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In this work we propose a deep adaptive sampling (DAS) method for solving partial differential equations (PDEs), where deep neural networks are utilized to approximate the solutions of PDEs and deep generative models are employed to…

Numerical Analysis · Mathematics 2022-07-06 Kejun Tang , Xiaoliang Wan , Chao Yang

We consider the use of Gaussian Processes (GPs) or Neural Networks (NNs) to numerically approximate the solutions to nonlinear partial differential equations (PDEs) with rough forcing or source terms, which commonly arise as pathwise…

Numerical Analysis · Mathematics 2025-01-31 Ricardo Baptista , Edoardo Calvello , Matthieu Darcy , Houman Owhadi , Andrew M. Stuart , Xianjin Yang

More competent learning models are demanded for data processing due to increasingly greater amounts of data available in applications. Data that we encounter often have certain embedded sparsity structures. That is, if they are represented…

Numerical Analysis · Mathematics 2022-07-28 Yuesheng Xu , Taishan Zeng

The conjoining of dynamical systems and deep learning has become a topic of great interest. In particular, neural differential equations (NDEs) demonstrate that neural networks and differential equation are two sides of the same coin.…

Machine Learning · Computer Science 2022-02-08 Patrick Kidger

Stochastic differential equations (SDEs) and the Kolmogorov partial differential equations (PDEs) associated to them have been widely used in models from engineering, finance, and the natural sciences. In particular, SDEs and Kolmogorov…

Numerical Analysis · Mathematics 2021-10-05 Christian Beck , Sebastian Becker , Philipp Grohs , Nor Jaafari , Arnulf Jentzen

Physics-informed neural networks (PINNs) were recently proposed in [1] as an alternative way to solve partial differential equations (PDEs). A neural network (NN) represents the solution while a PDE-induced NN is coupled to the solution NN,…

Computational Physics · Physics 2019-10-22 Xiaoli Chen , Jinqiao Duan , George Em Karniadakis

Physics-Informed Neural Networks (PINN) are neural networks (NNs) that encode model equations, like Partial Differential Equations (PDE), as a component of the neural network itself. PINNs are nowadays used to solve PDEs, fractional…

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

We propose a finite-dimensional control-based method to approximate solution operators for evolutional partial differential equations (PDEs), particularly in high-dimensions. By employing a general reduced-order model, such as a deep neural…

Numerical Analysis · Mathematics 2024-01-22 Nathan Gaby , Xiaojing Ye

Partial Differential Equations (PDEs) are notoriously difficult to solve. In general, closed-form solutions are not available and numerical approximation schemes are computationally expensive. In this paper, we propose to approach the…

Machine Learning · Computer Science 2022-03-23 Nils Wandel , Michael Weinmann , Michael Neidlin , Reinhard Klein

The neural network-based approach to solving partial differential equations has attracted considerable attention due to its simplicity and flexibility in representing the solution of the partial differential equation. In training a neural…

Machine Learning · Computer Science 2022-01-10 Jihun Han , Yoonsang Lee

We describe a neural-based method for generating exact or approximate solutions to differential equations in the form of mathematical expressions. Unlike other neural methods, our system returns symbolic expressions that can be interpreted…

Machine Learning · Computer Science 2020-11-16 Maysum Panju , Kourosh Parand , Ali Ghodsi

Mixed-dimensional partial differential equations (PDEs) are characterized by coupled operators defined on domains of varying dimensions and pose significant computational challenges due to their inherent ill-conditioning. Moreover, the…

Numerical Analysis · Mathematics 2025-05-14 Nunzio Dimola , Nicola Rares Franco , Paolo Zunino

To solve high-dimensional parameter-dependent partial differential equations (pPDEs), a neural network architecture is presented. It is constructed to map parameters of the model data to corresponding finite element solutions. To improve…

Numerical Analysis · Mathematics 2024-03-20 Janina E. Schütte , Martin Eigel

In recent years, deep learning technology has been used to solve partial differential equations (PDEs), among which the physics-informed neural networks (PINNs) emerges to be a promising method for solving both forward and inverse PDE…

Machine Learning · Computer Science 2021-11-03 Xiang Huang , Hongsheng Liu , Beiji Shi , Zidong Wang , Kang Yang , Yang Li , Bingya Weng , Min Wang , Haotian Chu , Jing Zhou , Fan Yu , Bei Hua , Lei Chen , Bin Dong

In this article, we investigate the existence of a deep neural network (DNN) capable of approximating solutions to partial integro-differential equations while circumventing the curse of dimensionality. Using the Feynman-Kac theorem, we…

Numerical Analysis · Mathematics 2025-01-22 Marcin Baranek

Partial differential equations (PDEs) are used, with huge success, to model phenomena arising across all scientific and engineering disciplines. However, across an equally wide swath, there exist situations in which PDE models fail to…

Numerical Analysis · Mathematics 2020-12-16 Marta D'Elia , Qiang Du , Christian Glusa , Max Gunzburger , Xiaochuan Tian , Zhi Zhou

We present a methodology combining neural networks with physical principle constraints in the form of partial differential equations (PDEs). The approach allows to train neural networks while respecting the PDEs as a strong constraint in…

Numerical Analysis · Mathematics 2021-09-06 Sebastian K. Mitusch , Simon W. Funke , Miroslav Kuchta

The usual approach to model reduction for parametric partial differential equations (PDEs) is to construct a linear space $V_n$ which approximates well the solution manifold $\mathcal{M}$ consisting of all solutions $u(y)$ with $y$ the…

Numerical Analysis · Mathematics 2020-05-07 Andrea Bonito , Albert Cohen , Ronald DeVore , Diane Guignard , Peter Jantsch , Guergana Petrova

Learning the solution of partial differential equations (PDEs) with a neural network is an attractive alternative to traditional solvers due to its elegance, greater flexibility and the ease of incorporating observed data. However, training…

Machine Learning · Computer Science 2024-07-18 Katsiaryna Haitsiukevich , Alexander Ilin