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In insurance mathematics optimal control problems over an infinite time horizon arise when computing risk measures. Their solutions correspond to solutions of deterministic semilinear (degenerate) elliptic partial differential equations. In…

Mathematical Finance · Quantitative Finance 2020-12-11 Stefan Kremsner , Alexander Steinicke , Michaela Szölgyenyi

Recent research has used deep learning to develop partial differential equation (PDE) models in science and engineering. The functional form of the PDE is determined by a neural network, and the neural network parameters are calibrated to…

Machine Learning · Computer Science 2023-10-17 Justin Sirignano , Jonathan MacArt , Konstantinos Spiliopoulos

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

We introduce a physics-driven deep latent variable model (PDDLVM) to learn simultaneously parameter-to-solution (forward) and solution-to-parameter (inverse) maps of parametric partial differential equations (PDEs). Our formulation…

Machine Learning · Statistics 2023-08-09 Arnaud Vadeboncoeur , Ömer Deniz Akyildiz , Ieva Kazlauskaite , Mark Girolami , Fehmi Cirak

Over the past few years, neural network methods have evolved in various directions for approximating partial differential equations (PDEs). A promising new development is the integration of neural networks with classical numerical…

Numerical Analysis · Mathematics 2025-07-10 Georgios Grekas , Charalambos G. Makridakis , Tristan Pryer

Physics-informed deep learning often faces optimization challenges due to the complexity of solving partial differential equations (PDEs), which involve exploring large solution spaces, require numerous iterations, and can lead to unstable…

The deep operator networks (DeepONet), a class of neural operators that learn mappings between function spaces, have recently been developed as surrogate models for parametric partial differential equations (PDEs). In this work we propose a…

Machine Learning · Computer Science 2024-10-31 Yuan Qiu , Nolan Bridges , Peng Chen

In this work, we present a machine learning approach for reducing the error when numerically solving time-dependent partial differential equations (PDE). We use a fully convolutional LSTM network to exploit the spatiotemporal dynamics of…

Machine Learning · Computer Science 2020-02-11 Ben Stevens , Tim Colonius

Deriving governing equations in Electromagnetic (EM) environment based on first principles can be quite tough when there are some unknown sources of noise and other uncertainties in the system. For nonlinear multiple-physics electromagnetic…

Computational Physics · Physics 2019-10-31 Bing Xiong , Haiyang Fu , Feng Xu , Yaqiu Jin

This paper aims to devise an adaptive neural network basis method for numerically solving a second-order semilinear partial differential equation (PDE) with low-regular solutions in two/three dimensions. The method is obtained by combining…

Numerical Analysis · Mathematics 2024-11-05 Jianguo Huang , Haohao Wu , Tao Zhou

Neural networks can be used to learn the solution of partial differential equations (PDEs) on arbitrary domains without requiring a computational mesh. Common approaches integrate differential operators in training neural networks using a…

Machine Learning · Computer Science 2022-07-07 Shamsulhaq Basir , Inanc Senocak

Neural networks have been applied to control problems, typically by combining data, differential equation residuals, and objective costs in the training loss or by incorporating auxiliary architectural components. Instead, we propose a…

Optimization and Control · Mathematics 2026-04-10 Oliver G. S. Lundqvist , Fabricio Oliveira

Traditional data-driven deep learning models often struggle with high training costs, error accumulation, and poor generalizability in complex physical processes. Physics-informed deep learning (PiDL) addresses these challenges by…

Machine Learning · Computer Science 2024-01-17 Xin-Yang Liu , Min Zhu , Lu Lu , Hao Sun , Jian-Xun Wang

The notion of an Evolutional Deep Neural Network (EDNN) is introduced for the solution of partial differential equations (PDE). The parameters of the network are trained to represent the initial state of the system only, and are…

Computational Physics · Physics 2021-10-13 Yifan Du , Tamer A. Zaki

This paper proposes a domain decomposition subspace neural network method for efficiently solving linear and nonlinear partial differential equations. By combining the principles of domain decomposition and subspace neural networks, the…

Numerical Analysis · Mathematics 2025-05-28 Zhenxing Fu , Hongliang Liu , Zhiqiang Sheng , Baixue Xing

While deep learning has achieved remarkable success in solving partial differential equations (PDEs), it still faces significant challenges, particularly when the PDE solutions have low regularity or singularities. To address these issues,…

Numerical Analysis · Mathematics 2025-06-19 Zhihang Xu , Min Wang , Zhu Wang

We develop a randomized Newton's method for solving differential equations, based on a fully connected neural network discretization. In particular, the randomized Newton's method randomly chooses equations from the overdetermined nonlinear…

Numerical Analysis · Mathematics 2019-12-09 Qipin Chen , Wenrui Hao

Deep neural networks have garnered widespread attention due to their simplicity and flexibility in the fields of engineering and scientific calculation. In this study, we probe into solving a class of elliptic partial differential…

Numerical Analysis · Mathematics 2023-08-07 Xi'an Li , Jinran Wu , You-Gan Wang , Xin Tai , Jianhua Xu

This paper proposes the Nerual Energy Descent (NED) via neural network evolution equations for a wide class of deep learning problems. We show that deep learning can be reformulated as the evolution of network parameters in an evolution…

Numerical Analysis · Mathematics 2023-02-22 Wenrui Hao , Chunmei Wang , Xingjian Xu , Haizhao Yang

Many problems in science and engineering can be represented by a set of partial differential equations (PDEs) through mathematical modeling. Mechanism-based computation following PDEs has long been an essential paradigm for studying topics…

Machine Learning · Computer Science 2022-11-21 Shudong Huang , Wentao Feng , Chenwei Tang , Jiancheng Lv