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In this paper we study probabilistic and neural network approximations for solutions to Poisson equation subject to Holder data in general bounded domains of $\mathbb{R}^d$. We aim at two fundamental goals. The first, and the most…

Probability · Mathematics 2024-08-13 Lucian Beznea , Iulian Cimpean , Oana Lupascu-Stamate , Ionel Popescu , Arghir Zarnescu

The numerical solution of high dimensional partial differential equations (PDEs) is severely constrained by the curse of dimensionality (CoD), rendering classical grid--based methods impractical beyond a few dimensions. In recent years,…

Numerical Analysis · Mathematics 2026-01-27 Wenzhong Zhang , Zheyuan Hu , Wei Cai , George EM Karniadakis

Partial Differential Equations (PDEs) are central to modeling complex systems across physical, biological, and engineering domains, yet traditional numerical methods often struggle with high-dimensional or complex problems. Physics-Informed…

Machine Learning · Computer Science 2026-02-11 Chenggong Zhang

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 consider the fractional elliptic problem with Dirichlet boundary conditions on a bounded and convex domain $D$ of $\mathbb{R}^d$, with $d \geq 2$. In this paper, we perform a stochastic gradient descent algorithm that approximates the…

Analysis of PDEs · Mathematics 2023-09-01 Nicolás Valenzuela

In this paper, we present a new framework how a PDE with constraints can be formulated into a sequence of PDEs with no constraints, whose solutions are convergent to the solution of the PDE with constraints. This framework is then used to…

Numerical Analysis · Mathematics 2024-05-28 Jiwei Jia , Young Ju Lee , Ruitong Shan

For several classes of neural PDE solvers (Deep Ritz, PINNs, DeepONets), the ability to approximate the solution or solution operator to a partial differential equation (PDE) hinges on the abilitiy of a neural network to approximate the…

Analysis of PDEs · Mathematics 2024-12-11 Malhar Vaishampayan , Stephan Wojtowytsch

Numerical solutions to high-dimensional partial differential equations (PDEs) based on neural networks have seen exciting developments. This paper derives complexity estimates of the solutions of $d$-dimensional second-order elliptic PDEs…

Numerical Analysis · Mathematics 2021-11-09 Ziang Chen , Jianfeng Lu , Yulong Lu

We derive upper bounds on the complexity of ReLU neural networks approximating the solution maps of parametric partial differential equations. In particular, without any knowledge of its concrete shape, we use the inherent…

Numerical Analysis · Mathematics 2020-05-15 Gitta Kutyniok , Philipp Petersen , Mones Raslan , Reinhold Schneider

Developing algorithms for solving high-dimensional partial differential equations (PDEs) has been an exceedingly difficult task for a long time, due to the notoriously difficult problem known as the "curse of dimensionality". This paper…

Numerical Analysis · Mathematics 2020-07-17 Jiequn Han , Arnulf Jentzen , Weinan E

Partial differential equations (PDEs) are a fundamental tool in the modeling of many real world phenomena. In a number of such real world phenomena the PDEs under consideration contain gradient-dependent nonlinearities and are…

Numerical Analysis · Mathematics 2021-10-12 Martin Hutzenthaler , Arnulf Jentzen , Thomas Kruse

We present approximation results and numerical experiments for the use of randomized neural networks within physics-informed extreme learning machines to efficiently solve high-dimensional PDEs, demonstrating both high accuracy and low…

Numerical Analysis · Mathematics 2025-01-22 T. De Ryck , S. Mishra , Y. Shang , F. Wang

Nonlinear differential equations are challenging to solve numerically and are important to understanding the dynamics of many physical systems. Deep neural networks have been applied to help alleviate the computational cost that is…

Numerical Analysis · Mathematics 2020-10-27 Bryce Chudomelka , Youngjoon Hong , Hyunwoo Kim , Jinyoung Park

Physics-Informed Neural Networks (PINNs) are a powerful class of numerical solvers for partial differential equations, employing deep neural networks with successful applications across a diverse set of problems. However, their…

Numerical Analysis · Mathematics 2024-04-18 Tianhao Hu , Bangti Jin , Zhi Zhou

In this paper, we present a novel framework to solve differential equations based on multilayer feedforward network. Previous works indicate that solvers based on neural network have low accuracy due to that the boundary conditions are not…

Numerical Analysis · Mathematics 2019-04-16 Zeyu Liu , Yantao Yang , Qing-Dong Cai

In this paper we develop a new machinery to study the capacity of artificial neural networks (ANNs) to approximate high-dimensional functions without suffering from the curse of dimensionality. Specifically, we introduce a concept which we…

Numerical Analysis · Mathematics 2025-01-29 Pierfrancesco Beneventano , Patrick Cheridito , Arnulf Jentzen , Philippe von Wurstemberger

Deep neural network approaches show promise in solving partial differential equations. However, unlike traditional numerical methods, they face challenges in enforcing essential boundary conditions. The widely adopted penalty-type methods,…

Numerical Analysis · Mathematics 2026-05-06 Haijun Yu , Shuo Zhang

Neural network-based approaches for solving partial differential equations (PDEs) have recently received special attention. However, the large majority of neural PDE solvers only apply to rectilinear domains, and do not systematically…

In recent years a large literature on deep learning based methods for the numerical solution partial differential equations has emerged; results for integro-differential equations on the other hand are scarce. In this paper we study deep…

Numerical Analysis · Mathematics 2021-09-27 Rüdiger Frey , Verena Köck

Recently, progress has been made in the application of neural networks to the numerical analysis of partial differential equations (PDEs). In the latter the variational formulation of the Poisson problem is used in order to obtain an…

Numerical Analysis · Mathematics 2020-01-14 Johannes Müller , Marius Zeinhofer