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In this paper, we propose a systematic approach for accelerating finite element-type methods by machine learning for the numerical solution of partial differential equations (PDEs). The main idea is to use a neural network to learn the…

Numerical Analysis · Mathematics 2024-10-11 Shukai Du , Samuel N. Stechmann

We propose a numerical method for solving high dimensional fully nonlinear partial differential equations (PDEs). Our algorithm estimates simultaneously by backward time induction the solution and its gradient by multi-layer neural…

Optimization and Control · Mathematics 2021-01-27 Huyen Pham , Xavier Warin , Maximilien Germain

We address a three-tier data-driven approach to solve the inverse problem in complex systems modelling from spatio-temporal data produced by microscopic simulators using machine learning. In the first step, we exploit manifold learning and…

Dynamical Systems · Mathematics 2023-03-16 Evangelos Galaris , Gianluca Fabiani , Ioannis Gallos , Ioannis Kevrekidis , Constantinos Siettos

We introduce a novel grid-independent model for learning partial differential equations (PDEs) from noisy and partial observations on irregular spatiotemporal grids. We propose a space-time continuous latent neural PDE model with an…

Machine Learning · Computer Science 2023-10-27 Valerii Iakovlev , Markus Heinonen , Harri Lähdesmäki

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 develop in this paper a multi-grade deep learning method for solving nonlinear partial differential equations (PDEs). Deep neural networks (DNNs) have received super performance in solving PDEs in addition to their outstanding success in…

Numerical Analysis · Mathematics 2023-09-15 Yuesheng Xu , Taishan Zeng

We propose a method combining boundary integral equations and neural networks (BINet) to solve partial differential equations (PDEs) in both bounded and unbounded domains. Unlike existing solutions that directly operate over original PDEs,…

Numerical Analysis · Mathematics 2021-10-04 Guochang Lin , Pipi Hu , Fukai Chen , Xiang Chen , Junqing Chen , Jun Wang , Zuoqiang Shi

Recent years have witnessed a growth in mathematics for deep learning--which seeks a deeper understanding of the concepts of deep learning with mathematics and explores how to make it more robust--and deep learning for mathematics, where…

Machine Learning · Computer Science 2023-10-31 Derick Nganyu Tanyu , Jianfeng Ning , Tom Freudenberg , Nick Heilenkötter , Andreas Rademacher , Uwe Iben , Peter Maass

Partial differential equations (PDEs) are widely used across the physical and computational sciences. Decades of research and engineering went into designing fast iterative solution methods. Existing solvers are general purpose, but may be…

Numerical Analysis · Mathematics 2024-09-23 Jun-Ting Hsieh , Shengjia Zhao , Stephan Eismann , Lucia Mirabella , Stefano Ermon

The numerical simulation and optimization of technical systems described by partial differential equations is expensive, especially in multi-query scenarios in which the underlying equations have to be solved for different parameters. A…

Numerical Analysis · Mathematics 2025-04-09 Franziska Griese , Fabian Hoppe , Alexander Rüttgers , Philipp Knechtges

We present the partial evolutionary tensor neural networks (pETNNs), a novel framework for solving time-dependent partial differential equations with high accuracy and capable of handling high-dimensional problems. Our architecture…

Numerical Analysis · Mathematics 2025-12-08 Tunan Kao , He Zhang , Lei Zhang , Jin Zhao

Using a combination of recurrent neural networks and signature methods from the rough paths theory we design efficient algorithms for solving parametric families of path dependent partial differential equations (PPDEs) that arise in pricing…

Computational Finance · Quantitative Finance 2020-11-24 Marc Sabate-Vidales , David Šiška , Lukasz Szpruch

Solving partial differential equations (PDEs) using neural networks has become a central focus in scientific machine learning. Training neural networks for singularly perturbed problems is particularly challenging due to certain parameters…

Machine Learning · Computer Science 2025-05-30 Chuqi Chen , Yahong Yang , Yang Xiang , Wenrui Hao

Neural Stochastic Differential Equations (Neural SDEs) have emerged as powerful mesh-free generative models for continuous stochastic processes, with critical applications in fields such as finance, physics, and biology. Previous…

Machine Learning · Computer Science 2025-03-28 Jianxin Zhang , Josh Viktorov , Doosan Jung , Emily Pitler

We present a deep learning emulator for stochastic and chaotic spatio-temporal systems, explicitly conditioned on the parameter values of the underlying partial differential equations (PDEs). Our approach involves pre-training the model on…

Machine Learning · Computer Science 2025-09-12 Ira J. S. Shokar , Rich R. Kerswell , Peter H. Haynes

The potential of neural networks (NN) in engineering is rooted in their capacity to understand intricate patterns and complex systems, leveraging their universal nonlinear approximation capabilities and high expressivity. Meanwhile,…

Computational Engineering, Finance, and Science · Computer Science 2025-01-23 Mohammed Abda , Elsa Piollet , Christopher Blake , Frédérick P. Gosselin

The primary goal of this research is to propose a novel architecture for a deep neural network that can solve fractional differential equations accurately. A Gaussian integration rule and a $L_1$ discretization technique are used in the…

Machine Learning · Computer Science 2023-09-15 Ali Nosrati Firoozsalari , Hassan Dana Mazraeh , Alireza Afzal Aghaei , Kourosh Parand

Accurate and efficient seismic response prediction is essential for the design of resilient structures. While the Finite Element Method (FEM) remains the standard for nonlinear seismic analysis, its high computational demands limit its…

Machine Learning · Computer Science 2026-03-06 Sutirtha Biswas , Kshitij Kumar Yadav

Numerical simulation of ordinary differential equations (ODEs) can be challenging when the system exhibits high accelerations and rapidly changing dynamics. Under these conditions the ODE solver often needs to take very small time steps in…

Numerical Analysis · Mathematics 2026-05-11 Andrew Tagg , Andrew Frandsen , Andrew Ning

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