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Stochastic differential equations (SDEs) are used to describe a wide variety of complex stochastic dynamical systems. Learning the hidden physics within SDEs is crucial for unraveling fundamental understanding of these systems' stochastic…

Machine Learning · Computer Science 2022-07-26 Jared O'Leary , Joel A. Paulson , Ali Mesbah

Finite element analysis (FEA) has been widely used to generate simulations of complex and nonlinear systems. Despite its strength and accuracy, the limitations of FEA can be summarized into two aspects: a) running high-fidelity FEA often…

Machine Learning · Computer Science 2020-12-15 Yinan Wang , Kaiwen Wang , Wenjun Cai , Xiaowei Yue

Fourier analysis has been an instrumental tool in the development of signal processing. This leads us to wonder whether this framework could similarly benefit generative modelling. In this paper, we explore this question through the scope…

Machine Learning · Computer Science 2024-02-09 Jonathan Crabbé , Nicolas Huynh , Jan Stanczuk , Mihaela van der Schaar

Most machine learning methods are used as a black box for modelling. We may try to extract some knowledge from physics-based training methods, such as neural ODE (ordinary differential equation). Neural ODE has advantages like a possibly…

Machine Learning · Computer Science 2022-06-08 Yakov Golovanev , Alexander Hvatov

In this paper we explain how to use the Fast Fourier Transform (FFT) to solve partial differential equations (PDEs). We start by defining appropriate discrete domains in coordinate and frequency domains. Then describe the main limitation of…

Numerical Analysis · Mathematics 2025-07-31 Daniela Rodriguez-Lara , Ivan Alvarez-Rios , Francisco S. Guzman

Neural operators learn to map initial conditions to the terminal solution of partial differential equations (PDEs), providing a surrogate for the full operator mapping. This enables rapid prediction across different input configurations.…

Machine Learning · Computer Science 2026-05-14 Runlong Xie , An Luo

Neural ordinary differential equations (Neural ODEs) propose the idea that a sequence of layers in a neural network is just a discretisation of an ODE, and thus can instead be directly modelled by a parameterised ODE. This idea has had…

Machine Learning · Computer Science 2024-05-07 Christina Runkel , Ander Biguri , Carola-Bibiane Schönlieb

Effectively modeling phenomena present in highly nonlinear dynamical systems whilst also accurately quantifying uncertainty is a challenging task, which often requires problem-specific techniques. We present a novel, domain-agnostic…

Machine Learning · Statistics 2021-10-26 Thomas M. McDonald , Mauricio A. Álvarez

Solution of Ordinary Differential Equation (ODE) model of dynamical system may not agree with its observed values. Often this discrepancy can be attributed to unmodeled forcings in the evolution rule of the dynamical system. In this…

Computational Engineering, Finance, and Science · Computer Science 2021-08-13 Saurabh Dixit , Soumyendu Raha

The understanding and modeling of complex physical phenomena through dynamical systems has historically driven scientific progress, as it provides the tools for predicting the behavior of different systems under diverse conditions through…

Machine Learning · Computer Science 2025-10-03 Karin L. Yu , Eleni Chatzi , Georgios Kissas

Data-driven hourly weather forecasting models often face the challenge of error accumulation in long-term predictions. The problem is exacerbated by non-physical temporal discontinuities present in widely-used training datasets such as…

Machine Learning · Computer Science 2025-10-01 Shuangshuang He , Yuanting Zhang , Hongli Liang , Qingye Meng , Xingyuan Yuan , Shuo Wang

Informative missingness is unavoidable in the digital processing of continuous time series, where the value for one or more observations at different time points are missing. Such missing observations are one of the major limitations of…

Machine Learning · Computer Science 2020-05-22 Mansura Habiba , Barak A. Pearlmutter

Simulating the long-term dynamics of multi-scale and multi-physics systems poses a significant challenge in understanding complex phenomena across science and engineering. The complexity arises from the intricate interactions between scales…

Machine Learning · Computer Science 2025-09-22 Da Long , Shandian Zhe , Samuel Williams , Leonid Oliker , Zhe Bai

In several practical applications, particularly healthcare, clinical data of each patient is individually recorded in a database at irregular intervals as required. This causes a sparse and irregularly sampled time series, which makes it…

Machine Learning · Computer Science 2025-04-09 Mincheol Kim , Soo-Yong Shin

With the shift towards decentralized energy generation, the increasing complexity of power systems renders physics-based modeling challenging. At the same time the growing amount of available measurement data opens the door for obtaining…

Systems and Control · Electrical Eng. & Systems 2026-04-28 Hannes M. H. Wolf , Christian A. Hans

Current time series foundation models (TSFMs) primarily focus on learning prevalent and regular patterns within a predefined time or frequency domain to enable supervised downstream tasks (e.g., forecasting). Consequently, they are often…

Machine Learning · Computer Science 2026-02-24 Hui He , Hezhe Qiao , Yutong Chen , Kun Yi , Guansong Pang

This paper presents a method for modeling transient fluid flow in subsurface reservoir systems based on the developed neural operator architecture (TFNO-opt). Reservoir systems are complex dynamic objects with distributed parameters…

Machine Learning · Computer Science 2025-10-21 Daniil D. Sirota , Sergey A. Khan , Sergey L. Kostikov , Kirill A. Butov

Neural ordinary differential equations (neural ODEs) are a popular type of deep learning model that operate with continuous-depth architectures. To assess how well such models perform on unseen data, it is crucial to understand their…

Machine Learning · Computer Science 2025-08-27 Madhusudan Verma , Manoj Kumar

Learning continuous-time dynamics on complex networks is crucial for understanding, predicting and controlling complex systems in science and engineering. However, this task is very challenging due to the combinatorial complexities in the…

Social and Information Networks · Computer Science 2020-06-19 Chengxi Zang , Fei Wang

The physical world is governed by the laws of physics, often represented in form of nonlinear partial differential equations (PDEs). Unfortunately, solution of PDEs is non-trivial and often involves significant computational time. With…

Machine Learning · Statistics 2021-08-25 Yash Kumar , Souvik Chakraborty
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