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In this paper, we propose efficient quantum algorithms for solving nonlinear stochastic differential equations (SDE) via the associated Fokker-Planck equation (FPE). We discretize the FPE in space and time using two well-known numerical…

Dynamical Systems · Mathematics 2023-08-01 Abeynaya Gnanasekaran , Amit Surana , Tuhin Sahai

The solution to partial differential equations using deep learning approaches has shown promising results for several classes of initial and boundary-value problems. However, their ability to surpass, particularly in terms of accuracy,…

Numerical Analysis · Mathematics 2023-08-23 Ziad Aldirany , Régis Cottereau , Marc Laforest , Serge Prudhomme

Fractional Differential Equations (FDEs) are essential tools for modelling complex systems in science and engineering. They extend the traditional concepts of differentiation and integration to non-integer orders, enabling a more precise…

Machine Learning · Computer Science 2025-03-27 C. Coelho , M. Fernanda P. Costa , L. L. Ferrás

Recent research works for solving partial differential equations (PDEs) with deep neural networks (DNNs) have demonstrated that spatiotemporal function approximators defined by auto-differentiation are effective for approximating nonlinear…

Numerical Analysis · Mathematics 2021-09-21 Haoxiang Huang , Yingjie Liu , Vigor Yang

The use of neural networks to approximate partial differential equations (PDEs) has gained significant attention in recent years. However, the approximation of PDEs with localised phenomena, e.g., sharp gradients and singularities, remains…

Numerical Analysis · Mathematics 2025-01-30 Santiago Badia , Wei Li , Alberto F. Martín

This study investigates the application of machine learning, specifically Fourier Neural Operator (FNO) and Convolutional Neural Network (CNN), to learn time-advancement operators for parametric partial differential equations (PDEs). Our…

Machine Learning · Computer Science 2024-02-19 Rixin Yu , Erdzan Hodzic

In this paper we propose a new model-based unsupervised learning method, called VarNet, for the solution of partial differential equations (PDEs) using deep neural networks (NNs). Particularly, we propose a novel loss function that relies…

Machine Learning · Computer Science 2019-12-17 Reza Khodayi-Mehr , Michael M. Zavlanos

Efficiently solving the Fokker-Planck equation (FPE) is crucial for understanding the probabilistic evolution of stochastic particles in dynamical systems, however, analytical solutions or density functions are only attainable in specific…

Computational Physics · Physics 2025-03-13 Xiaolong Wang , Jing Feng , Gege Wang , Tong Li , Yong Xu

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…

Quantum Physics · Physics 2023-06-28 Nishant Jain , Jonas Landman , Natansh Mathur , Iordanis Kerenidis

In this paper, an innovative Physical Model-driven Neural Network (PMNN) method is proposed to solve time-fractional differential equations. It establishes a temporal iteration scheme based on physical model-driven neural networks which…

Machine Learning · Computer Science 2023-10-10 Zhiying Ma , Jie Hou , Wenhao Zhu , Yaxin Peng , Ying Li

In the past decade, deep neural networks (DNNs) came to the fore as the leading machine learning algorithms for a variety of tasks. Their raise was founded on market needs and engineering craftsmanship, the latter based more on trial and…

Machine Learning · Computer Science 2021-04-14 Omry Cohen , Or Malka , Zohar Ringel

In this work, we present a hybrid numerical method for solving evolution partial differential equations (PDEs) by merging the time finite element method with deep neural networks. In contrast to the conventional deep learning-based…

Numerical Analysis · Mathematics 2024-09-05 Xiaodong Feng , Haojiong Shangguan , Tao Tang , Xiaoliang Wan , Tao Zhou

A state-of-the-art deep domain decomposition method (D3M) based on the variational principle is proposed for partial differential equations (PDEs). The solution of PDEs can be formulated as the solution of a constrained optimization…

Machine Learning · Computer Science 2020-04-03 Ke Li , Kejun Tang , Tianfan Wu , Qifeng Liao

In recent years, tremendous progress has been made on numerical algorithms for solving partial differential equations (PDEs) in a very high dimension, using ideas from either nonlinear (multilevel) Monte Carlo or deep learning. They are…

Numerical Analysis · Mathematics 2021-12-13 Weinan E , Jiequn Han , Arnulf Jentzen

Data-driven machine learning approaches are being increasingly used to solve partial differential equations (PDEs). They have shown particularly striking successes when training an operator, which takes as input a PDE in some family, and…

Machine Learning · Computer Science 2023-12-04 Tanya Marwah , Ashwini Pokle , J. Zico Kolter , Zachary C. Lipton , Jianfeng Lu , Andrej Risteski

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 studied the use of deep neural networks (DNNs) in the numerical solution of the oscillatory Fredholm integral equation of the second kind. It is known that the solution of the equation exhibits certain oscillatory behaviors due to the…

Numerical Analysis · Mathematics 2024-01-17 Jie Jiang , Yuesheng Xu

We propose the Factorized Fourier Neural Operator (F-FNO), a learning-based approach for simulating partial differential equations (PDEs). Starting from a recently proposed Fourier representation of flow fields, the F-FNO bridges the…

Machine Learning · Computer Science 2023-03-03 Alasdair Tran , Alexander Mathews , Lexing Xie , Cheng Soon Ong

Transfer learning for partial differential equations (PDEs) is to develop a pre-trained neural network that can be used to solve a wide class of PDEs. Existing transfer learning approaches require much information of the target PDEs such as…

Numerical Analysis · Mathematics 2023-01-30 Zezhong Zhang , Feng Bao , Lili Ju , Guannan Zhang

The least squares method with deep neural networks as function parametrization has been applied to solve certain high-dimensional partial differential equations (PDEs) successfully; however, its convergence is slow and might not be…

Numerical Analysis · Mathematics 2021-12-30 Yiqi Gu , Haizhao Yang , Chao Zhou