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In this paper, we introduce the SPINNs (stochastic physics-informed neural networks) in a systematic manner. This provides a mathematical framework for approximating the solution of stochastic differential equations (SDEs) driven by Levy…

Numerical Analysis · Mathematics 2026-03-31 Marcin Baranek , Paweł Przybyłowicz

In this paper we consider Sparse Fourier Transform (SFT) algorithms for approximately computing the best $s$-term approximation of the Discrete Fourier Transform (DFT) $\mathbf{\hat{f}} \in \mathbb{C}^N$ of any given input vector…

Numerical Analysis · Mathematics 2017-06-12 Sami Merhi , Ruochuan Zhang , Mark A. Iwen , Andrew Christlieb

Semidefinite programming (SDP) is a powerful framework from convex optimization that has striking potential for data science applications. This paper develops a provably correct randomized algorithm for solving large, weakly constrained SDP…

Optimization and Control · Mathematics 2021-03-26 Alp Yurtsever , Joel A. Tropp , Olivier Fercoq , Madeleine Udell , Volkan Cevher

Modeling and reconstructing multidimensional physical dynamics from sparse and off-grid observations presents a fundamental challenge in scientific research. Recently, diffusion-based generative modeling shows promising potential for…

Machine Learning · Computer Science 2025-09-30 Panqi Chen , Yifan Sun , Lei Cheng , Yang Yang , Weichang Li , Yang Liu , Weiqing Liu , Jiang Bian , Shikai Fang

Neural differential equations offer a powerful framework for modeling continuous-time dynamics, but forecasting stiff biophysical systems remains unreliable. Standard Neural ODEs and physics informed variants often require orders of…

Machine Learning · Computer Science 2025-11-18 Kamalpreet Singh Kainth , Prathamesh Dinesh Joshi , Raj Abhijit Dandekar , Rajat Dandekar , Sreedat Panat

Common techniques for the spatial discretisation of PDEs on a macroscale grid include finite difference, finite elements and finite volume methods. Such methods typically impose assumed microscale structures on the subgrid fields, so…

Dynamical Systems · Mathematics 2022-04-15 J. E. Bunder , A. J. Roberts

We propose derivative-informed neural operators (DINOs), a general family of neural networks to approximate operators as infinite-dimensional mappings from input function spaces to output function spaces or quantities of interest. After…

Numerical Analysis · Mathematics 2023-10-18 Thomas O'Leary-Roseberry , Peng Chen , Umberto Villa , Omar Ghattas

Physics-informed deep learning approaches have been developed to solve forward and inverse stochastic differential equation (SDE) problems with high-dimensional stochastic space. However, the existing deep learning models have difficulties…

Computational Physics · Physics 2026-03-05 Shaoqian Zhou , Wen You , Ling Guo , Xuhui Meng

Recent progress in scientific machine learning (SciML) has opened up the possibility of training novel neural network architectures that solve complex partial differential equations (PDEs). Several (nearly data free) approaches have been…

Physics-informed neural networks (PINNs) have recently emerged as promising data-driven PDE solvers showing encouraging results on various PDEs. However, there is a fundamental limitation of training PINNs to solve multi-dimensional PDEs…

Machine Learning · Computer Science 2023-11-01 Junwoo Cho , Seungtae Nam , Hyunmo Yang , Seok-Bae Yun , Youngjoon Hong , Eunbyung Park

Deep learning has achieved remarkable success in diverse applications; however, its use in solving partial differential equations (PDEs) has emerged only recently. Here, we present an overview of physics-informed neural networks (PINNs),…

Machine Learning · Computer Science 2021-11-03 Lu Lu , Xuhui Meng , Zhiping Mao , George E. Karniadakis

Modeling dynamics in the form of partial differential equations (PDEs) is an effectual way to understand real-world physics processes. For complex physics systems, analytical solutions are not available and numerical solutions are…

Numerical Analysis · Mathematics 2024-01-19 Zijiang Yang , Zhongwei Qiu , Dongmei Fu

This paper presents a novel Energy-Equidistributed adaptive sampling framework for multi-dimensional conservative PDEs, introducing both location-based and velocity-based formulations of Energy-Equidistributed moving mesh PDEs (EMMPDEs).…

Numerical Analysis · Mathematics 2025-08-28 Qinjiao Gao , Longzhe Xu , Dongjiang Wang , Ran Zhang

The paper introduces a very simple and fast computation method for high-dimensional integrals to solve high-dimensional Kolmogorov partial differential equations (PDEs). The new machine learning-based method is obtained by solving a…

Numerical Analysis · Mathematics 2021-02-12 Riu Naito , Toshihiro Yamada

Physics-Informed Neural Networks have become a powerful mesh-free method for solving partial differential equations, but their performance is often limited by spectral bias. Specifically, in standard MLPs used in PINNs, the global parameter…

Machine Learning · Computer Science 2026-05-04 Jianfeng Li , Feng Wang , Ke Tang

Fractional partial differential equations (FPDEs) can effectively represent anomalous transport and nonlocal interactions. However, inherent uncertainties arise naturally in real applications due to random forcing or unknown material…

Numerical Analysis · Mathematics 2023-03-21 Lei Ma , Rong xin Li , Fanhai Zeng , Ling Guo , George Em Karniadakis

Numerical resolution of high-dimensional nonlinear PDEs remains a huge challenge due to the curse of dimensionality. Starting from the weak formulation of the Lawson-Euler scheme, this paper proposes a stochastic particle method (SPM) by…

Numerical Analysis · Mathematics 2025-02-11 Zhengyang Lei , Sihong Shao , Yunfeng Xiong

Deep learning-based numerical schemes such as Physically Informed Neural Networks (PINNs) have recently emerged as an alternative to classical numerical schemes for solving Partial Differential Equations (PDEs). They are very appealing at…

Numerical Analysis · Mathematics 2022-05-11 A. Beguinet , V. Ehrlacher , R. Flenghi , M. Fuente , O. Mula , A. Somacal

We consider a wide range of regularized stochastic minimization problems with two regularization terms, one of which is composed with a linear function. This optimization model abstracts a number of important applications in artificial…

Machine Learning · Computer Science 2018-02-02 Tianyi Lin , Linbo Qiao , Teng Zhang , Jiashi Feng , Bofeng Zhang

In an era where big and high-dimensional data is readily available, data scientists are inevitably faced with the challenge of reducing this data for expensive downstream computation or analysis. To this end, we present here a new method…

Methodology · Statistics 2018-06-05 Simon Mak , V. Roshan Joseph