中文
相关论文

相关论文: A Neural RDE-based model for solving path-dependen…

200 篇论文

In this work, we present a hybrid numerical method for solving evolution partial differential equations (PDEs) by merging the time finite element method with deep neural networks. In contrast to the conventional deep learning-based…

数值分析 · 数学 2024-09-05 Xiaodong Feng , Haojiong Shangguan , Tao Tang , Xiaoliang Wan , Tao Zhou

The numerical solution methods for partial differential equation (PDE) solution allow obtaining a discrete field that converges towards the solution if the method is applied to the correct problem. Nevertheless, the numerical methods…

数值分析 · 数学 2021-03-04 Alexander Hvatov

Partial differential equations (PDEs) play a fundamental role in modeling and simulating problems across a wide range of disciplines. Recent advances in deep learning have shown the great potential of physics-informed neural networks…

机器学习 · 计算机科学 2022-01-31 Pu Ren , Chengping Rao , Yang Liu , Jianxun Wang , Hao Sun

Solving parametric Partial Differential Equations (PDEs) for a broad range of parameters is a critical challenge in scientific computing. To this end, neural operators, which \textcolor{black}{predicts the PDE solution with variable PDE…

数值分析 · 数学 2024-11-14 Weiheng Zhong , Hadi Meidani

Signature kernels, inner products of path signatures, underpin several machine learning algorithms for multivariate time series analysis. For bounded variation paths, signature kernels were recently shown to solve a Goursat PDE. However,…

机器学习 · 计算机科学 2025-06-03 Maud Lemercier , Terry Lyons , Cristopher Salvi

Recently, researchers have utilized neural networks to accurately solve partial differential equations (PDEs), enabling the mesh-free method for scientific computation. Unfortunately, the network performance drops when encountering a high…

机器学习 · 计算机科学 2021-09-29 Pongpisit Thanasutives , Masayuki Numao , Ken-ichi Fukui

Numerical solution of partial differential equations (PDEs) plays a vital role in various fields of science and engineering. In recent years, deep neural networks (DNNs) have emerged as a powerful tool for solving PDEs, leveraging their…

数值分析 · 数学 2026-02-16 Shuo Ling , Wenjun Ying , Zhen Zhang

In this article, we show how the theory of rough paths can be used to provide a notion of solution to a class of nonlinear stochastic PDEs of Burgers type that exhibit too high spatial roughness for classical analytical methods to apply. In…

概率论 · 数学 2010-08-11 Martin Hairer

Neural Ordinary Differential Equations (ODE) are a promising approach to learn dynamic models from time-series data in science and engineering applications. This work aims at learning Neural ODE for stiff systems, which are usually raised…

数值分析 · 数学 2021-10-04 Suyong Kim , Weiqi Ji , Sili Deng , Yingbo Ma , Christopher Rackauckas

Neural ordinary differential equations (neural ODEs) have emerged as a novel network architecture that bridges dynamical systems and deep learning. However, the gradient obtained with the continuous adjoint method in the vanilla neural ODE…

机器学习 · 计算机科学 2023-06-12 Hong Zhang , Wenjun Zhao

Background: Deep learning techniques, particularly neural networks, have revolutionized computational physics, offering powerful tools for solving complex partial differential equations (PDEs). However, ensuring stability and efficiency…

人工智能 · 计算机科学 2024-07-11 A. Noorizadegan , R. Cavoretto , D. L. Young , C. S. Chen

Partial differential equations often contain unknown functions that are difficult or impossible to measure directly, hampering our ability to derive predictions from the model. Workflows for recovering scalar PDE parameters from data are…

机器学习 · 计算机科学 2026-02-16 Torkel E. Loman , Yurij Salmaniw , Antonio Leon Villares , Jose A. Carrillo , Ruth E. Baker

A template-based generic programming approach was presented in a previous paper that separates the development effort of programming a physical model from that of computing additional quantities, such as derivatives, needed for embedded…

We propose a framework for solving nonlinear partial differential equations (PDEs) by combining perturbation theory with one-shot transfer learning in Physics-Informed Neural Networks (PINNs). Nonlinear PDEs with polynomial terms are…

数值分析 · 数学 2025-11-17 Samuel Auroy , Pavlos Protopapas

Neural differential equation models have garnered significant attention in recent years for their effectiveness in machine learning applications.Among these, fractional differential equations (FDEs) have emerged as a promising tool due to…

机器学习 · 计算机科学 2025-03-21 Wenjun Cui , Qiyu Kang , Xuhao Li , Kai Zhao , Wee Peng Tay , Weihua Deng , Yidong Li

Using rough path techniques, we provide a priori estimates for the output of Deep Residual Neural Networks in terms of both the input data and the (trained) network weights. As trained network weights are typically very rough when seen as…

机器学习 · 计算机科学 2023-02-22 Christian Bayer , Peter K. Friz , Nikolas Tapia

Differential equations are widely used to describe complex dynamical systems with evolving parameters in nature and engineering. Effectively learning a family of maps from the parameter function to the system dynamics is of great…

机器学习 · 计算机科学 2025-03-12 Xin Li , Chengli Zhao , Xue Zhang , Xiaojun Duan

Partial differential equations (PDEs) are central to scientific modeling. Modern workflows increasingly rely on learning-based components to support model reuse, inference, and integration across large computational processes. Despite the…

机器学习 · 计算机科学 2026-02-20 Yilong Dai , Shengyu Chen , Ziyi Wang , Xiaowei Jia , Yiqun Xie , Vipin Kumar , Runlong Yu

Inverse problems in partial differential equations (PDEs) involve estimating the physical parameters of a system from observed spatiotemporal solution fields. Neural networks are well-suited for PDE parameter estimation due to their…

机器学习 · 计算机科学 2026-05-27 Divyam Goel , Nithin Chalapathi , Sanjeev Raja , Aditi S. Krishnapriyan

Recent advances in deep learning makes solving parabolic partial differential equations (PDEs) in high dimensional spaces possible via forward-backward stochastic differential equation (FBSDE) formulations. The implementation of most…

数值分析 · 数学 2025-06-19 Wenjun Xu , Wenzhong Zhang