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Initial-boundary value problems for integrable nonlinear partial differential equations have become tractable in recent years due to the development of so-called unified transform techniques. The main obstruction to applying these methods…

Analysis of PDEs · Mathematics 2014-12-16 Peter D. Miller , Zhenyun Qin

The present work addresses the challenge of training neural networks for Dynamic Initial Margin (DIM) computation in counterparty credit risk, a task traditionally burdened by the high costs associated with generating training datasets…

Computational Finance · Quantitative Finance 2024-07-24 Joel P. Villarino , Álvaro Leitao

Motivated by many applications in complex domains with boundaries exposed to large topological changes or deformations, fictitious domain methods regard the actual domain of interest as being embedded in a fixed Cartesian background. This…

Numerical Analysis · Mathematics 2020-03-17 Georgios Katsouleas , Efthymios N. Karatzas , Fotios Travlopanos

Neural networks can be trained to solve partial differential equations (PDEs) by using the PDE residual as the loss function. This strategy is called "physics-informed neural networks" (PINNs), but it currently cannot produce high-accuracy…

Machine Learning · Computer Science 2024-04-11 Qi Zeng , Yash Kothari , Spencer H. Bryngelson , Florian Schäfer

Simulations of complex physical systems are typically realized by discretizing partial differential equations (PDEs) on unstructured meshes. While neural networks have recently been explored for surrogate and reduced order modeling of PDE…

Machine Learning · Computer Science 2021-10-27 Jiayang Xu , Aniruddhe Pradhan , Karthik Duraisamy

The theory of mixed finite element methods for solving different types of elliptic partial differential equations in saddle point formulation is well established since many decades. This topic was mostly studied for variational formulations…

Numerical Analysis · Mathematics 2024-03-04 Vitoriano Ruas

Acoustic and elastic wave equations are routinely used in geophysical and engineering studies to simulate the propagation of waves, with a broad range of applications, including seismology, near surface characterization, non-destructive…

Numerical Analysis · Mathematics 2022-09-05 Longfei Gao

Deep neural networks (DNN) have been used to model nonlinear relations between physical quantities. Those DNNs are embedded in physical systems described by partial differential equations (PDE) and trained by minimizing a loss function that…

Numerical Analysis · Mathematics 2020-02-26 Kailai Xu , Eric Darve

The approximation of solutions of partial differential equations (PDEs) with numerical algorithms is a central topic in applied mathematics. For many decades, various types of methods for this purpose have been developed and extensively…

Numerical Analysis · Mathematics 2024-08-26 Lukas Gonon , Arnulf Jentzen , Benno Kuckuck , Siyu Liang , Adrian Riekert , Philippe von Wurstemberger

We investigate the potential of applying (D)NN ((deep) neural networks) for approximating nonlinear mappings arising in the finite element discretization of nonlinear PDEs (partial differential equations). As an application, we apply the…

Numerical Analysis · Mathematics 2019-11-14 Tuyen Tran , Aidan Hamilton , Maricela Best McKay , Benjamin Quiring , Panayot S. Vassilevski

In this article we consider a priori error and pointwise estimates for finite element approximations of solutions to semilinear elliptic boundary value problems in d>=2 space dimensions, with nonlinearities satisfying critical growth…

Numerical Analysis · Mathematics 2011-12-22 Randolph E. Bank , Michael Holst , Ryan Szypowski , Yunrong Zhu

Neural networks have shown significant potential in solving partial differential equations (PDEs). While deep networks are capable of approximating complex functions, direct one-shot training often faces limitations in both accuracy and…

Numerical Analysis · Mathematics 2025-03-10 Mingxing Weng , Zhiping Mao , Jie Shen

Empirical interpolation method (EIM) is a well-known technique to efficiently approximate parameterized functions. This paper proposes to use EIM algorithm to efficiently reduce the dimension of the training data within supervised machine…

Machine Learning · Computer Science 2023-05-18 Harbir Antil , Madhu Gupta , Randy Price

Physics-informed neural networks (PINNs) have been proven as a promising way for solving various partial differential equations, especially high-dimensional ones and those with irregular boundaries. However, their capabilities in real…

Dynamical Systems · Mathematics 2026-03-27 Guojie Li , Wuyue Yang , Liu Hong

In recent years, Physics-Informed Neural Networks (PINNs) have emerged as a powerful and robust framework for solving nonlinear differential equations across a wide range of scientific and engineering disciplines, including biology,…

Fluid Dynamics · Physics 2025-11-19 Ritik Pal , Soubhik Mukherjee , Urmi Dutta , Arghya Choudhury

We present a unified hard-constraint framework for solving geometrically complex PDEs with neural networks, where the most commonly used Dirichlet, Neumann, and Robin boundary conditions (BCs) are considered. Specifically, we first…

Machine Learning · Computer Science 2023-06-06 Songming Liu , Zhongkai Hao , Chengyang Ying , Hang Su , Jun Zhu , Ze Cheng

In this work, we study the learning theory of reward modeling with pairwise comparison data using deep neural networks. We establish a novel non-asymptotic regret bound for deep reward estimators in a non-parametric setting, which depends…

Machine Learning · Statistics 2025-05-13 Yuanhang Luo , Yeheng Ge , Ruijian Han , Guohao Shen

Physics-informed neural networks (PINNs) represent a new paradigm for solving partial differential equations (PDEs) by integrating physical laws into the learning process of neural networks. However, ensuring that such frameworks fully…

Machine Learning · Computer Science 2025-12-12 Nanxi Chen , Sifan Wang , Rujin Ma , Airong Chen , Chuanjie Cui

Neural operators have emerged as powerful surrogates for the solution of partial differential equations (PDEs), yet their ability to handle general, highly variable boundary conditions (BCs) remains limited. Existing approaches often fail…

Machine Learning · Computer Science 2026-05-14 Sepehr Mousavi , Siddhartha Mishra , Laura De Lorenzis

The use of neural networks to approximate partial differential equations (PDEs) has gained significant attention in recent years. However, the approximation of PDEs with localised phenomena, e.g., sharp gradients and singularities, remains…

Numerical Analysis · Mathematics 2025-01-30 Santiago Badia , Wei Li , Alberto F. Martín