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We propose machine learning methods for solving fully nonlinear partial differential equations (PDEs) with convex Hamiltonian. Our algorithms are conducted in two steps. First the PDE is rewritten in its dual stochastic control…

Computational Finance · Quantitative Finance 2022-05-23 William Lefebvre , Grégoire Loeper , Huyên Pham

DeepONet has recently been proposed as a representative framework for learning nonlinear mappings between function spaces. However, when it comes to approximating solution operators of partial differential equations (PDEs) with…

Numerical Analysis · Mathematics 2024-08-09 Yameng Zhu , Jingrun Chen , Weibing Deng

The machine learning methods for data-driven identification of partial differential equations (PDEs) are typically defined for a given number of spatial dimensions and a choice of coordinates the data have been collected in. This dependence…

Machine Learning · Computer Science 2025-10-07 Trung V. Phan , George A. Kevrekidis , Soledad Villar , Yannis G. Kevrekidis , Juan M. Bello-Rivas

While many methods exist to discretize nonlinear time-dependent partial differential equations (PDEs), the rigorous estimation and adaptive control of their discretization errors remains challenging. In this paper, we present a methodology…

Numerical Analysis · Mathematics 2017-06-15 Xunxun Wu , Kristoffer van der Zee , Gorkem Simsek , Harald Van Brummelen

The classical development of neural networks has primarily focused on learning mappings between finite dimensional Euclidean spaces or finite sets. We propose a generalization of neural networks to learn operators, termed neural operators,…

This work presents a finite element-guided physics-informed operator learning framework for multiphysics problems with coupled partial differential equations (PDEs) on arbitrary domains. The proposed framework learns an operator from the…

Machine Learning · Computer Science 2026-04-22 Yusuke Yamazaki , Reza Najian Asl , Markus Apel , Mayu Muramatsu , Shahed Rezaei

We introduce a new family of numerical algorithms for approximating solutions of general high-dimensional semilinear parabolic partial differential equations at single space-time points. The algorithm is obtained through a delicate…

Numerical Analysis · Mathematics 2021-11-09 Weinan E , Martin Hutzenthaler , Arnulf Jentzen , Thomas Kruse

For linear partial differential equations with known fundamental solutions, this work introduces a novel operator learning framework that relies exclusively on domain boundary data, including solution values and normal derivatives, rather…

Machine Learning · Computer Science 2026-01-19 Haochen Wu , Heng Wu , Benzhuo Lu

We develop compositional learning algorithms for coupled dynamical systems, with a particular focus on electrical networks. While deep learning has proven effective at modeling complex relationships from data, compositional couplings…

Machine Learning · Computer Science 2025-09-09 Cyrus Neary , Nathan Tsao , Ufuk Topcu

Neural operators provide a framework for learning solution operators of partial differential equations (PDEs), enabling efficient surrogate modeling for complex systems. While universal approximation results are now well understood,…

Machine Learning · Computer Science 2026-05-13 Takashi Furuya , Ryo Ozawa , Jenn-Nan Wang

Mixed-dimensional partial differential equations (PDEs) are characterized by coupled operators defined on domains of varying dimensions and pose significant computational challenges due to their inherent ill-conditioning. Moreover, the…

Numerical Analysis · Mathematics 2025-05-14 Nunzio Dimola , Nicola Rares Franco , Paolo Zunino

We explore using neural operators, or neural network representations of nonlinear maps between function spaces, to accelerate infinite-dimensional Bayesian inverse problems (BIPs) with models governed by nonlinear parametric partial…

Numerical Analysis · Mathematics 2023-05-03 Lianghao Cao , Thomas O'Leary-Roseberry , Prashant K. Jha , J. Tinsley Oden , Omar Ghattas

In this work, we describe a novel approach to building a neural PDE solver leveraging recent advances in transformer based neural network architectures. Our model can provide solutions for different values of PDE parameters without any need…

Machine Learning · Computer Science 2024-07-10 Varun Madhavan , Amal S Sebastian , Bharath Ramsundar , Venkatasubramanian Viswanathan

Boundary conditions (BCs) are important groups of physics-enforced constraints that are necessary for solutions of Partial Differential Equations (PDEs) to satisfy at specific spatial locations. These constraints carry important physical…

Machine Learning · Computer Science 2023-03-06 Nadim Saad , Gaurav Gupta , Shima Alizadeh , Danielle C. Maddix

This paper addresses boundary prescribed-time stabilization of a one-dimensional heat equation with spatially and temporally varying coefficients. In contrast to asymptotic or exponential stabilization, prescribed-time stabilization ensures…

Optimization and Control · Mathematics 2026-02-27 Kaijing Lyu , Umberto Biccari , Jun-Min Wang

The predictive accuracy of operator learning frameworks depends on the quality and quantity of available training data (input-output function pairs), often requiring substantial amounts of high-fidelity data, which can be challenging to…

Machine Learning · Computer Science 2025-10-29 Sumanta Roy , Bahador Bahmani , Ioannis G. Kevrekidis , Michael D. Shields

Recently, researchers have utilized neural networks to accurately solve partial differential equations (PDEs), enabling the mesh-free method for scientific computation. Unfortunately, the network performance drops when encountering a high…

Machine Learning · Computer Science 2021-09-29 Pongpisit Thanasutives , Masayuki Numao , Ken-ichi Fukui

Partial differential equations (PDEs) are often computationally challenging to solve, and in many settings many related PDEs must be be solved either at every timestep or for a variety of candidate boundary conditions, parameters, or…

Machine Learning · Computer Science 2022-11-04 Tian Qin , Alex Beatson , Deniz Oktay , Nick McGreivy , Ryan P. Adams

Neural networks are universal approximators and are studied for their use in solving differential equations. However, a major criticism is the lack of error bounds for obtained solutions. This paper proposes a technique to rigorously…

Computational Engineering, Finance, and Science · Computer Science 2023-06-07 Shuheng Liu , Xiyue Huang , Pavlos Protopapas

Learning operators for parametric partial differential equations (PDEs) using neural networks has gained significant attention in recent years. However, standard approaches like Deep Operator Networks (DeepONets) require extensive labeled…

Numerical Analysis · Mathematics 2024-09-17 Ting Du , Xianliang Xu , Wang Kong , Ye Li , Zhongyi Huang