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The reconstruction and inference of stochastic dynamical systems from data is a fundamental task in inverse problems and statistical learning. While surrogate modeling advances computational methods to approximate these dynamics, standard…

最优化与控制 · 数学 2026-04-14 Nicole Tianjiao Yang

We propose a new algorithm for solving parabolic partial differential equations (PDEs) and backward stochastic differential equations (BSDEs) in high dimension, by making an analogy between the BSDE and reinforcement learning with the…

数值分析 · 数学 2020-07-14 Weinan E , Jiequn Han , Arnulf Jentzen

The numerical solution of large-scale PDEs, such as those occurring in data-driven applications, unavoidably require powerful parallel computers and tailored parallel algorithms to make the best possible use of them. In fact, considerations…

数值分析 · 数学 2017-05-11 Francisco Bernal , Gonçalo dos Reis , Greig Smith

For partial differential equations on domains of arbitrary shapes, existing works of neural operators attempt to learn a mapping from geometries to solutions. It often requires a large dataset of geometry-solution pairs in order to obtain a…

机器学习 · 计算机科学 2024-05-29 Ze Cheng , Zhongkai Hao , Xiaoqiang Wang , Jianing Huang , Youjia Wu , Xudan Liu , Yiru Zhao , Songming Liu , Hang Su

Discontinuities and delayed terms are encountered in the governing equations of a large class of problems ranging from physics and engineering to medicine and economics. These systems cannot be properly modelled and simulated with standard…

人工智能 · 计算机科学 2024-09-27 Thibault Monsel , Onofrio Semeraro , Lionel Mathelin , Guillaume Charpiat

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

Solving analytically intractable partial differential equations (PDEs) that involve at least one variable defined on an unbounded domain arises in numerous physical applications. Accurately solving unbounded domain PDEs requires efficient…

机器学习 · 计算机科学 2026-05-12 Mingtao Xia , Lucas Böttcher , Tom Chou

Physics-informed neural networks (PINNs) [31] use automatic differentiation to solve partial differential equations (PDEs) by penalizing the PDE in the loss function at a random set of points in the domain of interest. Here, we develop a…

神经与进化计算 · 计算机科学 2019-12-03 E. Kharazmi , Z. Zhang , G. E. Karniadakis

We propose a numerical method for solving high dimensional fully nonlinear partial differential equations (PDEs). Our algorithm estimates simultaneously by backward time induction the solution and its gradient by multi-layer neural…

最优化与控制 · 数学 2021-01-27 Huyen Pham , Xavier Warin , Maximilien Germain

We present a nonlinear dynamical approximation method for time-dependent Partial Differential Equations (PDEs). The approach makes use of parametrized decoder functions, and provides a general, and principled way of understanding and…

数值分析 · 数学 2025-05-20 Daan Bon , Benjamin Caris , Olga Mula

Physics-informed neural networks (PINNs) have emerged as a promising approach to solving partial differential equations (PDEs) using neural networks, particularly in data-scarce scenarios, due to their unsupervised training capability.…

机器学习 · 计算机科学 2025-03-25 Edgar Torres , Jonathan Schiefer , Mathias Niepert

Neural networks have shown promising potential in accelerating the numerical simulation of systems governed by partial differential equations (PDEs). Different from many existing neural network surrogates operating on high-dimensional…

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

Accurately learning solution operators for time-dependent partial differential equations (PDEs) from sparse and irregular data remains a challenging task. Recurrent DeepONet extensions inherit the discrete-time limitations of…

计算工程、金融与科学 · 计算机科学 2025-07-04 Diab W. Abueidda , Mbebo Nonna , Panos Pantidis , Mostafa E. Mobasher

In this paper, we show a physics-informed neural network solver for the time-dependent surface PDEs. Unlike the traditional numerical solver, no extension of PDE and mesh on the surface is needed. We show a simplified prior estimate of the…

机器学习 · 计算机科学 2021-03-26 Zhiwei Fang , Justin Zhang , Xiu Yang

Recent work in deep learning focuses on solving physical systems in the Ordinary Differential Equation or Partial Differential Equation. This current work proposed a variant of Convolutional Neural Networks (CNNs) that can learn the hidden…

机器学习 · 计算机科学 2021-11-02 Mansura Habiba , Barak A. Pearlmutter

Enhancing neural networks with knowledge of physical equations has become an efficient way of solving various physics problems, from fluid flow to electromagnetism. Graph neural networks show promise in accurately representing irregularly…

机器学习 · 计算机科学 2022-04-01 Mike Y. Michelis , Robert K. Katzschmann

The neural Ordinary Differential Equation (ODE) model has shown success in learning complex continuous-time processes from observations on discrete time stamps. In this work, we consider the modeling and forecasting of time series data that…

机器学习 · 统计学 2023-06-05 Yixuan Tan , Liyan Xie , Xiuyuan Cheng

Physics-informed neural networks (PINNs) have shown to be an effective tool for solving forward and inverse problems of partial differential equations (PDEs). PINNs embed the PDEs into the loss of the neural network, and this PDE loss is…

计算物理 · 物理学 2023-07-19 Chenxi Wu , Min Zhu , Qinyang Tan , Yadhu Kartha , Lu Lu

Deep neural networks (DNN) have been used to model nonlinear relations between physical quantities. Those DNNs are embedded in physical systems described by partial differential equations (PDE) and trained by minimizing a loss function that…

数值分析 · 数学 2020-02-26 Kailai Xu , Eric Darve