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We propose a neural network-based algorithm for solving forward and inverse problems for partial differential equations in unsupervised fashion. The solution is approximated by a deep neural network which is the minimizer of a cost…

Machine Learning · Computer Science 2019-04-12 Leah Bar , Nir Sochen

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

In this work, we study physics-informed neural networks (PINNs) constrained by partial differential equations (PDEs) and their application in approximating PDEs with two characteristic scales. From a continuous perspective, our formulation…

Optimization and Control · Mathematics 2024-09-06 Michael Hintermüller , Denis Korolev

Recent work has introduced a simple numerical method for solving partial differential equations (PDEs) with deep neural networks (DNNs). This paper reviews and extends the method while applying it to analyze one of the most fundamental…

Machine Learning · Computer Science 2019-05-14 Craig Michoski , Milos Milosavljevic , Todd Oliver , David Hatch

Numerical approximations of partial differential equations (PDEs) are routinely employed to formulate the solution of physics, engineering, and mathematical problems involving functions of several variables, such as the propagation of heat…

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

Deep learning (DL) has become an essential tool in prognosis and health management (PHM), commonly used as a regression algorithm for the prognosis of a system's behavior. One particular metric of interest is the remaining useful life (RUL)…

Signal Processing · Electrical Eng. & Systems 2020-06-17 Sergio Cofre-Martel , Enrique Lopez Droguett , Mohammad Modarres

Partial differential equations (PDEs) are indispensable for modeling many physical phenomena and also commonly used for solving image processing tasks. In the latter area, PDE-based approaches interpret image data as discretizations of…

Machine Learning · Computer Science 2018-12-12 Lars Ruthotto , Eldad Haber

Physics-informed Machine Learning has recently become attractive for learning physical parameters and features from simulation and observation data. However, most existing methods do not ensure that the physics, such as balance laws (e.g.,…

Numerical Analysis · Mathematics 2021-09-10 Satish Karra , Bulbul Ahmmed , Maruti K. Mudunuru

I provide an introduction to the application of deep learning and neural networks for solving partial differential equations (PDEs). The approach, known as physics-informed neural networks (PINNs), involves minimizing the residual of the…

Computational Physics · Physics 2024-03-04 Hubert Baty

Neural solvers for partial differential equations (PDEs) have great potential to generate fast and accurate physics solutions, yet their practicality is currently limited by their generalizability. PDEs evolve over broad scales and exhibit…

Machine Learning · Computer Science 2024-12-06 Anthony Zhou , Amir Barati Farimani

We develop a probabilistic framework for deep learning based on the Deep Rendering Mixture Model (DRMM), a new generative probabilistic model that explicitly capture variations in data due to latent task nuisance variables. We demonstrate…

Machine Learning · Statistics 2016-12-07 Ankit B. Patel , Tan Nguyen , Richard G. Baraniuk

We introduce a scheme for molecular simulations, the Deep Potential Molecular Dynamics (DeePMD) method, based on a many-body potential and interatomic forces generated by a carefully crafted deep neural network trained with ab initio data.…

Computational Physics · Physics 2018-04-11 Linfeng Zhang , Jiequn Han , Han Wang , Roberto Car , Weinan E

Stochastic partial differential equations (SPDEs) are the mathematical tool of choice for modelling spatiotemporal PDE-dynamics under the influence of randomness. Based on the notion of mild solution of an SPDE, we introduce a novel neural…

Machine Learning · Computer Science 2022-09-27 Cristopher Salvi , Maud Lemercier , Andris Gerasimovics

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

In this paper, we evaluate the effectiveness of deep operator networks (DeepONets) in solving both forward and inverse problems of partial differential equations (PDEs) on unknown manifolds. By unknown manifolds, we identify the manifold by…

Numerical Analysis · Mathematics 2024-07-09 Anran Jiao , Qile Yan , Jhn Harlim , Lu Lu

We propose a new multistep deep learning-based algorithm for the resolution of moderate to high dimensional nonlinear backward stochastic differential equations (BSDEs) and their corresponding parabolic partial differential equations (PDE).…

Numerical Analysis · Mathematics 2023-08-29 Daniel Bussell , Camilo Andrés García-Trillos

Discovering hidden physical laws and identifying governing system parameters from sparse observations are central challenges in computational science and engineering. Existing data-driven methods, such as physics-informed neural networks…

Machine Learning · Computer Science 2026-04-16 Dibakar Roy Sarkar , Vijay Kag , Birupaksha Pal , Somdatta Goswami

In the present work, a multi-scale framework for neural network enhanced methods is proposed for approximation of function and solution of partial differential equations (PDEs). By introducing the multi-scale concept, the total solution of…

Numerical Analysis · Mathematics 2022-09-07 Xiaodan Ren

Partial-differential-equation (PDE)-constrained optimization is a well-worn technique for acquiring optimal parameters of systems governed by PDEs. However, this approach is limited to providing a single set of optimal parameters per…

Computational Physics · Physics 2024-10-17 Archis S. Joglekar