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There has been an arising trend of adopting deep learning methods to study partial differential equations (PDEs). In this paper, we introduce a deep recurrent framework for solving time-dependent PDEs without generating large scale data…

Numerical Analysis · Mathematics 2021-04-21 Cheng Chang , Liu Liu , Tieyong Zeng

Scientific measurements are often bottlenecked by suboptimal conditions, whether that be noise, incomplete spatial coverage, or limited resolution, rendering accurate field reconstruction a difficult task. We introduce LatentPDE, a latent…

Machine Learning · Computer Science 2026-04-28 Valerie Tsao , Nathaniel Chaney , Manolis Veveakis

We propose an unsupervised anomaly detection approach based on a physics-informed diffusion model for multivariate time series data. Over the past years, diffusion model has demonstrated its effectiveness in forecasting, imputation,…

Machine Learning · Computer Science 2025-08-18 Juhi Soni , Markus Lange-Hegermann , Stefan Windmann

High-dimensional Partial Differential Equations (PDEs) are a popular mathematical modelling tool, with applications ranging from finance to computational chemistry. However, standard numerical techniques for solving these PDEs are typically…

Numerical Analysis · Mathematics 2023-11-22 Weiqi Wang , Simone Brugiapaglia

Diffusion-based methods represented as stochastic differential equations on a continuous-time domain have recently proven successful as a non-adversarial generative model. Training such models relies on denoising score matching, which can…

Machine Learning · Computer Science 2024-11-05 Sarthak Mittal , Korbinian Abstreiter , Stefan Bauer , Bernhard Schölkopf , Arash Mehrjou

The working mechanisms of complex natural systems tend to abide by concise and profound partial differential equations (PDEs). Methods that directly mine equations from data are called PDE discovery, which reveals consistent physical laws…

Machine Learning · Computer Science 2023-03-17 Mengge Du , Yuntian Chen , Dongxiao Zhang

We present DeepFDM, a differentiable finite-difference framework for learning spatially varying coefficients in time-dependent partial differential equations (PDEs). By embedding a classical forward-Euler discretization into a convolutional…

Numerical Analysis · Mathematics 2025-07-30 Patrick Chatain , Michael Rizvi-Martel , Guillaume Rabusseau , Adam Oberman

Diffusion models have shown remarkable progress in various generative tasks such as image and video generation. This paper studies the problem of leveraging pretrained diffusion models for performing discriminative tasks. Specifically, we…

Computer Vision and Pattern Recognition · Computer Science 2025-04-25 Yinqi Li , Hong Chang , Ruibing Hou , Shiguang Shan , Xilin Chen

In recent years, deep learning has proven to be a viable methodology for surrogate modeling and uncertainty quantification for a vast number of physical systems. However, in their traditional form, such models can require a large amount of…

Computational Physics · Physics 2019-12-04 Nicholas Geneva , Nicholas Zabaras

The task of simultaneously reconstructing multiple physical coefficients in partial differential equations (PDEs) from observed data is ubiquitous in applications. In this work, we propose an integrated data-driven and model-based iterative…

Numerical Analysis · Mathematics 2025-07-04 Kui Ren , Lu Zhang

Diffusion probabilistic models have demonstrated an outstanding capability to model natural images and raw audio waveforms through a paired diffusion and reverse processes. The unique property of the reverse process (namely, eliminating…

Audio and Speech Processing · Electrical Eng. & Systems 2021-11-23 Yen-Ju Lu , Yu Tsao , Shinji Watanabe

Decision-focused learning (DFL) integrates predictive modeling and optimization by training predictors to optimize the downstream decision target rather than merely minimizing prediction error. To date, existing DFL methods typically rely…

Machine Learning · Computer Science 2025-10-14 Zihao Zhao , Christopher Yeh , Lingkai Kong , Kai Wang

Inverse problems describe the process of estimating the causal factors from a set of measurements or data. Mapping of often incomplete or degraded data to parameters is ill-posed, thus data-driven iterative solutions are required, for…

Artificial Intelligence · Computer Science 2024-06-21 Weitong Zhang , Chengqi Zang , Liu Li , Sarah Cechnicka , Cheng Ouyang , Bernhard Kainz

Many real-world machine learning tasks require outputs that satisfy hard constraints, such as physical conservation laws, structured dependencies in graphs, or column-level relationships in tabular data. Existing approaches rely either on…

Artificial Intelligence · Computer Science 2025-11-21 Pantelis Dogoulis , Fabien Bernier , Félix Fourreau , Karim Tit , Maxime Cordy

Diffusion Probabilistic Models (DPMs) are a well-established class of diffusion models for unconditional image generation, while SGMSE+ is a well-established conditional diffusion model for speech enhancement. One of the downsides of…

Audio and Speech Processing · Electrical Eng. & Systems 2026-03-11 Bunlong Lay , Timo Gerkmann

Diffusion models have been demonstrated as strong priors for solving general inverse problems. Most existing Diffusion model-based Inverse Problem Solvers (DIS) employ a plug-and-play approach to guide the sampling trajectory with either…

Computer Vision and Pattern Recognition · Computer Science 2024-07-18 Jiankun Zhao , Bowen Song , Liyue Shen

Diffusion models have emerged as a promising class of generative models that map noisy inputs to realistic images. More recently, they have been employed to generate solutions to partial differential equations (PDEs). However, they still…

Machine Learning · Computer Science 2024-02-16 Amartya Mukherjee , Melissa M. Stadt , Lena Podina , Mohammad Kohandel , Jun Liu

The fractional advection-dispersion equation (FADE) has attracted increased attention from researchers as it provides an accurate description for challenging phenomenas with long-range time memory and spatial interactions, such as the…

Numerical Analysis · Mathematics 2019-02-12 Huan Liu , Hong Wang , Xiangcheng Zheng

Solving inverse problems with the reverse process of a diffusion model represents an appealing avenue to produce highly realistic, yet diverse solutions from incomplete and possibly noisy measurements, ultimately enabling uncertainty…

Geophysics · Physics 2025-01-10 Matteo Ravasi

Physical models with uncertain inputs are commonly represented as parametric partial differential equations (PDEs). That is, PDEs with inputs that are expressed as functions of parameters with an associated probability distribution.…

Numerical Analysis · Mathematics 2023-05-15 Benjamin M. Kent , Catherine E. Powell , David J. Silvester , Małgorzata J. Zimoń