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Related papers: Deep learning of free boundary and Stefan problems

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Solving Stefan problems via neural networks is inherently challenged by the nonlinear coupling between the solutions and the free boundary, which results in a non-convex optimization problem. To address this, this work proposes an Operator…

Numerical Analysis · Mathematics 2026-01-26 Siyuan Lang , Zhiyue Zhang

We develop a new variational formulation of the inverse Stefan problem, where information on the heat flux on the fixed boundary is missing and must be found along with the temperature and free boundary. We employ optimal control framework,…

Analysis of PDEs · Mathematics 2016-11-01 Ugur G. Abdulla

In this work, we extend deep learning-based numerical methods to fully coupled forward-backward stochastic differential equations (FBSDEs) within a non-Markovian framework. Error estimates and convergence are provided. In contrast to the…

Mathematical Finance · Quantitative Finance 2025-11-25 Hasib Uddin Molla , Matthew Backhouse , Ankit Banarjee , Jinniao Qiu

In this paper, a meshfree method using the deep neural network (DNN) approach is developed for solving two kinds of dynamic two-phase interface problems governed by different dynamic partial differential equations on either side of the…

Numerical Analysis · Mathematics 2022-07-25 Xingwen Zhu , Xiaozhe Hu , Pengtao Sun

Free boundary problems are those described by PDEs that exhibit a priori unknown (free) interfaces or boundaries. These problems appear in Physics, Probability, Biology, Finance, or Industry, and the study of solutions and free boundaries…

Analysis of PDEs · Mathematics 2017-07-05 Xavier Ros-Oton

Phase-field models have been widely used to investigate the phase transformation phenomena. However, it is difficult to solve the problems numerically due to their strong nonlinearities and higher-order terms. This work is devoted to…

Numerical Analysis · Mathematics 2024-07-23 Gang Bao , Chang Ma , Yuxuan Gong

Moving boundary problems allow to model systems with phase transition at an inner boundary. Driven by problems in economics and finance, in particular modeling of limit order books, we consider a stochastic and non-linear extension of the…

Probability · Mathematics 2018-10-31 Marvin S. Mueller

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

This work investigates a class of moving boundary problems related to a nonlinear evolution equation featuring an exponential source term. We establish a connection to Stefan-type problems, for different boundary conditions at the fixed…

Analysis of PDEs · Mathematics 2025-01-16 Julieta Bollati , Ernesto A. Borrego Rodriguez , Adriana C. Briozzo , Colin Rogers

The computer simulation of quasistationary Stefan problem has been realized. Different representations of the Laplacian growth model are considered. The main attention has been paid for the interface dynamics represented by integro…

Adaptation and Self-Organizing Systems · Physics 2007-05-23 R. Andrushkiw , V. Gafiychuk , R. Zabrodsky

We study self-similar solutions of a multi-phase Stefan problem for a heat equation on the half-line $x>0$ with a constant initial data and with Dirichlet or Neumann boundary conditions. In the case of Dirichlet boundary condition we prove…

Analysis of PDEs · Mathematics 2024-05-22 E. Yu. Panov

Current physics-informed (standard or deep operator) neural networks still rely on accurately learning the initial and/or boundary conditions of the system of differential equations they are solving. In contrast, standard numerical methods…

Machine Learning · Computer Science 2024-06-25 Rüdiger Brecht , Dmytro R. Popovych , Alex Bihlo , Roman O. Popovych

We consider a one-dimensional free boundary problem governed by a nonlinear diffusion - convection equation with a Neumann condition at fixed face $x=0$, which is variable in time and a like Stefan convective condition on the free boundary.…

Analysis of PDEs · Mathematics 2024-10-07 Adriana C. Briozzo

We formulate a Stefan problem on an evolving hypersurface and study the well-posedness of weak solutions given $L^1$ data. To do this, we first develop function spaces and results to handle equations on evolving surfaces in order to give a…

Analysis of PDEs · Mathematics 2016-02-17 Amal Alphonse , Charles M. Elliott

We develop a novel physics informed deep learning approach for solving nonlinear drift-diffusion equations on metric graphs. These models represent an important model class with a large number of applications in areas ranging from transport…

Machine Learning · Computer Science 2025-05-08 Jan Blechschmidt , Tom-Christian Riemer , Max Winkler , Martin Stoll , Jan-F. Pietschmann

This paper proposes a Cartesian grid-based boundary integral method for efficiently and stably solving two representative moving interface problems, the Hele-Shaw flow and the Stefan problem. Elliptic and parabolic partial differential…

Numerical Analysis · Mathematics 2026-04-22 Han Zhou , Shuwang Li , Wenjun Ying

A Transformer-based deep direct sampling method is proposed for electrical impedance tomography, a well-known severely ill-posed nonlinear boundary value inverse problem. A real-time reconstruction is achieved by evaluating the learned…

Machine Learning · Computer Science 2023-03-07 Ruchi Guo , Shuhao Cao , Long Chen

Real-time simulation of elastic structures is essential in many applications, from computer-guided surgical interventions to interactive design in mechanical engineering. The Finite Element Method is often used as the numerical method of…

Machine Learning · Computer Science 2021-09-21 Alban Odot , Ryadh Haferssas , Stéphane Cotin

This paper develops manifold learning techniques for the numerical solution of PDE-constrained Bayesian inverse problems on manifolds with boundaries. We introduce graphical Mat\'ern-type Gaussian field priors that enable flexible modeling…

Numerical Analysis · Mathematics 2022-02-16 John Harlim , Shixiao Jiang , Hwanwoo Kim , Daniel Sanz-Alonso

Recent work in machine learning shows that deep neural networks can be used to solve a wide variety of inverse problems arising in computational imaging. We explore the central prevailing themes of this emerging area and present a taxonomy…

Image and Video Processing · Electrical Eng. & Systems 2020-05-14 Gregory Ongie , Ajil Jalal , Christopher A. Metzler , Richard G. Baraniuk , Alexandros G. Dimakis , Rebecca Willett