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We perform an exploratory study of a new approach for evaluating Feynman integrals numerically. We apply the recently-proposed framework of physics-informed deep learning to train neural networks to approximate the solution to the…

High Energy Physics - Phenomenology · Physics 2024-07-24 Francesco Calisto , Ryan Moodie , Simone Zoia

This paper introduces a novel neural network-based approach to solving the Monge-Amp\`ere equation with the transport boundary condition, specifically targeted towards optical design applications. We leverage multilayer perceptron networks…

Machine Learning · Computer Science 2024-10-28 Roel Hacking , Lisa Kusch , Koondanibha Mitra , Martijn Anthonissen , Wilbert IJzerman

This paper presents the potential of applying physics-informed neural networks for solving nonlinear multiphysics problems, which are essential to many fields such as biomedical engineering, earthquake prediction, and underground energy…

Computational Engineering, Finance, and Science · Computer Science 2020-07-01 Teeratorn Kadeethum , Thomas M Jorgensen , Hamidreza M Nick

In this work, we extend deep learning-based numerical methods to fully coupled forward-backward stochastic differential equations (FBSDEs) within a non-Markovian framework. Error estimates and convergence are provided. In contrast to the…

Mathematical Finance · Quantitative Finance 2025-11-25 Hasib Uddin Molla , Matthew Backhouse , Ankit Banarjee , Jinniao Qiu

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…

Machine Learning · Computer Science 2026-05-21 Abhisek Ganguly , Santosh Ansumali , Sauro Succi

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 · Computer Science 2022-01-31 Pu Ren , Chengping Rao , Yang Liu , Jianxun Wang , Hao Sun

We analyze neural network solutions to partial differential equations obtained with Physics Informed Neural Networks. In particular, we apply tools of classical finite element error analysis to obtain conclusions about the error of the Deep…

Numerical Analysis · Mathematics 2022-10-24 Piotr Minakowski , Thomas Richter

The Burgers equation is a well-established test case in the computational modeling of several phenomena such as fluid dynamics, gas dynamics, shock theory, cosmology, and others. In this work, we present the application of Physics-Informed…

Machine Learning · Computer Science 2023-10-25 Vitória Biesek , Pedro Henrique de Almeida Konzen

Obtaining meaningful solutions for inverse problems has been a major challenge with many applications in science and engineering. Recent machine learning techniques based on proximal and diffusion-based methods have shown promising results.…

Machine Learning · Computer Science 2024-02-08 Moshe Eliasof , Eldad Haber , Eran Treister

We propose new machine learning schemes for solving high dimensional nonlinear partial differential equations (PDEs). Relying on the classical backward stochastic differential equation (BSDE) representation of PDEs, our algorithms estimate…

Probability · Mathematics 2020-06-08 Côme Huré , Huyên Pham , Xavier Warin

We introduce a deep neural network based method for solving a class of elliptic partial differential equations. We approximate the solution of the PDE with a deep neural network which is trained under the guidance of a probabilistic…

Machine Learning · Computer Science 2020-08-26 Jihun Han , Mihai Nica , Adam R Stinchcombe

Feed-forward neural networks are a novel class of variational wave functions for correlated many-body quantum systems. Here, we propose a specific neural network ansatz suitable for systems with real-valued wave functions. Its…

Strongly Correlated Electrons · Physics 2022-07-06 Ao Chen , Kenny Choo , Nikita Astrakhantsev , Titus Neupert

In recent years, deep learning techniques have shown great success in various tasks related to inverse problems, where a target quantity of interest can only be observed through indirect measurements by a forward operator. Common approaches…

Numerical Analysis · Mathematics 2024-03-18 Matthias Beckmann , Nick Heilenkötter

We propose to solve polynomial hyperbolic partial differential equations (PDEs) with convex optimization. This approach is based on a very weak notion of solution of the nonlinear equation, namely the measure-valued (mv) solution,…

Analysis of PDEs · Mathematics 2018-07-09 Swann Marx , Tillmann Weisser , Didier Henrion , Jean Lasserre

The fractional advection-dispersion equation (FADE) has attracted increased attention from researchers as it provides an accurate description for challenging phenomenas with long-range time memory and spatial interactions, such as the…

Numerical Analysis · Mathematics 2019-02-12 Huan Liu , Hong Wang , Xiangcheng Zheng

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

Solving high-dimensional parabolic partial differential equations (PDEs) with deep learning methods is often computationally and memory intensive, primarily due to the need for automatic differentiation (AD) to compute large Hessian…

Numerical Analysis · Mathematics 2026-01-13 Wei Cai , Shuixin Fang , Tao Zhou

Recently, progress has been made in the application of neural networks to the numerical analysis of partial differential equations (PDEs). In the latter the variational formulation of the Poisson problem is used in order to obtain an…

Numerical Analysis · Mathematics 2020-01-14 Johannes Müller , Marius Zeinhofer

Fractional diffusion equations have been an effective tool for modeling anomalous diffusion in complicated systems. However, traditional numerical methods require expensive computation cost and storage resources because of the memory effect…

Numerical Analysis · Mathematics 2022-11-23 Xiong-bin Yan , Zhi-Qin John Xu , Zheng Ma

Deep learning (DL) has achieved great success in many applications, but it has been less well analyzed from the theoretical perspective. The unexplainable success of black-box DL models has raised questions among scientists and promoted the…

Robotics · Computer Science 2023-08-25 Huu-Thiet Nguyen , Chien Chern Cheah , Kar-Ann Toh