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In recent years, data-driven methods have been developed to learn dynamical systems and partial differential equations (PDE). The goal of such work is discovering unknown physics and the corresponding equations. However, prior to achieving…

机器学习 · 统计学 2021-02-17 Hao Xu , Haibin Chang , Dongxiao Zhang

Stochastic partial differential equations (SPDEs) are ubiquitous in engineering and computational sciences. The stochasticity arises as a consequence of uncertainty in input parameters, constitutive relations, initial/boundary conditions,…

数据分析、统计与概率 · 物理学 2020-01-29 Sharmila Karumuri , Rohit Tripathy , Ilias Bilionis , Jitesh Panchal

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

Traditional data-driven deep learning models often struggle with high training costs, error accumulation, and poor generalizability in complex physical processes. Physics-informed deep learning (PiDL) addresses these challenges by…

机器学习 · 计算机科学 2024-01-17 Xin-Yang Liu , Min Zhu , Lu Lu , Hao Sun , Jian-Xun Wang

We introduce Neural Parameter Regression (NPR), a novel framework specifically developed for learning solution operators in Partial Differential Equations (PDEs). Tailored for operator learning, this approach surpasses traditional DeepONets…

机器学习 · 计算机科学 2024-03-20 Konrad Mundinger , Max Zimmer , Sebastian Pokutta

Fractional Differential Equations (FDEs) are essential tools for modelling complex systems in science and engineering. They extend the traditional concepts of differentiation and integration to non-integer orders, enabling a more precise…

机器学习 · 计算机科学 2025-03-27 C. Coelho , M. Fernanda P. Costa , L. L. Ferrás

Recent advances in learning dynamical systems from data have shown significant promise. However, many existing methods assume access to the full state of the system -- an assumption that is rarely satisfied in practice, where systems are…

机器学习 · 计算机科学 2026-03-10 Thibault Monsel , Onofrio Semeraro , Lionel Mathelin , Guillaume Charpiat

We introduce a novel grid-independent model for learning partial differential equations (PDEs) from noisy and partial observations on irregular spatiotemporal grids. We propose a space-time continuous latent neural PDE model with an…

机器学习 · 计算机科学 2023-10-27 Valerii Iakovlev , Markus Heinonen , Harri Lähdesmäki

We develop a framework for estimating unknown partial differential equations from noisy data, using a deep learning approach. Given noisy samples of a solution to an unknown PDE, our method interpolates the samples using a neural network,…

机器学习 · 计算机科学 2019-10-24 Ali Hasan , João M. Pereira , Robert Ravier , Sina Farsiu , Vahid Tarokh

We propose machine learning methods for solving fully nonlinear partial differential equations (PDEs) with convex Hamiltonian. Our algorithms are conducted in two steps. First the PDE is rewritten in its dual stochastic control…

计算金融 · 定量金融 2022-05-23 William Lefebvre , Grégoire Loeper , Huyên Pham

Fast and accurate solution of time-dependent partial differential equations (PDEs) is of key interest in many research fields including physics, engineering, and biology. Generally, implicit schemes are preferred over the explicit ones for…

We propose a new approach to learning the subgrid-scale model when simulating partial differential equations (PDEs) solved by the method of lines and their representation in chaotic ordinary differential equations, based on neural ordinary…

数值分析 · 数学 2023-04-14 Shinhoo Kang , Emil M. Constantinescu

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…

机器学习 · 计算机科学 2023-09-01 Marc Finzi , Andres Potapczynski , Matthew Choptuik , Andrew Gordon Wilson

Solving high-dimensional partial differential equations (PDEs) is a major challenge in scientific computing. We develop a new numerical method for solving elliptic-type PDEs by adapting the Q-learning algorithm in reinforcement learning.…

数值分析 · 数学 2023-06-27 Samuel N. Cohen , Deqing Jiang , Justin Sirignano

Nonlinear partial differential equations (PDEs) are used to model dynamical processes in a large number of scientific fields, ranging from finance to biology. In many applications standard local models are not sufficient to accurately…

High-dimensional partial differential equations (PDEs) pose significant challenges for numerical computation due to the curse of dimensionality, which limits the applicability of traditional mesh-based methods. Since 2017, the Deep BSDE…

数值分析 · 数学 2025-05-26 Jiequn Han , Arnulf Jentzen , Weinan E

Partial Differential Equations (PDE) are fundamental to model different phenomena in science and engineering mathematically. Solving them is a crucial step towards a precise knowledge of the behaviour of natural and engineered systems. In…

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

The physical world is governed by the laws of physics, often represented in form of nonlinear partial differential equations (PDEs). Unfortunately, solution of PDEs is non-trivial and often involves significant computational time. With…

机器学习 · 统计学 2021-08-25 Yash Kumar , Souvik Chakraborty

The numerical solution of differential equations can be formulated as an inference problem to which formal statistical approaches can be applied. However, nonlinear partial differential equations (PDEs) pose substantial challenges from an…

数值分析 · 数学 2021-08-26 Junyang Wang , Jon Cockayne , Oksana Chkrebtii , T. J. Sullivan , Chris. J. Oates