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Uncertainty quantification appears today as a crucial point in numerous branches of science and engineering. In the past two decades, a growing interest has been devoted to stochastic finite element method (SFEM) for the propagation of…

数值分析 · 数学 2020-08-11 Zhibao Zheng

In this article we investigate the numerical solution of a scalar semilinear stochastic delay differential equation (SDDE) where the linear instantaneous feedback and nonlinear delayed feedback terms are perturbed by a pair of standard…

数值分析 · 数学 2026-03-24 Cónall Kelly , Wenshi Tang

Fast and accurate simulation of dynamical systems is a fundamental challenge across scientific and engineering domains. Traditional numerical integrators often face a trade-off between accuracy and computational efficiency, while existing…

计算工程、金融与科学 · 计算机科学 2026-03-06 Jiaxin Yuan , Haizhao Yang , Maria Cameron

Stochastic dynamical systems provide essential mathematical frameworks for modeling complex real-world phenomena. The Fokker-Planck-Kolmogorov (FPK) equation governs the evolution of probability density functions associated with stochastic…

统计计算 · 统计学 2025-10-13 Yi Zhang , Yiting Duan , Xiangjun Wang , Zhikun Zhang

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

This article presents a new high-order accurate algorithm for finding a particular solution to a linear, constant-coefficient partial differential equation (PDE) by means of a convolution of the volumetric source function with the Green's…

数值分析 · 数学 2022-10-20 Thomas G. Anderson , Hai Zhu , Shravan Veerapaneni

Solving time-dependent Partial Differential Equations (PDEs) is one of the most critical problems in computational science. While Physics-Informed Neural Networks (PINNs) offer a promising framework for approximating PDE solutions, their…

While physics-informed neural networks (PINNs) have been proven effective for low-dimensional partial differential equations (PDEs), the computational cost remains a hurdle in high-dimensional scenarios. This is particularly pronounced when…

机器学习 · 计算机科学 2023-11-28 Zheyuan Hu , Zhouhao Yang , Yezhen Wang , George Em Karniadakis , Kenji Kawaguchi

In recent years, deep learning technology has been used to solve partial differential equations (PDEs), among which the physics-informed neural networks (PINNs) emerges to be a promising method for solving both forward and inverse PDE…

Realistic physical phenomena exhibit random fluctuations across many scales in the input and output processes. Models of these phenomena require stochastic PDEs. For three-dimensional coupled (vector-valued) stochastic PDEs (SPDEs), for…

计算工程、金融与科学 · 计算机科学 2022-08-24 Ajit Desai , Mohammad Khalil , Chris L. Pettit , Dominique Poirel , Abhijit Sarkar

Physics-informed neural networks (PINNs) are effective in solving integer-order partial differential equations (PDEs) based on scattered and noisy data. PINNs employ standard feedforward neural networks (NNs) with the PDEs explicitly…

计算物理 · 物理学 2021-11-03 Guofei Pang , Lu Lu , George Em Karniadakis

We develop a new method to solve the Fokker-Planck or Kolmogorov's forward equation that governs the time evolution of the joint probability density function of a continuous-time stochastic nonlinear system. Numerical solution of this…

最优化与控制 · 数学 2018-11-16 Kenneth F. Caluya , Abhishek Halder

Fractional partial differential equations (FPDEs) can effectively represent anomalous transport and nonlocal interactions. However, inherent uncertainties arise naturally in real applications due to random forcing or unknown material…

数值分析 · 数学 2023-03-21 Lei Ma , Rong xin Li , Fanhai Zeng , Ling Guo , George Em Karniadakis

Solving partial differential equations (PDE) is an indispensable part of many branches of science as many processes can be modelled in terms of PDEs. However, recent numerical solvers require manual discretization of the underlying equation…

Compared with conventional numerical approaches to solving partial differential equations (PDEs), physics-informed neural networks (PINN) have manifested the capability to save development effort and computational cost, especially in…

机器学习 · 计算机科学 2022-09-19 Shihong Zhang , Chi Zhang , Bosen Wang

Partial differential equations (PDEs) provide a mathematical foundation for simulating and understanding intricate behaviors in both physical sciences and engineering. With the growing capabilities of deep learning, data$-$driven approaches…

机器学习 · 计算机科学 2025-10-14 Narayan S Iyer , Bivas Bhaumik , Ram S Iyer , Satyasaran Changdar

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

Neural Stochastic Differential Equations (Neural SDEs) have emerged as powerful mesh-free generative models for continuous stochastic processes, with critical applications in fields such as finance, physics, and biology. Previous…

机器学习 · 计算机科学 2025-03-28 Jianxin Zhang , Josh Viktorov , Doosan Jung , Emily Pitler

Physics-Informed Neural Networks (PINNs) represent a significant advancement in Scientific Machine Learning (SciML), which integrate physical domain knowledge into an empirical loss function as soft constraints and apply existing machine…

机器学习 · 计算机科学 2024-09-18 Xiaoran Cheng , Sen Na

High-dimensional partial-differential equations (PDEs) arise in a number of fields of science and engineering, where they are used to describe the evolution of joint probability functions. Their examples include the Boltzmann and…

数值分析 · 数学 2018-10-17 A. M. P. Boelens , D. Venturi , D. M. Tartakovsky