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We motivate the use of neural networks for the construction of numerical solutions to differential equations. We prove that there exists a feed-forward neural network that can arbitrarily minimise an objective function that is zero at the…

Numerical Analysis · Mathematics 2023-01-31 Matthew J. H. Wright

The filtering equations govern the evolution of the conditional distribution of a signal process given partial, and possibly noisy, observations arriving sequentially in time. Their numerical approximation plays a central role in many…

Probability · Mathematics 2022-01-11 Dan Crisan , Alexander Lobbe , Salvador Ortiz-Latorre

We identify various classes of neural networks that are able to approximate continuous functions locally uniformly subject to fixed global linear growth constraints. For such neural networks the associated neural stochastic differential…

Probability · Mathematics 2025-03-24 Anna P. Kwossek , David J. Prömel , Josef Teichmann

In recent years, neural networks have achieved remarkable progress in various fields and have also drawn much attention in applying them on scientific problems. A line of methods involving neural networks for solving partial differential…

Numerical Analysis · Mathematics 2025-05-20 Xianliang Xu , Ye Li , Zhongyi Huang

Pseudo-Hamiltonian neural networks (PHNN) were recently introduced for learning dynamical systems that can be modelled by ordinary differential equations. In this paper, we extend the method to partial differential equations. The resulting…

Machine Learning · Computer Science 2024-01-03 Sølve Eidnes , Kjetil Olsen Lye

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 a novel deep learning approach to approximate the solution of large, sparse, symmetric, positive-definite linear systems of equations. These systems arise from many problems in applied science, e.g., in numerical methods for…

Machine Learning · Computer Science 2022-10-04 Ayano Kaneda , Osman Akar , Jingyu Chen , Victoria Kala , David Hyde , Joseph Teran

The aim of this note is to construct a neural network for which the linear finite element approximation of a simple one dimensional boundary value problem is a minimum of the cost function to find out if the neural network is able to…

Numerical Analysis · Mathematics 2024-05-20 Julia Novo , Eduardo Terrés

We introduce Neural Conditional Probability (NCP), an operator-theoretic approach to learning conditional distributions with a focus on statistical inference tasks. NCP can be used to build conditional confidence regions and extract key…

Machine Learning · Computer Science 2025-06-03 Vladimir R. Kostic , Karim Lounici , Gregoire Pacreau , Pietro Novelli , Giacomo Turri , Massimiliano Pontil

Physics-informed neural networks (PINNs) provide a means of obtaining approximate solutions of partial differential equations and systems through the minimisation of an objective function which includes the evaluation of a residual function…

Machine Learning · Computer Science 2024-10-08 Jose Florido , He Wang , Amirul Khan , Peter K. Jimack

We present a method that employs physics-informed deep learning techniques for parametrically solving partial differential equations. The focus is on the steady-state heat equations within heterogeneous solids exhibiting significant phase…

Machine Learning · Computer Science 2024-01-05 Shahed Rezaei , Ahmad Moeineddin , Michael Kaliske , Markus Apel

Probabilistic graphical models compactly represent joint distributions by decomposing them into factors over subsets of random variables. In Bayesian networks, the factors are conditional probability distributions. For many problems, common…

Machine Learning · Computer Science 2018-08-21 Weirui Kong , Wenyi Wang

Fractional differential equations are powerful mathematical descriptors for intricate physical phenomena in a compact form. However, compared to integer ordinary or partial differential equations, solving fractional differential equations…

Analysis of PDEs · Mathematics 2025-06-16 Donya Dabiri , Joshua DaRosa , Milad Saadat , Deepak Mangal , Safa Jamali

In this work, we investigated the feasibility of applying deep learning techniques to solve Poisson's equation. A deep convolutional neural network is set up to predict the distribution of electric potential in 2D or 3D cases. With proper…

Computational Physics · Physics 2017-12-18 Tao Shan , Wei Tang , Xunwang Dang , Maokun Li , Fan Yang , Shenheng Xu , Ji Wu

The purpose of this article is to study quasi linear parabolic partial differential equations of second order, posed on a bounded network, satisfying a nonlinear and non dynamical Neumann boundary condition at the vertices. We prove the…

Analysis of PDEs · Mathematics 2025-01-31 Isaac Ohavi

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

In this article, we introduce and analyze a deep learning based approximation algorithm for SPDEs. Our approach employs neural networks to approximate the solutions of SPDEs along given realizations of the driving noise process. If applied…

Numerical Analysis · Mathematics 2025-10-21 Christian Beck , Sebastian Becker , Patrick Cheridito , Arnulf Jentzen , Ariel Neufeld

Finding accurate solutions to partial differential equations (PDEs) is a crucial task in all scientific and engineering disciplines. It has recently been shown that machine learning methods can improve the solution accuracy by correcting…

Computational Physics · Physics 2021-01-06 Kiwon Um , Robert Brand , Yun , Fei , Philipp Holl , Nils Thuerey

A large system of ordinary differential equations is approximated by a parabolic partial differential equation with dynamic boundary condition and a different one with Robin boundary condition. Using the theory of differential operators…

Functional Analysis · Mathematics 2014-03-26 András Bátkai , Ágnes Havasi , Róbert Horváth , Dávid Kunszenti-Kovács , Péter L. Simon

High-dimensional PDEs have been a longstanding computational challenge. We propose to solve high-dimensional PDEs by approximating the solution with a deep neural network which is trained to satisfy the differential operator, initial…

Mathematical Finance · Quantitative Finance 2018-10-17 Justin Sirignano , Konstantinos Spiliopoulos