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An adaptive regularization strategy for stabilizing Newton-like iterations on a coarse mesh is developed in the context of adaptive finite element methods for nonlinear PDE. Existence, uniqueness and approximation properties are known for…

Numerical Analysis · Mathematics 2015-01-27 Sara Pollock

Recent works have shown that deep neural networks can be employed to solve partial differential equations, giving rise to the framework of physics informed neural networks. We introduce a generalization for these methods that manifests as a…

Numerical Analysis · Mathematics 2021-03-25 Remco van der Meer , Cornelis Oosterlee , Anastasia Borovykh

Neural networks have shown promising potential in accelerating the numerical simulation of systems governed by partial differential equations (PDEs). Different from many existing neural network surrogates operating on high-dimensional…

Machine Learning · Computer Science 2025-01-09 Zijie Li , Saurabh Patil , Francis Ogoke , Dule Shu , Wilson Zhen , Michael Schneier , John R. Buchanan, , Amir Barati Farimani

Recently, researchers have utilized neural networks to accurately solve partial differential equations (PDEs), enabling the mesh-free method for scientific computation. Unfortunately, the network performance drops when encountering a high…

Machine Learning · Computer Science 2021-09-29 Pongpisit Thanasutives , Masayuki Numao , Ken-ichi Fukui

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…

Efficiently solving sparse linear algebraic equations is an important research topic of numerical simulation. Commonly used approaches include direct methods and iterative methods. Compared with the direct methods, the iterative methods…

Numerical Analysis · Mathematics 2023-10-11 Haifeng Zou , Xiaowen Xu , Chen-Song Zhang

In this paper, we introduce INEUS, a meshfree iterative neural solver for partial integro-differential equations (PIDEs). The method replaces the explicit evaluation of nonlocal jump integrals with single-jump sampling and reformulates PIDE…

Machine Learning · Computer Science 2026-05-08 Jean-Loup Dupret , Davide Gallon , Patrick Cheridito

(Partial) differential equations (PDEs) are fundamental tools for describing natural phenomena, making their solution crucial in science and engineering. While traditional methods, such as the finite element method, provide reliable…

Machine Learning · Computer Science 2025-03-11 Viggo Moro , Luiz F. O. Chamon

We explore the capability of physics-informed neural networks (PINNs) to discover multiple solutions. Many real-world phenomena governed by nonlinear differential equations (DEs), such as fluid flow, exhibit multiple solutions under the…

Machine Learning · Computer Science 2025-03-11 Zongren Zou , Zhicheng Wang , George Em Karniadakis

We introduce a deep neural network based method for solving a class of elliptic partial differential equations. We approximate the solution of the PDE with a deep neural network which is trained under the guidance of a probabilistic…

Machine Learning · Computer Science 2020-08-26 Jihun Han , Mihai Nica , Adam R Stinchcombe

Solving high-dimensional partial differential equations (PDEs) is a major challenge in scientific computing. We develop a new numerical method for solving elliptic-type PDEs by adapting the Q-learning algorithm in reinforcement learning.…

Numerical Analysis · Mathematics 2023-06-27 Samuel N. Cohen , Deqing Jiang , Justin Sirignano

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

In this paper, we propose a systematic approach for accelerating finite element-type methods by machine learning for the numerical solution of partial differential equations (PDEs). The main idea is to use a neural network to learn the…

Numerical Analysis · Mathematics 2024-10-11 Shukai Du , Samuel N. Stechmann

Developing algorithms for solving high-dimensional partial differential equations (PDEs) has been an exceedingly difficult task for a long time, due to the notoriously difficult problem known as the "curse of dimensionality". This paper…

Numerical Analysis · Mathematics 2020-07-17 Jiequn Han , Arnulf Jentzen , Weinan E

Solving nonlinear optimal control problems is a challenging task, particularly for high-dimensional problems. We propose algorithms for model-based policy iterations to solve nonlinear optimal control problems with convergence guarantees.…

Systems and Control · Electrical Eng. & Systems 2026-03-17 Yiming Meng , Ruikun Zhou , Amartya Mukherjee , Maxwell Fitzsimmons , Christopher Song , Jun Liu

This paper proposes a mesh-free computational framework and machine learning theory for solving elliptic PDEs on unknown manifolds, identified with point clouds, based on diffusion maps (DM) and deep learning. The PDE solver is formulated…

Numerical Analysis · Mathematics 2024-02-28 Senwei Liang , Shixiao W. Jiang , John Harlim , Haizhao Yang

We investigate the potential of applying (D)NN ((deep) neural networks) for approximating nonlinear mappings arising in the finite element discretization of nonlinear PDEs (partial differential equations). As an application, we apply the…

Numerical Analysis · Mathematics 2019-11-14 Tuyen Tran , Aidan Hamilton , Maricela Best McKay , Benjamin Quiring , Panayot S. Vassilevski

In this work we present an adaptive Newton-type method to solve nonlinear constrained optimization problems in which the constraint is a system of partial differential equations discretized by the finite element method. The adaptive…

Optimization and Control · Mathematics 2017-06-05 Thomas Carraro , Simon Dörsam , Stefan Frei , Daniel Schwarz

The iterative problem of solving nonlinear equations is studied. A new Newton like iterative method with adjustable parameters is designed based on the dynamic system theory. In order to avoid the derivative function in the iterative…

Numerical Analysis · Mathematics 2022-11-09 Yonglong Liao , Limin Cui

Solving partial differential equations (PDEs) by numerical methods meet computational cost challenge for getting the accurate solution since fine grids and small time steps are required. Machine learning can accelerate this process, but…

Numerical Analysis · Mathematics 2025-01-28 Qi Wang , Yuan Mi , Haoyun Wang , Yi Zhang , Ruizhi Chengze , Hongsheng Liu , Ji-Rong Wen , Hao Sun
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