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Modeling of physical systems includes extensive use of software packages that implement the accurate finite element method for solving differential equations considered along with the appropriate initial and boundary conditions. When the…

Computational Engineering, Finance, and Science · Computer Science 2018-03-20 O. Kononenko , I. Kononenko

In this paper we study probabilistic and neural network approximations for solutions to Poisson equation subject to Holder data in general bounded domains of $\mathbb{R}^d$. We aim at two fundamental goals. The first, and the most…

Probability · Mathematics 2024-08-13 Lucian Beznea , Iulian Cimpean , Oana Lupascu-Stamate , Ionel Popescu , Arghir Zarnescu

Physics-Informed Neural Networks (PINNs) have emerged as powerful tools for solving partial differential equations (PDEs). However, training PINNs from scratch is often computationally intensive and time-consuming. To address this problem,…

Numerical Analysis · Mathematics 2024-10-21 Sidi Wu

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

Partial Differential Equations (PDE) are fundamental to model different phenomena in science and engineering mathematically. Solving them is a crucial step towards a precise knowledge of the behaviour of natural and engineered systems. In…

In this work, we study physics-informed neural networks (PINNs) constrained by partial differential equations (PDEs) and their application in approximating PDEs with two characteristic scales. From a continuous perspective, our formulation…

Optimization and Control · Mathematics 2024-09-06 Michael Hintermüller , Denis Korolev

A method is described to solve the Poisson problem for a three dimensional source distribution that is periodic into one direction. Perpendicular to the direction of periodicity a free space (or open) boundary is realized. In beam physics,…

Accelerator Physics · Physics 2016-03-23 M. Dohlus , Ch. Henning

CFD is a ubiquitous technique central to much of computational simulation such as that required by aircraft design. Solving of the Poisson equation occurs frequently in CFD and there are a number of possible approaches one may leverage. The…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-10-28 Nick Brown

Numerical modelling is an essential approach to understanding the behavior of thermal plasmas in various industrial applications. We propose a deep learning method for solving the partial differential equations in thermal plasma models. In…

Computational Physics · Physics 2020-08-06 Linlin Zhong , Qi Gu , Bingyu Wu

We develop a methodology that utilizes deep learning to simultaneously solve and estimate canonical continuous-time general equilibrium models in financial economics. We illustrate our method in two examples: (1) industrial dynamics of…

Computational Finance · Quantitative Finance 2023-05-18 Benjamin Fan , Edward Qiao , Anran Jiao , Zhouzhou Gu , Wenhao Li , Lu Lu

Phase-field models have been widely used to investigate the phase transformation phenomena. However, it is difficult to solve the problems numerically due to their strong nonlinearities and higher-order terms. This work is devoted to…

Numerical Analysis · Mathematics 2024-07-23 Gang Bao , Chang Ma , Yuxuan Gong

Over the past years, inverse problems in partial differential equations have garnered increasing interest among scientists and engineers. However, due to the lack of conventional stability, nonlinearity and non-convexity, these problems are…

Numerical Analysis · Mathematics 2025-03-11 Feng Chen , Kegan Li , Yiran Meng , Zhiyi Xiao , Pengqi Wu

Numerical solution of partial differential equations on parallel computers using domain decomposition usually requires synchronization and communication among the processors. These operations often have a significant overhead in terms of…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-01-11 Soumyadip Ghosh , Jiacai Lu , Vijay Gupta , Gretar Tryggvason

We propose a novel method for fast and accurate training of physics-informed neural networks (PINNs) to find solutions to boundary value problems (BVPs) and initial boundary value problems (IBVPs). By combining the methods of training deep…

Machine Learning · Computer Science 2024-06-11 Abhiram Anand Thiruthummal , Sergiy Shelyag , Eun-jin Kim

This paper presents a novel deep learning framework for solving multiple optimal stopping problems in high dimensions. While deep learning has recently shown promise for single stopping problems, the multiple exercise case involves complex…

Optimization and Control · Mathematics 2025-12-30 Mathieu Laurière , Mehdi Talbi

Deep neural networks (DNNs), especially physics-informed neural networks (PINNs), have recently become a new popular method for solving forward and inverse problems governed by partial differential equations (PDEs). However, these methods…

Machine Learning · Computer Science 2023-10-26 Wenbo Cao , Weiwei Zhang

There has been rapid progress recently on the application of deep networks to the solution of partial differential equations, collectively labelled as Physics Informed Neural Networks (PINNs). In this paper, we develop Physics Informed…

Machine Learning · Computer Science 2019-07-09 Vikas Dwivedi , Balaji Srinivasan

As a typical application of deep learning, physics-informed neural network (PINN) {has been} successfully used to find numerical solutions of partial differential equations (PDEs), but how to improve the limited accuracy is still a great…

Machine Learning · Computer Science 2022-08-09 Zhi-Yong Zhang , Hui Zhang , Li-Sheng Zhang , Lei-Lei Guo

In this article, we present an efficient deep learning method called coupled deep neural networks (CDNNs) for coupled physical problems. Our method compiles the interface conditions of the coupled PDEs into the networks properly and can be…

Numerical Analysis · Mathematics 2023-01-18 Jing Yue , Jian Li , Wen Zhang

In this paper, we introduce PDE-LEARN, a novel deep learning algorithm that can identify governing partial differential equations (PDEs) directly from noisy, limited measurements of a physical system of interest. PDE-LEARN uses a Rational…

Machine Learning · Computer Science 2023-02-13 Robert Stephany , Christopher Earls