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We propose a novel gray-box modeling algorithm for physical systems governed by stochastic differential equations (SDE). The proposed approach, referred to as the Deep Physics Corrector (DPC), blends approximate physics represented in terms…

Machine Learning · Statistics 2023-03-22 Tushar , Souvik Chakraborty

Partial differential equations (PDEs) play a crucial role in studying a vast number of problems in science and engineering. Numerically solving nonlinear and/or high-dimensional PDEs is often a challenging task. Inspired by the traditional…

Numerical Analysis · Mathematics 2022-01-11 Yihao Hu , Tong Zhao , Shixin Xu , Zhiliang Xu , Lizhen Lin

Traditional data-driven deep learning models often struggle with high training costs, error accumulation, and poor generalizability in complex physical processes. Physics-informed deep learning (PiDL) addresses these challenges by…

Machine Learning · Computer Science 2024-01-17 Xin-Yang Liu , Min Zhu , Lu Lu , Hao Sun , Jian-Xun Wang

In this work, we study physics-informed neural networks (PINNs) constrained by partial differential equations (PDEs) and their application in approximating PDEs with two characteristic scales. From a continuous perspective, our formulation…

Optimization and Control · Mathematics 2024-09-06 Michael Hintermüller , Denis Korolev

In many scientific fields, the generation and evolution of data are governed by partial differential equations (PDEs) which are typically informed by established physical laws at the macroscopic level to describe general and predictable…

Methodology · Statistics 2025-07-01 Ziyuan Chen , Shunxing Yan , Fang Yao

We propose an accurate data-driven numerical scheme to solve Stochastic Differential Equations (SDEs), by taking large time steps. The SDE discretization is built up by means of a polynomial chaos expansion method, on the basis of…

Numerical Analysis · Mathematics 2021-09-24 Shuaiqiang Liu , Lech A. Grzelak , Cornelis W. Oosterlee

We consider the problem of inferring latent stochastic differential equations (SDEs) with a time and memory cost that scales independently with the amount of data, the total length of the time series, and the stiffness of the approximate…

Machine Learning · Computer Science 2023-12-19 Kevin Course , Prasanth B. Nair

We present an optimized implementation of the recently proposed symmetric gradient domain machine learning (sGDML) model. The sGDML model is able to faithfully reproduce global potential energy surfaces (PES) for molecules with a few dozen…

Computational Physics · Physics 2019-03-05 Stefan Chmiela , Huziel E. Sauceda , Igor Poltavsky , Klaus-Robert Müller , Alexandre Tkatchenko

Partial Differential Equations (PDE) are fundamental to model different phenomena in science and engineering mathematically. Solving them is a crucial step towards a precise knowledge of the behaviour of natural and engineered systems. In…

Adaptive causal representation learning from observational data is presented, integrated with an efficient sample splitting technique within the semiparametric estimating equation framework. The support points sample splitting (SPSS), a…

Machine Learning · Statistics 2024-11-25 Lynda Aouar , Han Yu

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

High-fidelity numerical simulations of partial differential equations (PDEs) given a restricted computational budget can significantly limit the number of parameter configurations considered and/or time window evaluated for modeling a given…

Machine Learning · Computer Science 2023-09-04 Paolo Conti , Mengwu Guo , Andrea Manzoni , Attilio Frangi , Steven L. Brunton , J. Nathan Kutz

Partial differential equation (PDE) models with multiple temporal/spatial scales are prevalent in several disciplines such as physics, engineering, and many others. These models are of great practical importance but notoriously difficult to…

Numerical Analysis · Mathematics 2023-04-17 Junpeng Hu , Shi Jin , Lei Zhang

Solving partial differential equations (PDEs) using neural methods has been a long-standing scientific and engineering research pursuit. Physics-Informed Neural Networks (PINNs) have emerged as a promising alternative to traditional…

Computational Engineering, Finance, and Science · Computer Science 2025-01-22 Qingpo Wuwu , Chonghan Gao , Tianyu Chen , Yihang Huang , Yuekai Zhang , Jianing Wang , Jianxin Li , Haoyi Zhou , Shanghang Zhang

Solving partial differential equations (PDE) is an indispensable part of many branches of science as many processes can be modelled in terms of PDEs. However, recent numerical solvers require manual discretization of the underlying equation…

Physics-informed machine learning (PIML) as a means of solving partial differential equations (PDE) has garnered much attention in the Computational Science and Engineering (CS&E) world. This topic encompasses a broad array of methods and…

Machine Learning · Computer Science 2024-09-05 Michael Penwarden , Houman Owhadi , Robert M. Kirby

This work introduces Physics-informed State-space neural network Models (PSMs), a novel solution to achieving real-time optimization, flexibility, and fault tolerance in autonomous systems, particularly in transport-dominated systems such…

Machine Learning · Computer Science 2024-08-21 Akshay J. Dave , Richard B. Vilim

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

Diffusion models have emerged as powerful generative tools with applications in computer vision and scientific machine learning (SciML), where they have been used to solve large-scale probabilistic inverse problems. Traditionally, these…

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