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Non-autonomous differential equations are crucial for modeling systems influenced by external signals, yet fitting these models to data becomes particularly challenging when the signals change abruptly. To address this problem, we propose a…

机器学习 · 计算机科学 2025-07-10 Hyeontae Jo , Krešimir Josić , Jae Kyoung Kim

In Diffusion Probabilistic Models (DPMs), the task of modeling the score evolution via a single time-dependent neural network necessitates extended training periods and may potentially impede modeling flexibility and capacity. To counteract…

机器学习 · 计算机科学 2023-06-06 Etrit Haxholli , Marco Lorenzi

While exogenous variables have a major impact on performance improvement in time series analysis, inter-series correlation and time dependence among them are rarely considered in the present continuous methods. The dynamical systems of…

机器学习 · 计算机科学 2023-09-26 Penglei Gao , Xi Yang , Rui Zhang , Ping Guo , John Y. Goulermas , Kaizhu Huang

We propose a neural network-based algorithm for solving forward and inverse problems for partial differential equations in unsupervised fashion. The solution is approximated by a deep neural network which is the minimizer of a cost…

机器学习 · 计算机科学 2019-04-12 Leah Bar , Nir Sochen

In the midst of the neural network's success in solving partial differential equations, tackling eigenvalue problems using neural networks remains a challenging task. However, the Physics Constrained-General Inverse Power Method Neural…

数值分析 · 数学 2024-11-26 Shupei Yu , Qiaolin He , Shiquan Zhang , Qihong Yang , Yu Yang , Helin Gong

In this paper, we present a theoretical and computational workflow for the non-parametric Bayesian inference of drift and diffusion functions of autonomous diffusion processes. We base the inference on the partial differential equations…

计算工程、金融与科学 · 计算机科学 2024-11-05 Maximilian Kruse , Sebastian Krumscheid

Partial differential equations (PDEs) play a crucial role in studying a vast number of problems in science and engineering. Numerically solving nonlinear and/or high-dimensional PDEs is often a challenging task. Inspired by the traditional…

数值分析 · 数学 2022-01-11 Yihao Hu , Tong Zhao , Shixin Xu , Zhiliang Xu , Lizhen Lin

We develop a class of data-driven generative models that approximate the solution operator for parameter-dependent partial differential equations (PDE). We propose a novel probabilistic formulation of the operator learning problem based on…

数值分析 · 数学 2026-04-21 Ting Wang , Petr Plechac , Jaroslaw Knap

In many mechanistic medical, biological, physical and engineered spatiotemporal dynamic models the numerical solution of partial differential equations (PDEs) can make simulations impractically slow. Biological models require the…

软凝聚态物质 · 物理学 2021-02-11 J. Quetzalcóatl Toledo-Marín , Geoffrey Fox , James P. Sluka , James A. Glazier

As the dimension of a system increases, traditional methods for control and differential games rapidly become intractable, making the design of safe autonomous agents challenging in complex or team settings. Deep-learning approaches avoid…

最优化与控制 · 数学 2025-04-29 William Sharpless , Zeyuan Feng , Somil Bansal , Sylvia Herbert

We present a data-enabled physics-informed neural network (DEPINN) with comprehensive numerical study for solving industrial scale neutron diffusion eigenvalue problems (NDEPs). In order to achieve an engineering acceptable accuracy for…

计算物理 · 物理学 2022-11-15 Yu Yang , Helin Gong , Shiquan Zhang , Qihong Yang , Zhang Chen , Qiaolin He , Qing Li

Physics-informed neural networks (PINNs) were recently proposed in [1] as an alternative way to solve partial differential equations (PDEs). A neural network (NN) represents the solution while a PDE-induced NN is coupled to the solution NN,…

计算物理 · 物理学 2019-10-22 Xiaoli Chen , Jinqiao Duan , George Em Karniadakis

We present a novel approach to accelerate iterative methods to solve nonlinear Schr\"odinger eigenvalue problems using neural networks. Nonlinear eigenvector problems are fundamental in quantum mechanics and other fields, yet conventional…

数值分析 · 数学 2025-07-23 Daniel Peterseim , Jan-F. Pietschmann , Jonas Püschel , Kilian Ruess

To combine a feedforward neural network (FNN) and Lie group (symmetry) theory of differential equations (DEs), an alternative artificial NN approach is proposed to solve the initial value problems (IVPs) of ordinary DEs (ODEs). Introducing…

数值分析 · 数学 2022-05-04 Ying Wen , Temuer Chaolu , Xiangsheng Wang

Using a combination of recurrent neural networks and signature methods from the rough paths theory we design efficient algorithms for solving parametric families of path dependent partial differential equations (PPDEs) that arise in pricing…

计算金融 · 定量金融 2020-11-24 Marc Sabate-Vidales , David Šiška , Lukasz Szpruch

Numerical methods for the transmission eigenvalue problems are hot topics in recent years. Based on the work of Lin and Xie [Math. Comp., 84(2015), pp. 71-88], we build a multigrid method to solve the problems. With our method, we only need…

数值分析 · 数学 2016-01-12 Jiayu Han , Yidu Yang , Hai Bi

We propose a methodology that combines generative latent diffusion models with physics-informed machine learning to generate solutions of parametric partial differential equations (PDEs) conditioned on partial observations, which includes,…

机器学习 · 计算机科学 2026-02-11 Davide Gallon , Philippe von Wurstemberger , Patrick Cheridito , Arnulf Jentzen

Many types of physics-informed neural network models have been proposed in recent years as approaches for learning solutions to differential equations. When a particular task requires solving a differential equation at multiple…

机器学习 · 计算机科学 2021-11-02 Filipe de Avila Belbute-Peres , Yi-fan Chen , Fei Sha

Eigenvalue problems have a distinctive forward-inverse structure and are fundamental to characterizing a system's thermal response, stability, and natural modes. Physics-Informed Neural Networks (PINNs) offer a mesh-free alternative for…

机器学习 · 计算机科学 2025-11-04 Akshay Sai Banderwaar , Abhishek Gupta

Solving large-scale eigenvalue problems poses a significant challenge due to the computational complexity and limitations on the parallel scalability of the orthogonalization operation, when many eigenpairs are required. In this paper, we…

数值分析 · 数学 2025-11-11 Tianyang Chu , Xiaoying Dai , Shengyue Wang , Aihui Zhou