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An efficient linear solver plays an important role while solving partial differential equations (PDEs) and partial integro-differential equations (PIDEs) type mathematical models. In most cases, the efficiency depends on the stability and…

Numerical Analysis · Mathematics 2013-04-15 Samir Kumar Bhowmik

There have been growing interests in leveraging experimental measurements to discover the underlying partial differential equations (PDEs) that govern complex physical phenomena. Although past research attempts have achieved great success…

Machine Learning · Computer Science 2023-05-23 Chengping Rao , Pu Ren , Yang Liu , Hao Sun

In scenarios with limited available data, training the function-to-function neural PDE solver in an unsupervised manner is essential. However, the efficiency and accuracy of existing methods are constrained by the properties of numerical…

Machine Learning · Computer Science 2025-03-12 Rui Zhang , Qi Meng , Rongchan Zhu , Yue Wang , Wenlei Shi , Shihua Zhang , Zhi-Ming Ma , Tie-Yan Liu

Recent advances in generative artificial intelligence have had a significant impact on diverse domains spanning computer vision, natural language processing, and drug discovery. This work extends the reach of generative models into physical…

Machine Learning · Computer Science 2024-10-22 Christian Jacobsen , Yilin Zhuang , Karthik Duraisamy

Physics-informed deep learning often faces optimization challenges due to the complexity of solving partial differential equations (PDEs), which involve exploring large solution spaces, require numerous iterations, and can lead to unstable…

The solutions to a large class of semi-linear parabolic PDEs are given in terms of expectations of suitable functionals of a tree of branching particles. A sufficient, and in some cases necessary, condition is given for the integrability of…

Probability · Mathematics 2007-05-23 D. Blömker , M. Romito , R. Tribe

Gaussian processes (GPs) are a popular class of Bayesian nonparametric models, but its training can be computationally burdensome for massive training datasets. While there has been notable work on scaling up these models for big data,…

Methodology · Statistics 2023-11-16 Kevin Li , Simon Mak

Robust physics (e.g., governing equations and laws) discovery is of great interest for many engineering fields and explainable machine learning. A critical challenge compared with general training is that the term and format of governing…

Numerical Analysis · Mathematics 2021-02-15 Zhiming Zhang , Yongming Liu

The stochastic partial differential equation (SPDE) approach is widely used for modeling large spatial datasets. It is based on representing a Gaussian random field $u$ on $\mathbb{R}^d$ as the solution of an elliptic SPDE $L^\beta u =…

Methodology · Statistics 2023-07-31 David Bolin , Alexandre B. Simas , Zhen Xiong

This paper proposes a hierarchical, multi-resolution framework for the identification of model parameters and their spatially variability from noisy measurements of the response or output. Such parameters are frequently encountered in…

Mathematical Physics · Physics 2015-05-13 P. S. Koutsourelakis

One of the main challenges in solving time-dependent partial differential equations is to develop computationally efficient solvers that are accurate and stable. Here, we introduce a graph neural network approach to finding efficient PDE…

Machine Learning · Computer Science 2022-04-19 Pourya Pilva , Ahmad Zareei

Operator learning offers a powerful paradigm for solving parametric partial differential equations (PDEs), but scaling probabilistic neural operators such as the recently proposed Gaussian Processes Operators (GPOs) to high-dimensional,…

Machine Learning · Statistics 2025-06-23 Sawan Kumar , Tapas Tripura , Rajdip Nayek , Souvik Chakraborty

We present DeepFDM, a differentiable finite-difference framework for learning spatially varying coefficients in time-dependent partial differential equations (PDEs). By embedding a classical forward-Euler discretization into a convolutional…

Numerical Analysis · Mathematics 2025-07-30 Patrick Chatain , Michael Rizvi-Martel , Guillaume Rabusseau , Adam Oberman

Dynamical systems are essential to model various phenomena in physics, finance, economics, and are also of current interest in machine learning. A central modeling task is investigating parameter sensitivity, whether tuning atmospheric…

Numerical Analysis · Mathematics 2026-01-14 Rishi Leburu , Levon Nurbekyan , Lars Ruthotto

Parameter identification problems in partial differential equations (PDEs) consist in determining one or more functional coefficient in a PDE. In this article, the Bayesian nonparametric approach to such problems is considered. Focusing on…

Statistics Theory · Mathematics 2025-04-24 Matteo Giordano

Models incorporating uncertain inputs, such as random forces or material parameters, have been of increasing interest in PDE-constrained optimization. In this paper, we focus on the efficient numerical minimization of a convex and smooth…

Optimization and Control · Mathematics 2021-06-18 Caroline Geiersbach , Winnifried Wollner

Partial Differential Equations are precise in modelling the physical, biological and graphical phenomena. However, the numerical methods suffer from the curse of dimensionality, high computation costs and domain-specific discretization. We…

Computational Engineering, Finance, and Science · Computer Science 2026-03-05 Zheyuan Hu , Weitao Chen , Cengiz Öztireli , Chenliang Zhou , Fangcheng Zhong

Gaussian processes (GPs) are powerful and widely used probabilistic regression models, but their effectiveness in practice is often limited by the choice of kernel function. This kernel function is typically handcrafted from a small set of…

Machine Learning · Computer Science 2026-02-13 Jihao Andreas Lin , Sebastian Ament , Louis C. Tiao , David Eriksson , Maximilian Balandat , Eytan Bakshy

Learning PDE dynamics for fluids increasingly relies on neural operators and Transformer-based models, yet these approaches often lack interpretability and struggle with localized, high-frequency structures while incurring quadratic cost in…

Machine Learning · Computer Science 2026-02-26 Zhihao Li , Yu Feng , Zhilu Lai , Wei Wang

Partial differential equations (PDEs) are widely used for the description of physical and engineering phenomena. Some key parameters involved in PDEs, which represent certain physical properties with important scientific interpretations,…

Numerical Analysis · Mathematics 2024-02-02 Zhaohui Li , Shihao Yang , Jeff Wu
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