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A novel approach to approximate solutions of Stochastic Differential Equations (SDEs) by Deep Neural Networks is derived and analysed. The architecture is inspired by the notion of Deep Operator Networks (DeepONets), which is based on…

Numerical Analysis · Mathematics 2025-12-23 Martin Eigel , Charles Miranda

Operator learning has become a powerful tool for accelerating the solution of parameterized partial differential equations (PDEs), enabling rapid prediction of full spatiotemporal fields for new initial conditions or forcing functions.…

Machine Learning · Computer Science 2025-12-18 Hongjin Mi , Huiqiang Lun , Changhong Mou , Yeyu Zhang

This paper presents an efficient approach to image segmentation that approximates the piecewise-smooth (PS) functional in [12] with explicit solutions. By rendering some rational constraints on the initial conditions and the final solutions…

Computer Vision and Pattern Recognition · Computer Science 2016-12-09 Huihui Song , Yuhui Zheng , Kaihua Zhang

Simulating the time evolution of Partial Differential Equations (PDEs) of large-scale systems is crucial in many scientific and engineering domains such as fluid dynamics, weather forecasting and their inverse optimization problems.…

Machine Learning · Computer Science 2022-10-13 Tailin Wu , Takashi Maruyama , Jure Leskovec

Ordinary and stochastic differential equations (ODEs and SDEs) are widely used to model continuous-time processes across various scientific fields. While ODEs offer interpretability and simplicity, SDEs incorporate randomness, providing…

Methodology · Statistics 2025-05-20 Qingchuan Sun , Susanne Ditlevsen

Realistic physical phenomena exhibit random fluctuations across many scales in the input and output processes. Models of these phenomena require stochastic PDEs. For three-dimensional coupled (vector-valued) stochastic PDEs (SPDEs), for…

Computational Engineering, Finance, and Science · Computer Science 2022-08-24 Ajit Desai , Mohammad Khalil , Chris L. Pettit , Dominique Poirel , Abhijit Sarkar

Data-driven discovery of PDEs has made tremendous progress recently, and many canonical PDEs have been discovered successfully for proof-of-concept. However, determining the most proper PDE without prior references remains challenging in…

Machine Learning · Computer Science 2023-09-08 Hao Xu , Junsheng Zeng , Dongxiao Zhang

Fragmentation population-balance equations (PBEs) describe how particle size distributions (PSDs) evolve under breakage and daughter fragment redistribution. From a standard self-similar fragmentation class we derive an \emph{exact…

Statistical Mechanics · Physics 2026-01-21 Juan J. Segura

In this paper, the stability of fractional differential equations (FDEs) with unknown parameters is studied. FDEs bring many advantages to model the physical systems in the nature or man-made systems in the industry. Because this…

Systems and Control · Computer Science 2020-08-13 Mehmet Emir Koksal

Mixed dimensional partial differential equations (PDEs) are equations coupling unknown fields defined over domains of differing topological dimension. Such equations naturally arise in a wide range of scientific fields including geology,…

Mathematical Software · Computer Science 2019-11-05 Cécile Daversin-Catty , Chris N. Richardson , Ada J. Ellingsrud , Marie E. Rognes

Ordinary differential equations (ODEs) are widely used to model biological, (bio-)chemical and technical processes. The parameters of these ODEs are often estimated from experimental data using ODE-constrained optimisation. This article…

Optimization and Control · Mathematics 2015-11-06 Anna Fiedler , Fabian J. Theis , Jan Hasenauer

In Bayesian probabilistic programming, a central problem is to estimate the normalised posterior distribution (NPD) of a probabilistic program with conditioning via score (a.k.a. observe) statements. Most previous approaches address this…

Programming Languages · Computer Science 2024-08-02 Peixin Wang , Tengshun Yang , Hongfei Fu , Guanyan Li , C. -H. Luke Ong

Partial differential equations with discrete (concentrated) state-dependent delays are studied. The existence and uniqueness of solutions with initial data from a wider linear space is proven first and then a subset of the space of…

Analysis of PDEs · Mathematics 2010-11-11 Alexander V. Rezounenko , Petr Zagalak

In this paper, we introduce a weak maximum principle-based approach to input-to-state stability (ISS) analysis for certain nonlinear partial differential equations (PDEs) with boundary disturbances. Based on the weak maximum principle, a…

Analysis of PDEs · Mathematics 2020-04-13 Jun Zheng , Guchuan Zhu

We consider the control of semilinear stochastic partial differential equations (SPDEs) via deterministic controls. In the case of multiplicative noise, existence of optimal controls and necessary conditions for optimality are derived. In…

Optimization and Control · Mathematics 2021-10-28 Wilhelm Stannat , Lukas Wessels

In this paper, the stability of longitudinal vibrations for transmission problems of two smart-system designs are studied: (i) a serially-connected Elastic-Piezoelectric-Elastic design with a local damping acting only on the piezoelectric…

Analysis of PDEs · Mathematics 2024-03-20 Mohammad Akil , Serge Nicaise , Ahmet Özkan Özer , Virginie Régnier

This work proposes stochastic partial differential equations (SPDEs) as a practical tool to replicate clustering effects of more detailed particle-based dynamics. Inspired by membrane-mediated receptor dynamics on cell surfaces, we…

Quantitative Methods · Quantitative Biology 2025-01-22 Nathalie Wehlitz , Mohsen Sadeghi , Alberto Montefusco , Christof Schütte , Grigorios A. Pavliotis , Stefanie Winkelmann

We consider functional differential equations(FDEs) which are perturbations of smooth ordinary differential equations(ODEs). The FDE can involve multiple state-dependent delays or distributed delays (forward or backward). We show that,…

Dynamical Systems · Mathematics 2021-03-10 Jiaqi Yang , Joan Gimeno , Rafael de la Llave

Due to unbounded input operators in partial differential equations (PDEs) with boundary inputs, there has been a long-held intuition that input-to-state stability (ISS) properties and finite gains cannot be established with respect to…

Optimization and Control · Mathematics 2015-05-26 Iasson Karafyllis , Miroslav Krstic

Unlike ordinary differential equations (ODEs), linear partial differential equations (PDEs) admit multiple non-equivalent notions of stability. This variety makes interpretation of Lyapunov stability results challenging. \blue{To simplify…

Optimization and Control · Mathematics 2026-05-26 Matthew M. Peet