arXiv Machine Learning

Diffusion-Based Stochastic Operator Networks for Uncertainty Quantification in Stochastic Partial Differential Equations

The paper presents a new framework called the Stochastic Operator Network (SON) for uncertainty quantification of solution operators in stochastic partial differential equations (SPDEs). SON combines the Deep Operator Network architecture with Stochastic Neural Networks to learn directly from noisy data, producing both a mean solution field and a measure of predictive uncertainty. The training uses a Hamiltonian-type loss optimized via the Stochastic Maximum Principle, and numerical experiments on benchmark SPDEs show the method’s accuracy and robustness.

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
Jul 22

Neural Kolmogorov Equations: Parallelizable Learning of Stochastic Dynamics under General Noise

arXiv:2607. 19173v1 Announce Type: new Abstract: Neural stochastic differential equations (SDEs) have emerged as powerful tools for learning noisy or stochastic dynamics directly from data; however, existing approaches largely assume uncoupled and continuous noise, limiting their applicability to realistic stochastic drivers, and often scale poorly in time, requiring expensive autoregressive training.

By Arthur Bizzi, Olga Fink