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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…

Applications in quantitative finance such as optimal trade execution, risk management of options, and optimal asset allocation involve the solution of high dimensional and nonlinear Partial Differential Equations (PDEs). The connection…

Machine Learning · Statistics 2019-10-28 Batuhan Güler , Alexis Laignelet , Panos Parpas

In this paper, based on the combination of finite element mesh and neural network, a novel type of neural network element space and corresponding machine learning method are designed for solving partial differential equations. The…

Numerical Analysis · Mathematics 2025-04-24 Yifan Wang , Zhongshuo Lin , Hehu Xie

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

Recent developments in mechanical, aerospace, and structural engineering have driven a growing need for efficient ways to model and analyse structures at much larger and more complex scales than before. While established numerical methods…

Machine Learning · Computer Science 2025-07-29 Rui Wu , Nikola Kovachki , Burigede Liu

In this paper we propose a new model-based unsupervised learning method, called VarNet, for the solution of partial differential equations (PDEs) using deep neural networks (NNs). Particularly, we propose a novel loss function that relies…

Machine Learning · Computer Science 2019-12-17 Reza Khodayi-Mehr , Michael M. Zavlanos

Physics-informed neural networks solve partial differential equations by training neural networks. Since this method approximates infinite-dimensional PDE solutions with finite collocation points, minimizing discretization errors by…

Machine Learning · Computer Science 2024-12-11 Takashi Matsubara , Takaharu Yaguchi

(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

In this work, we present the novel mathematical framework of latent dynamics models (LDMs) for reduced order modeling of parameterized nonlinear time-dependent PDEs. Our framework casts this latter task as a nonlinear dimensionality…

Numerical Analysis · Mathematics 2024-12-02 Nicola Farenga , Stefania Fresca , Simone Brivio , Andrea Manzoni

Deep models have achieved impressive progress in solving partial differential equations (PDEs). A burgeoning paradigm is learning neural operators to approximate the input-output mappings of PDEs. While previous deep models have explored…

Machine Learning · Computer Science 2023-05-30 Haixu Wu , Tengge Hu , Huakun Luo , Jianmin Wang , Mingsheng Long

Many scientific and industrial applications require solving Partial Differential Equations (PDEs) to describe the physical phenomena of interest. Some examples can be found in the fields of aerodynamics, astrodynamics, combustion and many…

Computational Physics · Physics 2019-12-11 Juan B. Pedro , Juan Maroñas , Roberto Paredes

Partial differential equations (PDEs) underlie our understanding and prediction of natural phenomena across numerous fields, including physics, engineering, and finance. However, solving parametric PDEs is a complex task that necessitates…

Numerical Analysis · Mathematics 2025-02-20 Jae Yong Lee , Seungchan Ko , Youngjoon Hong

Numerical solution of partial differential equations (PDEs) plays a vital role in various fields of science and engineering. In recent years, deep neural networks (DNNs) have emerged as a powerful tool for solving PDEs, leveraging their…

Numerical Analysis · Mathematics 2026-02-16 Shuo Ling , Wenjun Ying , Zhen Zhang

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

Multiscale and multiphysics problems need novel numerical methods in order for them to be solved correctly and predictively. To that end, we develop a wavelet based technique to solve a coupled system of nonlinear partial differential…

Numerical Analysis · Mathematics 2023-03-22 Cale Harnish , Luke Dalessandro , Karel Matous , Daniel Livescu

Data-driven methods have recently made great progress in the discovery of partial differential equations (PDEs) from spatial-temporal data. However, several challenges remain to be solved, including sparse noisy data, incomplete candidate…

Computational Physics · Physics 2021-09-28 Hao Xu , Dongxiao Zhang , Junsheng Zeng

Ordinary and partial differential equations (ODEs/PDEs) play a paramount role in analyzing and simulating complex dynamic processes across all corners of science and engineering. In recent years machine learning tools are aspiring to…

Machine Learning · Computer Science 2021-06-11 Sifan Wang , Paris Perdikaris

Solving high-dimensional parabolic partial differential equations (PDEs) with deep learning methods is often computationally and memory intensive, primarily due to the need for automatic differentiation (AD) to compute large Hessian…

Numerical Analysis · Mathematics 2026-01-13 Wei Cai , Shuixin Fang , Tao Zhou

Inverse problems in partial differential equations (PDEs) involve estimating the physical parameters of a system from observed spatiotemporal solution fields. Neural networks are well-suited for PDE parameter estimation due to their…

Machine Learning · Computer Science 2026-05-27 Divyam Goel , Nithin Chalapathi , Sanjeev Raja , Aditi S. Krishnapriyan

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