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Partial differential equation (PDE) solvers underpin modern quantitative finance, governing option pricing and risk evaluation. Physics-Informed Neural Networks (PINNs) have emerged as a promising approach for solving the forward and…

Computational Engineering, Finance, and Science · Computer Science 2025-10-07 Akshay Govind Srinivasan , Anuj Jagannath Said , Sathwik Pentela , Vikas Dwivedi , Balaji Srinivasan

We are delighted to see the recent development of physics-informed extreme learning machine (PIELM) for its higher computational efficiency and accuracy compared to other physics-informed machine learning (PIML) paradigms. Since a…

Machine Learning · Computer Science 2025-11-04 He Yang , Fei Ren , Francesco Calabro , Hai-Sui Yu , Xiaohui Chen , Pei-Zhi Zhuang

The inverse Stefan problem, as a typical phase-change problem with moving boundaries, finds extensive applications in science and engineering. Recent years have seen the applications of physics-informed neural networks (PINNs) to solving…

Machine Learning · Computer Science 2025-10-27 Pei-Zhi Zhuang , Ming-Yue Yang , Fei Ren , Hong-Ya Yue , He Yang

Physics-informed neural networks (PINNs) have emerged as a promising approach to solving partial differential equations (PDEs) using neural networks, particularly in data-scarce scenarios, due to their unsupervised training capability.…

Machine Learning · Computer Science 2025-03-25 Edgar Torres , Jonathan Schiefer , Mathias Niepert

Deep learning has been highly successful in some applications. Nevertheless, its use for solving partial differential equations (PDEs) has only been of recent interest with current state-of-the-art machine learning libraries, e.g.,…

Machine Learning · Computer Science 2024-10-22 Hamid El Bahja , Jan Christian Hauffen , Peter Jung , Bubacarr Bah , Issa Karambal

Physics-informed neural networks (PINNs) [31] use automatic differentiation to solve partial differential equations (PDEs) by penalizing the PDE in the loss function at a random set of points in the domain of interest. Here, we develop a…

Neural and Evolutionary Computing · Computer Science 2019-12-03 E. Kharazmi , Z. Zhang , G. E. Karniadakis

The research in Artificial Intelligence methods with potential applications in science has become an essential task in the scientific community last years. Physics Informed Neural Networks (PINNs) is one of this methods and represent a…

Computational Physics · Physics 2023-07-24 Luis Medrano Navarro , Luis Martín Moreno , Sergio G Rodrigo

Physics-informed neural networks (PINNs) have shown promising potential for solving partial differential equations (PDEs) using deep learning. However, PINNs face training difficulties for evolutionary PDEs, particularly for dynamical…

Neural and Evolutionary Computing · Computer Science 2023-12-25 Siqi Chen , Bin Shan , Ye Li

Motivated by recent research on Physics-Informed Neural Networks (PINNs), we make the first attempt to introduce the PINNs for numerical simulation of the elliptic Partial Differential Equations (PDEs) on 3D manifolds. PINNs are one of the…

Numerical Analysis · Mathematics 2021-03-05 Zhuochao Tang , Zhuojia Fu

Physics-Informed Neural Networks (PINN) are neural networks (NNs) that encode model equations, like Partial Differential Equations (PDE), as a component of the neural network itself. PINNs are nowadays used to solve PDEs, fractional…

Physics-informed neural networks (PINNs) have recently emerged as a promising way to compute the solutions of partial differential equations (PDEs) using deep neural networks. However, despite their significant success in various fields, it…

Numerical Analysis · Mathematics 2024-07-15 Seungchan Ko , Sang Hyeon Park

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

The recently developed physics-informed machine learning has made great progress for solving nonlinear partial differential equations (PDEs), however, it may fail to provide reasonable approximations to the PDEs with discontinuous…

Numerical Analysis · Mathematics 2021-12-06 Chunyue Lv , Lei Wang , Chenming Xie

Physics-informed extreme learning machine (PIELM) has recently received significant attention as a rapid version of physics-informed neural network (PINN) for solving partial differential equations (PDEs). The key characteristic is to fix…

Machine Learning · Computer Science 2024-09-30 Xu Liu , Wen Yao , Wei Peng , Weien Zhou

In recent years, Scientific Machine Learning (SciML) methods for solving partial differential equations (PDEs) have gained increasing popularity. Within such a paradigm, Physics-Informed Neural Networks (PINNs) are novel deep learning…

Numerical Analysis · Mathematics 2024-04-25 Pasquale Ambrosio , Salvatore Cuomo , Mariapia De Rosa

Modeling stiff partial differential equations (PDEs) with sharp gradients remains a significant challenge for scientific machine learning. While Physics-Informed Neural Networks (PINNs) struggle with spectral bias and slow training times,…

Computational Engineering, Finance, and Science · Computer Science 2026-03-09 Akshay Govind Srinivasan , Balaji Srinivasan

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 physics informed neural network (PINN) is a promising method for solving time-evolution partial differential equations (PDEs). However, the standard PINN method may fail to solve the PDEs with strongly nonlinear characteristics or those…

Numerical Analysis · Mathematics 2023-06-08 Jiawei Guo , Yanzhong Yao , Han Wang , Tongxiang Gu

Partial differential equation (PDE) solvers are fundamental to engineering simulation. Classical mesh-based approaches (finite difference/volume/element) are fast and accurate on high-quality meshes but struggle with higher-order operators…

Computational Engineering, Finance, and Science · Computer Science 2025-10-07 Akshay Govind Srinivasan , Vikas Dwivedi , Balaji Srinivasan

Physics-Informed Neural Networks (PINNs) are machine learning tools that approximate the solution of general partial differential equations (PDEs) by adding them in some form as terms of the loss/cost function of a Neural Network. Most…

Numerical Analysis · Mathematics 2022-08-29 Antonio Tadeu Azevedo Gomes , Larissa Miguez da Silva , Frederic Valentin
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