We propose a fast algorithm for the probabilistic solution of boundary value problems (BVPs), which are ordinary differential equations subject to boundary conditions. In contrast to previous work, we introduce a Gauss-Markov prior and tailor it specifically to BVPs, which allows computing a posterior distribution over the solution in linear time, at a quality and cost comparable to that of well-established, non-probabilistic methods. Our model further delivers uncertainty quantification, mesh refinement, and hyperparameter adaptation. We demonstrate how these practical considerations positively impact the efficiency of the scheme. Altogether, this results in a practically usable probabilistic BVP solver that is (in contrast to non-probabilistic algorithms) natively compatible with other parts of the statistical modelling tool-chain.

We develop a flexible framework based on physics-informed neural networks (PINNs) for solving boundary value problems involving minimal surfaces in curved spacetimes, with a particular emphasis on singularities and moving boundaries. By encoding the underlying physical laws into the loss function and designing network architectures that incorporate the singular behavior and dynamic boundaries, our approach enables robust and accurate solutions to both ordinary and partial differential equations with complex boundary conditions. We demonstrate the versatility of this framework through applications to minimal surface problems in anti-de Sitter (AdS) spacetime, including examples relevant to the AdS/CFT correspondence (e.g. Wilson loops and gluon scattering amplitudes) popularly used in the context of string theory in theoretical physics. Our methods efficiently handle singularities at boundaries, and also support both "soft" (loss-based) and "hard" (formulation-based) imposition of boundary conditions, including cases where the position of a boundary is promoted to a trainable parameter. The techniques developed here are not limited to high-energy theoretical physics but are broadly applicable to boundary value problems encountered in mathematics, engineering, and the natural sciences, wherever singularities and moving boundaries play a critical role.

-- In robotics, control barrier function (CBF)-based safety filters are commonly used to enforce state constraints. A critical challenge arises when the relative degree of the CBF varies across the state space. This variability can create regions within the safe set where the control input becomes unconstrained. When implemented as a safety filter, this may result in chattering near the safety boundary and ultimately compromise system safety. T o address this issue, we propose a novel approach for CBF synthesis by formulating it as solving a set of boundary value problems. The solutions to the boundary value problems are determined using physics-informed neural networks (PINNs). Our approach ensures that the synthesized CBFs maintain a constant relative degree across the set of admissible states, thereby preventing unconstrained control scenarios. We illustrate the approach in simulation and further verify it through real-world quadrotor experiments, demonstrating its effectiveness in preserving desired system safety properties. I. INTRODUCTION In robotics, safety filters are gaining increasing attention as a means of providing safety guarantees to learning-based control methods that are not inherently designed to be safe [2]. A common approach to safety filter design involves the use of control barrier functions (CBFs) [3]-[5].

Physics-Informed Neural Networks (PINNs) solve partial differential equations (PDEs) by embedding governing equations and boundary/initial conditions into the loss function. However, enforcing Dirichlet boundary conditions accurately remains challenging, often leading to soft enforcement that compromises convergence and reliability in complex domains. We propose a hybrid approach, PINN-FEM, which combines PINNs with finite element methods (FEM) to impose strong Dirichlet boundary conditions via domain decomposition. This method incorporates FEM-based representations near the boundary, ensuring exact enforcement without compromising convergence. Through six experiments of increasing complexity, PINN-FEM outperforms standard PINN models, showcasing superior accuracy and robustness. While distance functions and similar techniques have been proposed for boundary condition enforcement, they lack generality for real-world applications. PINN-FEM bridges this gap by leveraging FEM near boundaries, making it well-suited for industrial and scientific problems.

The analysis of dynamical systems is a fundamental tool in the natural sciences and engineering. It is used to understand the evolution of systems as large as entire galaxies and as small as individual molecules. With predefined conditions on the evolution of dy-namical systems, the underlying differential equations have to fulfill specific constraints in time and space. This class of problems is known as boundary value problems. This thesis presents novel approaches to learn time-reversible deterministic and stochastic dynamics constrained by initial and final conditions. The dynamics are inferred by machine learning algorithms from observed data, which is in contrast to the traditional approach of solving differential equations by numerical integration. The work in this thesis examines a set of problems of increasing difficulty each of which is concerned with learning a different aspect of the dynamics. Initially, we consider learning deterministic dynamics from ground truth solutions which are constrained by deterministic boundary conditions. Secondly, we study a boundary value problem in discrete state spaces, where the forward dynamics follow a stochastic jump process and the boundary conditions are discrete probability distributions. In particular, the stochastic dynamics of a specific jump process, the Ehrenfest process, is considered and the reverse time dynamics are inferred with machine learning. Finally, we investigate the problem of inferring the dynamics of a continuous-time stochastic process between two probability distributions without any reference information. Here, we propose a novel criterion to learn time-reversible dynamics of two stochastic processes to solve the Schr\"odinger Bridge Problem.

Solving systems of partial differential equations (PDEs) is a fundamental task in computational science, traditionally addressed by numerical solvers. Recent advancements have introduced neural operators and physics-informed neural networks (PINNs) to tackle PDEs, achieving reduced computational costs at the expense of solution quality and accuracy. Gaussian processes (GPs) have also been applied to linear PDEs, with the advantage of always yielding precise solutions. In this work, we propose Boundary Ehrenpreis-Palamodov Gaussian Processes (B-EPGPs), a novel framework for constructing GP priors that satisfy both general systems of linear PDEs with constant coefficients and linear boundary conditions. We explicitly construct GP priors for representative PDE systems with practical boundary conditions. Formal proofs of correctness are provided and empirical results demonstrating significant accuracy improvements over state-of-the-art neural operator approaches.

We propose a fast algorithm for the probabilistic solution of boundary value problems (BVPs), which are ordinary differential equations subject to boundary conditions. In contrast to previous work, we introduce a Gauss-Markov prior and tailor it specifically to BVPs, which allows computing a posterior distribution over the solution in linear time, at a quality and cost comparable to that of well-established, non-probabilistic methods. Our model further delivers uncertainty quantification, mesh refinement, and hyperparameter adaptation. We demonstrate how these practical considerations positively impact the efficiency of the scheme. Altogether, this results in a practically usable probabilistic BVP solver that is (in contrast to non-probabilistic algorithms) natively compatible with other parts of the statistical modelling tool-chain.

In this paper, we present a novel Fredholm Integral Equation Neural Operator (FIE-NO) method, an integration of Random Fourier Features and Fredholm Integral Equations (FIE) into the deep learning framework, tailored for solving data-driven Boundary Value Problems (BVPs) with irregular boundaries. Unlike traditional computational approaches that struggle with the computational intensity and complexity of such problems, our method offers a robust, efficient, and accurate solution mechanism, using a physics inspired design of the learning structure. We demonstrate that the proposed physics-guided operator learning method (FIE-NO) achieves superior performance in addressing BVPs. Notably, our approach can generalize across multiple scenarios, including those with unknown equation forms and intricate boundary shapes, after being trained only on one boundary condition. Experimental validation demonstrates that the FIE-NO method performs well in simulated examples, including Darcy flow equation and typical partial differential equations such as the Laplace and Helmholtz equations. The proposed method exhibits robust performance across different boundary conditions. Experimental results indicate that FIE-NO achieves higher accuracy and stability compared to other methods when addressing complex boundary value problems with varying numbers of interior points.