arXiv Machine Learning

Walk-on-Spheres Monte Carlo and deep neural network approximations of elliptic PDEs with drift and killing

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.

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
Jun 26

Random test functions, $H^{-1}$ norm equivalence, and stochastic variational physics-informed neural networks

arXiv:2605. 03542v2 Announce Type: replace-cross Abstract: The dual norm characterisation of weak solutions of second-order linear elliptic partial differential equations is mathematically natural but computationally intractable: evaluating the $H^{-1}$ norm of the residual requires a supremum over an infinite-dimensional test space.

By Diego Marcondes
arXiv Machine Learning
Sep 2

Rigorous Error Certification for Neural PDE Solvers: From Empirical Residuals to Solution Guarantees

The paper presents a theoretical framework for certifying the accuracy of physics‑informed neural networks (PINNs) used to solve partial differential equations. It derives generalization bounds that link the residual loss minimized during training to the actual error in the solution space, showing that if the neural approximation stays within a compact subset, a vanishing residual guarantees convergence to the true solution. Deterministic and probabilistic convergence results are provided, offering explicit error guarantees based on residual, boundary, and initial condition errors.

By Amartya Mukherjee, Maxwell Fitzsimmons, David C. Del Rey Fern\'andez, Jun Liu
arXiv Statistics ML
Sep 14

PDE-constrained inverse problems at the $\sqrt{n}$ rate via debiased physics-informed neural networks

The paper introduces a two‑step debiased estimation method for PDE‑constrained inverse problems where the PDE solution is approximated by Physics‑Informed Neural Networks (PINNs). By combining neural‑network‑based nonparametric estimation with an influence‑function bias correction, the authors achieve a √{n}-consistent, asymptotically normal estimator without undersmoothing the neural network. The approach is extended to Bayesian inference, yielding a posterior that contracts at the √{n}-rate with asymptotic covariance matching the frequentist estimator, and the analysis also provides near‑minimax rates for estimating nonparametric regression functions and their derivatives in Sobolev spaces.

By Yves Atchade, Debarghya Mukherjee
arXiv Machine Learning
Aug 27

Improved Analysis for Hessian-free High-resolution Monte Carlo Sampling

The paper introduces Hessian-free high-resolution (HFHR) dynamics, an extension of underdamped Langevin dynamics that incorporates reversible position diffusion for sampling in machine learning. It provides an explicit quantitative contraction rate under a position Poincaré inequality, weighted Hessian and Laplacian bounds, and a compact Sobolev embedding, even when the potential is non‑convex. For the HFHR Monte Carlo algorithm, a path‑space Girsanov argument yields a non‑asymptotic convergence bound and an explicit iteration complexity in total variation distance, improving on previous HFHR results and demonstrating benefits of a positive diffusion parameter through numerical experiments.

By Wujun Lv, Xiaoyu Wang, Yingli Wang, Lingjiong Zhu
arXiv Machine Learning
5d ago

Deep-Learning Solvers and Surrogates for Infinity and p-Laplace Problems

The paper explores neural network solvers for infinity and p‑Laplace problems, employing Physics‑Informed Neural Networks (PINNs) and Deep Operator Networks (DeepONets). It addresses computational challenges for large p values (2 to 1000) across 2D and 3D domains, showing advantages over traditional mesh‑based solvers, especially in three dimensions. The authors provide conditional convergence results for PINNs, a universal approximation theorem for DeepONet on the parametric p‑Poisson problem, and validate their methods with numerical experiments comparing performance to conventional approaches.

By Tak Shing Au Yeung, Ka Chun Cheung, Hannah Potgieter, Steven J. Ruuth, Simon See