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Accurately estimating the refractive environment over multiple frequencies within the marine atmospheric boundary layer is crucial for the effective deployment of radar technologies. Traditional parabolic equation simulations, while…

Machine Learning · Computer Science 2025-09-08 Sarah E. Wessinger , Leslie N. Smith , Jacob Gull , Jonathan Gehman , Zachary Beever , Andrew J. Kammerer

This paper considers large-scale simulations of wave propagation phenomena. We argue that it is possible to accurately compute a wavefield by decomposing it onto a largely incomplete set of eigenfunctions of the Helmholtz operator, chosen…

Numerical Analysis · Mathematics 2014-02-11 Laurent Demanet , Gabriel Peyré

Learning to sample from intractable distributions over discrete sets without relying on corresponding training data is a central problem in a wide range of fields, including Combinatorial Optimization. Currently, popular deep learning-based…

Machine Learning · Computer Science 2025-08-25 Sebastian Sanokowski , Sepp Hochreiter , Sebastian Lehner

We develop a novel deep learning approach for pricing European options in diffusion models, that can efficiently handle high-dimensional problems resulting from Markovian approximations of rough volatility models. The option pricing partial…

Computational Finance · Quantitative Finance 2025-04-04 Antonis Papapantoleon , Jasper Rou

Accurately simulating wave propagation is crucial in fields such as acoustics, electromagnetism, and seismic analysis. Traditional numerical methods, like finite difference and finite element approaches, are widely used to solve governing…

Numerical Analysis · Mathematics 2026-02-05 Victorita Dolean , Daria Hrebenshchykova , Stéphane Lanteri , Victor Michel-Dansac

We present a comprehensive framework for deriving rigorous and efficient bounds on the approximation error of deep neural networks in PDE models characterized by branching mechanisms, such as waves, Schr\"odinger equations, and other…

Numerical Analysis · Mathematics 2024-05-24 Claudio Muñoz , Nicolás Valenzuela

Studying physics-informed neural networks (PINNs) for modeling partial differential equations to solve the acoustic wave field has produced promising results for simple geometries in two-dimensional domains. One option is to compute the…

Computational Engineering, Finance, and Science · Computer Science 2025-06-16 Stefan Schoder , Aneta Furmanová , Viktor Hruška

Fractional calculus provides a rigorous mathematical framework to describe anomalous stochastic processes by generalizing the notion of classical differential equations to their fractional-order counterparts. By introducing the fractional…

Numerical Analysis · Mathematics 2018-06-04 Ehsan Kharazmi , Mohsen Zayernouri

We present a reduced basis approach to solve the convected Helmholtz equation with several physical parameters. Physical parameters characterize the aeroacoustic wave propagation in terms of the wave and Mach numbers. We compute solutions…

Numerical Analysis · Mathematics 2015-06-10 Myoungnyoun Kim , Imbo Sim

Acoustic wave propagation in a one-dimensional waveguide connected with Helmholtz resonators is studied numerically. Finite amplitude waves and viscous boundary layers are considered. The model consists of two coupled evolution equations: a…

Classical Physics · Physics 2015-06-16 Bruno Lombard , Jean-François Mercier

High-frequency wave propagation is often modelled by nonlinear Friedrichs systems where both the differential equation and the initial data contain the inverse of a small parameter $\varepsilon$, which causes oscillations with wavelengths…

Analysis of PDEs · Mathematics 2024-02-21 Julian Baumstark , Tobias Jahnke

This paper introduces the sparsifying preconditioner for the pseudospectral approximation of highly indefinite systems on periodic structures, which include the frequency-domain response problems of the Helmholtz equation and the…

Numerical Analysis · Mathematics 2014-09-18 Lexing Ying

The recent revolution in data-driven methods for weather forecasting has lead to a fragmented landscape of complex, bespoke architectures and training strategies, obscuring the fundamental drivers of forecast accuracy. Here, we demonstrate…

Probabilistic deep learning is deep learning that accounts for uncertainty, both model uncertainty and data uncertainty. It is based on the use of probabilistic models and deep neural networks. We distinguish two approaches to probabilistic…

Machine Learning · Computer Science 2021-06-10 Daniel T. Chang

Weather forecasting remains a crucial yet challenging domain, where recently developed models based on deep learning (DL) have approached the performance of traditional numerical weather prediction (NWP) models. However, these DL models,…

Atmospheric and Oceanic Physics · Physics 2024-02-13 Zhanxiang Hua , Yutong He , Chengqian Ma , Alexandra Anderson-Frey

Diffusion Probabilistic Models (DPMs) have recently shown remarkable performance in image generation tasks, which are capable of generating highly realistic images. When adopting DPMs for image restoration tasks, the crucial aspect lies in…

Computer Vision and Pattern Recognition · Computer Science 2023-06-01 Yi Zhang , Xiaoyu Shi , Dasong Li , Xiaogang Wang , Jian Wang , Hongsheng Li

Absorbing layers are sometimes required to be impractically thick in order to offer an accurate approximation of an absorbing boundary condition for the Helmholtz equation in a heterogeneous medium. It is always possible to reduce an…

Numerical Analysis · Mathematics 2014-01-20 Rosalie Bélanger-Rioux , Laurent Demanet

High-resolution precipitation forecasts are crucial for providing accurate weather prediction and supporting effective responses to extreme weather events. Traditional numerical models struggle with stochastic subgrid-scale processes, while…

Machine Learning · Computer Science 2025-01-07 Shuangshuang He , Hongli Liang , Yuanting Zhang , Xingyuan Yuan

For four decades statistical physics has been providing a framework to analyse neural networks. A long-standing question remained on its capacity to tackle deep learning models capturing rich feature learning effects, thus going beyond the…

Machine Learning · Statistics 2025-12-15 Jean Barbier , Francesco Camilli , Minh-Toan Nguyen , Mauro Pastore , Rudy Skerk

This paper proposes a plane wave activation based neural network (PWNN) for solving Helmholtz equation, the basic partial differential equation to represent wave propagation, e.g. acoustic wave, electromagnetic wave, and seismic wave.…

Numerical Analysis · Mathematics 2020-12-29 Ziming Wang , Tao Cui , Xueshuang Xiang