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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…

数值分析 · 数学 2025-03-25 Yvann Le Fay , Simo Särkkä , Adrien Corenflos

Classical neural ODEs trained with explicit methods are intrinsically limited by stability, crippling their efficiency and robustness for stiff learning problems that are common in graph learning and scientific machine learning. We present…

机器学习 · 计算机科学 2024-12-17 Hong Zhang , Ying Liu , Romit Maulik

Recently, the use of neural networks to accelerate the solving of partial differential equations (PDEs) has gained significant traction in both academia and industry. However, employing neural networks as standalone surrogate models raises…

The spatiotemporal resolution of Partial Differential Equations (PDEs) plays important roles in the mathematical description of the world's physical phenomena. In general, scientists and engineers solve PDEs numerically by the use of…

人工智能 · 计算机科学 2023-06-29 Lucas Meyer , Marc Schouler , Robert Alexander Caulk , Alejandro Ribés , Bruno Raffin

We propose a novel method for gradient-based optimization of black-box simulators using differentiable local surrogate models. In fields such as physics and engineering, many processes are modeled with non-differentiable simulators with…

Global aerodynamic design optimization using Euler or Navier-Stokes equations requires very reliable surrogate modeling techniques since the computational effort for the underlying flow simulations is usually high. In general, for such…

最优化与控制 · 数学 2018-11-02 Emre Özkaya , Nicolas R. Gauger

Performance analysis of first-order algorithms with inexact oracles has gained recent attention due to various emerging applications in which obtaining exact gradients is impossible or computationally expensive. Previous research has…

最优化与控制 · 数学 2025-10-15 Yin Liu , Sam Davanloo Tajbakhsh

The use of implicit time-stepping schemes for the numerical approximation of solutions to stiff nonlinear time-evolution equations brings well-known advantages including, typically, better stability behaviour and corresponding support of…

数值分析 · 数学 2025-02-14 Tianyu Jin , Georg Maierhofer , Katharina Schratz , Yang Xiang

Many real-world systems are modelled using complex ordinary differential equations (ODEs). However, the dimensionality of these systems can make them challenging to analyze. Dimensionality reduction techniques like Proper Orthogonal…

计算工程、金融与科学 · 计算机科学 2025-02-26 Abhishek Ajayakumar , Soumyendu Raha

Surrogate models for partial-differential equations are widely used in the design of meta-materials to rapidly evaluate the behavior of composable components. However, the training cost of accurate surrogates by machine learning can rapidly…

机器学习 · 计算机科学 2020-11-04 Raphaël Pestourie , Youssef Mroueh , Thanh V. Nguyen , Payel Das , Steven G. Johnson

Offline optimization has recently emerged as an increasingly popular approach to mitigate the prohibitively expensive cost of online experimentation. The key idea is to learn a surrogate of the black-box function that underlines the target…

机器学习 · 计算机科学 2025-03-07 Manh Cuong Dao , Phi Le Nguyen , Thao Nguyen Truong , Trong Nghia Hoang

Simulation techniques such as the finite element method are essential for designing electrical devices, but their computational cost can be prohibitive for repeated or real-time computations. Projection-based model order reduction…

计算工程、金融与科学 · 计算机科学 2026-01-27 Matteo Zorzetto , Merle Backmeyer , Michael Wiesheu , Riccardo Torchio , Fabrizio Dughiero , Sebastian Schöps

Several different approaches are proposed for solving fully implicit discretizations of a simplified Boltzmann-Poisson system with a linear relaxation-type collision kernel. This system models the evolution of free electrons in…

计算物理 · 物理学 2020-07-15 M. Paul Laiu , Zheng Chen , Cory D. Hauck

High-fidelity physics simulations are powerful tools in the design and optimization of charged particle accelerators. However, the computational burden of these simulations often limits their use in practice for design optimization and…

加速器物理 · 物理学 2020-04-15 Auralee Edelen , Nicole Neveu , Yannick Huber , Mattias Frey , Christopher Mayes , Andreas Adelmann

Combining kernel-based collocation methods with time-stepping methods to solve parabolic partial differential equations can potentially introduce challenges in balancing temporal and spatial discretization errors. Typically, using kernels…

数值分析 · 数学 2024-10-25 Yichen Su , Leevan Ling

We investigate a deep learning approach to efficiently perform Bayesian inference in partial differential equation (PDE) and integral equation models over potentially high-dimensional parameter spaces. The contributions of this paper are…

数值分析 · 数学 2021-03-26 Teo Deveney , Eike Mueller , Tony Shardlow

Identifying cause-effect relations among variables is a key step in the decision-making process. While causal inference requires randomized experiments, researchers and policymakers are increasingly using observational studies to test…

最优化与控制 · 数学 2021-11-22 Md Saiful Islam , Md Sarowar Morshed , Md. Noor-E-Alam

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…

计算物理 · 物理学 2022-05-18 James Duvall , Karthik Duraisamy , Shaowu Pan

Simulators often provide the best description of real-world phenomena. However, they also lead to challenging inverse problems because the density they implicitly define is often intractable. We present a new suite of simulation-based…

机器学习 · 统计学 2020-02-25 Johann Brehmer , Gilles Louppe , Juan Pavez , Kyle Cranmer

In the present work, a new methodology is proposed for building surrogate parametric models of engineering systems based on modular assembly of pre-solved modules. Each module is a generic parametric solution considering parametric…

计算工程、金融与科学 · 计算机科学 2024-03-15 Angelo Pasquale , Mohammad-Javad Kazemzadeh-Parsi , Daniele Di Lorenzo , Victor Champaney , Amine Ammar , Francisco Chinesta