Galimberti , Liang Xu , Giancarlo Ferrari Trecate

Recent work in deep learning focuses on solving physical systems in the Ordinary Differential Equation or Partial Differential Equation. This current work proposed a variant of Convolutional Neural Networks (CNNs) that can learn the hidden…

Machine Learning · Computer Science 2021-11-02 Mansura Habiba , Barak A. Pearlmutter

We develop compositional learning algorithms for coupled dynamical systems, with a particular focus on electrical networks. While deep learning has proven effective at modeling complex relationships from data, compositional couplings…

Machine Learning · Computer Science 2025-09-09 Cyrus Neary , Nathan Tsao , Ufuk Topcu

Operator regression provides a powerful means of constructing discretization-invariant emulators for partial-differential equations (PDEs) describing physical systems. Neural operators specifically employ deep neural networks to approximate…

Machine Learning · Computer Science 2023-04-18 Katiana Kontolati , Somdatta Goswami , George Em Karniadakis , Michael D. Shields

Physics-informed deep operator networks (DeepONets) have emerged as a promising approach toward numerically approximating the solution of partial differential equations (PDEs). In this work, we aim to develop further understanding of what…

Machine Learning · Computer Science 2024-11-28 Emily Williams , Amanda Howard , Brek Meuris , Panos Stinis

Ordinary and partial differential equations (ODEs/PDEs) play a paramount role in analyzing and simulating complex dynamic processes across all corners of science and engineering. In recent years machine learning tools are aspiring to…

Machine Learning · Computer Science 2021-06-11 Sifan Wang , Paris Perdikaris

In this paper, we present an initial attempt to learn evolution PDEs from data. Inspired by the latest development of neural network designs in deep learning, we propose a new feed-forward deep network, called PDE-Net, to fulfill two…

Numerical Analysis · Mathematics 2018-01-03 Zichao Long , Yiping Lu , Xianzhong Ma , Bin Dong

We present a method that employs physics-informed deep learning techniques for parametrically solving partial differential equations. The focus is on the steady-state heat equations within heterogeneous solids exhibiting significant phase…

Machine Learning · Computer Science 2024-01-05 Shahed Rezaei , Ahmad Moeineddin , Michael Kaliske , Markus Apel

The approximation of solutions of partial differential equations (PDEs) with numerical algorithms is a central topic in applied mathematics. For many decades, various types of methods for this purpose have been developed and extensively…

Numerical Analysis · Mathematics 2024-08-26 Lukas Gonon , Arnulf Jentzen , Benno Kuckuck , Siyu Liang , Adrian Riekert , Philippe von Wurstemberger

Pseudo-Hamiltonian neural networks (PHNN) were recently introduced for learning dynamical systems that can be modelled by ordinary differential equations. In this paper, we extend the method to partial differential equations. The resulting…

Machine Learning · Computer Science 2024-01-03 Sølve Eidnes , Kjetil Olsen Lye

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

In recent years, data-driven methods have been developed to learn dynamical systems and partial differential equations (PDE). The goal of such work is discovering unknown physics and the corresponding equations. However, prior to achieving…

Machine Learning · Statistics 2021-02-17 Hao Xu , Haibin Chang , Dongxiao Zhang
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