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We propose machine learning methods for solving fully nonlinear partial differential equations (PDEs) with convex Hamiltonian. Our algorithms are conducted in two steps. First the PDE is rewritten in its dual stochastic control…

Computational Finance · Quantitative Finance 2022-05-23 William Lefebvre , Grégoire Loeper , Huyên Pham

As further progress in the accurate and efficient computation of coupled partial differential equations (PDEs) becomes increasingly difficult, it has become highly desired to develop new methods for such computation. In deviation from…

Numerical Analysis · Mathematics 2021-03-17 H. S. Tang , L. Li , M. Grossberg , Y. J. Liu , Y. M. Jia , S. S. Li , W. B. Dong

We propose a unified framework for delay differential equations (DDEs) based on deep neural networks (DNNs) - the neural delay differential equations (NDDEs), aimed at solving the forward and inverse problems of delay differential…

Machine Learning · Computer Science 2024-08-27 Housen Wang , Yuxing Chen , Sirong Cao , Xiaoli Wang , Qiang Liu

In this work, we present a machine learning approach for reducing the error when numerically solving time-dependent partial differential equations (PDE). We use a fully convolutional LSTM network to exploit the spatiotemporal dynamics of…

Machine Learning · Computer Science 2020-02-11 Ben Stevens , Tim Colonius

Methods for solving scientific computing and inference problems, such as kernel- and neural network-based approaches for partial differential equations (PDEs), inverse problems, and supervised learning tasks, depend crucially on the choice…

Machine Learning · Statistics 2025-10-08 Nicholas H. Nelsen , Houman Owhadi , Andrew M. Stuart , Xianjin Yang , Zongren Zou

Learning time-dependent partial differential equations (PDEs) that govern evolutionary observations is one of the core challenges for data-driven inference in many fields. In this work, we propose to capture the essential dynamics of…

Numerical Analysis · Mathematics 2021-09-07 Ricardo A. Delgadillo , Jingwei Hu , Haizhao Yang

Deep neural networks (DNNs) have been widely used to solve partial differential equations (PDEs) in recent years. In this work, a novel deep learning-based framework named Particle Weak-form based Neural Networks (ParticleWNN) is developed…

Machine Learning · Computer Science 2023-11-14 Yaohua Zang , Gang Bao

Most uses of machine learning today involve training a model from scratch for a particular task, or sometimes starting with a model pretrained on a related task and then fine-tuning on a downstream task. Both approaches offer limited…

Machine Learning · Computer Science 2022-05-26 Andrea Gesmundo , Jeff Dean

Surface partial differential equations arise in numerous scientific and engineering applications. Their numerical solution on static and evolving surfaces remains challenging due to geometric complexity and, for evolving geometries, the…

Numerical Analysis · Mathematics 2026-03-03 Jingbo Sun , Fei Wang

Solving partial differential equations (PDE) is an indispensable part of many branches of science as many processes can be modelled in terms of PDEs. However, recent numerical solvers require manual discretization of the underlying equation…

Substantial efforts have been made on improving the generalization abilities of deep neural networks (DNNs) in order to obtain better performances without introducing more parameters. On the other hand, meta-learning approaches exhibit…

Machine Learning · Computer Science 2020-11-03 Xiang Deng , Zhongfei Zhang

In this paper, we present an initial attempt to learn evolution PDEs from data. Inspired by the latest development of neural network designs in deep learning, we propose a new feed-forward deep network, called PDE-Net, to fulfill two…

Numerical Analysis · Mathematics 2018-01-03 Zichao Long , Yiping Lu , Xianzhong Ma , Bin Dong

I provide an introduction to the application of deep learning and neural networks for solving partial differential equations (PDEs). The approach, known as physics-informed neural networks (PINNs), involves minimizing the residual of the…

Computational Physics · Physics 2024-03-04 Hubert Baty

Ordinary and partial differential equations (ODEs/PDEs) play a paramount role in analyzing and simulating complex dynamic processes across all corners of science and engineering. In recent years machine learning tools are aspiring to…

Machine Learning · Computer Science 2021-06-11 Sifan Wang , Paris Perdikaris

This research introduces an extended application of neural networks for solving nonlinear partial differential equations (PDEs). A neural network, combined with a pseudo-arclength continuation, is proposed to construct bifurcation diagrams…

Numerical Analysis · Mathematics 2025-07-24 Muhammad Luthfi Shahab , Hadi Susanto

We present a novel method for using Neural Networks (NNs) for finding solutions to a class of Partial Differential Equations (PDEs). Our method builds on recent advances in Neural Radiance Field research (NeRFs) and allows for a NN to…

Machine Learning · Computer Science 2022-05-31 Jaroslaw Rzepecki , Daniel Bates , Chris Doran

Over the past decade, deep neural networks have demonstrated significant success using the training scheme that involves mini-batch stochastic gradient descent on extensive datasets. Expanding upon this accomplishment, there has been a…

Machine Learning · Computer Science 2024-11-11 Jaehyeon Son , Soochan Lee , Gunhee Kim

In certain practical engineering applications, there is an urgent need to perform repetitive solving of partial differential equations (PDEs) in a short period. This paper primarily considers three scenarios requiring extensive repetitive…

Numerical Analysis · Mathematics 2025-08-06 Bo Yang , Xingquan Li , Jie Zhao , Ying Jiang

The optimization of Artificial Neural Networks (ANNs) is an important task to the success of using these models in real-world applications. The solutions adopted to this task are expensive in general, involving trial-and-error procedures or…

Neural and Evolutionary Computing · Computer Science 2021-09-29 Tarsicio Lucas , Teresa Ludermir , Ricardo Prudencio , Carlos Soares

Physics-informed neural operators offer a powerful framework for learning solution operators of partial differential equations (PDEs) by combining data and physics losses. However, these physics losses rely on derivatives. Computing these…

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