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A statistical learning approach for parametric PDEs related to Uncertainty Quantification is derived. The method is based on the minimization of an empirical risk on a selected model class and it is shown to be applicable to a broad range…

数值分析 · 数学 2020-01-07 Martin Eigel , Reinhold Schneider , Philipp Trunschke , Sebastian Wolf

Neural Networks have been widely used to solve Partial Differential Equations. These methods require to approximate definite integrals using quadrature rules. Here, we illustrate via 1D numerical examples the quadrature problems that may…

数值分析 · 数学 2022-03-09 Jon A. Rivera , Jamie M. Taylor , Ángel J. Omella , David Pardo

Partial differential equations have a wide range of applications in modeling multiple physical, biological, or social phenomena. Therefore, we need to approximate the solutions of these equations in computationally feasible terms. Nowadays,…

数值分析 · 数学 2024-11-14 Carlos Uriarte

The solution to partial differential equations using deep learning approaches has shown promising results for several classes of initial and boundary-value problems. However, their ability to surpass, particularly in terms of accuracy,…

数值分析 · 数学 2023-08-23 Ziad Aldirany , Régis Cottereau , Marc Laforest , Serge Prudhomme

Recent works have shown that deep neural networks can be employed to solve partial differential equations, giving rise to the framework of physics informed neural networks. We introduce a generalization for these methods that manifests as a…

数值分析 · 数学 2021-03-25 Remco van der Meer , Cornelis Oosterlee , Anastasia Borovykh

Monte Carlo methods are widely used importance sampling techniques for studying complex physical systems. Integrating these methods with deep learning has significantly improved efficiency and accuracy in high-dimensional problems and…

无序系统与神经网络 · 物理学 2024-12-24 Yixiong Ren , Jianhui Zhou

Traditional Monte Carlo integration using uniform random sampling exhibits degraded efficiency in low-regularity or high-dimensional problems. We propose a novel deep learning framework based on deterministic number-theoretic sampling…

数值分析 · 数学 2025-07-03 Yu Yang , Pingan He , Xiaoling Peng , Qiaolin He

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

Many scientific and industrial applications require solving Partial Differential Equations (PDEs) to describe the physical phenomena of interest. Some examples can be found in the fields of aerodynamics, astrodynamics, combustion and many…

计算物理 · 物理学 2019-12-11 Juan B. Pedro , Juan Maroñas , Roberto Paredes

Partial differential equation is a powerful tool to characterize various physics systems. In practice, measurement errors are often present and probability models are employed to account for such uncertainties. In this paper, we present a…

概率论 · 数学 2016-05-23 Xiaoou Li , Jingchen Liu

The work in this paper is four-fold. Firstly, we introduce an alternative approach to solve fractional ordinary differential equations as an expected value of a random time process. Using the latter, we present an interesting numerical…

动力系统 · 数学 2022-12-28 Tamer Oraby , Harrinson Arrubla , Erwin Suazo

The neural network-based approach to solving partial differential equations has attracted considerable attention due to its simplicity and flexibility in representing the solution of the partial differential equation. In training a neural…

机器学习 · 计算机科学 2022-01-10 Jihun Han , Yoonsang Lee

This work presents a deep learning-based framework for the solution of partial differential equations on complex computational domains described with computer-aided design tools. To account for the underlying distribution of the training…

计算工程、金融与科学 · 计算机科学 2022-03-18 Moritz von Tresckow , Stefan Kurz , Herbert De Gersem , Dimitrios Loukrezis

Neural networks are increasingly used to construct numerical solution methods for partial differential equations. In this expository review, we introduce and contrast three important recent approaches attractive in their simplicity and…

数值分析 · 数学 2021-04-15 Jan Blechschmidt , Oliver G. Ernst

We present a theoretical framework and numerical methods for predicting the large-scale properties of solutions of partial differential equations that are too complex to be properly resolved. We assume that prior statistical information…

数值分析 · 数学 2025-10-20 A. J. Chorin , A. Kast , R. Kupferman

This paper develops a probabilistic numerical method for solution of partial differential equations (PDEs) and studies application of that method to PDE-constrained inverse problems. This approach enables the solution of challenging inverse…

统计方法学 · 统计学 2017-07-12 Jon Cockayne , Chris Oates , Tim Sullivan , Mark Girolami

The multiscale complexity of modern problems in computational science and engineering can prohibit the use of traditional numerical methods in multi-dimensional simulations. Therefore, novel algorithms are required in these situations to…

数值分析 · 数学 2021-06-15 Cale Harnish , Luke Dalessandro , Karel Matous , Daniel Livescu

We introduce a Monte Carlo method for computing derivatives of the solution to a partial differential equation (PDE) with respect to problem parameters (such as domain geometry or boundary conditions). Derivatives can be evaluated at…

图形学 · 计算机科学 2024-09-19 Bailey Miller , Rohan Sawhney , Keenan Crane , Ioannis Gkioulekas

We describe a neural-based method for generating exact or approximate solutions to differential equations in the form of mathematical expressions. Unlike other neural methods, our system returns symbolic expressions that can be interpreted…

机器学习 · 计算机科学 2020-11-16 Maysum Panju , Kourosh Parand , Ali Ghodsi

We present a multidimensional deep learning implementation of a stochastic branching algorithm for the numerical solution of fully nonlinear PDEs. This approach is designed to tackle functional nonlinearities involving gradient terms of any…

数值分析 · 数学 2023-09-12 Jiang Yu Nguwi , Guillaume Penent , Nicolas Privault
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