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We propose a new class of physics-informed neural networks, called physics-informed Variational Autoencoder (PI-VAE), to solve stochastic differential equations (SDEs) or inverse problems involving SDEs. In these problems the governing…

Machine Learning · Statistics 2022-11-09 Weiheng Zhong , Hadi Meidani

We developed a new class of physics-informed generative adversarial networks (PI-GANs) to solve in a unified manner forward, inverse and mixed stochastic problems based on a limited number of scattered measurements. Unlike standard GANs…

Machine Learning · Statistics 2018-11-07 Liu Yang , Dongkun Zhang , George Em Karniadakis

We present a new category of physics-informed neural networks called physics informed variational embedding generative adversarial network (PI-VEGAN), that effectively tackles the forward, inverse, and mixed problems of stochastic…

Machine Learning · Computer Science 2023-07-24 Ruisong Gao , Yufeng Wang , Min Yang , Chuanjun Chen

We propose a methodology that combines generative latent diffusion models with physics-informed machine learning to generate solutions of parametric partial differential equations (PDEs) conditioned on partial observations, which includes,…

Machine Learning · Computer Science 2026-02-11 Davide Gallon , Philippe von Wurstemberger , Patrick Cheridito , Arnulf Jentzen

This paper proposes a novel deep generative model, called BSDE-Gen, which combines the flexibility of backward stochastic differential equations (BSDEs) with the power of deep neural networks for generating high-dimensional complex target…

Machine Learning · Computer Science 2023-04-11 Xingcheng Xu

Stochastic differential equations (SDEs) describe dynamical systems where deterministic flows, governed by a drift function, are superimposed with random fluctuations, dictated by a diffusion function. The accurate estimation (or discovery)…

Machine Learning · Computer Science 2025-10-22 Patrick Seifner , Kostadin Cvejoski , David Berghaus , Cesar Ojeda , Ramses J. Sanchez

The proposed BSDE-based diffusion model represents a novel approach to diffusion modeling, which extends the application of stochastic differential equations (SDEs) in machine learning. Unlike traditional SDE-based diffusion models, our…

Machine Learning · Computer Science 2023-04-27 Zihao Wang

I propose a novel framework that integrates stochastic differential equations (SDEs) with deep generative models to improve uncertainty quantification in machine learning applications involving structured and temporal data. This approach,…

Machine Learning · Statistics 2026-01-09 James Rice

Overparameterized stochastic differential equation (SDE) models have achieved remarkable success in various complex environments, such as PDE-constrained optimization, stochastic control and reinforcement learning, financial engineering,…

Optimization and Control · Mathematics 2024-09-27 Shengbo Wang , Jose Blanchet , Peter Glynn

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

We propose a novel Skew Gradient Embedding (SGE) framework for systematically reformulating thermodynamically consistent partial differential equation (PDE) models-capturing both reversible and irreversible processes-as generalized gradient…

Numerical Analysis · Mathematics 2025-09-24 Xuelong Gu , Qi Wang

Physics-informed machine learning frameworks such as Physics-Informed Neural Networks (PINNs) and Physics-Informed Extreme Learning Machines (PI-ELMs) have shown great promise for solving partial differential equations (PDEs) but struggle…

Machine Learning · Computer Science 2025-11-25 Vikas Dwivedi , Balaji Srinivasan , Monica Sigovan , Bruno Sixou

Latent stochastic differential equation (SDE) models are important tools for the unsupervised discovery of dynamical systems from data, with applications ranging from engineering to neuroscience. In these complex domains, exact posterior…

Machine Learning · Computer Science 2025-11-25 Amber Hu , Henry Smith , Scott Linderman

Partial differential equations (PDEs) are an essential computational kernel in physics and engineering. With the advance of deep learning, physics-informed neural networks (PINNs), as a mesh-free method, have shown great potential for fast…

Machine Learning · Computer Science 2023-06-19 Junjun Yan , Xinhai Chen , Zhichao Wang , Enqiang Zhoui , Jie Liu

Creating noise from data is easy; creating data from noise is generative modeling. We present a stochastic differential equation (SDE) that smoothly transforms a complex data distribution to a known prior distribution by slowly injecting…

Machine Learning · Computer Science 2021-02-11 Yang Song , Jascha Sohl-Dickstein , Diederik P. Kingma , Abhishek Kumar , Stefano Ermon , Ben Poole

A method for solving elasticity problems based on separable physics-informed neural networks (SPINN) in conjunction with the deep energy method (DEM) is presented. Numerical experiments have been carried out for a number of problems showing…

Numerical Analysis · Mathematics 2024-01-25 Vasiliy A. Es'kin , Danil V. Davydov , Julia V. Gur'eva , Alexey O. Malkhanov , Mikhail E. Smorkalov

Score-based generative modeling (SBGM) has achieved state-of-the-art performance in image generation, with the quality of generated images being highly dependent on the design of the forward (diffusion) process. Among these, models based on…

Computational Engineering, Finance, and Science · Computer Science 2026-05-12 Sascha Holl , Jente Vandersanden , Gurprit Singh , Hans-Peter Seidel

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

Machine learning for scientific applications faces the challenge of limited data. We propose a framework that leverages a priori known physics to reduce overfitting when training on relatively small datasets. A deep neural network is…

Machine Learning · Computer Science 2019-11-22 Jonathan B. Freund , Jonathan F. MacArt , Justin Sirignano

This work presents a physics-informed deep learning-based super-resolution framework to enhance the spatio-temporal resolution of the solution of time-dependent partial differential equations (PDE). Prior works on deep learning-based…

Machine Learning · Computer Science 2022-12-09 Rajat Arora , Ankit Shrivastava
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