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We consider a mixed finite element method for a biharmonic equation with clamped boundary conditions based on biorthogonal systems with weakly imposed Dirichlet boundary condition. We show that the weak imposition of the boundary condition…

Numerical Analysis · Mathematics 2023-05-18 Bishnu P Lamichhane

A significant advancement in Neural Network (NN) research is the integration of domain-specific knowledge through custom loss functions. This approach addresses a crucial challenge: how can models utilize physics or mathematical principles…

Machine Learning · Computer Science 2025-03-27 Seyedeh Azadeh Fallah Mortezanejad , Ruochen Wang , Ali Mohammad-Djafari

Deep neural networks (DNNs) have emerged as a powerful tool with a growing body of literature exploring Lyapunov-based approaches for real-time system identification and control. These methods depend on establishing bounds for the second…

Systems and Control · Electrical Eng. & Systems 2026-05-20 Omkar Sudhir Patil , Brandon C. Fallin , Cristian F. Nino , Rebecca G. Hart , Warren E. Dixon

This paper presents a novel and direct approach to price boundary and final-value problems, corresponding to barrier options, using forward deep learning to solve forward-backward stochastic differential equations (FBSDEs). Barrier…

Computational Finance · Quantitative Finance 2024-09-13 Narayan Ganesan , Yajie Yu , Bernhard Hientzsch

Partial Differential Equations (PDE) are fundamental to model different phenomena in science and engineering mathematically. Solving them is a crucial step towards a precise knowledge of the behaviour of natural and engineered systems. In…

A state-of-the-art deep domain decomposition method (D3M) based on the variational principle is proposed for partial differential equations (PDEs). The solution of PDEs can be formulated as the solution of a constrained optimization…

Machine Learning · Computer Science 2020-04-03 Ke Li , Kejun Tang , Tianfan Wu , Qifeng Liao

The introduction of Physics-informed Neural Networks (PINNs) has led to an increased interest in deep neural networks as universal approximators of PDEs in the solid mechanics community. Recently, the Deep Energy Method (DEM) has been…

Computational Engineering, Finance, and Science · Computer Science 2022-01-26 Jan N. Fuhg , Nikolaos Bouklas

An easy to implement modulus-squared Dirichlet (MSD) boundary condition is formulated for numerical simulations of time-dependent complex partial differential equations in multidimensional settings. The MSD boundary condition approximates a…

Numerical Analysis · Computer Science 2011-10-05 R. M. Caplan , R. Carretero-González

In recent years, physical informed neural networks (PINNs) have been shown to be a powerful tool for solving PDEs empirically. However, numerical analysis of PINNs is still missing. In this paper, we prove the convergence rate to PINNs for…

Numerical Analysis · Mathematics 2022-04-13 Yuling Jiao , Yanming Lai , Dingwei Li , Xiliang Lu , Fengru Wang , Yang Wang , Jerry Zhijian Yang

The accurate representation of numerous physical, chemical, and biological processes relies heavily on differential equations (DEs), particularly nonlinear differential equations (NDEs). While understanding these complex systems…

Numerical Analysis · Mathematics 2025-10-17 Mara Martinez , B. Veena S. N. Rao , S. M. Mallikarjunaiah

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

We construct a finite element like scheme for fully non-linear integro-partial differential equations arising in optimal control of jump-processes. Special cases of these equations include optimal portfolio and option pricing equations in…

Numerical Analysis · Mathematics 2008-05-22 Fabio Camilli , Espen R. Jakobsen

Regularizing continual learning techniques is important for anticipating algorithmic behavior under new realizations of data. We introduce a new approach to continual learning by imposing the properties of a parabolic partial differential…

Machine Learning · Computer Science 2025-03-05 Haoming Yang , Ali Hasan , Vahid Tarokh

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

In this paper, based on the combination of finite element mesh and neural network, a novel type of neural network element space and corresponding machine learning method are designed for solving partial differential equations. The…

Numerical Analysis · Mathematics 2025-04-24 Yifan Wang , Zhongshuo Lin , Hehu Xie

Recent work on Path-Dependent Partial Differential Equations (PPDEs) has shown that PPDE solutions can be approximated by a probabilistic representation, implemented in the literature by the estimation of conditional expectations using…

Machine Learning · Computer Science 2022-10-05 Jiang Yu Nguwi , Nicolas Privault

Kernel-based approach to operator approximation for partial differential equations has been shown to be unconditionally stable for linear PDEs and numerically exhibit unconditional stability for non-linear PDEs. These methods have the same…

Numerical Analysis · Mathematics 2025-11-25 Andrew Christlieb , Sining Gong , Hyoseon Yang

Soft- and hard-constrained Physics Informed Neural Networks (PINNs) have achieved great success in solving partial differential equations (PDEs). However, these methods still face great challenges when solving the Navier-Stokes equations…

Fluid Dynamics · Physics 2024-11-14 Chuyu Zhou , Tianyu Li , Chenxi Lan , Rongyu Du , Guoguo Xin , Pengyu Nan , Hangzhou Yang , Guoqing Wang , Xun Liu , Wei Li

Thanks to their universal approximation properties and new efficient training strategies, Deep Neural Networks are becoming a valuable tool for the approximation of mathematical operators. In the present work, we introduce Mesh-Informed…

Numerical Analysis · Mathematics 2023-05-08 Nicola Rares Franco , Andrea Manzoni , Paolo Zunino

Physics-informed neural networks (PINNs) offer a novel AI-driven framework for integrating physical laws directly into neural network models, facilitating the solution of complex multiphysics problems in materials engineering. This study…

Materials Science · Physics 2025-10-14 Mohid Farooqi , Ingmar Bösing , Conrard G. Tetsassi Feugmo
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