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This work considers stochastic Galerkin approximations of linear elliptic partial differential equations (PDEs) with stochastic forcing terms and stochastic diffusion coefficients, that cannot be bounded uniformly away from zero and…

Numerical Analysis · Mathematics 2026-01-12 Fabio Musco , Andrea Barth

This paper investigates the problems large-scale distributed composite convex optimization, with motivations from a broad range of applications, including multi-agent systems, federated learning, smart grids, wireless sensor networks,…

Optimization and Control · Mathematics 2025-12-16 Maoran Wang , Xingju Cai , Yongxin Chen

Solving partial differential equations (PDEs) by numerical methods meet computational cost challenge for getting the accurate solution since fine grids and small time steps are required. Machine learning can accelerate this process, but…

Numerical Analysis · Mathematics 2025-01-28 Qi Wang , Yuan Mi , Haoyun Wang , Yi Zhang , Ruizhi Chengze , Hongsheng Liu , Ji-Rong Wen , Hao Sun

Physics-informed neural networks (PINNs) have garnered significant interest for their potential in solving partial differential equations (PDEs) that govern a wide range of physical phenomena. By incorporating physical laws into the…

Machine Learning · Computer Science 2026-04-24 Jian Cheng Wong , Isaac Yin Chung Lai , Pao-Hsiung Chiu , Chin Chun Ooi , Abhishek Gupta , Yew-Soon Ong

Learning unknown stochastic differential equations (SDEs) from observed data is a significant and challenging task with applications in various fields. Current approaches often use neural networks to represent drift and diffusion functions,…

Machine Learning · Computer Science 2024-06-21 Aiqing Zhu , Qianxiao Li

Diffusion models with continuous stochastic differential equations (SDEs) have shown superior performances in image generation. It can serve as a deep generative prior to solving the inverse problem in magnetic resonance (MR)…

Image and Video Processing · Electrical Eng. & Systems 2024-01-23 Chentao Cao , Zhuo-Xu Cui , Yue Wang , Shaonan Liu , Taijin Chen , Hairong Zheng , Dong Liang , Yanjie Zhu

Diffusion models (DMs) represent state-of-the-art generative models for continuous inputs. DMs work by constructing a Stochastic Differential Equation (SDE) in the input space (ie, position space), and using a neural network to reverse it.…

Machine Learning · Computer Science 2024-05-14 Tianrong Chen , Jiatao Gu , Laurent Dinh , Evangelos A. Theodorou , Joshua Susskind , Shuangfei Zhai

How to integrate and verify spatial intelligence in foundation models remains an open challenge. Current practice often proxies Visual-Spatial Intelligence (VSI) with purely textual prompts and VQA-style scoring, which obscures geometry,…

Computer Vision and Pattern Recognition · Computer Science 2025-10-27 Guanlin Wu , Boyan Su , Yang Zhao , Pu Wang , Yichen Lin , Hao Frank Yang

This study addresses the inverse problem of parameter estimation for Stochastic Differential Equations (SDEs) by minimizing a regularized discrepancy functional via Stochastic Gradient Descent (SGD). To achieve computational efficiency, we…

Machine Learning · Statistics 2026-03-31 Francisco Delgado-Vences , José Julián Pavón-Español , Arelly Ornelas

There has been rapid progress recently on the application of deep networks to the solution of partial differential equations, collectively labelled as Physics Informed Neural Networks (PINNs). In this paper, we develop Physics Informed…

Machine Learning · Computer Science 2019-07-09 Vikas Dwivedi , Balaji Srinivasan

Accurate estimation of long-term risk is essential for the design and analysis of stochastic dynamical systems. Existing risk quantification methods typically rely on extensive datasets involving risk events observed over extended time…

Machine Learning · Computer Science 2025-10-09 Zhuoyuan Wang , Albert Chern , Yorie Nakahira

The curse-of-dimensionality taxes computational resources heavily with exponentially increasing computational cost as the dimension increases. This poses great challenges in solving high-dimensional PDEs, as Richard E. Bellman first pointed…

Machine Learning · Computer Science 2024-05-20 Zheyuan Hu , Khemraj Shukla , George Em Karniadakis , Kenji Kawaguchi

In this paper, we propose a stochastic-dimension frozen sampled neural network (SD-FSNN) for solving a class of high-dimensional Gross-Pitaevskii equations (GPEs) on unbounded domains. SD-FSNN is unbiased across all dimensions, and its…

Machine Learning · Computer Science 2026-04-21 Zhangyong Liang

This paper describes a framework for the development of an integrative cognitive system based on probabilistic generative models (PGMs) called Neuro-SERKET. Neuro-SERKET is an extension of SERKET, which can compose elemental PGMs developed…

Modeling complex spatiotemporal dynamical systems, such as the reaction-diffusion processes, have largely relied on partial differential equations (PDEs). However, due to insufficient prior knowledge on some under-explored dynamical…

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

Physics-informed neural networks (PINNs) in energy form, also known as the deep energy method (DEM), offer advantages over strong-form PINNs such as lower-order derivatives and fewer hyperparameters, yet dedicated and user-friendly software…

Numerical Analysis · Mathematics 2026-02-10 Yizheng Wang , Cosmin Anitescu , Mohammad Sadegh Eshaghi , Xiaoying Zhuang , Timon Rabczuk , Yinghua Liu

Partial differential equations (PDEs) govern a wide range of physical systems, but solving them efficiently remains a major challenge. The idea of a scientific foundation model (SciFM) is emerging as a promising tool for learning…

Machine Learning · Computer Science 2025-03-26 Amin Totounferoush , Serge Kotchourko , Michael W. Mahoney , Steffen Staab

To obtain high-resolution images of subsurface structures from seismic data, seismic imaging techniques such as Full Waveform Inversion (FWI) serve as crucial tools. However, FWI involves solving a nonlinear and often non-unique inverse…

Geophysics · Physics 2024-06-10 Yuke Xie , Hervé Chauris , Nicolas Desassis

In recent years, increasingly complex computational models are being built to describe physical systems which has led to increased use of surrogate models to reduce computational cost. In problems related to Structural Health Monitoring…

Machine Learning · Computer Science 2024-07-08 Nicholas E. Silionis , Theodora Liangou , Konstantinos N. Anyfantis

Uncertainty quantification appears today as a crucial point in numerous branches of science and engineering. In the past two decades, a growing interest has been devoted to stochastic finite element method (SFEM) for the propagation of…

Numerical Analysis · Mathematics 2020-08-11 Zhibao Zheng