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This paper develops a probabilistic numerical method for solution of partial differential equations (PDEs) and studies application of that method to PDE-constrained inverse problems. This approach enables the solution of challenging inverse…

Methodology · Statistics 2017-07-12 Jon Cockayne , Chris Oates , Tim Sullivan , Mark Girolami

In this paper, we present a general methodology for investigating the linear stability of localized solutions in PDEs and nonlocal equations on $\mathbb{R}^m$. More specifically, we control the spectrum of the Jacobian…

Analysis of PDEs · Mathematics 2025-05-07 Matthieu Cadiot

We propose a three-tier machine learning framework based on the next-generation Equation-Free algorithm for learning the spatio-temporal dynamics of mass-constrained complex systems with hidden states, whose dynamics can in principle be…

Numerical Analysis · Mathematics 2026-02-10 Gianmaria Viola , Alessandro Della Pia , Lucia Russo , Ioannis Kevrekidis , Constantinos Siettos

The distribution-dependent stochastic differential equations (DDSDEs) describe stochastic systems whose evolution is determined by both the microcosmic site and the macrocosmic distribution of the particle. The density function associated…

Probability · Mathematics 2017-04-18 Feng-Yu Wang

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

Neural operator models for solving partial differential equations (PDEs) often rely on global mixing mechanisms-such as spectral convolutions or attention-which tend to oversmooth sharp local dynamics and introduce high computational cost.…

Machine Learning · Computer Science 2025-10-01 Chun-Wun Cheng , Bin Dong , Carola-Bibiane Schönlieb , Angelica I Aviles-Rivero

In this article we present a way of treating stochastic partial differential equations with multiplicative noise by rewriting them as stochastically perturbed evolutionary equations in the sense of \cite{picardbook}, where a general…

Probability · Mathematics 2016-11-08 André Süß , Marcus Waurick

Computation biology helps to understand all processes in organisms from interaction of molecules to complex functions of whole organs. Therefore, there is a need for mathematical methods and models that deliver logical explanations in a…

Molecular Networks · Quantitative Biology 2018-10-10 Ines Abdeljaoued-Tej , Alia BenKahla , Ghassen Haddad , Annick Valibouze

Probabilistic ordinary differential equation (ODE) solvers have been introduced over the past decade as uncertainty-aware numerical integrators. They typically proceed by assuming a functional prior to the ODE solution, which is then…

Numerical Analysis · Mathematics 2025-03-25 Yvann Le Fay , Simo Särkkä , Adrien Corenflos

Partial differential equations (PDE) often involve parameters, such as viscosity or density. An analysis of the PDE may involve considering a large range of parameter values, as occurs in uncertainty quantification, control and…

Numerical Analysis · Mathematics 2017-09-28 Max Gunzburger , Nan Jiang , Michael Schneier

In this paper, we introduce Proper Orthogonal Decomposition Neural Operators (PODNO) for solving partial differential equations (PDEs) dominated by high-frequency components. Building on the structure of Fourier Neural Operators (FNO),…

Numerical Analysis · Mathematics 2025-04-28 Zilan Cheng , Zhongjian Wang , Li-Lian Wang , Mejdi Azaiez

Systems modeled by partial differential equations (PDEs) are at least as ubiquitous as systems that are by nature finite-dimensional and modeled by ordinary differential equations (ODEs). And yet, systematic and readily usable…

Optimization and Control · Mathematics 2025-09-11 Rafael Vazquez , Jean Auriol , Federico Bribiesca-Argomedo , Miroslav Krstic

In this work, a result of exponential stability is obtained for solutions of a compressible flow-structure partial differential equation (PDE) model which has recently appeared in the literature. In particular, a compressible flow PDE and…

Analysis of PDEs · Mathematics 2017-12-11 George Avalos , Pelin G. Geredeli

Stochastic reaction networks are a fundamental model to describe interactions between species where random fluctuations are relevant. The master equation provides the evolution of the probability distribution across the discrete state space…

Molecular Networks · Quantitative Biology 2021-06-15 Tabea Waizmann , Luca Bortolussi , Andrea Vandin , Mirco Tribastone

We consider a non-linear parabolic partial differential equation (PDE) on $\mathbb R^d$ with a distributional coefficient in the non-linear term. The distribution is an element of a Besov space with negative regularity and the non-linearity…

Analysis of PDEs · Mathematics 2022-09-21 Elena Issoglio

Wave propagation problems are typically formulated as partial differential equations (PDEs) on unbounded domains to be solved. The classical approach to solving such problems involves truncating them to problems on bounded domains by…

Numerical Analysis · Mathematics 2024-04-11 Jihong Wang , Xin Wang , Jing Li , Bin Liu

This paper investigates the stability and stabilization of semilinear single-track vehicle models with distributed tire friction dynamics, modeled as interconnections of ordinary differential equations (ODEs) and hyperbolic partial…

Systems and Control · Electrical Eng. & Systems 2026-02-10 Luigi Romano , Ole Morten Aamo , Miroslav Krstić , Jan Åslund , Erik Frisk

In recent years, data-driven methods have been developed to learn dynamical systems and partial differential equations (PDE). The goal of such work is discovering unknown physics and the corresponding equations. However, prior to achieving…

Machine Learning · Statistics 2021-02-17 Hao Xu , Haibin Chang , Dongxiao Zhang

The Stefan PDE system is a representative model for thermal phase change phenomena, such as melting and solidification, arising in numerous science and engineering processes. The mathematical description is given by a Partial Differential…

Optimization and Control · Mathematics 2021-11-24 Shumon Koga , Miroslav Krstic

Dynamic state estimation (DSE) is becoming increasingly important for monitoring inverter-dominated power systems. Due to their cascading control structures, inverter-based resources (IBRs) exhibit multi-timescale dynamics, leading to stiff…

Systems and Control · Electrical Eng. & Systems 2026-04-22 Xingyu Zhao , Marcos Netto , Junbo Zhao
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