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We propose a Spiking Neural Network (SNN)-based explicit numerical scheme for long time integration of time-dependent Ordinary and Partial Differential Equations (ODEs, PDEs). The core element of the method is a SNN, trained to use…

Numerical Analysis · Mathematics 2022-11-21 Qian Zhang , Adar Kahana , George Em Karniadakis , Panos Stinis

The numerical solution of time-dependent radiative transfer problems is challenging, both, due to the high dimension as well as the anisotropic structure of the underlying integro-partial differential equation. In this paper we propose a…

Numerical Analysis · Mathematics 2015-12-04 Herbert Egger , Matthias Schlottbom

Stochastic partial differential equations (SPDEs) are the mathematical tool of choice for modelling spatiotemporal PDE-dynamics under the influence of randomness. Based on the notion of mild solution of an SPDE, we introduce a novel neural…

Machine Learning · Computer Science 2022-09-27 Cristopher Salvi , Maud Lemercier , Andris Gerasimovics

We propose a novel multi-scale message passing neural network algorithm for learning the solutions of time-dependent PDEs. Our algorithm possesses both temporal and spatial multi-scale resolution features by incorporating multi-scale…

Machine Learning · Computer Science 2023-02-08 Léonard Equer , T. Konstantin Rusch , Siddhartha Mishra

The variational multiscale (VMS) formulation formally segregates the evolution of the coarse-scales from the fine-scales. VMS modeling requires the approximation of the impact of the fine scales in terms of the coarse scales. In linear…

Computational Physics · Physics 2021-11-16 Aniruddhe Pradhan , Karthik Duraisamy

We study dynamical Galerkin schemes for evolutionary partial differential equations (PDEs), where the projection operator changes over time. When selecting a subset of basis functions, the projection operator is non-differentiable in time…

Numerical Analysis · Mathematics 2022-12-09 Rodrigo M. Pereira , Natacha Nguyen van yen , Kai Schneider , Marie Farge

One of the main challenges in solving time-dependent partial differential equations is to develop computationally efficient solvers that are accurate and stable. Here, we introduce a graph neural network approach to finding efficient PDE…

Machine Learning · Computer Science 2022-04-19 Pourya Pilva , Ahmad Zareei

Training neural networks sequentially in time to approximate solution fields of time-dependent partial differential equations can be beneficial for preserving causality and other physics properties; however, the sequential-in-time training…

Machine Learning · Computer Science 2023-10-10 Jules Berman , Benjamin Peherstorfer

We present a general abstract framework for the systematic numerical approximation of dissipative evolution problems. The approach is based on rewriting the evolution problem in a particular form that complies with an underlying energy or…

Numerical Analysis · Mathematics 2018-04-25 Herbert Egger

The radiative transfer equation models the interaction of radiation with scattering and absorbing media and has important applications in various fields in science and engineering. It is an integro-differential equation involving time,…

Numerical Analysis · Mathematics 2020-04-20 Min Zhang , Juan Cheng , Weizhang Huang , Jianxian Qiu

We propose a novel framework for adaptively learning the time-evolving solutions of stochastic partial differential equations (SPDEs) using score-based diffusion models within a recursive Bayesian inference setting. SPDEs play a central…

Computation · Statistics 2025-08-12 Toan Huynh , Ruth Lopez Fajardo , Guannan Zhang , Lili Ju , Feng Bao

An important class of spatio-temporal models is constructed by leveraging the hierarchical structure of dynamical (or, state-space) models. This paper proposes a new statistical dynamical model for spatio-temporal processes motivated by…

Methodology · Statistics 2026-05-11 Yutong Zhang , Xiao Liu

Over the past few decades, there has been substantial interest in evolution equations that involving a fractional-order derivative of order $\alpha\in(0,1)$ in time, due to their many successful applications in engineering, physics, biology…

Numerical Analysis · Mathematics 2019-01-30 Bangti Jin , Raytcho Lazarov , Zhi Zhou

The numerical solution of partial differential equations (PDEs) is difficult, having led to a century of research so far. Recently, there have been pushes to build neural--numerical hybrid solvers, which piggy-backs the modern trend towards…

Machine Learning · Computer Science 2023-03-21 Johannes Brandstetter , Daniel Worrall , Max Welling

Friedrichs' systems (FS) are symmetric positive linear systems of first-order partial differential equations (PDEs), which provide a unified framework for describing various elliptic, parabolic and hyperbolic semi-linear PDEs such as the…

Numerical Analysis · Mathematics 2023-08-08 Francesco Romor , Davide Torlo , Gianluigi Rozza

In this paper we investigate the numerical solution of stochastic partial differential equations (SPDEs) for a wider class of stochastic equations. We focus on non-diagonal colored noise instead of the usual space-time white noise. By…

Numerical Analysis · Mathematics 2013-11-12 Dirk Blömker , Minoo Kamrani

In this work, we present a hybrid numerical method for solving evolution partial differential equations (PDEs) by merging the time finite element method with deep neural networks. In contrast to the conventional deep learning-based…

Numerical Analysis · Mathematics 2024-09-05 Xiaodong Feng , Haojiong Shangguan , Tao Tang , Xiaoliang Wan , Tao Zhou

We propose the *State Space Neural Operator* (SS-NO), a compact architecture for learning solution operators of time-dependent partial differential equations (PDEs). Our formulation extends structured state space models (SSMs) to joint…

Machine Learning · Computer Science 2026-03-09 Nodens Koren , Samuel Lanthaler

We develop fast and scalable methods for computing reduced-order nonlinear solutions (RONS). RONS was recently proposed as a framework for reduced-order modeling of time-dependent partial differential equations (PDEs), where the modes…

Dynamical Systems · Mathematics 2023-03-03 William Anderson , Mohammad Farazmand

Neural network-based solvers for partial differential equations (PDEs) have attracted considerable attention, yet they often face challenges in accuracy and computational efficiency. In this work, we focus on time-dependent PDEs and observe…

Numerical Analysis · Mathematics 2025-09-30 Guihong Wang , Zheng-An Chen , Tao Luo
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