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Bayesian Optimization (BO) has shown great promise for the global optimization of functions that are expensive to evaluate, but despite many successes, standard approaches can struggle in high dimensions. To improve the performance of BO,…

Machine Learning · Computer Science 2022-06-17 Sebastian Ament , Carla Gomes

All artificial Intelligence (AI) systems make errors. These errors are unexpected, and differ often from the typical human mistakes ("non-human" errors). The AI errors should be corrected without damage of existing skills and, hopefully,…

Artificial Intelligence · Computer Science 2018-03-28 Alexander N. Gorban , Bogdan Grechuk , Ivan Y. Tyukin

In this work, we present a novel forward differential deep learning-based algorithm for solving high-dimensional nonlinear backward stochastic differential equations (BSDEs). Motivated by the fact that differential deep learning can…

Numerical Analysis · Mathematics 2024-08-13 Lorenc Kapllani , Long Teng

The quest for analytical solutions to differential equations has traditionally been constrained by the need for extensive mathematical expertise. Machine learning methods like genetic algorithms have shown promise in this domain, but are…

Machine Learning · Computer Science 2025-07-22 Shu Wei , Yanjie Li , Lina Yu , Weijun Li , Min Wu , Linjun Sun , Jingyi Liu , Hong Qin , Yusong Deng , Jufeng Han , Yan Pang

We introduce the Optimizing a Discrete Loss (ODIL) framework for the numerical solution of Partial Differential Equations (PDE) using machine learning tools. The framework formulates numerical methods as a minimization of discrete residuals…

Numerical Analysis · Mathematics 2024-01-23 Petr Karnakov , Sergey Litvinov , Petros Koumoutsakos

Parametric differential equations of the form du/dt = f(u, x, t, p) are fundamental in science and engineering. While deep learning frameworks such as the Fourier Neural Operator (FNO) can efficiently approximate solutions, they struggle…

Machine Learning · Computer Science 2025-06-03 Abdolmehdi Behroozi , Chaopeng Shen and , Daniel Kifer

Differential evolution (DE) is a population based evolutionary algorithm widely used for solving multidimensional global optimization problems over continuous spaces. However, the design of its operators makes it unsuitable for many…

Neural and Evolutionary Computing · Computer Science 2011-05-17 Ashish Ranjan Hota , Ankit Pat

AI accelerator processing capabilities and memory constraints largely dictate the scale in which machine learning workloads (e.g., training and inference) can be executed within a desirable time frame. Training a state of the art,…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-10-12 Michael Benington , Leo Phan , Chris Pierre Paul , Evan Shoemaker , Priyanka Ranade , Torstein Collett , Grant Hodgson Perez , Christopher Krieger

A method for approximating sixth-order ordinary differential equations is proposed, which utilizes a deep learning feedforward artificial neural network, referred to as a neural solver. The efficacy of this unsupervised machine learning…

Numerical Analysis · Mathematics 2025-09-16 Janavi Bhalala , B. Veena S. N. Rao

Solving partial differential equations with deep learning makes it possible to reduce simulation times by multiple orders of magnitude and unlock scientific methods that typically rely on large numbers of sequential simulations, such as…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-11-24 Philipp A. Witte , Russell J. Hewett , Kumar Saurabh , AmirHossein Sojoodi , Ranveer Chandra

Continuous-time approximation of Stochastic Gradient Descent (SGD) is a crucial tool to study its escaping behaviors from stationary points. However, existing stochastic differential equation (SDE) models fail to fully capture these…

Machine Learning · Statistics 2025-06-04 Xiang Li , Zebang Shen , Liang Zhang , Niao He

Creating noise from data is easy; creating data from noise is generative modeling. We present a stochastic differential equation (SDE) that smoothly transforms a complex data distribution to a known prior distribution by slowly injecting…

Machine Learning · Computer Science 2021-02-11 Yang Song , Jascha Sohl-Dickstein , Diederik P. Kingma , Abhishek Kumar , Stefano Ermon , Ben Poole

Solving high-dimensional partial differential equations (PDEs) is a critical challenge where modern data-driven solvers often lack reliability and rigorous error guarantees. We introduce Simulation-Calibrated Scientific Machine Learning…

Numerical Analysis · Mathematics 2025-12-25 Zexi Fan , Yan Sun , Shihao Yang , Yiping Lu

Solving partial differential equations (PDEs) is a fundamental problem in science and engineering. While neural PDE solvers can be more efficient than established numerical solvers, they often require large amounts of training data that is…

Machine Learning · Computer Science 2025-03-25 Daniel Musekamp , Marimuthu Kalimuthu , David Holzmüller , Makoto Takamoto , Mathias Niepert

Surrogate neural network-based partial differential equation (PDE) solvers have the potential to solve PDEs in an accelerated manner, but they are largely limited to systems featuring fixed domain sizes, geometric layouts, and boundary…

Machine Learning · Computer Science 2025-01-10 Chenkai Mao , Robert Lupoiu , Tianxiang Dai , Mingkun Chen , Jonathan A. Fan

(Partial) differential equations (PDEs) are fundamental tools for describing natural phenomena, making their solution crucial in science and engineering. While traditional methods, such as the finite element method, provide reliable…

Machine Learning · Computer Science 2025-03-11 Viggo Moro , Luiz F. O. Chamon

Solving Singularly Perturbed Differential Equations (SPDEs) poses computational challenges arising from the rapid transitions in their solutions within thin regions. The effectiveness of deep learning in addressing differential equations…

Machine Learning · Computer Science 2024-09-10 Ye Li , Ting Du , Yiwen Pang , Zhongyi Huang

In this work, we propose a new deep learning-based scheme for solving high dimensional nonlinear backward stochastic differential equations (BSDEs). The idea is to reformulate the problem as a global optimization, where the local loss…

Numerical Analysis · Mathematics 2024-04-18 Lorenc Kapllani , Long Teng

Various traditional numerical methods for solving initial value problems of differential equations often produce local solutions near the initial value point, despite the problems having larger interval solutions. Even current popular…

Numerical Analysis · Mathematics 2024-03-29 Dongpeng Han , Chaolu Temuer

In this work, we propose a heuristic based open source solver for finding global solution to constrained derivative-free optimization (DFO) problems. Our solver named Global optimization using Surrogates for Derivative-free Optimization…

Optimization and Control · Mathematics 2024-04-30 Gannavarapu Chandramouli , Vishnu Narayanan
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