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Machine learning-based modeling of physical systems has experienced increased interest in recent years. Despite some impressive progress, there is still a lack of benchmarks for Scientific ML that are easy to use but still challenging and…

Stochastic partial differential equations (SPDEs) are the mathematical tool of choice for modelling spatiotemporal PDE-dynamics under the influence of randomness. Based on the notion of mild solution of an SPDE, we introduce a novel neural…

Machine Learning · Computer Science 2022-09-27 Cristopher Salvi , Maud Lemercier , Andris Gerasimovics

This paper focuses on stochastic partial differential equations (SPDEs) under two-time-scale formulation. Distinct from the work in the existing literature, the systems are driven by $\alpha$-stable processes with $\alpha \in(1,2)$. In…

Statistics Theory · Mathematics 2016-09-30 Jianhai Bao , George Yin , Chenggui Yuan

Stochastic partial differential equations (SPDEs) represent a very active research field with numerous recent developments and breakthrough results. There are several well-established approaches and methods used to construct solutions for…

Probability · Mathematics 2019-08-27 Christian Kuehn , Alexandra Neamtu

Stochastic differential equations (SDEs) are established tools to model physical phenomena whose dynamics are affected by random noise. By estimating parameters of an SDE intrinsic randomness of a system around its drift can be identified…

Computation · Statistics 2012-05-03 Umberto Picchini , Susanne Ditlevsen

Inverse problems in partial differential equations (PDEs) involve estimating the physical parameters of a system from observed spatiotemporal solution fields. Neural networks are well-suited for PDE parameter estimation due to their…

Machine Learning · Computer Science 2026-05-27 Divyam Goel , Nithin Chalapathi , Sanjeev Raja , Aditi S. Krishnapriyan

We present a deep learning emulator for stochastic and chaotic spatio-temporal systems, explicitly conditioned on the parameter values of the underlying partial differential equations (PDEs). Our approach involves pre-training the model on…

Machine Learning · Computer Science 2025-09-12 Ira J. S. Shokar , Rich R. Kerswell , Peter H. Haynes

Speculative Decoding (SD) has emerged as a critical technique for accelerating Large Language Model (LLM) inference. Unlike deterministic system optimizations, SD performance is inherently data-dependent, meaning that diverse and…

Distributed, Parallel, and Cluster Computing · Computer Science 2026-05-29 Talor Abramovich , Maor Ashkenazi , Izzy Putterman , Benjamin Chislett , Tiyasa Mitra , Bita Darvish Rouhani , Ran Zilberstein , Yonatan Geifman

We introduce a novel framework for uncertainty quantification of solution operators associated with stochastic partial differential equations (SPDEs). Although SPDEs play a central role in modeling complex physical systems under…

Machine Learning · Statistics 2026-05-19 Phuoc-Toan Huynh , Richard Archibald , Feng Bao

Neural operators have demonstrated promise in modeling and controlling systems governed by Partial Differential Equations (PDEs). Beyond PDEs, Stochastic Partial Differential Equations (SPDEs) play a critical role in modeling systems…

Systems and Control · Electrical Eng. & Systems 2025-05-16 Peiyan Hu , Haodong Feng , Yue Wang , Zhiming Ma

Stochastic differential equations (SDEs) provide a flexible framework for modeling temporal dynamics in partially observed systems. A central task is to calibrate such models from data, which requires inferring latent trajectories and…

Machine Learning · Statistics 2026-05-08 Yu Wang , Arnab Ganguly

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

Predicting the evolution of complex physical systems remains a central problem in science and engineering. Despite rapid progress in scientific Machine Learning (ML) models, a critical bottleneck is the lack of expensive real-world data,…

Stochastic differential equations (SDEs) are a ubiquitous modeling framework that finds applications in physics, biology, engineering, social science, and finance. Due to the availability of large-scale data sets, there is growing interest…

Machine Learning · Statistics 2025-03-04 Ziheng Guo , James Greene , Ming Zhong

We present PDE-FM, a modular foundation model for physics-informed machine learning that unifies spatial, spectral, and temporal reasoning across heterogeneous partial differential equation (PDE) systems. PDE-FM combines spatial-spectral…

Machine Learning · Computer Science 2025-12-01 Eduardo Soares , Emilio Vital Brazil , Victor Shirasuna , Breno W. S. R. de Carvalho , Cristiano Malossi

Correlated with the trend of increasing degrees of freedom in robotic systems is a similar trend of rising interest in Spatio-Temporal systems described by Partial Differential Equations (PDEs) among the robotics and control communities.…

Robotics · Computer Science 2021-02-19 Ethan N. Evans , Andrew P. Kendall , Evangelos A. Theodorou

We investigate neural ordinary and stochastic differential equations (neural ODEs and SDEs) to model stochastic dynamics in fully and partially observed environments within a model-based reinforcement learning (RL) framework. Through a…

Machine Learning · Computer Science 2026-03-25 Chao Han , Stefanos Ioannou , Luca Manneschi , T. J. Hayward , Michael Mangan , Aditya Gilra , Eleni Vasilaki

Ordinary and stochastic differential equations (ODEs and SDEs) are widely used to model continuous-time processes across various scientific fields. While ODEs offer interpretability and simplicity, SDEs incorporate randomness, providing…

Methodology · Statistics 2025-05-20 Qingchuan Sun , Susanne Ditlevsen

This work proposes stochastic partial differential equations (SPDEs) as a practical tool to replicate clustering effects of more detailed particle-based dynamics. Inspired by membrane-mediated receptor dynamics on cell surfaces, we…

Quantitative Methods · Quantitative Biology 2025-01-22 Nathalie Wehlitz , Mohsen Sadeghi , Alberto Montefusco , Christof Schütte , Grigorios A. Pavliotis , Stefanie Winkelmann

Systems governed by partial differential equations (PDEs) require computationally intensive numerical solvers to predict spatiotemporal field evolution. While machine learning (ML) surrogates offer faster solutions, autoregressive inference…

Machine Learning · Computer Science 2025-07-08 Ishan Khurjekar , Indrashish Saha , Lori Graham-Brady , Somdatta Goswami
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