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Numerical solution of partial differential equations (PDEs) plays a vital role in various fields of science and engineering. In recent years, deep neural networks (DNNs) have emerged as a powerful tool for solving PDEs, leveraging their…
In the fields of statistics, machine learning, image science, and related areas, there is an increasing demand for decentralized collection or storage of large-scale datasets, as well as distributed solution methods. To tackle this…
We introduce a general framework for approximating parabolic Stochastic Partial Differential Equations (SPDEs) based on fluctuation-dissipation balance. Using this approach we formulate Stochastic Discontinuous Galerkin Methods (SDGM). We…
High-order Discontinuous Galerkin Spectral Element Methods (DGSEM) provide excellent accuracy for complex flow simulations, but their computational cost increases sharply with higher polynomial orders. %that provide very accurate solutions.…
Extreme learning machine (ELM) is a methodology for solving partial differential equations (PDEs) using a single hidden layer feed-forward neural network. It presets the weight/bias coefficients in the hidden layer with random values, which…
The numerical solution of large-scale PDEs, such as those occurring in data-driven applications, unavoidably require powerful parallel computers and tailored parallel algorithms to make the best possible use of them. In fact, considerations…
In recent years, neural networks have achieved remarkable progress in various fields and have also drawn much attention in applying them on scientific problems. A line of methods involving neural networks for solving partial differential…
We address a new numerical scheme based on a class of machine learning methods, the so-called Extreme Learning Machines with both sigmoidal and radial-basis functions, for the computation of steady-state solutions and the construction of…
We propose a predictor-corrector adaptive method for the study of hyperbolic partial differential equations (PDEs) under uncertainty. Constructed around the framework of stochastic finite volume (SFV) methods, our approach circumvents…
Diffusion models (DMs) have been adopted across diverse fields with its remarkable abilities in capturing intricate data distributions. In this paper, we propose a Fast Diffusion Model (FDM) to significantly speed up DMs from a stochastic…
We present a deep learning algorithm for the numerical solution of parametric families of high-dimensional linear Kolmogorov partial differential equations (PDEs). Our method is based on reformulating the numerical approximation of a whole…
Option pricing often requires solving partial differential equations (PDEs). Although deep learning-based PDE solvers have recently emerged as quick solutions to this problem, their empirical and quantitative accuracy remain not well…
We propose a quantum machine learning framework for approximating solutions to high-dimensional parabolic partial differential equations (PDEs) that can be reformulated as backward stochastic differential equations (BSDEs). In contrast to…
We develop a numerical framework, the Deep Tangent Bundle (DTB) method, that is suitable for computing solutions of evolutionary partial differential equations (PDEs) in high dimensions. The main idea is to use the tangent bundle of an…
Although generative diffusion models (GDMs) are widely used in practice, their theoretical foundations remain limited, especially concerning the impact of different discretization schemes applied to the underlying stochastic differential…
Partial differential equations (PDEs) are crucial for modeling various physical phenomena such as heat transfer, fluid flow, and electromagnetic waves. In computer-aided engineering (CAE), the ability to handle fine resolutions and large…
In this paper, we develop numerical methods for solving Stochastic Differential Equations (SDEs) with solutions that evolve within a hypercube $D$ in $\mathbb{R}^d$. Our approach is based on a convex combination of two numerical flows, both…
Data-driven discovery of partial differential equations (PDEs) has attracted increasing attention in recent years. Although significant progress has been made, certain unresolved issues remain. For example, for PDEs with high-order…
We present a deep recurrent neural network architecture to solve a class of stochastic optimal control problems described by fully nonlinear Hamilton Jacobi Bellmanpartial differential equations. Such PDEs arise when one considers…
Data-driven methods have recently made great progress in the discovery of partial differential equations (PDEs) from spatial-temporal data. However, several challenges remain to be solved, including sparse noisy data, incomplete candidate…