Coupling parameter and particle dynamics for adaptive sampling in Neural Galerkin schemes

Y Wen, E Vanden-Eijnden, B Peherstorfer - Physica D: Nonlinear …, 2024 - Elsevier
Training nonlinear parametrizations such as deep neural networks to numerically
approximate solutions of partial differential equations is often based on minimizing a loss …

Sparse Cholesky factorization for solving nonlinear PDEs via Gaussian processes

Y Chen, H Owhadi, F Schäfer - Mathematics of Computation, 2024 - ams.org
In recent years, there has been widespread adoption of machine learning-based
approaches to automate the solving of partial differential equations (PDEs). Among these …

Physics-informed machine learning as a kernel method

N Doumèche, F Bach, G Biau… - The Thirty Seventh …, 2024 - proceedings.mlr.press
Physics-informed machine learning combines the expressiveness of data-based
approaches with the interpretability of physical models. In this context, we consider a …

A path-dependent PDE solver based on signature kernels

A Pannier, C Salvi - arxiv preprint arxiv:2403.11738, 2024 - arxiv.org
We develop a provably convergent kernel-based solver for path-dependent PDEs (PPDEs).
Our numerical scheme leverages signature kernels, a recently introduced class of kernels …

[HTML][HTML] Gaussian process learning of nonlinear dynamics

D Ye, M Guo - Communications in Nonlinear Science and Numerical …, 2024 - Elsevier
One of the pivotal tasks in scientific machine learning is to represent underlying dynamical
systems from time series data. Many methods for such dynamics learning explicitly require …

The ADMM-PINNs algorithmic framework for nonsmooth PDE-constrained optimization: a deep learning approach

Y Song, X Yuan, H Yue - SIAM Journal on Scientific Computing, 2024 - SIAM
We study the combination of the alternating direction method of multipliers (ADMM) with
physics-informed neural networks (PINNs) for a general class of nonsmooth partial …

Kernel Methods for the Approximation of the Eigenfunctions of the Koopman Operator

J Lee, B Hamzi, B Hou, H Owhadi, G Santin… - arxiv preprint arxiv …, 2024 - arxiv.org
The Koopman operator provides a linear framework to study nonlinear dynamical systems.
Its spectra offer valuable insights into system dynamics, but the operator can exhibit both …

Toward Efficient Kernel-Based Solvers for Nonlinear PDEs

Z Xu, D Long, Y Xu, G Yang, S Zhe… - arxiv preprint arxiv …, 2024 - arxiv.org
This paper introduces a novel kernel learning framework toward efficiently solving nonlinear
partial differential equations (PDEs). In contrast to the state-of-the-art kernel solver that …

A kernel approach for pde discovery and operator learning

D Long, N Mrvaljevic, S Zhe, B Hosseini - arxiv preprint arxiv:2210.08140, 2022 - arxiv.org
This article presents a three-step framework for learning and solving partial differential
equations (PDEs) using kernel methods. Given a training set consisting of pairs of noisy …

A mini-batch method for solving nonlinear PDEs with Gaussian processes

X Yang, H Owhadi - arxiv preprint arxiv:2306.00307, 2023 - arxiv.org
Gaussian processes (GPs) based methods for solving partial differential equations (PDEs)
demonstrate great promise by bridging the gap between the theoretical rigor of traditional …