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A key challenge in scientific machine learning is solving partial differential equations (PDEs) on complex domains, where the curved geometry complicates the approximation of functions and their derivatives required by differential…

Numerical Analysis · Mathematics 2025-09-26 Hanfei Zhou , Lei Shi

We propose rigorous lower and upper error bounds for neural network (NN) approximations to PDEs by efficiently computing the Riesz representations of suitable extension and restrictions of the NN residual towards geometrically simpler…

Numerical Analysis · Mathematics 2026-04-15 Lewin Ernst , Nikolaos Rekatsinas , Karsten Urban

In this article we identify a general class of high-dimensional continuous functions that can be approximated by deep neural networks (DNNs) with the rectified linear unit (ReLU) activation without the curse of dimensionality. In other…

Numerical Analysis · Mathematics 2023-04-13 Adrian Riekert

We consider the approximation of initial/boundary value problems involving, possibly high-dimensional, dissipative evolution partial differential equations (PDEs) using a deep neural network framework. More specifically, we first propose…

Numerical Analysis · Mathematics 2022-06-02 Emmanuil H. Georgoulis , Michail Loulakis , Asterios Tsiourvas

Recently, it has been proposed in the literature to employ deep neural networks (DNNs) together with stochastic gradient descent methods to approximate solutions of PDEs. There are also a few results in the literature which prove that DNNs…

Numerical Analysis · Mathematics 2022-06-29 Philipp Grohs , Arnulf Jentzen , Diyora Salimova

It is a challenging topic in applied mathematics to solve high-dimensional nonlinear partial differential equations (PDEs). Standard approximation methods for nonlinear PDEs suffer under the curse of dimensionality (COD) in the sense that…

Machine Learning · Computer Science 2024-06-18 Julia Ackermann , Arnulf Jentzen , Benno Kuckuck , Joshua Lee Padgett

In this paper we consider PIDEs with gradient-independent Lipschitz continuous nonlinearities and prove that deep neural networks with ReLU activation function can approximate solutions of such semilinear PIDEs without curse of…

Numerical Analysis · Mathematics 2025-01-22 Ariel Neufeld , Tuan Anh Nguyen , Sizhou Wu

We propose a deep neural network architecture for storing approximate Lyapunov functions of systems of ordinary differential equations. Under a small-gain condition on the system, the number of neurons needed for an approximation of a…

Optimization and Control · Mathematics 2020-05-20 Lars Grüne

We propose a new method to deal with the essential boundary conditions encountered in the deep learning-based numerical solvers for partial differential equations. The trial functions representing by deep neural networks are…

Numerical Analysis · Mathematics 2021-04-06 Yulei Liao , Pingbing Ming

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

Artificial neural networks (ANNs) have very successfully been used in numerical simulations for a series of computational problems ranging from image classification/image recognition, speech recognition, time series analysis, game…

Numerical Analysis · Mathematics 2023-08-02 Philipp Grohs , Fabian Hornung , Arnulf Jentzen , Philippe von Wurstemberger

In insurance mathematics optimal control problems over an infinite time horizon arise when computing risk measures. Their solutions correspond to solutions of deterministic semilinear (degenerate) elliptic partial differential equations. In…

Mathematical Finance · Quantitative Finance 2020-12-11 Stefan Kremsner , Alexander Steinicke , Michaela Szölgyenyi

Neural networks capable of accurate, input-conditional uncertainty representation are essential for real-world AI systems. Deep ensembles of Gaussian networks have proven highly effective for continuous regression due to their ability to…

Machine Learning · Computer Science 2025-10-02 Spencer Young , Porter Jenkins , Longchao Da , Jeff Dotson , Hua Wei

Fully connected multilayer perceptrons are used for obtaining numerical solutions of partial differential equations in various dimensions. Independent variables are fed into the input layer, and the output is considered as solution's value.…

Neural and Evolutionary Computing · Computer Science 2020-01-28 V. I. Avrutskiy

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

Classical numerical methods for solving partial differential equations suffer from the curse dimensionality mainly due to their reliance on meticulously generated spatio-temporal grids. Inspired by modern deep learning based techniques for…

Machine Learning · Statistics 2018-04-20 Maziar Raissi

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

In recent years, there has been a growing interest in leveraging deep learning and neural networks to address scientific problems, particularly in solving partial differential equations (PDEs). However, many neural network-based methods…

Machine Learning · Computer Science 2024-04-24 Adrian Celaya , Keegan Kirk , David Fuentes , Beatrice Riviere

This paper proposes a deep-learning-based domain decomposition method (DeepDDM), which leverages deep neural networks (DNN) to discretize the subproblems divided by domain decomposition methods (DDM) for solving partial differential…

Numerical Analysis · Mathematics 2020-04-13 Wuyang Li , Xueshuang Xiang , Yingxiang Xu

This study presents a two-level Deep Domain Decomposition Method (Deep-DDM) augmented with a coarse-level network for solving boundary value problems using physics-informed neural networks (PINNs). The addition of the coarse level network…

Machine Learning · Computer Science 2024-08-23 Victorita Dolean , Serge Gratton , Alexander Heinlein , Valentin Mercier