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We propose a deep learning algorithm for solving high-dimensional parabolic integro-differential equations (PIDEs) and high-dimensional forward-backward stochastic differential equations with jumps (FBSDEJs), where the jump-diffusion…
Neural networks are increasingly used to construct numerical solution methods for partial differential equations. In this expository review, we introduce and contrast three important recent approaches attractive in their simplicity and…
A mesh-free numerical method for solving linear elliptic PDE's using the local kernel theory that was developed for manifold learning is proposed. In particular, this novel approach exploits the local kernel theory which allows one to…
The use of deep learning methods for solving PDEs is a field in full expansion. In particular, Physical Informed Neural Networks, that implement a sampling of the physical domain and use a loss function that penalizes the violation of the…
High-dimensional partial-differential equations (PDEs) arise in a number of fields of science and engineering, where they are used to describe the evolution of joint probability functions. Their examples include the Boltzmann and…
This article investigates the use of random feature neural networks for learning Kolmogorov partial (integro-)differential equations associated to Black-Scholes and more general exponential L\'evy models. Random feature neural networks are…
We describe a neural-based method for generating exact or approximate solutions to differential equations in the form of mathematical expressions. Unlike other neural methods, our system returns symbolic expressions that can be interpreted…
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…
Can neural networks learn to solve partial differential equations (PDEs)? We investigate this question for two (systems of) PDEs, namely, the Poisson equation and the steady Navier--Stokes equations. The contributions of this paper are…
Numerical modelling is an essential approach to understanding the behavior of thermal plasmas in various industrial applications. We propose a deep learning method for solving the partial differential equations in thermal plasma models. In…
Recent works have shown that deep neural networks can be employed to solve partial differential equations, giving rise to the framework of physics informed neural networks. We introduce a generalization for these methods that manifests as a…
In this paper, we introduce the Deep Finite Volume Method (DFVM), an innovative deep learning framework tailored for solving high-order (order \(\geq 2\)) partial differential equations (PDEs). Our approach centers on a novel loss function…
Fast and accurate solution of time-dependent partial differential equations (PDEs) is of key interest in many research fields including physics, engineering, and biology. Generally, implicit schemes are preferred over the explicit ones for…
In this paper we introduce a procedure for identifying optimal methods in parametric families of numerical schemes for initial value problems in partial differential equations. The procedure maximizes accuracy by adaptively computing…
A numerical framework is proposed for identifying partial differential equations (PDEs) governing dynamical systems directly from their observation data using Chebyshev polynomial approximation. In contrast to data-driven approaches such as…
Recent progress in scientific machine learning (SciML) has opened up the possibility of training novel neural network architectures that solve complex partial differential equations (PDEs). Several (nearly data free) approaches have been…
Many real-world problems, like modelling environment dynamics, physical processes, time series etc., involve solving Partial Differential Equations (PDEs) parameterised by problem-specific conditions. Recently, a deep learning architecture…
We develop a novel deep learning technique, termed Deep Orthogonal Decomposition (DOD), for dimensionality reduction and reduced order modeling of parameter dependent partial differential equations. The approach consists in the construction…
Partial differential equations (PDEs) are widely used across the physical and computational sciences. Decades of research and engineering went into designing fast iterative solution methods. Existing solvers are general purpose, but may be…
We present a new framework for computing fine-scale solutions of multiscale Partial Differential Equations (PDEs) using operator learning tools. Obtaining fine-scale solutions of multiscale PDEs can be challenging, but there are many…