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Recently, physics informed neural networks have successfully been applied to a broad variety of problems in applied mathematics and engineering. The principle idea is to use a neural network as a global ansatz function to partial…

Machine Learning · Computer Science 2022-03-28 Alexander Henkes , Henning Wessels , Rolf Mahnken

We provide an approach enabling one to employ physics-informed neural networks (PINNs) for uncertainty quantification. Our approach is applicable to systems where observations are scarce (or even lacking), these being typical situations…

Data Analysis, Statistics and Probability · Physics 2024-08-12 Milad Panahi , Giovanni Michele Porta , Monica Riva , Alberto Guadagnini

We propose a physics-constrained convolutional neural network (PC-CNN) to solve two types of inverse problems in partial differential equations (PDEs), which are nonlinear and vary both in space and time. In the first inverse problem, we…

Fluid Dynamics · Physics 2024-12-03 Daniel Kelshaw , Luca Magri

In recent years deep artificial neural networks (DNNs) have been successfully employed in numerical simulations for a multitude of computational problems including, for example, object and face recognition, natural language processing,…

Numerical Analysis · Mathematics 2021-10-12 Arnulf Jentzen , Diyora Salimova , Timo Welti

In this paper, we study a certain class of nonlocal partial differential equations (PDEs). The equations arise from a key problem in network science, i.e., network generation from local interaction rules, which result in a change of the…

Dynamical Systems · Mathematics 2020-12-11 Tobias Böhle , Christian Kuehn

We propose a neural network-based algorithm for solving forward and inverse problems for partial differential equations in unsupervised fashion. The solution is approximated by a deep neural network which is the minimizer of a cost…

Machine Learning · Computer Science 2019-04-12 Leah Bar , Nir Sochen

Partial differential equations (PDEs) are among the most universal and parsimonious descriptions of natural physical laws, capturing a rich variety of phenomenology and multi-scale physics in a compact and symbolic representation. This…

Machine Learning · Computer Science 2023-03-31 Steven L. Brunton , J. Nathan Kutz

Parameterized partial differential equations (PDEs) underpin the mathematical modeling of complex systems in diverse domains, including engineering, healthcare, and physics. A central challenge in using PDEs for real-world applications is…

Machine Learning · Computer Science 2026-04-07 Xuyang Li , Mahdi Masmoudi , Rami Gharbi , Nizar Lajnef , Vishnu Naresh Boddeti

Physics-informed Neural Network (PINN) is a promising tool that has been applied in a variety of physical phenomena described by partial differential equations (PDE). However, it has been observed that PINNs are difficult to train in…

Fluid Dynamics · Physics 2023-07-19 E. J. R. Coutinho , M. Dall'Aqua , L. McClenny , M. Zhong , U. Braga-Neto , E. Gildin

We construct a deep learning-based numerical algorithm to solve path-dependent partial differential equations arising in the context of rough volatility. Our approach is based on interpreting the PDE as a solution to an BSDE, building upon…

Pricing of Securities · Quantitative Finance 2026-02-03 Antoine Jacquier , Zan Zuric

Ordinary and partial differential equations (ODEs/PDEs) play a paramount role in analyzing and simulating complex dynamic processes across all corners of science and engineering. In recent years machine learning tools are aspiring to…

Machine Learning · Computer Science 2021-06-11 Sifan Wang , Paris Perdikaris

Neural networks have been identified as powerful tools for the study of complex systems. A noteworthy example is the neural network differential equation (NN DE) solver, which can provide functional approximations to the solutions of a wide…

Machine Learning · Computer Science 2021-01-29 Akshunna S. Dogra , William T Redman

Learning the solution of partial differential equations (PDEs) with a neural network is an attractive alternative to traditional solvers due to its elegance, greater flexibility and the ease of incorporating observed data. However, training…

Machine Learning · Computer Science 2024-07-18 Katsiaryna Haitsiukevich , Alexander Ilin

The approximation of solutions of partial differential equations (PDEs) with numerical algorithms is a central topic in applied mathematics. For many decades, various types of methods for this purpose have been developed and extensively…

Numerical Analysis · Mathematics 2024-08-26 Lukas Gonon , Arnulf Jentzen , Benno Kuckuck , Siyu Liang , Adrian Riekert , Philippe von Wurstemberger

Neural operators have emerged as promising surrogate models for solving partial differential equations (PDEs), but struggle to generalise beyond training distributions and are often constrained to a fixed temporal discretisation. This work…

Solving partial differential equations (PDEs) is the canonical approach for understanding the behavior of physical systems. However, large scale solutions of PDEs using state of the art discretization techniques remains an expensive…

Computational Engineering, Finance, and Science · Computer Science 2021-01-14 Xiaoxuan Zhang , Krishna Garikipati

In this paper, an Artificial Neural Network (ANN) technique is developed to find solution of celebrated Fractional order Differential Equations (FDE). Compared to integer order differential equation, FDE has the advantage that it can better…

Analysis of PDEs · Mathematics 2018-10-15 Susmita Mall , S. Chakraverty

This work addresses the accurate and efficient simulation of physical phenomena governed by parametric Partial Differential Equations (PDEs) characterized by varying boundary conditions, where parametric instances modify not only the…

Numerical Analysis · Mathematics 2026-03-10 Francesco Della Santa , Sandra Pieraccini , Maria Strazzullo

In recent years, Physics-Informed Neural Networks (PINNs) have become a representative method for solving partial differential equations (PDEs) with neural networks. PINNs provide a novel approach to solving PDEs through optimization…

Computational Physics · Physics 2024-11-28 Weiwei Zhang , Wei Suo , Jiahao Song , Wenbo Cao

Deep neural networks (DNNs) have been widely used to solve partial differential equations (PDEs) in recent years. In this work, a novel deep learning-based framework named Particle Weak-form based Neural Networks (ParticleWNN) is developed…

Machine Learning · Computer Science 2023-11-14 Yaohua Zang , Gang Bao