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This work develops a class of probabilistic algorithms for the numerical solution of nonlinear, time-dependent partial differential equations (PDEs). Current state-of-the-art PDE solvers treat the space- and time-dimensions separately,…

Numerical Analysis · Mathematics 2022-03-10 Nicholas Krämer , Jonathan Schmidt , Philipp Hennig

An accurate approximation of solutions to elliptic problems in infinite domains is challenging from a computational point of view. This is due to the need to replace the infinite domain with a sufficiently large and bounded computational…

Numerical Analysis · Mathematics 2024-10-22 Doghonay Arjmand , Filip Marttala

Motivated by recent research on Physics-Informed Neural Networks (PINNs), we make the first attempt to introduce the PINNs for numerical simulation of the elliptic Partial Differential Equations (PDEs) on 3D manifolds. PINNs are one of the…

Numerical Analysis · Mathematics 2021-03-05 Zhuochao Tang , Zhuojia Fu

Machine learning methods for solving nonlinear partial differential equations (PDEs) are hot topical issues, and different algorithms proposed in the literature show efficient numerical approximation in high dimension. In this paper, we…

Optimization and Control · Mathematics 2022-01-05 Maximilien Germain , Mathieu Laurière , Huyên Pham , Xavier Warin

To enhance solution accuracy and training efficiency in neural network approximation to partial differential equations, partitioned neural networks can be used as a solution surrogate instead of a single large and deep neural network…

Numerical Analysis · Mathematics 2023-08-17 Hee Jun Yang , Hyea Hyun Kim

Recently proposed numerical algorithms for solving high-dimensional nonlinear partial differential equations (PDEs) based on neural networks have shown their remarkable performance. We review some of them and study their convergence…

Analysis of PDEs · Mathematics 2021-09-17 Maximilien Germain , Huyen Pham , Xavier Warin

A multiscale numerical method is proposed for the solution of semi-linear elliptic stochastic partial differential equations with localized uncertainties and non-linearities, the uncertainties being modeled by a set of random parameters. It…

Numerical Analysis · Mathematics 2019-01-23 Anthony Nouy , Florent Pled

In this paper, we propose a method for computing eigenvalues of elliptic problems using Deep Learning techniques. A key feature of our approach is that it is independent of the space dimension and can compute arbitrary eigenvalues without…

Numerical Analysis · Mathematics 2026-03-04 Julian Fernandez Bonder , Ariel M. Salort

Multiscale and multiphysics problems need novel numerical methods in order for them to be solved correctly and predictively. To that end, we develop a wavelet based technique to solve a coupled system of nonlinear partial differential…

Numerical Analysis · Mathematics 2023-03-22 Cale Harnish , Luke Dalessandro , Karel Matous , Daniel Livescu

We introduce a deep neural network based method for solving a class of elliptic partial differential equations. We approximate the solution of the PDE with a deep neural network which is trained under the guidance of a probabilistic…

Machine Learning · Computer Science 2020-08-26 Jihun Han , Mihai Nica , Adam R Stinchcombe

Recent machine learning algorithms dedicated to solving semi-linear PDEs are improved by using different neural network architectures and different parameterizations. These algorithms are compared to a new one that solves a fixed point…

Machine Learning · Computer Science 2018-12-11 Quentin Chan-Wai-Nam , Joseph Mikael , Xavier Warin

We introduce a new numerical method based on machine learning to approximate the solution of elliptic partial differential equations with collocation using a set of sigmoidal functions. We show that a feedforward neural network with a…

Numerical Analysis · Mathematics 2023-03-24 Francesco Calabrò , Gianluca Fabiani , Constantinos Siettos

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

In this paper, we give interior gradient and Hessian estimates for systems of semi-linear degenerate elliptic partial differential equations on bounded domains, using both tools of backward stochastic differential equations and…

Probability · Mathematics 2018-08-01 Jun Dai , Shanjian Tang , Bingjie Wu

In recent work it has been established that deep neural networks are capable of approximating solutions to a large class of parabolic partial differential equations without incurring the curse of dimension. However, all this work has been…

Numerical Analysis · Mathematics 2020-08-18 Philipp Grohs , Lukas Herrmann

Fast and accurate solutions of time-dependent partial differential equations (PDEs) are of pivotal interest to many research fields, including physics, engineering, and biology. Generally, implicit/semi-implicit schemes are preferred over…

This paper studies an optimal control problem governed by a semilinear elliptic equation, in which the control acts in a multiplicative or bilinear way as the reaction coefficient of the equation. We focus on the numerical discretization of…

Optimization and Control · Mathematics 2025-06-25 Eduardo Casas , Konstantinos Chrysafinos , Mariano Mateos

Deep learning method is of great importance in solving partial differential equations. In this paper, inspired by the failure-informed idea proposed by Gao et.al. (SIAM Journal on Scientific Computing 45(4)(2023)) and as an improvement, a…

Numerical Analysis · Mathematics 2024-04-30 Jingyong Ying , Yaqi Xie , Jiao Li , Hongqiao Wang

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

The numerical solution of partial differential equations (PDEs) is challenging because of the need to resolve spatiotemporal features over wide length and timescales. Often, it is computationally intractable to resolve the finest features…

Disordered Systems and Neural Networks · Physics 2019-08-22 Yohai Bar-Sinai , Stephan Hoyer , Jason Hickey , Michael P. Brenner