arXiv Machine Learning

Beyond Time Induction: Structured Conditional Neural Solvers for Parametric Stochastic-Volatility Pricing

The paper introduces BeTINN, a structured conditional neural network architecture that extends time‑induced modulation with multi‑directional time‑parameter conditioning and a joint residual pathway. BeTINN is evaluated on the Heston stochastic‑volatility PDE, showing improved accuracy for both option values and key sensitivity metrics compared to baseline models. Ablation studies highlight the contributions of each architectural component, and the authors observe that physics‑based validation loss does not fully capture derivative fidelity, underscoring the need for derivative‑aware evaluation when sensitivities are important.

arXiv Machine Learning
Jun 25

A Zeroth-Order Deep Learning Method for Fully Nonlinear Parabolic Partial Differential Equations with Unknown Coefficients

arXiv:2606. 24999v1 Announce Type: new Abstract: High-dimensional partial differential equations (PDEs) with unknown coefficients arise widely in scientific machine learning, including continuous-time reinforcement learning, yet solving them efficiently in a data-driven way remains challenging.

By Yanwei Jia, Du Ouyang, Huy\^en Pham, Xun Yu Zhou
arXiv Machine Learning
Aug 11

Test-time Generalization for Physics through Neural Operator Splitting

arXiv:2602. 00884v2 Announce Type: replace Abstract: Neural operators have shown promise in learning solution maps of partial differential equations (PDEs), but they often struggle to generalize when test inputs lie outside the training distribution, such as novel initial conditions, unseen PDE coefficients or unseen physics.

By Louis Serrano, Jiequn Han, Edouard Oyallon, Shirley Ho, Rudy Morel
arXiv AI
Jul 7

Conditional Clifford-Steerable CNNs for PDE Modeling

arXiv:2510. 14007v2 Announce Type: replace-cross Abstract: We introduce Conditional Clifford-Steerable CNNs (C-CSCNNs), a unified framework that incorporates equivariance to arbitrary pseudo-Euclidean groups and significantly improves the expressivity of standard CSCNNs.

By B\'alint L\'aszl\'o Szarvas, Maksim Zhdanov
arXiv AI
Jul 24

PILD: Physics-Informed Learning via Diffusion

arXiv:2601. 21284v2 Announce Type: replace-cross Abstract: Diffusion models have emerged as powerful generative tools for modeling complex data distributions, yet their purely data-driven nature limits applicability in engineering and scientific problems where physical laws must be respected.

By Tianyi Zeng, Tianyi Wang, Jiaru Zhang, Zimo Zeng, Feiyang Zhang, Yiming Xu, Sikai Chen, Junfeng Jiao, Christian Claudel, Xinbo Chen