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We propose machine learning methods for solving fully nonlinear partial differential equations (PDEs) with convex Hamiltonian. Our algorithms are conducted in two steps. First the PDE is rewritten in its dual stochastic control…

Computational Finance · Quantitative Finance 2022-05-23 William Lefebvre , Grégoire Loeper , Huyên Pham

The numerical solution of partial differential equations (PDEs) is challenging because of the need to resolve spatiotemporal features over wide length and timescales. Often, it is computationally intractable to resolve the finest features…

Disordered Systems and Neural Networks · Physics 2019-08-22 Yohai Bar-Sinai , Stephan Hoyer , Jason Hickey , Michael P. Brenner

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…

Machine Learning · Computer Science 2019-04-16 Tim Dockhorn

Physics-Informed Neural Networks (PINNs) have become a kind of attractive machine learning method for obtaining solutions of partial differential equations (PDEs). Training PINNs can be seen as a semi-supervised learning task, in which only…

Machine Learning · Computer Science 2022-10-25 Jia Guo , Haifeng Wang , Chenping Hou

We deal with the numerical solution of linear partial differential equations (PDEs) with focus on the goal-oriented error estimates including algebraic errors arising by an inaccurate solution of the corresponding algebraic systems. The…

Numerical Analysis · Mathematics 2020-01-08 Vít Dolejší , Petr Tichý

Solving partial differential equations (PDEs) is a fundamental problem in science and engineering. While neural PDE solvers can be more efficient than established numerical solvers, they often require large amounts of training data that is…

Machine Learning · Computer Science 2025-03-25 Daniel Musekamp , Marimuthu Kalimuthu , David Holzmüller , Makoto Takamoto , Mathias Niepert

We explore in detail a method to solve ordinary differential equations using feedforward neural networks. We prove a specific loss function, which does not require knowledge of the exact solution, to be a suitable standard metric to…

Computational Physics · Physics 2020-06-02 Liam L. H. Lau , Denis Werth

Compared to purely data-driven methods, a key feature of physics-informed neural networks (PINNs) - a proven powerful tool for solving partial differential equations (PDEs) - is the embedding of PDE constraints into the loss function. The…

Computational Physics · Physics 2024-09-04 Shuning Lin , Yong Chen

As we know differential equations are very useful for electrical engineers to solve a variety of problems like: voltage across a capacitor, input versus output voltage, etc. Therefore, the goal of this paper is to find the solutions of…

Numerical Analysis · Mathematics 2026-01-07 Vijay Kumar Patel , Abhishekh , Dileep Kumar , Nitin Kumar

In this paper, we investigate the use of single hidden-layer neural networks as a family of ansatz functions for the resolution of partial differential equations (PDEs). In particular, we train the network via Extreme Learning Machines…

Numerical Analysis · Mathematics 2025-06-30 Davide Elia De Falco , Enrico Schiassi , Francesco Calabrò

This article investigates the effect of explicitly adding auxiliary algebraic trajectory information to neural networks for dynamical systems. We draw inspiration from the field of differential-algebraic equations and differential equations…

Machine Learning · Computer Science 2024-03-13 Tue Boesen , Eldad Haber , Uri Michael Ascher

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…

Numerical Analysis · Mathematics 2025-09-23 Chunyang Liao

With the recent study of deep learning in scientific computation, the Physics-Informed Neural Networks (PINNs) method has drawn widespread attention for solving Partial Differential Equations (PDEs). Compared to traditional methods, PINNs…

Machine Learning · Computer Science 2024-07-08 Yuling Jiao , Di Li , Xiliang Lu , Jerry Zhijian Yang , Cheng Yuan

Solving partial differential equations (PDEs) using neural networks has become a central focus in scientific machine learning. Training neural networks for singularly perturbed problems is particularly challenging due to certain parameters…

Machine Learning · Computer Science 2025-05-30 Chuqi Chen , Yahong Yang , Yang Xiang , Wenrui Hao

Neural solvers for partial differential equations (PDEs) have great potential to generate fast and accurate physics solutions, yet their practicality is currently limited by their generalizability. PDEs evolve over broad scales and exhibit…

Machine Learning · Computer Science 2024-12-06 Anthony Zhou , Amir Barati Farimani

In this work, we present an adaptive adjoint-oriented neural network (adaptive AONN) for solving parametric optimal control problems governed by partial differential equations. The proposed method integrates deep adaptive sampling…

Optimization and Control · Mathematics 2025-12-23 Zikang Yuan , Guanjie Wang , Qifeng Liao

Optimization methods (optimizers) get special attention for the efficient training of neural networks in the field of deep learning. In literature there are many papers that compare neural models trained with the use of different…

Machine Learning · Computer Science 2020-11-17 Nicola Landro , Ignazio Gallo , Riccardo La Grassa

Based on neural network and adaptive subspace approximation method, we propose a new machine learning method for solving partial differential equations. The neural network is adopted to build the basis of the finite dimensional subspace.…

Numerical Analysis · Mathematics 2024-12-04 Zhongshuo Lin , Yifan Wang , Hehu Xie

In this work, we present a parallel scheme for machine learning of partial differential equations. The scheme is based on the decomposition of the training data corresponding to spatial subdomains, where an individual neural network is…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-03-03 Amin Totounferoush , Neda Ebrahimi Pour , Sabine Roller , Miriam Mehl

Machine Learning (ML) is increasingly used to construct surrogate models for physical simulations. We take advantage of the ability to generate data using numerical simulations programs to train ML models better and achieve accuracy gain…

Computational Physics · Physics 2021-01-29 Paul Novello , Gaël Poëtte , David Lugato , Pietro Congedo
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