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We develop a stochastic approximation framework for learning nonlinear operators between infinite-dimensional spaces utilizing general Mercer operator-valued kernels. Our framework encompasses two key classes: (i) compact kernels, which…

Machine Learning · Statistics 2026-01-13 Jia-Qi Yang , Lei Shi

Partial Bayesian neural networks (pBNNs) have been shown to perform competitively with fully Bayesian neural networks while only having a subset of the parameters be stochastic. Using sequential Monte Carlo (SMC) samplers as the inference…

Machine Learning · Computer Science 2026-01-30 Andrew Millard , Joshua Murphy , Simon Maskell , Zheng Zhao

A new method based on nesting Monte Carlo is developed to solve high-dimensional semi-linear PDEs. Convergence of the method is proved and its convergence rate studied. Results in high dimension for different kind of non-linearities show…

Probability · Mathematics 2018-05-15 Xavier Warin

Partial differential equations (PDEs) play a dominant role in the mathematical modeling of many complex dynamical processes. Solving these PDEs often requires prohibitively high computational costs, especially when multiple evaluations must…

Machine Learning · Computer Science 2022-09-07 Muhammad I. Zafar , Jiequn Han , Xu-Hui Zhou , Heng Xiao

We propose a new approach to learning the subgrid-scale model when simulating partial differential equations (PDEs) solved by the method of lines and their representation in chaotic ordinary differential equations, based on neural ordinary…

Numerical Analysis · Mathematics 2023-04-14 Shinhoo Kang , Emil M. Constantinescu

As an alternative to classical numerical solvers for partial differential equations (PDEs) subject to boundary value constraints, there has been a surge of interest in investigating neural networks that can solve such problems efficiently.…

Machine Learning · Computer Science 2023-08-21 Winfried Lötzsch , Simon Ohler , Johannes S. Otterbach

Traditional Monte Carlo integration using uniform random sampling exhibits degraded efficiency in low-regularity or high-dimensional problems. We propose a novel deep learning framework based on deterministic number-theoretic sampling…

Numerical Analysis · Mathematics 2025-07-03 Yu Yang , Pingan He , Xiaoling Peng , Qiaolin He

A computed approximation of the solution operator to a system of partial differential equations (PDEs) is needed in various areas of science and engineering. Neural operators have been shown to be quite effective at predicting these…

Machine Learning · Computer Science 2024-12-02 Zan Ahmad , Shiyi Chen , Minglang Yin , Avisha Kumar , Nicolas Charon , Natalia Trayanova , Mauro Maggioni

Neural networks (NNs) have been widely used to solve partial differential equations (PDEs) in the applications of physics, biology, and engineering. One effective approach for solving PDEs with a fixed differential operator is learning…

Numerical Analysis · Mathematics 2025-11-21 Wenrui Hao , Rui Peng Li , Yuanzhe Xi , Tianshi Xu , Yahong Yang

Neural operators have emerged as an efficient paradigm for solving PDEs, overcoming the limitations of traditional numerical methods and significantly improving computational efficiency. However, due to the diversity and complexity of PDE…

Computer Vision and Pattern Recognition · Computer Science 2026-02-26 Dengdi Sun , Xiaoya Zhou , Xiao Wang , Hao Si , Wanli Lyu , Jin Tang , Bin Luo

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

Neural operators have emerged as powerful data-driven surrogates for learning solution operators of parametric partial differential equations (PDEs). However, widely used Fourier Neural Operators (FNOs) rely on global Fourier…

The Multilevel Monte Carlo (MLMC) method has proven to be an effective variance-reduction statistical method for Uncertainty Quantification (UQ) in Partial Differential Equation (PDE) models, combining model computations at different levels…

Mathematical Software · Computer Science 2023-05-24 Santiago Badia , Jerrad Hampton , Javier Principe

The efficient approximation of quantity of interest derived from PDEs with lognormal diffusivity is a central challenge in uncertainty quantification. In this study, we propose a multilevel quasi-Monte Carlo framework to approximate…

Numerical Analysis · Mathematics 2025-08-06 Joakim Beck , Yang Liu , Erik von Schwerin , Raúl Tempone

Neural operators have become increasingly popular in solving \textit{partial differential equations} (PDEs) due to their superior capability to capture intricate mappings between function spaces over complex domains. However, the…

Machine Learning · Computer Science 2026-03-02 Jianing Huang , Kaixuan Zhang , Youjia Wu , Ze Cheng

Neural operators have emerged as powerful surrogates for dynamical systems due to their grid-invariant properties and computational efficiency. However, the Fourier-based neural operator framework inherently truncates high-frequency…

Machine Learning · Computer Science 2026-04-09 Tianyue Yang , Xiao Xue

We present a multidimensional deep learning implementation of a stochastic branching algorithm for the numerical solution of fully nonlinear PDEs. This approach is designed to tackle functional nonlinearities involving gradient terms of any…

Numerical Analysis · Mathematics 2023-09-12 Jiang Yu Nguwi , Guillaume Penent , Nicolas Privault

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

Numerical simulations play a critical role in design and development of engineering products and processes. Traditional computational methods, such as CFD, can provide accurate predictions but are computationally expensive, particularly for…

The classical development of neural networks has primarily focused on learning mappings between finite dimensional Euclidean spaces or finite sets. We propose a generalization of neural networks to learn operators, termed neural operators,…

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