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Partial differential equations (PDEs) involving high contrast and oscillating coefficients are common in scientific and industrial applications. Numerical approximation of these PDEs is a challenging task that can be addressed, for example,…

Numerical Analysis · Mathematics 2024-05-08 Miranda Boutilier , Konstantin Brenner , Larissa Miguez

We propose a stochastic multiscale finite element method (StoMsFEM) to solve random elliptic partial differential equations with a high stochastic dimension. The key idea is to simultaneously upscale the stochastic solutions in the physical…

Numerical Analysis · Mathematics 2016-12-07 Thomas Y. Hou , Qin Li , Pengchuan Zhang

This paper proposes Friedrichs learning as a novel deep learning methodology that can learn the weak solutions of PDEs via a minmax formulation, which transforms the PDE problem into a minimax optimization problem to identify weak…

Numerical Analysis · Mathematics 2023-01-03 Fan Chen , Jianguo Huang , Chunmei Wang , Haizhao Yang

In this paper, we propose forward and backward stochastic differential equations (FBSDEs) based deep neural network (DNN) learning algorithms for the solution of high dimensional quasilinear parabolic partial differential equations (PDEs),…

Numerical Analysis · Mathematics 2021-05-10 Wenzhong Zhang , Wei Cai

Partial differential equations (PDEs) on surfaces are fundamental to scientific computing and geometry processing. A popular approach to solving PDEs on surfaces is the finite element method (FEM), where the surface is divided into discrete…

Graphics · Computer Science 2026-05-27 Pranav Jain , Navami Kairanda , Peter Yichen Chen , Oded Stein

The least squares method with deep neural networks as function parametrization has been applied to solve certain high-dimensional partial differential equations (PDEs) successfully; however, its convergence is slow and might not be…

Numerical Analysis · Mathematics 2021-12-30 Yiqi Gu , Haizhao Yang , Chao Zhou

We propose machine learning methods for solving fully nonlinear partial differential equations (PDEs) with convex Hamiltonian. Our algorithms are conducted in two steps. First the PDE is rewritten in its dual stochastic control…

Computational Finance · Quantitative Finance 2022-05-23 William Lefebvre , Grégoire Loeper , Huyên Pham

Elliptic partial differential equations (PDEs) arise in many areas of computational sciences such as computational fluid dynamics, biophysics, engineering, geophysics and more. They are difficult to solve due to their global nature and…

Computational Engineering, Finance, and Science · Computer Science 2022-05-09 Damyn M Chipman

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

Solutions of partial differential equations (PDEs) on manifolds have provided important applications in different fields in science and engineering. Existing methods are majorly based on discretization of manifolds as implicit functions,…

Numerical Analysis · Mathematics 2017-08-03 Rongjie Lai , Jia Li

It is one of the most challenging problems in applied mathematics to approximatively solve high-dimensional partial differential equations (PDEs). Recently, several deep learning-based approximation algorithms for attacking this problem…

Numerical Analysis · Mathematics 2023-02-10 Christian Beck , Martin Hutzenthaler , Arnulf Jentzen , Benno Kuckuck

The approximation of solutions of partial differential equations (PDEs) with numerical algorithms is a central topic in applied mathematics. For many decades, various types of methods for this purpose have been developed and extensively…

Numerical Analysis · Mathematics 2024-08-26 Lukas Gonon , Arnulf Jentzen , Benno Kuckuck , Siyu Liang , Adrian Riekert , Philippe von Wurstemberger

Physics informed neural networks (PINNs) have emerged as a powerful tool to provide robust and accurate approximations of solutions to partial differential equations (PDEs). However, PINNs face serious difficulties and challenges when…

Machine Learning · Computer Science 2023-07-11 Rajat Arora

Linearized shallow neural networks that are constructed by fixing the hidden-layer parameters have recently shown strong performance in solving partial differential equations (PDEs). Such models, widely used in the random feature method…

Numerical Analysis · Mathematics 2026-01-21 Tong Mao , Jinchao Xu , Xiaofeng Xu

The a posteriori error estimator using the least-squares functional can be used for adaptive mesh refinement and error control even if the numerical approximations are not obtained from the corresponding least-squares method. This suggests…

Numerical Analysis · Mathematics 2024-07-19 Ziyan Li , Shun Zhang

A method for approximating sixth-order ordinary differential equations is proposed, which utilizes a deep learning feedforward artificial neural network, referred to as a neural solver. The efficacy of this unsupervised machine learning…

Numerical Analysis · Mathematics 2025-09-16 Janavi Bhalala , B. Veena S. N. Rao

We combine concepts from multilevel solvers for partial differential equations (PDEs) with neural network based deep learning and propose a new methodology for the efficient numerical solution of high-dimensional parametric PDEs. An…

Machine Learning · Computer Science 2023-04-05 Cosmas Heiß , Ingo Gühring , Martin Eigel

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

Machine learning methods for solving nonlinear partial differential equations (PDEs) are hot topical issues, and different algorithms proposed in the literature show efficient numerical approximation in high dimension. In this paper, we…

Optimization and Control · Mathematics 2022-01-05 Maximilien Germain , Mathieu Laurière , Huyên Pham , Xavier Warin

High-dimensional partial differential equations (PDEs) pose significant challenges for numerical computation due to the curse of dimensionality, which limits the applicability of traditional mesh-based methods. Since 2017, the Deep BSDE…

Numerical Analysis · Mathematics 2025-05-26 Jiequn Han , Arnulf Jentzen , Weinan E