arXiv:2012.01194v3 Announce Type: replace-cross
Abstract: In this article, we introduce a deep learning based approximation algorithm for SPDEs. Our approach employs neural networks to approximate th...
By Christian Beck, Sebastian Becker, Patrick Cheridito, Arnulf Jentzen, Ariel Neufeld
arXiv:2512.12749v3 Announce Type: replace-cross
Abstract: Learning surrogate models for physical systems with latent uncertainty remains challenging in data-scarce regimes: deterministic neural opera...
By Sahil Bhola, Karthik Duraisamy
arXiv:2607. 07330v1 Announce Type: cross Abstract: Hypergraph neural networks have shown powerful capability in modeling higher-order relations, yet their predictive uncertainty remains underexplored.
By Zhiheng Zhou, Mengyao Zhou, Dengyi Zhao, Xingqin Qi, Guiying Yan
arXiv:2602.01176v2 Announce Type: replace
Abstract: Physics-informed neural networks (PINNs) have emerged as a powerful paradigm for solving partial differential equations (PDEs) by embedding physica...
By Olaf Yunus Laitinen Imanov
arXiv:2510. 09685v2 Announce Type: replace-cross Abstract: Deep learning has become a pivotal technology in fields such as computer vision, scientific computing, and dynamical systems, significantly advancing these disciplines.
By Yongshuai Liu, Lianfang Wang, Kuilin Qin, Qinghua Zhang, Faqiang Wang, Li Cui, Jun Liu, Yuping Duan, Tieyong Zeng
arXiv:2606. 20417v1 Announce Type: new Abstract: Inverse problems for differential equations arise throughout science and engineering, where one seeks to infer unknown model parameters from noisy or incomplete observations.
By Christian Jimenez-Beltran, Aretha L. Teckentrup, Antonio Vergari, Konstantinos C. Zygalakis
arXiv:2412. 03405v3 Announce Type: replace-cross Abstract: Motivated by dynamic risk measures and conditional $g$-expectations, in this work we propose a numerical method to approximate the solution operator given by a Backward Stochastic Differential Equation (BSDE).
By Pere Diaz-Lozano, Giulia Di Nunno
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:2608. 09494v1 Announce Type: cross Abstract: In this paper we provide Monte Carlo and deep neural network approximations for stochastic representations of solutions to linear elliptic partial differential equations with constant diffusion, drift and killing.
By Konrad Kleinberg, Thomas Kruse
arXiv:2508. 21571v2 Announce Type: replace Abstract: Physics informed neural networks (PINNs) represent a very popular class of neural solvers for partial differential equations.
By Bangti Jin, Longjun Wu
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
arXiv:2606. 09434v1 Announce Type: new Abstract: The Fokker-Planck equation (FPE) plays a pivotal role in describing the time evolution of probability density functions (PDFs) for systems governed by stochastic dynamics.
By Li Zeng, Xiaoliang Wan, Yaobin Wang, Fabio Nobile, Tao Zhou