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The neural operator (NO) framework has emerged as a powerful tool for solving partial differential equations (PDEs). Recent NOs are dominated by the Transformer architecture, which offers NOs the capability to capture long-range…

Machine Learning · Computer Science 2025-05-20 Xi Han , Jingwei Zhang , Dimitris Samaras , Fei Hou , Hong Qin

In this paper we investigate a priori error estimates for the space-time Galerkin finite element discretization of an optimal control problem governed by a simplified linear gradient enhanced damage model. The model equations are of a…

Numerical Analysis · Mathematics 2020-04-10 Marita Holtmannspötter , Arnd Rösch , Boris Vexler

In computational physics, a longstanding challenge lies in finding numerical solutions to partial differential equations (PDEs). Recently, research attention has increasingly focused on Neural Operator methods, which are notable for their…

Machine Learning · Computer Science 2025-09-26 Yichen Song , Yalun Wu , Yunbo Wang , Xiaokang Yang

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

The numerical approximation of partial differential equations (PDEs) using neural networks has seen significant advancements through Physics-Informed Neural Networks (PINNs). Despite their straightforward optimization framework and…

Machine Learning · Computer Science 2025-03-19 Namgyu Kang , Jaemin Oh , Youngjoon Hong , Eunbyung Park

Mixed optimal stopping and stochastic control problems define variational inequalities with non-linear Hamilton-Jacobi-Bellman (HJB) operators, whose numerical solution is notoriously difficult and lack of reliable benchmarks. We first use…

Optimization and Control · Mathematics 2025-05-27 Yun Zhao , Harry Zheng

This work introduces a paradigm for constructing parametric neural operators that are derived from finite-dimensional representations of Green's operators for linear partial differential equations (PDEs). We refer to such neural operators…

Machine Learning · Computer Science 2026-04-10 Hugo Melchers , Joost Prins , Michael Abdelmalik

Option pricing often requires solving partial differential equations (PDEs). Although deep learning-based PDE solvers have recently emerged as quick solutions to this problem, their empirical and quantitative accuracy remain not well…

Computational Finance · Quantitative Finance 2025-05-09 Jasper Rou

We develop a class of data-driven generative models that approximate the solution operator for parameter-dependent partial differential equations (PDE). We propose a novel probabilistic formulation of the operator learning problem based on…

Numerical Analysis · Mathematics 2026-04-21 Ting Wang , Petr Plechac , Jaroslaw Knap

In this work we give a complete error analysis of the Discontinuous Petrov Galerkin (DPG) method, accounting for all the approximations made in its practical implementation. Specifically, we consider the DPG method that uses a trial space…

Numerical Analysis · Mathematics 2012-05-30 Jay Gopalakrishnan , Weifeng Qiu

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

Neural networks are one tool for approximating non-linear differential equations used in scientific computing tasks such as surrogate modeling, real-time predictions, and optimal control. PDE foundation models utilize neural networks to…

Machine Learning · Computer Science 2025-02-11 Elisa Negrini , Yuxuan Liu , Liu Yang , Stanley J. Osher , Hayden Schaeffer

The study of neural operators has paved the way for the development of efficient approaches for solving partial differential equations (PDEs) compared with traditional methods. However, most of the existing neural operators lack the…

Machine Learning · Statistics 2024-04-25 Sawan Kumar , Rajdip Nayek , Souvik Chakraborty

The deep Kolmogorov method is a simple and popular deep learning based method for approximating solutions of partial differential equations (PDEs) of the Kolmogorov type. In this work we provide an error analysis for the deep Kolmogorov…

Numerical Analysis · Mathematics 2025-11-25 Iulian Cîmpean , Thang Do , Lukas Gonon , Arnulf Jentzen , Ionel Popescu

Solving nonlinear optimal control problems is a challenging task, particularly for high-dimensional problems. We propose algorithms for model-based policy iterations to solve nonlinear optimal control problems with convergence guarantees.…

Systems and Control · Electrical Eng. & Systems 2026-03-17 Yiming Meng , Ruikun Zhou , Amartya Mukherjee , Maxwell Fitzsimmons , Christopher Song , Jun Liu

We develop a fast and scalable computational framework to solve large-scale and high-dimensional Bayesian optimal experimental design problems. In particular, we consider the problem of optimal observation sensor placement for Bayesian…

Numerical Analysis · Mathematics 2020-11-09 Keyi Wu , Peng Chen , Omar Ghattas

Physics-informed neural networks and Physics-informed DeepONet excel in solving partial differential equations; however, they often fail to converge for singularly perturbed problems. To address this, we propose two novel frameworks,…

Machine Learning · Computer Science 2026-04-06 Tiantian Sun , Jian Zu

We propose an evolutionary Multi-objective Optimization for Replica-Exchange-based Physics-informed operator-learning Networks (Morephy-Net) to solve parametric partial differential equations (PDEs) in noisy data regimes, for both forward…

Machine Learning · Computer Science 2026-02-23 Binghang Lu , Changhong Mou , Guang Lin

We develop a Petrov-Galerkin stabilization method for multiscale convection-diffusion transport systems. Existing stabilization techniques add a limited number of degrees of freedom in the form of bubble functions or a modified diffusion,…

Numerical Analysis · Mathematics 2016-04-20 Victor M. Calo , Eric T. Chung , Yalchin Efendiev , Wing Tat Leung

Traditional numerical methods, such as the finite element method and finite volume method, adress partial differential equations (PDEs) by discretizing them into algebraic equations and solving these iteratively. However, this process is…

Computational Physics · Physics 2025-07-22 Jianghang Gu , Ling Wen , Yuntian Chen , Shiyi Chen