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Partial Differential Equations (PDEs) are used to model a variety of dynamical systems in science and engineering. Recent advances in deep learning have enabled us to solve them in a higher dimension by addressing the curse of…

We propose a new probabilistic scheme which combines deep learning techniques with high order schemes for backward stochastic differential equations belonging to the class of Runge-Kutta methods to solve high-dimensional semi-linear…

数值分析 · 数学 2023-01-02 Jean-François Chassagneux , Junchao Chen , Noufel Frikha

We generalize the primal-dual methodology, which is popular in the pricing of early-exercise options, to a backward dynamic programming equation associated with time discretization schemes of (reflected) backward stochastic differential…

计算金融 · 定量金融 2021-05-31 Christian Bender , Nikolaus Schweizer , Jia Zhuo

We present a method for learning dynamics of complex physical processes described by time-dependent nonlinear partial differential equations (PDEs). Our particular interest lies in extrapolating solutions in time beyond the range of…

机器学习 · 计算机科学 2020-12-07 Jungeun Kim , Kookjin Lee , Dongeun Lee , Sheo Yon Jin , Noseong Park

In this paper, we propose a deep learning-based method, deep Euler method (DEM) to solve ordinary differential equations. DEM significantly improves the accuracy of the Euler method by approximating the local truncation error with deep…

数值分析 · 数学 2020-03-24 Xing Shen , Xiaoliang Cheng , Kewei Liang

We present a novel framework combining Deep Operator Networks (DeepONets) with Physics-Informed Neural Networks (PINNs) to solve partial differential equations (PDEs) and estimate their unknown parameters. By integrating data-driven…

机器学习 · 计算机科学 2025-08-05 Amogh Raj , Carol Eunice Gudumotou , Sakol Bun , Keerthana Srinivasa , Arash Sarshar

In this paper, we consider the problem of learning prediction models for spatiotemporal physical processes driven by unknown partial differential equations (PDEs). We propose a deep learning framework that learns the underlying dynamics and…

机器学习 · 统计学 2021-05-04 Priyabrata Saha , Saibal Mukhopadhyay

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

Empirical interpolation method (EIM) is a well-known technique to efficiently approximate parameterized functions. This paper proposes to use EIM algorithm to efficiently reduce the dimension of the training data within supervised machine…

机器学习 · 计算机科学 2023-05-18 Harbir Antil , Madhu Gupta , Randy Price

A non-intrusive reduced order model based on convolutional autoencoders (NIROM-CAEs) is proposed as a data-driven tool to build an efficient nonlinear reduced-order model for stochastic spatio-temporal large-scale physical problems. The…

流体动力学 · 物理学 2022-08-08 Azzedine Abdedou , Azzeddine Soulaïmani

We introduce a physics-driven deep latent variable model (PDDLVM) to learn simultaneously parameter-to-solution (forward) and solution-to-parameter (inverse) maps of parametric partial differential equations (PDEs). Our formulation…

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

Physics-informed neural networks (PINNs) have emerged as a prominent approach for solving partial differential equations (PDEs) by minimizing a combined loss function that incorporates both boundary loss and PDE residual loss. Despite their…

机器学习 · 计算机科学 2025-01-16 Youngsik Hwang , Dong-Young Lim

There have been growing interests in leveraging experimental measurements to discover the underlying partial differential equations (PDEs) that govern complex physical phenomena. Although past research attempts have achieved great success…

机器学习 · 计算机科学 2023-05-23 Chengping Rao , Pu Ren , Yang Liu , Hao Sun

Neural networks can be trained to solve partial differential equations (PDEs) by using the PDE residual as the loss function. This strategy is called "physics-informed neural networks" (PINNs), but it currently cannot produce high-accuracy…

机器学习 · 计算机科学 2024-04-11 Qi Zeng , Yash Kothari , Spencer H. Bryngelson , Florian Schäfer

In this paper we propose a new methodology for decision-making under uncertainty using recent advancements in the areas of nonlinear stochastic optimal control theory, applied mathematics, and machine learning. Grounded on the fundamental…

机器人学 · 计算机科学 2021-07-12 Marcus Pereira , Ziyi Wang , Ioannis Exarchos , Evangelos A. Theodorou

In this paper we establish a connection between non-convex optimization methods for training deep neural networks and nonlinear partial differential equations (PDEs). Relaxation techniques arising in statistical physics which have already…

机器学习 · 计算机科学 2017-06-05 Pratik Chaudhari , Adam Oberman , Stanley Osher , Stefano Soatto , Guillaume Carlier

This work presents a physics-informed deep learning-based super-resolution framework to enhance the spatio-temporal resolution of the solution of time-dependent partial differential equations (PDE). Prior works on deep learning-based…

机器学习 · 计算机科学 2022-12-09 Rajat Arora , Ankit Shrivastava

(Partial) differential equations (PDEs) are fundamental tools for describing natural phenomena, making their solution crucial in science and engineering. While traditional methods, such as the finite element method, provide reliable…

机器学习 · 计算机科学 2025-03-11 Viggo Moro , Luiz F. O. Chamon

Partial differential equations (PDEs) play a crucial role in studying a vast number of problems in science and engineering. Numerically solving nonlinear and/or high-dimensional PDEs is often a challenging task. Inspired by the traditional…

数值分析 · 数学 2022-01-11 Yihao Hu , Tong Zhao , Shixin Xu , Zhiliang Xu , Lizhen Lin