相关论文: Prediction of large-scale dynamics using unresolve…

The accurate numerical solution of partial differential equations is a central task in numerical analysis allowing to model a wide range of natural phenomena by employing specialized solvers depending on the scenario of application. Here,…

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…

We consider the problem of forecasting complex, nonlinear space-time processes when observations provide only partial information of on the system's state. We propose a natural data-driven framework, where the system's dynamics are modelled…

The technique of stochastic solutions, previously used for deterministic equations, is here proposed as a solution method for partial differential equations driven by distribution-valued noises.

Generalized models provide a framework for the study of evolution equations without specifying all functional forms. The generalized formulation of problems has been shown to facilitate the analytical investigation of local dynamics and has…

Increasingly larger data sets of processes in space and time ask for statistical models and methods that can cope with such data. We show that the solution of a stochastic advection-diffusion partial differential equation provides a…

Data-driven modeling is useful for reconstructing nonlinear dynamical systems when the underlying process is unknown or too expensive to compute. Having reliable uncertainty assessment of the forecast enables tools to be deployed to predict…

Differential equations are a ubiquitous tool to study dynamics, ranging from physical systems to complex systems, where a large number of agents interact through a graph with non-trivial topological features. Data-driven approximations of…

This paper addresses Bayesian inference related to partial differential equations (PDEs), particularly nonparametric regression constrained by PDEs. To effectively encode prior information, we propose a novel framework that learns a…

We study approximation of non-autonomous linear differential equations with variable delay over infinite intervals. We use piecewise constant argument to obtain a corresponding discrete difference equation. The study of numerical…

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…

Predicting the winner of an election is of importance to multiple stakeholders. To formulate the problem, we consider an independent sequence of categorical data with a finite number of possible outcomes in each. The data is assumed to be…

Nonlinear systems with model uncertainty are often described by stochastic differential equations. Some techniques from random dynamical systems are discussed. They are relevant to better understanding of solution processes of stochastic…

A long-standing problem at the interface of artificial intelligence and applied mathematics is to devise an algorithm capable of achieving human level or even superhuman proficiency in transforming observed data into predictive mathematical…

We consider the application of deep generative models in propagating uncertainty through complex physical systems. Specifically, we put forth an implicit variational inference formulation that constrains the generative model output to…

In order to understand the impact of random influences at physical boundary on the evolution of multiscale systems, a stochastic partial differential equation model under a fast random dynamical boundary condition is investigated. The…

Probabilistic solvers for ordinary differential equations (ODEs) have emerged as an efficient framework for uncertainty quantification and inference on dynamical systems. In this work, we explain the mathematical assumptions and detailed…

Whilst the partial differential equations that govern the dynamics of our world have been studied in great depth for centuries, solving them for complex, high-dimensional conditions and domains still presents an incredibly large…

We present a deep transformation model for probabilistic regression. Deep learning is known for outstandingly accurate predictions on complex data but in regression tasks, it is predominantly used to just predict a single number. This…

A multicomponent random process used as a model for the problem of space-time earthquake prediction; this allows us to develop consistent estimation for conditional probabilities of large earthquakes if the values of the predictor…