English
Related papers

Related papers: Neural Expectation Operators

200 papers

Neural Ordinary Differential Equations (NODEs), a framework of continuous-depth neural networks, have been widely applied, showing exceptional efficacy in coping with some representative datasets. Recently, an augmented framework has been…

Machine Learning · Computer Science 2021-02-23 Qunxi Zhu , Yao Guo , Wei Lin

The monotonic dependence of the outputs of a neural network on some of its inputs is a crucial inductive bias in many scenarios where domain knowledge dictates such behavior. This is especially important for interpretability and fairness…

Machine Learning · Computer Science 2023-07-17 Ouail Kitouni , Niklas Nolte , Michael Williams

Learning solution operators for differential equations with neural networks has shown great potential in scientific computing, but ensuring their stability under input perturbations remains a critical challenge. This paper presents a robust…

Machine Learning · Computer Science 2026-01-13 Chutian Huang , Chang Ma , Kaibo Wang , Yang Xiang

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

We introduce Neural Parameter Regression (NPR), a novel framework specifically developed for learning solution operators in Partial Differential Equations (PDEs). Tailored for operator learning, this approach surpasses traditional DeepONets…

Machine Learning · Computer Science 2024-03-20 Konrad Mundinger , Max Zimmer , Sebastian Pokutta

Neural operators excel as deterministic surrogates, but inevitably collapse to the conditional mean when applied to stochastic PDEs, discarding the variance and tail structure upon which uncertainty quantification depends. Recovering this…

Machine Learning · Computer Science 2026-05-18 Kai Hidajat

Discontinuities and delayed terms are encountered in the governing equations of a large class of problems ranging from physics and engineering to medicine and economics. These systems cannot be properly modelled and simulated with standard…

Artificial Intelligence · Computer Science 2024-09-27 Thibault Monsel , Onofrio Semeraro , Lionel Mathelin , Guillaume Charpiat

Several non-linear operators in stochastic analysis, such as solution maps to stochastic differential equations, depend on a temporal structure which is not leveraged by contemporary neural operators designed to approximate general maps…

Dynamical Systems · Mathematics 2025-04-11 Luca Galimberti , Anastasis Kratsios , Giulia Livieri

Implicit-depth models such as Deep Equilibrium Networks have recently been shown to match or exceed the performance of traditional deep networks while being much more memory efficient. However, these models suffer from unstable convergence…

Machine Learning · Computer Science 2021-05-05 Ezra Winston , J. Zico Kolter

This article proposes a new approximation scheme for quadratic-growth BSDEs in a Markovian setting by connecting a series of semi-analytic asymptotic expansions applied to short-time intervals. Although there remains a condition which needs…

Computational Finance · Quantitative Finance 2018-05-24 Masaaki Fujii , Akihiko Takahashi

The theory of backward SDEs extends the predictable representation property of Brownian motion to the nonlinear framework, thus providing a path-dependent analog of fully nonlinear parabolic PDEs. In this paper, we consider backward SDEs,…

Probability · Mathematics 2022-02-14 Zhenjie Ren , Nizar Touzi , Junjian Yang

Transformers, which are state-of-the-art in most machine learning tasks, represent the data as sequences of vectors called tokens. This representation is then exploited by the attention function, which learns dependencies between tokens and…

Machine Learning · Computer Science 2025-01-31 Valérie Castin , Pierre Ablin , José Antonio Carrillo , Gabriel Peyré

Deep learning has been proposed as an efficient alternative for the numerical approximation of PDE solutions, offering fast, iterative simulation of PDEs through the approximation of solution operators. However, deep learning solutions have…

Machine Learning · Computer Science 2026-02-02 Sean Current , Chandan Kumar , Datta Gaitonde , Srinivasan Parthasarathy

We prove bilinear inequalities for differential operators in $\mathbb{R}^2$. Such type inequalities turned out to be useful for anisotropic embedding theorems for overdetermined systems and the limiting order summation exponent. However,…

Classical Analysis and ODEs · Mathematics 2016-04-07 Dmitriy M. Stolyarov

We develop a general framework for data-driven approximation of input-output maps between infinite-dimensional spaces. The proposed approach is motivated by the recent successes of neural networks and deep learning, in combination with…

Numerical Analysis · Mathematics 2021-06-21 Kaushik Bhattacharya , Bamdad Hosseini , Nikola B. Kovachki , Andrew M. Stuart

We propose a new family of neural networks to predict the behaviors of physical systems by learning their underpinning constraints. A neural projection operator lies at the heart of our approach, composed of a lightweight network with an…

Neural and Evolutionary Computing · Computer Science 2020-12-15 Shuqi Yang , Xingzhe He , Bo Zhu

The need to rapidly solve PDEs in engineering design workflows has spurred the rise of neural surrogate models. In particular, neural operator models provide a discretization-invariant surrogate by retaining the infinite-dimensional,…

Machine Learning · Computer Science 2026-02-12 Yash Patel , Ambuj Tewari

An important application of neural networks to scientific computing has been the learning of non-linear operators. In this framework, a neural network is trained to fit a non-linear map between two infinite dimensional spaces, for example,…

Machine Learning · Computer Science 2026-02-03 Shao-Ting Chiu , Aditya Nambiar , Ali Syed , Jonathan W. Siegel , Ulisses Braga-Neto

Operator learning techniques have recently emerged as a powerful tool for learning maps between infinite-dimensional Banach spaces. Trained under appropriate constraints, they can also be effective in learning the solution operator of…

Machine Learning · Computer Science 2021-10-13 Sifan Wang , Hanwen Wang , Paris Perdikaris

This paper is devoted to the problem of determining the concentration bounds that are achievable in non-parametric regression. We consider the setting where features are supported on a bounded subset of $\mathbb{R}^d$, the regression…

Statistics Theory · Mathematics 2024-12-02 Anna Ben-Hamou , Arnaud Guyader