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In this work we demonstrate that SVD-based model reduction techniques known for ordinary differential equations, such as the proper orthogonal decomposition, can be extended to stochastic differential equations in order to reduce the…

Numerical Analysis · Mathematics 2024-02-01 Tomasz M. Tyranowski

We develop an approach to learn an interpretable semi-parametric model of a latent continuous-time stochastic dynamical system, assuming noisy high-dimensional outputs sampled at uneven times. The dynamics are described by a nonlinear…

Machine Learning · Statistics 2019-02-13 Lea Duncker , Gergo Bohner , Julien Boussard , Maneesh Sahani

We develop a method to learn physical systems from data that employs feedforward neural networks and whose predictions comply with the first and second principles of thermodynamics. The method employs a minimum amount of data by enforcing…

Machine Learning · Computer Science 2020-11-16 Quercus Hernández , Alberto Badias , David Gonzalez , Francisco Chinesta , Elias Cueto

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…

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 aim to develop physics foundation models for science and engineering that provide real-time solutions to Partial Differential Equations (PDEs) which preserve structure and accuracy under adaptation to unseen geometries. To this end, we…

Machine Learning · Computer Science 2026-02-04 Benjamin D. Shaffer , Shawn Koohy , Brooks Kinch , M. Ani Hsieh , Nathaniel Trask

Modeling and controlling complex spatiotemporal dynamical systems driven by partial differential equations (PDEs) often necessitate dimensionality reduction techniques to construct lower-order models for computational efficiency. This paper…

Systems and Control · Electrical Eng. & Systems 2024-09-12 Priyabrata Saha , Saibal Mukhopadhyay

This paper aims at developing exactly energy-conservative and structure-preserving finite volume schemes for the discretisation of first-order symmetric-hyperbolic and thermodynamically compatible (SHTC) systems of partial differential…

Numerical Analysis · Mathematics 2026-01-01 Alessia Lucca , Michael Dumbser

Neural networks have demonstrated significant potential in solving partial differential equations (PDEs). While global approaches such as Physics-Informed Neural Networks (PINNs) offer promising capabilities, they often lack inherent…

Numerical Analysis · Mathematics 2026-03-24 Zihao Shi , Dongling Wang

Modeling the dynamics of flexible objects has become an emerging topic in the community as these objects become more present in many applications, e.g., soft robotics. Due to the properties of flexible materials, the movements of soft…

Machine Learning · Computer Science 2024-06-18 Kaiyuan Tan , Peilun Li , Thomas Beckers

Partial Differential Equations (PDEs) describe phenomena ranging from turbulence and epidemics to quantum mechanics and financial markets. Despite recent advances in computational science, solving such PDEs for real-world applications…

Machine Learning · Computer Science 2025-05-19 Lothar Heimbach , Sebastian Kaltenbach , Petr Karnakov , Francis J. Alexander , Petros Koumoutsakos

Identifying the governing equations of a nonlinear dynamical system is key to both understanding the physical features of the system and constructing an accurate model of the dynamics that generalizes well beyond the available data. We…

Machine Learning · Computer Science 2022-08-16 Peter Y. Lu , Joan Ariño , Marin Soljačić

Recent work in scientific machine learning (SciML) has focused on incorporating partial differential equation (PDE) information into the learning process. Much of this work has focused on relatively "easy" PDE operators (e.g., elliptic and…

Machine Learning · Computer Science 2023-10-24 Derek Hansen , Danielle C. Maddix , Shima Alizadeh , Gaurav Gupta , Michael W. Mahoney

The data-driven recovery of the unknown governing equations of dynamical systems has recently received an increasing interest. However, the identification of governing equations remains challenging when dealing with noisy and partial…

Machine Learning · Computer Science 2021-02-17 Duong Nguyen , Said Ouala , Lucas Drumetz , Ronan Fablet

We propose quadratic residual networks (QRes) as a new type of parameter-efficient neural network architecture, by adding a quadratic residual term to the weighted sum of inputs before applying activation functions. With sufficiently high…

Machine Learning · Computer Science 2021-01-29 Jie Bu , Anuj Karpatne

Physics-informed deep learning often faces optimization challenges due to the complexity of solving partial differential equations (PDEs), which involve exploring large solution spaces, require numerous iterations, and can lead to unstable…

Physics-Informed Neural Networks (PINNs) have enabled significant improvements in modelling physical processes described by partial differential equations (PDEs). PINNs are based on simple architectures, and learn the behavior of complex…

Recently, a class of machine learning methods called physics-informed neural networks (PINNs) has been proposed and gained prevalence in solving various scientific computing problems. This approach enables the solution of partial…

Computational Engineering, Finance, and Science · Computer Science 2023-11-06 Chen Xu , Ba Trung Cao , Yong Yuan , Günther Meschke

We propose a three-tier machine learning framework based on the next-generation Equation-Free algorithm for learning the spatio-temporal dynamics of mass-constrained complex systems with hidden states, whose dynamics can in principle be…

Numerical Analysis · Mathematics 2026-02-10 Gianmaria Viola , Alessandro Della Pia , Lucia Russo , Ioannis Kevrekidis , Constantinos Siettos

Simulating the time evolution of Partial Differential Equations (PDEs) of large-scale systems is crucial in many scientific and engineering domains such as fluid dynamics, weather forecasting and their inverse optimization problems.…

Machine Learning · Computer Science 2022-10-13 Tailin Wu , Takashi Maruyama , Jure Leskovec
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