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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

Inverse problems involving partial differential equations (PDEs) with discontinuous coefficients are fundamental challenges in modeling complex spatiotemporal systems with heterogeneous structures and uncertain dynamics. Traditional…

Machine Learning · Statistics 2025-10-17 Zhikun Zhang , Guanyu Pan , Xiangjun Wang , Yong Xu , Guangtao Zhang

This article presents a three-step framework for learning and solving partial differential equations (PDEs) using kernel methods. Given a training set consisting of pairs of noisy PDE solutions and source/boundary terms on a mesh, kernel…

Machine Learning · Statistics 2023-04-03 Da Long , Nicole Mrvaljevic , Shandian Zhe , Bamdad Hosseini

Physics-informed machine learning (PIML) has emerged as a promising alternative to conventional numerical methods for solving partial differential equations (PDEs). PIML models are increasingly built via deep neural networks (NNs) whose…

Machine Learning · Computer Science 2024-09-30 Carlos Mora , Amin Yousefpour , Shirin Hosseinmardi , Ramin Bostanabad

Physics-informed machine learning typically integrates physical priors into the learning process by minimizing a loss function that includes both a data-driven term and a partial differential equation (PDE) regularization. Building on the…

Machine Learning · Statistics 2025-09-23 Nathan Doumèche , Francis Bach , Gérard Biau , Claire Boyer

Deep kernel learning (DKL) and related techniques aim to combine the representational power of neural networks with the reliable uncertainty estimates of Gaussian processes. One crucial aspect of these models is an expectation that, because…

Machine Learning · Statistics 2021-07-08 Sebastian W. Ober , Carl E. Rasmussen , Mark van der Wilk

Many problems in science and engineering can be represented by a set of partial differential equations (PDEs) through mathematical modeling. Mechanism-based computation following PDEs has long been an essential paradigm for studying topics…

Machine Learning · Computer Science 2022-11-21 Shudong Huang , Wentao Feng , Chenwei Tang , Jiancheng Lv

Modeling complex spatiotemporal dynamics, particularly in far-from-equilibrium systems, remains a grand challenge in science. The governing partial differential equations (PDEs) for these systems are often intractable to derive from first…

Machine Learning · Computer Science 2026-01-26 Xizhe Wang , Xiaobin Song , Qingshan Jia , Hao Sun , Hongbo Zhao , Benben Jiang

Deep Gaussian process models typically employ discrete hierarchies, but recent advancements in differential Gaussian processes (DiffGPs) have extended these models to infinite depths. However, existing DiffGP approaches often overlook the…

Machine Learning · Computer Science 2025-12-16 Jian Xu , Zhiqi Lin , Min Chen , Junmei Yang , Delu Zeng , John Paisley

Identifying parameters in partial differential equations (PDEs) represents a very broad class of applied inverse problems. In recent years, several unsupervised learning approaches using (deep) neural networks have been developed to solve…

Numerical Analysis · Mathematics 2025-08-22 Siyu Cen , Bangti Jin , Qimeng Quan , Zhi Zhou

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

Combining Gaussian processes with the expressive power of deep neural networks is commonly done nowadays through deep kernel learning (DKL). Unfortunately, due to the kernel optimization process, this often results in losing their Bayesian…

Machine Learning · Computer Science 2023-05-16 Idan Achituve , Gal Chechik , Ethan Fetaya

Inverse problems and, in particular, inferring unknown or latent parameters from data are ubiquitous in engineering simulations. A predominant viewpoint in identifying unknown parameters is Bayesian inference where both prior information…

Computation · Statistics 2022-08-31 Vahid Keshavarzzadeh , Robert M. Kirby , Akil Narayan

Methods for solving scientific computing and inference problems, such as kernel- and neural network-based approaches for partial differential equations (PDEs), inverse problems, and supervised learning tasks, depend crucially on the choice…

Machine Learning · Statistics 2025-10-08 Nicholas H. Nelsen , Houman Owhadi , Andrew M. Stuart , Xianjin Yang , Zongren Zou

We present a novel kernel-based machine learning algorithm for identifying the low-dimensional geometry of the effective dynamics of high-dimensional multiscale stochastic systems. Recently, the authors developed a mathematical framework…

Dynamical Systems · Mathematics 2020-02-04 Andreas Bittracher , Stefan Klus , Boumediene Hamzi , Péter Koltai , Christof Schütte

Scientific machine learning has been successfully applied to inverse problems and PDE discovery in computational physics. One caveat concerning current methods is the need for large amounts of ("clean") data, in order to characterize the…

Numerical Analysis · Mathematics 2021-11-30 Christophe Bonneville , Christopher J. Earls

Many large scale problems in computational fluid dynamics such as uncertainty quantification, Bayesian inversion, data assimilation and PDE constrained optimization are considered very challenging computationally as they require a large…

Computational Physics · Physics 2020-04-22 Kjetil O. Lye , Siddhartha Mishra , Deep Ray

A kernel-based approach for the learning of the solution operator of general nonhomogeneous partial differential equations (PDEs) is proposed. The method incorporates physical priors, typically encoded through the PDE operator, into a…

Numerical Analysis · Mathematics 2026-05-12 Jianyu Hu , Juan-Pablo Ortega

We introduce a novel kernel-based framework for learning differential equations and their solution maps that is efficient in data requirements, in terms of solution examples and amount of measurements from each example, and computational…

Machine Learning · Statistics 2025-04-07 Yasamin Jalalian , Juan Felipe Osorio Ramirez , Alexander Hsu , Bamdad Hosseini , Houman Owhadi

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…

Numerical Analysis · Mathematics 2026-02-16 Shuo Ling , Wenjun Ying , Zhen Zhang