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We investigate the inverse problem for Partial Differential Equations (PDEs) in scenarios where the parameters of the given PDE dynamics may exhibit changepoints at random time. We employ Physics-Informed Neural Networks (PINNs) - universal…

机器学习 · 统计学 2024-04-03 Zhikang Dong , Pawel Polak

Many problems in science and engineering can be represented by a set of partial differential equations (PDEs) through mathematical modeling. Mechanism-based computation following PDEs has long been an essential paradigm for studying topics…

机器学习 · 计算机科学 2022-11-21 Shudong Huang , Wentao Feng , Chenwei Tang , Jiancheng Lv

Recent years have witnessed the promise of coupling machine learning methods and physical domain-specific insights for solving scientific problems based on partial differential equations (PDEs). However, being data-intensive, these methods…

机器学习 · 计算机科学 2025-06-03 Wuyang Chen , Jialin Song , Pu Ren , Shashank Subramanian , Dmitriy Morozov , Michael W. Mahoney

PDEs are central to scientific and engineering modeling, yet designing accurate numerical solvers typically requires substantial mathematical expertise and manual tuning. Recent neural network-based approaches improve flexibility but often…

人工智能 · 计算机科学 2026-02-20 Jianda Du , Youran Sun , Haizhao Yang

One of the open problems in scientific computing is the long-time integration of nonlinear stochastic partial differential equations (SPDEs). We address this problem by taking advantage of recent advances in scientific machine learning and…

机器学习 · 计算机科学 2019-09-04 Dongkun Zhang , Ling Guo , George Em Karniadakis

We develop a novel physics informed deep learning approach for solving nonlinear drift-diffusion equations on metric graphs. These models represent an important model class with a large number of applications in areas ranging from transport…

机器学习 · 计算机科学 2025-05-08 Jan Blechschmidt , Tom-Christian Riemer , Max Winkler , Martin Stoll , Jan-F. Pietschmann

This paper proposes the Nerual Energy Descent (NED) via neural network evolution equations for a wide class of deep learning problems. We show that deep learning can be reformulated as the evolution of network parameters in an evolution…

数值分析 · 数学 2023-02-22 Wenrui Hao , Chunmei Wang , Xingjian Xu , Haizhao Yang

We present a new data-driven reduced-order modeling approach to efficiently solve parametrized partial differential equations (PDEs) for many-query problems. This work is inspired by the concept of implicit neural representation (INR),…

数值分析 · 数学 2023-11-30 Tianshu Wen , Kookjin Lee , Youngsoo Choi

Physics-informed neural networks (PINNs) and their variants have been very popular in recent years as algorithms for the numerical simulation of both forward and inverse problems for partial differential equations. This article aims to…

数值分析 · 数学 2024-11-20 Tim De Ryck , Siddhartha Mishra

Machine learning based partial differential equations (PDEs) solvers have received great attention in recent years. Most progress in this area has been driven by deep neural networks such as physics-informed neural networks (PINNs) and…

数值分析 · 数学 2025-09-23 Chunyang Liao

We introduce a method that combines neural operators, physics-informed machine learning, and standard numerical methods for solving PDEs. The proposed approach extends each of the aforementioned methods and unifies them within a single…

计算工程、金融与科学 · 计算机科学 2025-12-02 Shahed Rezaei , Reza Najian Asl , Kianoosh Taghikhani , Ahmad Moeineddin , Michael Kaliske , Markus Apel

In this article, we present an efficient deep learning method called coupled deep neural networks (CDNNs) for coupled physical problems. Our method compiles the interface conditions of the coupled PDEs into the networks properly and can be…

数值分析 · 数学 2023-01-18 Jing Yue , Jian Li , Wen Zhang

Artificial neural networks (ANNs), inspired by the interconnection of real neurons, have achieved unprecedented success in various fields such as computer vision and natural language processing. Recently, a novel mathematical ANN model,…

神经与进化计算 · 计算机科学 2023-09-15 Yu Ding , Jun Yu , Chunzhi Gu , Shangce Gao , Chao Zhang

Recent research has used deep learning to develop partial differential equation (PDE) models in science and engineering. The functional form of the PDE is determined by a neural network, and the neural network parameters are calibrated to…

机器学习 · 计算机科学 2023-10-17 Justin Sirignano , Jonathan MacArt , Konstantinos Spiliopoulos

Many physical processes in science and engineering are naturally represented by operators between infinite-dimensional function spaces. The problem of operator learning, in this context, seeks to extract these physical processes from…

机器学习 · 计算机科学 2024-01-22 Hao Liu , Biraj Dahal , Rongjie Lai , Wenjing Liao

PDEs arise ubiquitously in science and engineering, where solutions depend on parameters (physical properties, boundary conditions, geometry). Traditional numerical methods require re-solving the PDE for each parameter, making parameter…

机器学习 · 统计学 2026-02-02 Zhuo Zhang , Xiong Xiong , Sen Zhang , Yuan Zhao , Xi Yang

We introduce a novel neural operator architecture designed to approximate solutions of linear elliptic partial differential equations with high-contrast, spatially varying coefficients. The network, termed the Iterated V-shaped Net…

数值分析 · 数学 2026-05-26 Shan Zhong , George Biros

Physics-informed neural networks (PINNs) solve time-dependent partial differential equations (PDEs) by learning a mesh-free, differentiable solution that can be evaluated anywhere in space and time. However, standard space--time PINNs take…

机器学习 · 计算机科学 2026-01-29 Chen-Yang Dai , Che-Chia Chang , Te-Sheng Lin , Ming-Chih Lai , Chieh-Hsin Lai

Solving partial differential equations (PDEs) is a required step in the simulation of natural and engineering systems. The associated computational costs significantly increase when exploring various scenarios, such as changes in initial or…

We consider the supervised learning problem of learning the price of an option or the implied volatility given appropriate input data (model parameters) and corresponding output data (option prices or implied volatilities). The majority of…