This paper studies the use of a machine learning-based estimator as a control variate for mitigating the variance of Monte Carlo sampling. Specifically, we seek to uncover the key factors that influence the efficiency of control variates in reducing variance.

From the conditional intensity function (CIF) defined in Eq. 1, we can obtain the survival function The terms over-or underdispersion describe empirical quantile distributions that do not match the point process model. A.3 Renewal processes A.3.1 Firing rates and ISIs The law of large numbers for renewal processes [24] shows that for a Markov renewal process lim Below we give the parametric densities for renewal processes used in the paper. To evaluate the CIF for renewal processes, we need to compute the hazard function as discussed above. Gamma The cumulative density function is C ( τ) = 1 Γ(α) γ ( α,τ) (32) where γ (,) denotes the lower incomplete Gamma function. B.1 Sparse variational Gaussian processes B.1.1 Gaussian processes as priors over functions In addition, closed-form inference and prediction are not possible for non-Gaussian likelihoods as used in this paper.

Fig. S1 and Fig. S2 are continuations of Figure 1. This work was conducted while David Eriksson was at Uber AI. Figure S2: Randomized SVD relative error at computing In all cases, randomized SVD is unable to achieve a relative error better than about 0. 25. Fig. S3 further demonstrates the effect of preconditioning on msMINRES-CIQ. To further compare msMINRES-CIQ to randomized methods, Fig. S4 plots the empirical covariance Cholesky-based sampling tend to have very similar empirical covariance error. This additional error is due to the randomness in the RFF approximation.

Despite considerable scientific advances in numerical simulation, efficiently solving PDEs remains a complex and often expensive problem. Physics-informed Neural Networks (PINN) have emerged as an efficient way to learn surrogate solvers by embedding the PDE in the loss function and minimizing its residuals using automatic differentiation at so-called collocation points. Originally uniformly sampled, the choice of the latter has been the subject of recent advances leading to adaptive sampling refinements for PINNs. In this paper, leveraging a new quadrature method for approximating definite integrals, we introduce a provably accurate sampling method for collocation points based on the Hessian of the PDE residuals. Comparative experiments conducted on a set of 1D and 2D PDEs demonstrate the benefits of our method.

The potential of neural networks (NN) in engineering is rooted in their capacity to understand intricate patterns and complex systems, leveraging their universal nonlinear approximation capabilities and high expressivity. Meanwhile, conventional numerical methods, backed by years of meticulous refinement, continue to be the standard for accuracy and dependability. Bridging these paradigms, this research introduces the finite element neural network method (FENNM) within the framework of the Petrov-Galerkin method using convolution operations to approximate the weighted residual of the differential equations. The NN generates the global trial solution, while the test functions belong to the Lagrange test function space. FENNM introduces several key advantages. Notably, the weak-form of the differential equations introduces flux terms that contribute information to the loss function compared to VPINN, hp-VPINN, and cv-PINN. This enables the integration of forcing terms and natural boundary conditions into the loss function similar to conventional finite element method (FEM) solvers, facilitating its optimization, and extending its applicability to more complex problems, which will ease industrial adoption. This study will elaborate on the derivation of FENNM, highlighting its similarities with FEM. Additionally, it will provide insights into optimal utilization strategies and user guidelines to ensure cost-efficiency. Finally, the study illustrates the robustness and accuracy of FENNM by presenting multiple numerical case studies and applying adaptive mesh refinement techniques.

Physics-informed neural networks (PINNs) are able to solve partial differential equations (PDEs) by incorporating the residuals of the PDEs into their loss functions. Variational Physics-Informed Neural Networks (VPINNs) and hp-VPINNs use the variational form of the PDE residuals in their loss function. Although hp-VPINNs have shown promise over traditional PINNs, they suffer from higher training times and lack a framework capable of handling complex geometries, which limits their application to more complex PDEs. As such, hp-VPINNs have not been applied in solving the Navier-Stokes equations, amongst other problems in CFD, thus far. FastVPINNs was introduced to address these challenges by incorporating tensor-based loss computations, significantly improving the training efficiency. Moreover, by using the bilinear transformation, the FastVPINNs framework was able to solve PDEs on complex geometries. In the present work, we extend the FastVPINNs framework to vector-valued problems, with a particular focus on solving the incompressible Navier-Stokes equations for two-dimensional forward and inverse problems, including problems such as the lid-driven cavity flow, the Kovasznay flow, and flow past a backward-facing step for Reynolds numbers up to 200. Our results demonstrate a 2x improvement in training time while maintaining the same order of accuracy compared to PINNs algorithms documented in the literature. We further showcase the framework's efficiency in solving inverse problems for the incompressible Navier-Stokes equations by accurately identifying the Reynolds number of the underlying flow. Additionally, the framework's ability to handle complex geometries highlights its potential for broader applications in computational fluid dynamics. This implementation opens new avenues for research on hp-VPINNs, potentially extending their applicability to more complex problems.

This paper introduces the Kernel Neural Operator (KNO), a novel operator learning technique that uses deep kernel-based integral operators in conjunction with quadrature for function-space approximation of operators (maps from functions to functions). KNOs use parameterized, closed-form, finitely-smooth, and compactly-supported kernels with trainable sparsity parameters within the integral operators to significantly reduce the number of parameters that must be learned relative to existing neural operators. Moreover, the use of quadrature for numerical integration endows the KNO with geometric flexibility that enables operator learning on irregular geometries. Numerical results demonstrate that on existing benchmarks the training and test accuracy of KNOs is higher than popular operator learning techniques while using at least an order of magnitude fewer trainable parameters. KNOs thus represent a new paradigm of low-memory, geometrically-flexible, deep operator learning, while retaining the implementation simplicity and transparency of traditional kernel methods from both scientific computing and machine learning.

Variational Physics-Informed Neural Networks (VPINNs) utilize a variational loss function to solve partial differential equations, mirroring Finite Element Analysis techniques. Traditional hp-VPINNs, while effective for high-frequency problems, are computationally intensive and scale poorly with increasing element counts, limiting their use in complex geometries. This work introduces FastVPINNs, a tensor-based advancement that significantly reduces computational overhead and improves scalability. Using optimized tensor operations, FastVPINNs achieve a 100-fold reduction in the median training time per epoch compared to traditional hp-VPINNs. With proper choice of hyperparameters, FastVPINNs surpass conventional PINNs in both speed and accuracy, especially in problems with high-frequency solutions. Demonstrated effectiveness in solving inverse problems on complex domains underscores FastVPINNs' potential for widespread application in scientific and engineering challenges, opening new avenues for practical implementations in scientific machine learning.

We demonstrate that neural networks can be FLOP-efficient integrators of one-dimensional oscillatory integrands. We train a feed-forward neural network to compute integrals of highly oscillatory 1D functions. The training set is a parametric combination of functions with varying characters and oscillatory behavior degrees. Numerical examples show that these networks are FLOP-efficient for sufficiently oscillatory integrands with an average FLOP gain of 1000 FLOPs. The network calculates oscillatory integrals better than traditional quadrature methods under the same computational budget or number of floating point operations. We find that feed-forward networks of 5 hidden layers are satisfactory for a relative accuracy of 0.001. The computational burden of inference of the neural network is relatively small, even compared to inner-product pattern quadrature rules. We postulate that our result follows from learning latent patterns in the oscillatory integrands that are otherwise opaque to traditional numerical integrators.