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The numerical solution of differential equations can be formulated as an inference problem to which formal statistical approaches can be applied. However, nonlinear partial differential equations (PDEs) pose substantial challenges from an…

Numerical Analysis · Mathematics 2021-08-26 Junyang Wang , Jon Cockayne , Oksana Chkrebtii , T. J. Sullivan , Chris. J. Oates

We present a subspace method based on neural networks (SNN) for solving the partial differential equation with high accuracy. The basic idea of our method is to use some functions based on neural networks as base functions to span a…

Numerical Analysis · Mathematics 2024-04-15 Zhaodong Xu , Zhiqiang Sheng

Physics informed neural networks (PINNs) have emerged as a powerful tool to provide robust and accurate approximations of solutions to partial differential equations (PDEs). However, PINNs face serious difficulties and challenges when…

Machine Learning · Computer Science 2023-07-11 Rajat Arora

I will demonstrate the effectiveness of Physics-Informed Neural Networks (PINNs) in solving partial differential equations (PDEs) when training data are scarce or noisy. The training data can be located either at the boundaries or within…

Solar and Stellar Astrophysics · Physics 2025-02-28 Hubert Baty

Many machine learning applications deal with high dimensional data. To make computations feasible and learning more efficient, it is often desirable to reduce the dimensionality of the input variables by finding linear combinations of the…

Machine Learning · Computer Science 2025-01-30 Wenjing Yang , Yuhong Yang

We propose a new algorithm for solving parabolic partial differential equations (PDEs) and backward stochastic differential equations (BSDEs) in high dimension, by making an analogy between the BSDE and reinforcement learning with the…

Numerical Analysis · Mathematics 2020-07-14 Weinan E , Jiequn Han , Arnulf Jentzen

Partial differential equations (PDEs) are ubiquitous in the world around us, modelling phenomena from heat and sound to quantum systems. Recent advances in deep learning have resulted in the development of powerful neural solvers; however,…

Artificial Intelligence · Computer Science 2023-11-13 Yolanne Yi Ran Lee

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

We propose a numerical method for solving high dimensional fully nonlinear partial differential equations (PDEs). Our algorithm estimates simultaneously by backward time induction the solution and its gradient by multi-layer neural…

Optimization and Control · Mathematics 2021-01-27 Huyen Pham , Xavier Warin , Maximilien Germain

Pseudo-Hamiltonian neural networks (PHNN) were recently introduced for learning dynamical systems that can be modelled by ordinary differential equations. In this paper, we extend the method to partial differential equations. The resulting…

Machine Learning · Computer Science 2024-01-03 Sølve Eidnes , Kjetil Olsen Lye

Physics-Informed Neural Networks (PINN) are neural networks (NNs) that encode model equations, like Partial Differential Equations (PDE), as a component of the neural network itself. PINNs are nowadays used to solve PDEs, fractional…

Spectral methods are an important part of scientific computing's arsenal for solving partial differential equations (PDEs). However, their applicability and effectiveness depend crucially on the choice of basis functions used to expand the…

Numerical Analysis · Mathematics 2021-11-10 Brek Meuris , Saad Qadeer , Panos Stinis

In exchange for large quantities of data and processing power, deep neural networks have yielded models that provide state of the art predication capabilities in many fields. However, a lack of strong guarantees on their behaviour have…

Machine Learning · Computer Science 2020-01-22 Haakon Robinson , Adil Rasheed , Omer San

As an emerging technology in deep learning, physics-informed neural networks (PINNs) have been widely used to solve various partial differential equations (PDEs) in engineering. However, PDEs based on practical considerations contain…

Machine Learning · Computer Science 2021-11-11 Yuhao Huang

In this paper we develop a new machinery to study the capacity of artificial neural networks (ANNs) to approximate high-dimensional functions without suffering from the curse of dimensionality. Specifically, we introduce a concept which we…

Numerical Analysis · Mathematics 2025-01-29 Pierfrancesco Beneventano , Patrick Cheridito , Arnulf Jentzen , Philippe von Wurstemberger

In recent years, Physics-Informed Neural Networks (PINNs) have become a representative method for solving partial differential equations (PDEs) with neural networks. PINNs provide a novel approach to solving PDEs through optimization…

Computational Physics · Physics 2024-11-28 Weiwei Zhang , Wei Suo , Jiahao Song , Wenbo Cao

In this article, we investigate the existence of a deep neural network (DNN) capable of approximating solutions to partial integro-differential equations while circumventing the curse of dimensionality. Using the Feynman-Kac theorem, we…

Numerical Analysis · Mathematics 2025-01-22 Marcin Baranek

Deep learning research aims at discovering learning algorithms that discover multiple levels of distributed representations, with higher levels representing more abstract concepts. Although the study of deep learning has already led to…

Machine Learning · Computer Science 2013-06-10 Yoshua Bengio

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

We introduce a new class of non-linear models for functional data based on neural networks. Deep learning has been very successful in non-linear modeling, but there has been little work done in the functional data setting. We propose two…

Machine Learning · Computer Science 2023-05-11 Aniruddha Rajendra Rao , Matthew Reimherr