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(Partial) differential equations (PDEs) are fundamental tools for describing natural phenomena, making their solution crucial in science and engineering. While traditional methods, such as the finite element method, provide reliable…
In this paper we establish a connection between non-convex optimization methods for training deep neural networks and nonlinear partial differential equations (PDEs). Relaxation techniques arising in statistical physics which have already…
Partial Differential Equations (PDEs) are used to model a variety of dynamical systems in science and engineering. Recent advances in deep learning have enabled us to solve them in a higher dimension by addressing the curse of…
Recent work in deep learning focuses on solving physical systems in the Ordinary Differential Equation or Partial Differential Equation. This current work proposed a variant of Convolutional Neural Networks (CNNs) that can learn the hidden…
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…
In recent years, deep learning technology has been used to solve partial differential equations (PDEs), among which the physics-informed neural networks (PINNs) emerges to be a promising method for solving both forward and inverse PDE…
We develop a framework for estimating unknown partial differential equations from noisy data, using a deep learning approach. Given noisy samples of a solution to an unknown PDE, our method interpolates the samples using a neural network,…
Partial differential equations (PDEs) that fit scientific data can represent physical laws with explainable mechanisms for various mathematically-oriented subjects, such as physics and finance. The data-driven discovery of PDEs from…
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…
We propose a quantum machine learning framework for approximating solutions to high-dimensional parabolic partial differential equations (PDEs) that can be reformulated as backward stochastic differential equations (BSDEs). In contrast to…
In recent years, Scientific Machine Learning (SciML) methods for solving partial differential equations (PDEs) have gained increasing popularity. Within such a paradigm, Physics-Informed Neural Networks (PINNs) are novel deep learning…
Deep learning has become a popular tool across many scientific fields, including the study of differential equations, particularly partial differential equations. This work introduces the basic principles of deep learning and the Deep…
In this paper, a highly parallel and derivative-free martingale neural network learning method is proposed to solve Hamilton-Jacobi-Bellman (HJB) equations arising from stochastic optimal control problems (SOCPs), as well as general…
This research introduces a new method for the transition from partial to ordinary differential equations that is based on the Kolmogorov superposition theorem. In this paper, we discuss the numerical implementation of the Kolmogorov theorem…
We introduce a method that combines neural operators, physics-informed machine learning, and standard numerical methods for solving PDEs. The proposed approach extends each of the aforementioned methods and unifies them within a single…
In recent years residual neural networks (ResNets) as introduced by [He, K., Zhang, X., Ren, S., and Sun, J., Proceedings of the IEEE conference on computer vision and pattern recognition (2016), 770-778] have become very popular in a large…
Partial differential equations (PDEs) are important tools to model physical systems and including them into machine learning models is an important way of incorporating physical knowledge. Given any system of linear PDEs with constant…
We present the Deep Picard Iteration (DPI) method, a new deep learning approach for solving high-dimensional partial differential equations (PDEs). The core innovation of DPI lies in its use of Picard iteration to reformulate the typically…
It is a challenging topic in applied mathematics to solve high-dimensional nonlinear partial differential equations (PDEs). Standard approximation methods for nonlinear PDEs suffer under the curse of dimensionality (COD) in the sense that…
Partial differential equations play a fundamental role in the mathematical modelling of many processes and systems in physical, biological and other sciences. To simulate such processes and systems, the solutions of PDEs often need to be…