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We revisit the analogy between feed-forward deep neural networks (DNNs) and discrete dynamical systems derived from neural integral equations and their corresponding partial differential equation (PDE) forms. A comparative analysis between…
In this paper we propose a new methodology for decision-making under uncertainty using recent advancements in the areas of nonlinear stochastic optimal control theory, applied mathematics, and machine learning. Grounded on the fundamental…
Recently, machine learning methods have gained significant traction in scientific computing, particularly for solving Partial Differential Equations (PDEs). However, methods based on deep neural networks (DNNs) often lack convergence…
We present a deep learning algorithm for the numerical solution of parametric families of high-dimensional linear Kolmogorov partial differential equations (PDEs). Our method is based on reformulating the numerical approximation of a whole…
Semilinear parabolic partial differential equations (PDEs) are fundamental to modeling complex dynamical systems across scientific domains. The Deep Backward Stochastic Differential Equation (BSDE) method is a promising approach for…
In this paper, a physics-informed multiresolution wavelet neural network (PIMWNN) method is proposed for solving partial differential equations (PDEs). This method uses the multiresolution wavelet neural network (MWNN) to approximate…
Within the family of explainable machine-learning, we present Fredholm neural networks (Fredholm NNs): deep neural networks (DNNs) architectures motivated by fixed-point iteration schemes for the solution of linear and nonlinear Fredholm…
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…
Recent years have witnessed a growth in mathematics for deep learning--which seeks a deeper understanding of the concepts of deep learning with mathematics and explores how to make it more robust--and deep learning for mathematics, where…
Deep neural networks (DNNs), especially physics-informed neural networks (PINNs), have recently become a new popular method for solving forward and inverse problems governed by partial differential equations (PDEs). However, these methods…
Many scientific and industrial applications require solving Partial Differential Equations (PDEs) to describe the physical phenomena of interest. Some examples can be found in the fields of aerodynamics, astrodynamics, combustion and many…
In recent years, neural networks have achieved remarkable progress in various fields and have also drawn much attention in applying them on scientific problems. A line of methods involving neural networks for solving partial differential…
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…
Deep neural networks (DNN) have been used to model nonlinear relations between physical quantities. Those DNNs are embedded in physical systems described by partial differential equations (PDE) and trained by minimizing a loss function that…
We propose an approach to solving partial differential equations (PDEs) using a set of neural networks which we call Neural Basis Functions (NBF). This NBF framework is a novel variation of the POD DeepONet operator learning approach where…
Partial differential equations (PDEs) play a fundamental role in modeling and simulating problems across a wide range of disciplines. Recent advances in deep learning have shown the great potential of physics-informed neural networks…
Machine learning based partial differential equations (PDEs) solvers have received great attention in recent years. Most progress in this area has been driven by deep neural networks such as physics-informed neural networks (PINNs) and…
This paper presents machine learning techniques and deep reinforcement learningbased algorithms for the efficient resolution of nonlinear partial differential equations and dynamic optimization problems arising in investment decisions and…
We develop a numerical framework, the Deep Tangent Bundle (DTB) method, that is suitable for computing solutions of evolutionary partial differential equations (PDEs) in high dimensions. The main idea is to use the tangent bundle of an…
Neural networks have shown significant potential in solving partial differential equations (PDEs). While deep networks are capable of approximating complex functions, direct one-shot training often faces limitations in both accuracy and…