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The numerical solution of partial differential equations (PDEs) is difficult, having led to a century of research so far. Recently, there have been pushes to build neural--numerical hybrid solvers, which piggy-backs the modern trend towards…

Machine Learning · Computer Science 2023-03-21 Johannes Brandstetter , Daniel Worrall , Max Welling

The multiscale complexity of modern problems in computational science and engineering can prohibit the use of traditional numerical methods in multi-dimensional simulations. Therefore, novel algorithms are required in these situations to…

Numerical Analysis · Mathematics 2021-06-15 Cale Harnish , Luke Dalessandro , Karel Matous , Daniel Livescu

Traditional, numerical discretization-based solvers of partial differential equations (PDEs) are fundamentally agnostic to domains, boundary conditions and coefficients. In contrast, machine learnt solvers have a limited generalizability…

Numerical Analysis · Mathematics 2023-02-01 Xiaoxuan Zhang , Krishna Garikipati

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

High-dimensional partial differential equations (PDE) appear in a number of models from the financial industry, such as in derivative pricing models, credit valuation adjustment (CVA) models, or portfolio optimization models. The PDEs in…

Numerical Analysis · Mathematics 2020-07-15 Christian Beck , Weinan E , Arnulf Jentzen

The combination of Monte Carlo methods and deep learning has recently led to efficient algorithms for solving partial differential equations (PDEs) in high dimensions. Related learning problems are often stated as variational formulations…

Machine Learning · Computer Science 2022-08-08 Lorenz Richter , Julius Berner

Learning underlying dynamics from data is important and challenging in many real-world scenarios. Incorporating differential equations (DEs) to design continuous networks has drawn much attention recently, however, most prior works make…

Machine Learning · Computer Science 2023-02-03 Yesom Park , Jaemoo Choi , Changyeon Yoon , Chang hoon Song , Myungjoo Kang

Pretraining for partial differential equation (PDE) modeling has recently shown promise in scaling neural operators across datasets to improve generalizability and performance. Despite these advances, our understanding of how pretraining…

Machine Learning · Computer Science 2024-10-03 Anthony Zhou , Cooper Lorsung , AmirPouya Hemmasian , Amir Barati Farimani

A novel extension of the Probabilistic Learning on Manifolds (PLoM) is presented. It makes it possible to synthesize solutions to a wide range of nonlinear stochastic boundary value problems described by partial differential equations…

Machine Learning · Statistics 2021-04-07 Christian Soize , Roger Ghanem

Partial differential equations (PDEs) are among the most universal and parsimonious descriptions of natural physical laws, capturing a rich variety of phenomenology and multi-scale physics in a compact and symbolic representation. This…

Machine Learning · Computer Science 2023-03-31 Steven L. Brunton , J. Nathan Kutz

Neural operators have emerged as promising surrogate models for solving partial differential equations (PDEs), but struggle to generalise beyond training distributions and are often constrained to a fixed temporal discretisation. This work…

Developing fast surrogates for Partial Differential Equations (PDEs) will accelerate design and optimization in almost all scientific and engineering applications. Neural networks have been receiving ever-increasing attention and…

Machine Learning · Computer Science 2024-11-21 AmirPouya Hemmasian , Amir Barati Farimani

Scientific machine learning is an emerging field that broadly describes the combination of scientific computing and machine learning to address challenges in science and engineering. Within the context of differential equations, this has…

Machine Learning · Computer Science 2026-04-03 Laurens R. Lueg , Victor Alves , Daniel Schicksnus , John R. Kitchin , Carl D. Laird , Lorenz T. Biegler

Recent years have witnessed a growth in mathematics for deep learning--which seeks a deeper understanding of the concepts of deep learning with mathematics and explores how to make it more robust--and deep learning for mathematics, where…

Machine Learning · Computer Science 2023-10-31 Derick Nganyu Tanyu , Jianfeng Ning , Tom Freudenberg , Nick Heilenkötter , Andreas Rademacher , Uwe Iben , Peter Maass

The data-driven discovery of partial differential equations (PDEs) consistent with spatiotemporal data is experiencing a rebirth in machine learning research. Training deep neural networks to learn such data-driven partial differential…

Numerical Analysis · Mathematics 2020-11-10 Hassan Arbabi , Judith E. Bunder , Giovanni Samaey , Anthony J. Roberts , Ioannis G. Kevrekidis

Solving partial differential equations is difficult. Recently proposed neural resolution-invariant models, despite their effectiveness and efficiency, usually require equispaced spatial points of data. However, sampling in spatial domain is…

Machine Learning · Computer Science 2023-03-21 Haitao Lin , Lirong Wu , Yongjie Xu , Yufei Huang , Siyuan Li , Guojiang Zhao , Stan Z. Li

Partial differential equations (PDEs) govern nearly every physical process in science and engineering, yet solving them at scale remains prohibitively expensive. Generative AI has transformed language, vision, and protein science, but…

Machine Learning · Computer Science 2026-04-10 Yilong Dai , Shengyu Chen , Xiaowei Jia , Runlong Yu

One of the most promising applications of machine learning (ML) in computational physics is to accelerate the solution of partial differential equations (PDEs). The key objective of ML-based PDE solvers is to output a sufficiently accurate…

Numerical Analysis · Mathematics 2024-10-16 Nick McGreivy , Ammar Hakim

We introduce a novel spectral, finite-dimensional approximation of general Sobolev spaces in terms of Chebyshev polynomials. Based on this polynomial surrogate model (PSM), we realise a variational formulation, solving a vast class of…

Numerical Analysis · Mathematics 2023-01-13 Juan-Esteban Suarez Cardona , Phil-Alexander Hofmann , Michael Hecht

Recent advances in Scientific Machine Learning have shown that second-order methods can enhance the training of Physics-Informed Neural Networks (PINNs), making them a suitable alternative to traditional numerical methods for Partial…

Machine Learning · Computer Science 2025-10-27 Andrea Bonfanti , Ismael Medina , Roman List , Björn Staeves , Roberto Santana , Marco Ellero