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In insurance mathematics optimal control problems over an infinite time horizon arise when computing risk measures. Their solutions correspond to solutions of deterministic semilinear (degenerate) elliptic partial differential equations. In…

Mathematical Finance · Quantitative Finance 2020-12-11 Stefan Kremsner , Alexander Steinicke , Michaela Szölgyenyi

There has been an arising trend of adopting deep learning methods to study partial differential equations (PDEs). In this paper, we introduce a deep recurrent framework for solving time-dependent PDEs without generating large scale data…

Numerical Analysis · Mathematics 2021-04-21 Cheng Chang , Liu Liu , Tieyong Zeng

Partial differential equations (PDEs) are often computationally challenging to solve, and in many settings many related PDEs must be be solved either at every timestep or for a variety of candidate boundary conditions, parameters, or…

Machine Learning · Computer Science 2022-11-04 Tian Qin , Alex Beatson , Deniz Oktay , Nick McGreivy , Ryan P. Adams

Fine-scale simulation of complex systems governed by multiscale partial differential equations (PDEs) is computationally expensive and various multiscale methods have been developed for addressing such problems. In addition, it is…

Computational Physics · Physics 2021-06-24 Govinda Anantha Padmanabha , Nicholas Zabaras

Parabolic partial differential equations (PDEs) appear in many disciplines to model the evolution of various mathematical objects, such as probability flows, value functions in control theory, and derivative prices in finance. It is often…

Machine Learning · Computer Science 2024-07-18 Xingzi Xu , Ali Hasan , Jie Ding , Vahid Tarokh

We propose new and original mathematical connections between Hamilton-Jacobi (HJ) partial differential equations (PDEs) with initial data and neural network architectures. Specifically, we prove that some classes of neural networks…

Optimization and Control · Mathematics 2020-03-10 Jerome Darbon , Gabriel P. Langlois , Tingwei Meng

In this paper, we introduce a tensor neural network based machine learning method for solving the elliptic partial differential equations with random coefficients in a bounded physical domain. With the help of tensor product structure, we…

Numerical Analysis · Mathematics 2024-02-02 Hongtao Chen , Rui Fu , Yifan Wang , Hehu Xie

Solving partial differential equations (PDEs) within the framework of probabilistic numerics offers a principled approach to quantifying epistemic uncertainty arising from discretization. By leveraging Gaussian process regression and…

Machine Learning · Statistics 2025-08-18 Akshay Thakur , Sawan Kumar , Matthew Zahr , Souvik Chakraborty

The aim of this article is to analyze numerical schemes using two-layer neural networks with infinite width for the resolution of the high-dimensional Poisson-Neumann partial differential equations (PDEs) with Neumann boundary conditions.…

Numerical Analysis · Mathematics 2023-07-14 Mathias Dus , Virginie Ehrlacher

We present a novel method for using Neural Networks (NNs) for finding solutions to a class of Partial Differential Equations (PDEs). Our method builds on recent advances in Neural Radiance Field research (NeRFs) and allows for a NN to…

Machine Learning · Computer Science 2022-05-31 Jaroslaw Rzepecki , Daniel Bates , Chris Doran

The numerical solution of partial differential equations (PDEs) is challenging because of the need to resolve spatiotemporal features over wide length and timescales. Often, it is computationally intractable to resolve the finest features…

Disordered Systems and Neural Networks · Physics 2019-08-22 Yohai Bar-Sinai , Stephan Hoyer , Jason Hickey , Michael P. Brenner

The discovery of partial differential equations (PDEs) is a challenging task that involves both theoretical and empirical methods. Machine learning approaches have been developed and used to solve this problem; however, it is important to…

Machine Learning · Statistics 2023-06-09 Kalpesh More , Tapas Tripura , Rajdip Nayek , Souvik Chakraborty

The deep operator network (DeepONet) is a popular neural operator architecture that has shown promise in solving partial differential equations (PDEs) by using deep neural networks to map between infinite-dimensional function spaces. In the…

Machine Learning · Computer Science 2025-02-25 Luis Mandl , Somdatta Goswami , Lena Lambers , Tim Ricken

Partial differential equations (PDEs) are typically used as models of physical processes but are also of great interest in PDE-based image processing. However, when it comes to their use in imaging, conventional numerical methods for…

Computer Vision and Pattern Recognition · Computer Science 2021-10-19 Pascal Tom Getreuer , Peyman Milanfar , Xiyang Luo

Deep learning has been highly successful in some applications. Nevertheless, its use for solving partial differential equations (PDEs) has only been of recent interest with current state-of-the-art machine learning libraries, e.g.,…

Machine Learning · Computer Science 2024-10-22 Hamid El Bahja , Jan Christian Hauffen , Peter Jung , Bubacarr Bah , Issa Karambal

Partial differential equations (PDEs) are crucial for modeling various physical phenomena such as heat transfer, fluid flow, and electromagnetic waves. In computer-aided engineering (CAE), the ability to handle fine resolutions and large…

Quantum Physics · Physics 2025-01-31 Yuki Sato , Hiroyuki Tezuka , Ruho Kondo , Naoki Yamamoto

In recent work it has been established that deep neural networks are capable of approximating solutions to a large class of parabolic partial differential equations without incurring the curse of dimension. However, all this work has been…

Numerical Analysis · Mathematics 2020-08-18 Philipp Grohs , Lukas Herrmann

Deep learning has become a popular tool across many scientific fields, including the study of differential equations, particularly partial differential equations. This work introduces the basic principles of deep learning and the Deep…

Machine Learning · Computer Science 2026-01-09 Georgios Is. Detorakis

There are many numerical methods for solving partial different equations (PDEs) on manifolds such as classical implicit, finite difference, finite element, and isogeometric analysis methods which aim at improving the interoperability…

Numerical Analysis · Mathematics 2023-11-17 Wenrui Hao , Jonathan D. Hauenstein , Margaret H. Regan , Tingting Tang

We describe a neural-based method for generating exact or approximate solutions to differential equations in the form of mathematical expressions. Unlike other neural methods, our system returns symbolic expressions that can be interpreted…

Machine Learning · Computer Science 2020-11-16 Maysum Panju , Kourosh Parand , Ali Ghodsi