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Recent work on Path-Dependent Partial Differential Equations (PPDEs) has shown that PPDE solutions can be approximated by a probabilistic representation, implemented in the literature by the estimation of conditional expectations using…

Machine Learning · Computer Science 2022-10-05 Jiang Yu Nguwi , Nicolas Privault

The Poisson equation has applications across many areas of physics and engineering, such as the dynamic process simulation of ocean current. Here we present a quantum Fast Poisson Solver, including the algorithm and the complete and modular…

Quantum Physics · Physics 2020-04-17 Shengbin Wang , Zhimin Wang , Wendong Li , Lixin Fan , Zhiqiang Wei , Yongjian Gu

Recently, the deep learning method has been used for solving forward-backward stochastic differential equations (FBSDEs) and parabolic partial differential equations (PDEs). It has good accuracy and performance for high-dimensional…

Numerical Analysis · Mathematics 2020-02-04 Shaolin Ji , Shige Peng , Ying Peng , Xichuan Zhang

Green's function plays a significant role in both theoretical analysis and numerical computing of partial differential equations (PDEs). However, in most cases, Green's function is difficult to compute. The troubles arise in the following…

Machine Learning · Computer Science 2022-04-29 Guochang Lin , Fukai Chen , Pipi Hu , Xiang Chen , Junqing Chen , Jun Wang , Zuoqiang Shi

In this paper we present a method to treat interface jump conditions for constant coefficients Poisson problems that allows the use of standard "black box" solvers, without compromising accuracy. The basic idea of the new approach is…

Numerical Analysis · Mathematics 2011-09-30 Alexandre Noll Marques , Jean-Christophe Nave , Rodolfo Ruben Rosales

Machine learning for scientific applications faces the challenge of limited data. We propose a framework that leverages a priori known physics to reduce overfitting when training on relatively small datasets. A deep neural network is…

Machine Learning · Computer Science 2019-11-22 Jonathan B. Freund , Jonathan F. MacArt , Justin Sirignano

We motivate the use of neural networks for the construction of numerical solutions to differential equations. We prove that there exists a feed-forward neural network that can arbitrarily minimise an objective function that is zero at the…

Numerical Analysis · Mathematics 2023-01-31 Matthew J. H. Wright

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

Probabilistic power flow (PPF) plays a critical role in power system analysis. However, the high computational burden makes it challenging for the practical implementation of PPF. This paper proposes a model-based deep learning approach to…

Signal Processing · Electrical Eng. & Systems 2019-09-17 Yan Yang , Zhifang Yang , Juan Yu , Baosen Zhang

The solution to partial differential equations using deep learning approaches has shown promising results for several classes of initial and boundary-value problems. However, their ability to surpass, particularly in terms of accuracy,…

Numerical Analysis · Mathematics 2023-08-23 Ziad Aldirany , Régis Cottereau , Marc Laforest , Serge Prudhomme

In many computational problems in engineering and science, function or model differentiation is essential, but also integration is needed. An important class of computational problems include so-called integro-differential equations which…

Quantum Physics · Physics 2022-06-29 Niraj Kumar , Evan Philip , Vincent E. Elfving

We present a method that employs physics-informed deep learning techniques for parametrically solving partial differential equations. The focus is on the steady-state heat equations within heterogeneous solids exhibiting significant phase…

Machine Learning · Computer Science 2024-01-05 Shahed Rezaei , Ahmad Moeineddin , Michael Kaliske , Markus Apel

We investigate the use of Physics-Informed Neural Networks (PINNs) for solving the wave equation. Whilst PINNs have been successfully applied across many physical systems, the wave equation presents unique challenges due to the multi-scale,…

Computational Physics · Physics 2020-06-23 Ben Moseley , Andrew Markham , Tarje Nissen-Meyer

Physics-Informed Neural Networks (PINNs) offer a promising approach to solving differential equations and, more generally, to applying deep learning to problems in the physical sciences. We adopt a recently developed transfer learning…

Machine Learning · Computer Science 2022-11-02 Raphaël Pellegrin , Blake Bullwinkel , Marios Mattheakis , Pavlos Protopapas

This work compares the advantages and limitations of the Finite Difference Method with Physics-Informed Neural Networks, showing where each can best be applied for different problem scenarios. Analysis on the L2 relative error based on…

General Mathematics · Mathematics 2025-02-06 Batyr Sharimbayev , Shirali Kadyrov , Aleksei Kavokin

The Poisson-Nernst-Planck (PNP) equations are fundamental for modeling ion transport in electrochemical systems, capturing the intricate interplay of concentration gradients, electric fields, and ion fluxes essential for applications such…

Chemical Physics · Physics 2025-01-13 Yitao He , Dan Zhao

We analyze a hybrid method that enriches coarse grid finite element solutions with fine scale fluctuations obtained from a neural network. The idea stems from the Deep Neural Network Multigrid Solver (DNN-MG), (Margenberg et al., J Comput…

Numerical Analysis · Mathematics 2023-10-18 Uladzislau Kapustsin , Utku Kaya , Thomas Richter

In computational biochemistry and biophysics, understanding the role of electrostatic interactions is crucial for elucidating the structure, dynamics, and function of biomolecules. The Poisson-Boltzmann (PB) equation is a foundational tool…

Biomolecules · Quantitative Biology 2024-10-08 Yongxian Wu , Qiang Zhu , Ray Luo

Finite element method is one of powerful numerical methods to solve PDE. Usually, if a finite element solution to a Poisson equation based on a triangulation of the underlying domain is not accurate enough, one will discard the solution and…

Numerical Analysis · Mathematics 2007-05-23 Ming-Jun Lai , Haipeng Liu

We discuss the scalable parallel solution of the Poisson equation within a Particle-In-Cell (PIC) code for the simulation of electron beams in particle accelerators of irregular shape. The problem is discretized by Finite Differences.…

Computational Physics · Physics 2010-04-21 A. Adelmann , P. Arbenz , Y. Ineichen