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We derive upper bounds on the complexity of ReLU neural networks approximating the solution maps of parametric partial differential equations. In particular, without any knowledge of its concrete shape, we use the inherent…

Numerical Analysis · Mathematics 2020-05-15 Gitta Kutyniok , Philipp Petersen , Mones Raslan , Reinhold Schneider

The use of neural networks to approximate partial differential equations (PDEs) has gained significant attention in recent years. However, the approximation of PDEs with localised phenomena, e.g., sharp gradients and singularities, remains…

Numerical Analysis · Mathematics 2025-01-30 Santiago Badia , Wei Li , Alberto F. Martín

Solving partial differential equations (PDE) is an indispensable part of many branches of science as many processes can be modelled in terms of PDEs. However, recent numerical solvers require manual discretization of the underlying equation…

Equations governing physico-chemical processes are usually known at microscopic spatial scales, yet one suspects that there exist equations, e.g. in the form of Partial Differential Equations (PDEs), that can explain the system evolution at…

Machine Learning · Statistics 2021-03-31 Hassan Arbabi , Ioannis Kevrekidis

This paper proposes two efficient approximation methods to solve high-dimensional fully nonlinear partial differential equations (NPDEs) and second-order backward stochastic differential equations (2BSDEs), where such high-dimensional fully…

Numerical Analysis · Mathematics 2023-01-18 Xu Xiao , Wenlin Qiu , Omid Nikan

Recent progress in scientific machine learning (SciML) has opened up the possibility of training novel neural network architectures that solve complex partial differential equations (PDEs). Several (nearly data free) approaches have been…

Recent experiments have shown that deep networks can approximate solutions to high-dimensional PDEs, seemingly escaping the curse of dimensionality. However, questions regarding the theoretical basis for such approximations, including the…

Machine Learning · Computer Science 2021-07-07 Tanya Marwah , Zachary C. Lipton , Andrej Risteski

In this article, we investigate the existence of a deep neural network (DNN) capable of approximating solutions to partial integro-differential equations while circumventing the curse of dimensionality. Using the Feynman-Kac theorem, we…

Numerical Analysis · Mathematics 2025-01-22 Marcin Baranek

In this work we propose a deep adaptive sampling (DAS) method for solving partial differential equations (PDEs), where deep neural networks are utilized to approximate the solutions of PDEs and deep generative models are employed to…

Numerical Analysis · Mathematics 2022-07-06 Kejun Tang , Xiaoliang Wan , Chao Yang

Inferring parameters of high-dimensional partial differential equations (PDEs) poses significant computational and inferential challenges, primarily due to the curse of dimensionality and the inherent limitations of traditional numerical…

Computational Engineering, Finance, and Science · Computer Science 2025-09-18 Weihao Yan , Christoph Brune , Mengwu Guo

We prove that deep neural networks are capable of approximating solutions of semilinear Kolmogorov PDE in the case of gradient-independent, Lipschitz-continuous nonlinearities, while the required number of parameters in the networks grow at…

Numerical Analysis · Mathematics 2022-05-31 Petru A. Cioica-Licht , Martin Hutzenthaler , P. Tobias Werner

We develop a framework for estimating unknown partial differential equations from noisy data, using a deep learning approach. Given noisy samples of a solution to an unknown PDE, our method interpolates the samples using a neural network,…

Machine Learning · Computer Science 2019-10-24 Ali Hasan , João M. Pereira , Robert Ravier , Sina Farsiu , Vahid Tarokh

We introduce a generative learning framework to model high-dimensional parametric systems using gradient guidance and virtual observations. We consider systems described by Partial Differential Equations (PDEs) discretized with structured…

Machine Learning · Computer Science 2024-08-02 Han Gao , Sebastian Kaltenbach , Petros Koumoutsakos

We develop a general framework for data-driven approximation of input-output maps between infinite-dimensional spaces. The proposed approach is motivated by the recent successes of neural networks and deep learning, in combination with…

Numerical Analysis · Mathematics 2021-06-21 Kaushik Bhattacharya , Bamdad Hosseini , Nikola B. Kovachki , Andrew M. Stuart

Finding parameters in a deep neural network (NN) that fit training data is a nonconvex optimization problem, but a basic first-order optimization method (gradient descent) finds a global optimizer with perfect fit (zero-loss) in many…

Machine Learning · Computer Science 2025-03-07 Zhiyan Ding , Shi Chen , Qin Li , Stephen Wright

Partial-differential-equation (PDE)-constrained optimization is a well-worn technique for acquiring optimal parameters of systems governed by PDEs. However, this approach is limited to providing a single set of optimal parameters per…

Computational Physics · Physics 2024-10-17 Archis S. Joglekar

Neural networks are one tool for approximating non-linear differential equations used in scientific computing tasks such as surrogate modeling, real-time predictions, and optimal control. PDE foundation models utilize neural networks to…

Machine Learning · Computer Science 2025-02-11 Elisa Negrini , Yuxuan Liu , Liu Yang , Stanley J. Osher , Hayden Schaeffer

We present a multidimensional deep learning implementation of a stochastic branching algorithm for the numerical solution of fully nonlinear PDEs. This approach is designed to tackle functional nonlinearities involving gradient terms of any…

Numerical Analysis · Mathematics 2023-09-12 Jiang Yu Nguwi , Guillaume Penent , Nicolas Privault

We introduce a new class of spatially stochastic physics and data informed deep latent models for parametric partial differential equations (PDEs) which operate through scalable variational neural processes. We achieve this by assigning…

Machine Learning · Computer Science 2023-06-08 Arnaud Vadeboncoeur , Ieva Kazlauskaite , Yanni Papandreou , Fehmi Cirak , Mark Girolami , Ömer Deniz Akyildiz

The spatiotemporal resolution of Partial Differential Equations (PDEs) plays important roles in the mathematical description of the world's physical phenomena. In general, scientists and engineers solve PDEs numerically by the use of…

Artificial Intelligence · Computer Science 2023-06-29 Lucas Meyer , Marc Schouler , Robert Alexander Caulk , Alejandro Ribés , Bruno Raffin