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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

We propose a partial differential-integral equation (PDE) framework for deep neural networks (DNNs) and their associated learning problem by taking the continuum limits of both network width and depth. The proposed model captures the…

Optimization and Control · Mathematics 2024-11-12 Peter Markowich , Simone Portaro

Data-driven discovery of partial differential equations (PDEs) has attracted increasing attention in recent years. Although significant progress has been made, certain unresolved issues remain. For example, for PDEs with high-order…

Machine Learning · Computer Science 2021-09-14 Hao Xu , Dongxiao Zhang , Nanzhe Wang

In recent years, data-driven methods have been developed to learn dynamical systems and partial differential equations (PDE). The goal of such work is discovering unknown physics and the corresponding equations. However, prior to achieving…

Machine Learning · Statistics 2021-02-17 Hao Xu , Haibin Chang , Dongxiao Zhang

In this paper, we introduce PDE-LEARN, a novel deep learning algorithm that can identify governing partial differential equations (PDEs) directly from noisy, limited measurements of a physical system of interest. PDE-LEARN uses a Rational…

Machine Learning · Computer Science 2023-02-13 Robert Stephany , Christopher Earls

(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 present a novel framework combining Deep Operator Networks (DeepONets) with Physics-Informed Neural Networks (PINNs) to solve partial differential equations (PDEs) and estimate their unknown parameters. By integrating data-driven…

Machine Learning · Computer Science 2025-08-05 Amogh Raj , Carol Eunice Gudumotou , Sakol Bun , Keerthana Srinivasa , Arash Sarshar

We propose a novel gray-box modeling algorithm for physical systems governed by stochastic differential equations (SDE). The proposed approach, referred to as the Deep Physics Corrector (DPC), blends approximate physics represented in terms…

Machine Learning · Statistics 2023-03-22 Tushar , Souvik Chakraborty

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

A state-of-the-art deep domain decomposition method (D3M) based on the variational principle is proposed for partial differential equations (PDEs). The solution of PDEs can be formulated as the solution of a constrained optimization…

Machine Learning · Computer Science 2020-04-03 Ke Li , Kejun Tang , Tianfan Wu , Qifeng Liao

The numerical solution of high dimensional partial differential equations (PDEs) is severely constrained by the curse of dimensionality (CoD), rendering classical grid--based methods impractical beyond a few dimensions. In recent years,…

Numerical Analysis · Mathematics 2026-01-27 Wenzhong Zhang , Zheyuan Hu , Wei Cai , George EM Karniadakis

In this paper, we consider approximating the parameter-to-solution maps of parametric partial differential equations (PPDEs) using deep neural networks (DNNs). We propose an efficient approach combining reduced collocation methods (RCMs)…

Numerical Analysis · Mathematics 2025-08-18 Guanhang Lei , Zhen Lei , Lei Shi , Chenyu Zeng

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

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

One of the most popular recent areas of machine learning predicates the use of neural networks augmented by information about the underlying process in the form of Partial Differential Equations (PDEs). These physics-informed neural…

Fluid Dynamics · Physics 2025-06-17 Luca Menicali , David H. Richter , Stefano Castruccio

We develop a framework for estimating unknown partial differential equations from noisy data, using a deep learning approach. Given noisy samples of a solution to an unknown PDE, our method interpolates the samples using a neural network,…

Machine Learning · Computer Science 2019-10-24 Ali Hasan , João M. Pereira , Robert Ravier , Sina Farsiu , Vahid Tarokh

We present a physics informed deep neural network (DNN) method for estimating parameters and unknown physics (constitutive relationships) in partial differential equation (PDE) models. We use PDEs in addition to measurements to train DNNs…

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

We present a method for learning dynamics of complex physical processes described by time-dependent nonlinear partial differential equations (PDEs). Our particular interest lies in extrapolating solutions in time beyond the range of…

Machine Learning · Computer Science 2020-12-07 Jungeun Kim , Kookjin Lee , Dongeun Lee , Sheo Yon Jin , Noseong Park

Inferring parameters of high-dimensional partial differential equations (PDEs) poses significant computational and inferential challenges, primarily due to the curse of dimensionality and the inherent limitations of traditional numerical…

Computational Engineering, Finance, and Science · Computer Science 2025-09-18 Weihao Yan , Christoph Brune , Mengwu Guo