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Partial differential equations (PDEs) are central to scientific modeling. Modern workflows increasingly rely on learning-based components to support model reuse, inference, and integration across large computational processes. Despite the…

Machine Learning · Computer Science 2026-02-20 Yilong Dai , Shengyu Chen , Ziyi Wang , Xiaowei Jia , Yiqun Xie , Vipin Kumar , Runlong Yu

Deep belief networks are used extensively for unsupervised stochastic learning on large datasets. Compared to other deep learning approaches their layer-by-layer learning makes them highly scalable. Unfortunately, the principles by which…

Disordered Systems and Neural Networks · Physics 2019-07-15 Swapnil Nitin Shah

We propose new machine learning schemes for solving high dimensional nonlinear partial differential equations (PDEs). Relying on the classical backward stochastic differential equation (BSDE) representation of PDEs, our algorithms estimate…

Probability · Mathematics 2020-06-08 Côme Huré , Huyên Pham , Xavier Warin

In various engineering and applied science applications, repetitive numerical simulations of partial differential equations (PDEs) for varying input parameters are often required (e.g., aircraft shape optimization over many design…

Machine Learning · Computer Science 2023-10-17 Woojin Cho , Kookjin Lee , Donsub Rim , Noseong Park

In this paper, we present an initial attempt to learn evolution PDEs from data. Inspired by the latest development of neural network designs in deep learning, we propose a new feed-forward deep network, called PDE-Net, to fulfill two…

Numerical Analysis · Mathematics 2018-01-03 Zichao Long , Yiping Lu , Xianzhong Ma , Bin Dong

Modeling the traffic dynamics is essential for understanding and predicting the traffic spatiotemporal evolution. However, deriving the partial differential equation (PDE) models that capture these dynamics is challenging due to their…

Systems and Control · Electrical Eng. & Systems 2025-05-05 Zihang Wei , Yunlong Zhang , Chenxi Liu , Yang Zhou

Learning the full family of solutions to parameterized partial differential equations (PDEs) is a central challenge to our ability to model the behavior of heterogeneous systems, with a variety of fundamental and application-oriented…

Computational Physics · Physics 2026-01-26 Milad Panahi , Giovanni Michele Porta , Monica Riva , Alberto Guadagnini

Deep neural networks and other deep learning methods have very successfully been applied to the numerical approximation of high-dimensional nonlinear parabolic partial differential equations (PDEs), which are widely used in finance,…

Numerical Analysis · Mathematics 2020-11-25 Martin Hutzenthaler , Arnulf Jentzen , Thomas Kruse , Tuan Anh Nguyen

Across numerous applications, forecasting relies on numerical solvers for partial differential equations (PDEs). Although the use of deep-learning techniques has been proposed, actual applications have been restricted by the fact the…

Machine Learning · Computer Science 2020-01-28 Philipp Haehnel , Jakub Marecek , Julien Monteil , Fearghal O'Donncha

Partial differential equations (PDEs) are an essential computational kernel in physics and engineering. With the advance of deep learning, physics-informed neural networks (PINNs), as a mesh-free method, have shown great potential for fast…

Machine Learning · Computer Science 2023-06-19 Junjun Yan , Xinhai Chen , Zhichao Wang , Enqiang Zhoui , Jie Liu

Continuous-depth neural networks, such as the Neural Ordinary Differential Equations (ODEs), have aroused a great deal of interest from the communities of machine learning and data science in recent years, which bridge the connection…

Machine Learning · Computer Science 2022-01-05 Qunxi Zhu , Yifei Shen , Dongsheng Li , Wei Lin

Numerical methods such as finite element have been flourishing in the past decades for modeling solid mechanics problems via solving governing partial differential equations (PDEs). A salient aspect that distinguishes these numerical…

Numerical Analysis · Mathematics 2020-06-16 Chengping Rao , Hao Sun , Yang Liu

We investigate solving partial integro-differential equations (PIDEs) using unsupervised deep learning in this paper. To price options, assuming underlying processes follow Levy processes, we require to solve PIDEs. In supervised deep…

Computational Finance · Quantitative Finance 2022-07-04 Ali Hirsa , Weilong Fu

The working mechanisms of complex natural systems tend to abide by concise and profound partial differential equations (PDEs). Methods that directly mine equations from data are called PDE discovery, which reveals consistent physical laws…

Machine Learning · Computer Science 2023-03-17 Mengge Du , Yuntian Chen , Dongxiao Zhang

Machine learning based partial differential equations (PDEs) solvers have received great attention in recent years. Most progress in this area has been driven by deep neural networks such as physics-informed neural networks (PINNs) and…

Numerical Analysis · Mathematics 2025-09-23 Chunyang Liao

In domains such as health care and finance, shortage of labeled data and computational resources is a critical issue while developing machine learning algorithms. To address the issue of labeled data scarcity in training and deployment of…

Machine Learning · Computer Science 2018-10-16 Otkrist Gupta , Ramesh Raskar

Deep neural networks (DNN) have been used to model nonlinear relations between physical quantities. Those DNNs are embedded in physical systems described by partial differential equations (PDE) and trained by minimizing a loss function that…

Numerical Analysis · Mathematics 2020-02-26 Kailai Xu , Eric Darve

Deep learning has been the most popular machine learning method in the last few years. In this chapter, we present the application of deep learning and physics-informed neural networks concerning structural mechanics and vibration problems.…

Machine Learning · Computer Science 2022-02-23 Ehsan Haghighat , Ali Can Bekar , Erdogan Madenci , Ruben Juanes

Deep neural models have achieved state of the art performance on a wide range of problems in computer science, especially in computer vision. However, deep neural networks often require large datasets of labeled samples to generalize…

Computer Vision and Pattern Recognition · Computer Science 2026-03-20 Patrick Kage , Jay C. Rothenberger , Pavlos Andreadis , Dimitrios I. Diochnos

Neural networks have shown significant potential in solving partial differential equations (PDEs). While deep networks are capable of approximating complex functions, direct one-shot training often faces limitations in both accuracy and…

Numerical Analysis · Mathematics 2025-03-10 Mingxing Weng , Zhiping Mao , Jie Shen
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