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We propose a framework for training neural networks that are coupled with partial differential equations (PDEs) in a parallel computing environment. Unlike most distributed computing frameworks for deep neural networks, our focus is to…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-11-25 Kailai Xu , Weiqiang Zhu , Eric Darve

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

The efficient solution of discretisations of coupled systems of partial differential equations (PDEs) is at the core of much of numerical simulation. Significant effort has been expended on scalable algorithms to precondition Krylov…

Mathematical Software · Computer Science 2018-02-22 Robert C. Kirby , Lawrence Mitchell

Recent years have witnessed a growth in mathematics for deep learning--which seeks a deeper understanding of the concepts of deep learning with mathematics and explores how to make it more robust--and deep learning for mathematics, where…

Machine Learning · Computer Science 2023-10-31 Derick Nganyu Tanyu , Jianfeng Ning , Tom Freudenberg , Nick Heilenkötter , Andreas Rademacher , Uwe Iben , Peter Maass

Partial differential equations (PDEs) govern nearly every physical process in science and engineering, yet solving them at scale remains prohibitively expensive. Generative AI has transformed language, vision, and protein science, but…

Machine Learning · Computer Science 2026-04-10 Yilong Dai , Shengyu Chen , Xiaowei Jia , Runlong Yu

Neural SDEs combine many of the best qualities of both RNNs and SDEs: memory efficient training, high-capacity function approximation, and strong priors on model space. This makes them a natural choice for modelling many types of temporal…

Machine Learning · Computer Science 2021-10-20 Patrick Kidger , James Foster , Xuechen Li , Terry Lyons

The ultimate goal of any numerical scheme for partial differential equations (PDEs) is to compute an approximation of user-prescribed accuracy at quasi-minimal computational time. To this end, algorithmically, the standard adaptive finite…

Numerical Analysis · Mathematics 2025-01-30 Philipp Bringmann , Michael Feischl , Ani Miraci , Dirk Praetorius , Julian Streitberger

In recent years, Neural Operators(NO) have gradually emerged as a popular approach for solving Partial Differential Equations (PDEs). However, their application to large-scale engineering tasks suffers from significant computational…

Machine Learning · Computer Science 2025-11-05 Lei Liu , Zhongyi Yu , Hong Wang , Huanshuo Dong , Haiyang Xin , Hongwei Zhao , Bin Li

Stochastic partial differential equations (SPDEs) are the mathematical tool of choice for modelling spatiotemporal PDE-dynamics under the influence of randomness. Based on the notion of mild solution of an SPDE, we introduce a novel neural…

Machine Learning · Computer Science 2022-09-27 Cristopher Salvi , Maud Lemercier , Andris Gerasimovics

Numerical solutions of partial differential equations (PDEs) require expensive simulations, limiting their application in design optimization, model-based control, and large-scale inverse problems. Surrogate modeling techniques seek to…

Computational Physics · Physics 2022-05-18 James Duvall , Karthik Duraisamy , Shaowu Pan

Methods for solving PDEs using neural networks have recently become a very important topic. We provide an a priori error analysis for such methods which is based on the $\mathcal{K}_1(\mathbb{D})$-norm of the solution. We show that the…

Numerical Analysis · Mathematics 2022-07-15 Qingguo Hong , Jonathan W. Siegel , Jinchao Xu

Neural networks (NNs) are often used as surrogates or emulators of partial differential equations (PDEs) that describe the dynamics of complex systems. A virtually negligible computational cost of such surrogates renders them an attractive…

Numerical Analysis · Mathematics 2021-05-04 Dong H. Song , Daniel M. Tartakovsky

We deal with the numerical solution of linear partial differential equations (PDEs) with focus on the goal-oriented error estimates including algebraic errors arising by an inaccurate solution of the corresponding algebraic systems. The…

Numerical Analysis · Mathematics 2020-01-08 Vít Dolejší , Petr Tichý

Unlike conventional grid and mesh based methods for solving partial differential equations (PDEs), neural networks have the potential to break the curse of dimensionality, providing approximate solutions to problems where using classical…

Machine Learning · Computer Science 2023-09-01 Marc Finzi , Andres Potapczynski , Matthew Choptuik , Andrew Gordon Wilson

Simulating physical systems using Partial Differential Equations (PDEs) has become an indispensible part of modern industrial process optimization. Traditionally, numerical solvers have been used to solve the associated PDEs, however…

Machine Learning · Computer Science 2023-08-21 Ritam Majumdar , Shirish Karande , Lovekesh Vig

This paper studies numerical solutions for parameterized partial differential equations (P-PDEs) with deep learning (DL). P-PDEs arise in many important application areas and the computational cost using traditional numerical schemes can be…

Numerical Analysis · Mathematics 2020-11-03 Yuyan Chen , Bin Dong , Jinchao Xu

Probabilistic solvers for ordinary differential equations (ODEs) provide efficient quantification of numerical uncertainty associated with simulation of dynamical systems. Their convergence rates have been established by a growing body of…

Machine Learning · Statistics 2020-12-21 Nicholas Krämer , Philipp Hennig

This article presents a three-step framework for learning and solving partial differential equations (PDEs) using kernel methods. Given a training set consisting of pairs of noisy PDE solutions and source/boundary terms on a mesh, kernel…

Machine Learning · Statistics 2023-04-03 Da Long , Nicole Mrvaljevic , Shandian Zhe , Bamdad Hosseini

Autoregressive next-step prediction models have become the de-facto standard for building data-driven neural solvers to forecast time-dependent partial differential equations (PDEs). Denoise training that is closely related to diffusion…

Machine Learning · Computer Science 2025-03-31 Zijie Li , Anthony Zhou , Amir Barati Farimani

Neural operators have emerged as promising surrogate models for solving partial differential equations (PDEs), but struggle to generalise beyond training distributions and are often constrained to a fixed temporal discretisation. This work…

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