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This chapter offers a comprehensive introduction to the least-squares neural network (LSNN) method introduced in [14,16], for solving scalar first-order hyperbolic partial differential equations, specifically linear advection-reaction…

Numerical Analysis · Mathematics 2026-01-29 Min Liu , Zhiqiang Cai

Equations governing physico-chemical processes are usually known at microscopic spatial scales, yet one suspects that there exist equations, e.g. in the form of Partial Differential Equations (PDEs), that can explain the system evolution at…

Machine Learning · Statistics 2021-03-31 Hassan Arbabi , Ioannis Kevrekidis

We propose an approach to solving partial differential equations (PDEs) using a set of neural networks which we call Neural Basis Functions (NBF). This NBF framework is a novel variation of the POD DeepONet operator learning approach where…

Machine Learning · Computer Science 2022-08-04 David Witman , Alexander New , Hicham Alkendry , Honest Mrema

Physics-informed neural networks (PINNs) have been demonstrated to be efficient in solving partial differential equations (PDEs) from a variety of experimental perspectives. Some recent studies have also proposed PINN algorithms for PDEs on…

Numerical Analysis · Mathematics 2024-08-06 Guanhang Lei , Zhen Lei , Lei Shi , Chenyu Zeng , Ding-Xuan Zhou

Discovering hidden partial differential equations (PDEs) and operators from data is an important topic at the frontier between machine learning and numerical analysis. This doctoral thesis introduces theoretical results and deep learning…

Numerical Analysis · Mathematics 2022-10-31 Nicolas Boullé

In this paper, we perform the convergence analysis of unsupervised Legendre--Galerkin neural networks (ULGNet), a deep-learning-based numerical method for solving partial differential equations (PDEs). Unlike existing deep learning-based…

Numerical Analysis · Mathematics 2022-11-17 Seungchan Ko , Seok-Bae Yun , Youngjoon Hong

In this paper we introduce a numerical method for nonlinear parabolic PDEs that combines operator splitting with deep learning. It divides the PDE approximation problem into a sequence of separate learning problems. Since the computational…

Numerical Analysis · Mathematics 2021-10-12 Christian Beck , Sebastian Becker , Patrick Cheridito , Arnulf Jentzen , Ariel Neufeld

In this paper, we develop a new optimization framework for the least squares learning problem via fully connected neural networks or physics-informed neural networks. The gradient descent sometimes behaves inefficiently in deep learning…

Machine Learning · Computer Science 2025-05-01 Yaru Liu , Yiqi Gu , Michael K. Ng

Machine learning for differential equations paves the way for computationally efficient alternatives to numerical solvers, with potentially broad impacts in science and engineering. Though current algorithms typically require simulated…

Machine Learning · Computer Science 2024-02-15 Grégoire Mialon , Quentin Garrido , Hannah Lawrence , Danyal Rehman , Yann LeCun , Bobak T. Kiani

In this paper, we develop new high-order numerical methods for hyperbolic systems of nonlinear partial differential equations (PDEs) with uncertainties. The new approach is realized in the semi-discrete finite-volume framework and is based…

This paper is concerned with developing accurate and efficient numerical methods for fully nonlinear second order elliptic and parabolic partial differential equations (PDEs) in multiple spatial dimensions. It presents a general framework…

Numerical Analysis · Mathematics 2018-01-19 Xiaobing Feng , Thomas Lewis

Solving an integer least squares (ILS) problem usually consists of two stages: reduction and search. This thesis is concerned with the reduction process for the ordinary ILS problem and the ellipsoid-constrained ILS problem. For the…

Optimization and Control · Mathematics 2015-03-17 Mazen Al Borno

This chapter provides an overview of state-of-the-art adaptive finite element methods (AFEMs) for the numerical solution of second-order elliptic partial differential equations (PDEs), where the primary focus is on the optimal interplay of…

Numerical Analysis · Mathematics 2024-04-11 Philipp Bringmann , Ani Miraçi , Dirk Praetorius

Physics Informed Neural Networks (PINNs) have recently gained popularity for solving partial differential equations, given the fact they escape the curse of dimensionality. In this paper, we present Physics Informed Neural Networks as an…

Numerical Analysis · Mathematics 2022-07-26 Umberto Zerbinati

Many science and engineering applications involve solving a linear least-squares system formed from some field measurements. In the distributed cyber-physical systems (CPS), often each sensor node used for measurement only knows partial…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-06-23 Lei Shi , Liang Zhao , Wen-Zhan Song , Goutham Kamath , Yuan Wu , Xuefeng Liu

Transfer learning for partial differential equations (PDEs) is to develop a pre-trained neural network that can be used to solve a wide class of PDEs. Existing transfer learning approaches require much information of the target PDEs such as…

Numerical Analysis · Mathematics 2023-01-30 Zezhong Zhang , Feng Bao , Lili Ju , Guannan Zhang

In this article, we introduce and analyze a deep learning based approximation algorithm for SPDEs. Our approach employs neural networks to approximate the solutions of SPDEs along given realizations of the driving noise process. If applied…

Numerical Analysis · Mathematics 2025-10-21 Christian Beck , Sebastian Becker , Patrick Cheridito , Arnulf Jentzen , Ariel Neufeld

Physics informed neural networks (PINNs) are deep learning based techniques for solving partial differential equations (PDEs) encounted in computational science and engineering. Guided by data and physical laws, PINNs find a neural network…

Numerical Analysis · Mathematics 2020-12-30 Yeonjong Shin , Jerome Darbon , George Em Karniadakis

In this paper we explain how to use the Fast Fourier Transform (FFT) to solve partial differential equations (PDEs). We start by defining appropriate discrete domains in coordinate and frequency domains. Then describe the main limitation of…

Numerical Analysis · Mathematics 2025-07-31 Daniela Rodriguez-Lara , Ivan Alvarez-Rios , Francisco S. Guzman

We propose a numerical method for solving high dimensional fully nonlinear partial differential equations (PDEs). Our algorithm estimates simultaneously by backward time induction the solution and its gradient by multi-layer neural…

Optimization and Control · Mathematics 2021-01-27 Huyen Pham , Xavier Warin , Maximilien Germain