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Solving non-linear partial differential equations which exhibit chaotic dynamics is an important problem with a wide-range of applications such as predicting weather extremes and financial market risk. Fourier neural operators (FNOs) have…

Machine Learning · Computer Science 2024-10-17 Surbhi Khetrapal , Jaswin Kasi

One of the open problems in scientific computing is the long-time integration of nonlinear stochastic partial differential equations (SPDEs). We address this problem by taking advantage of recent advances in scientific machine learning and…

Machine Learning · Computer Science 2019-09-04 Dongkun Zhang , Ling Guo , George Em Karniadakis

A procedure is described for defining a generalized solution for stochastic differential equations using the Cameron-Martin version of the Wiener Chaos expansion. Existence and uniqueness of this Wiener Chaos solution is established for…

Probability · Mathematics 2007-06-19 S. V. Lototsky , B. L. Rozovskii

Neural operators have emerged as promising surrogate models for solving partial differential equations (PDEs), but struggle to generalise beyond training distributions and are often constrained to a fixed temporal discretisation. This work…

We propose an extended Fourier neural operator (FNO) architecture for learning state and linear quadratic additive optimal control of systems governed by partial differential equations. Using the Ehrenpreis-Palamodov fundamental principle,…

Machine Learning · Computer Science 2026-04-08 Zhexian Li , Ketan Savla

We introduce a method that combines neural operators, physics-informed machine learning, and standard numerical methods for solving PDEs. The proposed approach extends each of the aforementioned methods and unifies them within a single…

Computational Engineering, Finance, and Science · Computer Science 2025-12-02 Shahed Rezaei , Reza Najian Asl , Kianoosh Taghikhani , Ahmad Moeineddin , Michael Kaliske , Markus Apel

Recently a splitting approach has been presented for the simulation of sonic-boom propagation. Splitting methods allow one to divide complicated partial differential equations into simpler parts that are solved by specifically tailored…

Numerical Analysis · Mathematics 2021-03-11 Lukas Einkemmer , Alexander Ostermann , Mirko Residori

In this paper, we simulate diffusion bridges by using an approximation of the Wiener-chaos expansion (WCE), or a Fourier-Hermite expansion, for a related diffusion process. Indeed, we consider the solution of stochastic differential…

Systems involving Partial Differential Equations (PDEs) have recently become more popular among the machine learning community. However prior methods usually treat infinite dimensional problems in finite dimensions with Reduced Order…

Optimization and Control · Mathematics 2020-06-08 Ethan N. Evans , Marcus A. Pereira , George I. Boutselis , Evangelos A. Theodorou

In the study of subsurface seismic imaging, solving the acoustic wave equation is a pivotal component in existing models. The advancement of deep learning enables solving partial differential equations, including wave equations, by applying…

Machine Learning · Computer Science 2023-03-10 Bian Li , Hanchen Wang , Shihang Feng , Xiu Yang , Youzuo Lin

Neural operator learning directly constructs the mapping relationship from the equation parameter space to the solution space, enabling efficient direct inference in practical applications without the need for repeated solution of partial…

Machine Learning · Computer Science 2026-04-28 Heng Wu , Junjie Wang , Benzhuo Lu

We deal with the Sobolev space theory for the stochastic partial differential equation (SPDE) driven by Wiener processes $$ \partial_{t}^{\alpha}u=\left( \phi(\Delta) u +f(u) \right) + \partial_t^\beta \sum_{k=1}^\infty \int_0^t…

Probability · Mathematics 2022-05-24 Kyeong-Hun Kim , Daehan Park , Junhee Ryu

Learning underlying dynamics from data is important and challenging in many real-world scenarios. Incorporating differential equations (DEs) to design continuous networks has drawn much attention recently, however, most prior works make…

Machine Learning · Computer Science 2023-02-03 Yesom Park , Jaemoo Choi , Changyeon Yoon , Chang hoon Song , Myungjoo Kang

The recently introduced basis adaptation method for Homogeneous (Wiener) Chaos expansions is explored in a new context where the rotation/projection matrices are computed by discovering the active subspace where the random input exhibits…

Computation · Statistics 2018-07-04 Panagiotis A. Tsilifis

We consider an inverse problem involving the reconstruction of the solution to a nonlinear partial differential equation (PDE) with unknown boundary conditions. Instead of direct boundary data, we are provided with a large dataset of…

Numerical Analysis · Mathematics 2025-07-30 Erik Burman , Mats G. Larson , Karl Larsson , Carl Lundholm

We propose the Factorized Fourier Neural Operator (F-FNO), a learning-based approach for simulating partial differential equations (PDEs). Starting from a recently proposed Fourier representation of flow fields, the F-FNO bridges the…

Machine Learning · Computer Science 2023-03-03 Alasdair Tran , Alexander Mathews , Lexing Xie , Cheng Soon Ong

Partial differential equations (PDEs) govern a wide variety of dynamical processes in science and engineering, yet obtaining their numerical solutions often requires high-resolution discretizations and repeated evaluations of complex…

Machine Learning · Computer Science 2026-01-26 Valentin Duruisseaux , Jean Kossaifi , Anima Anandkumar

Neural operators have emerged as a promising paradigm for learning solution operators of partial differential equa- tions (PDEs) directly from data. Existing methods, such as those based on Fourier or graph techniques, make strong as-…

Machine Learning · Computer Science 2025-11-14 Noam Koren , Ralf J. J. Mackenbach , Ruud J. G. van Sloun , Kira Radinsky , Daniel Freedman

Multiscale problems are ubiquitous in physics. Numerical simulations of such problems by solving partial differential equations (PDEs) at high resolution are computationally too expensive for many-query scenarios, such as uncertainty…

Computational Physics · Physics 2026-02-03 Hamidreza Eivazi , Jendrik-Alexander Tröger , Stefan Wittek , Stefan Hartmann , Andreas Rausch

Neural operators have been validated as promising deep surrogate models for solving partial differential equations (PDEs). Despite the critical role of boundary conditions in PDEs, however, only a limited number of neural operators robustly…

Numerical Analysis · Mathematics 2023-12-13 Ziyuan Liu , Yuhang Wu , Daniel Zhengyu Huang , Hong Zhang , Xu Qian , Songhe Song