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First we show that physics-informed neural networks are not suitable for a large class of parabolic partial differential equations including the Fokker-Planck equation. Then we devise an algorithm to compute solutions of the Fokker-Planck…

Analysis of PDEs · Mathematics 2024-05-02 Pinak Mandal , Amit Apte

Deep Feynman-Kac method was first introduced to solve parabolic partial differential equations(PDE) by Beck et al. (SISC, V.43, 2021), named Deep Splitting method since they trained the Neural Networks step by step in the time direction. In…

Computational Engineering, Finance, and Science · Computer Science 2025-03-21 Xiaotao Zheng , Xingye Yue , Jiyang Shi

In this paper, neural network approximation methods are developed for elliptic partial differential equations with multi-frequency solutions. Neural network work approximation methods have advantages over classical approaches in that they…

Numerical Analysis · Mathematics 2023-11-08 Deok-Kyu Jang , Hyea Hyun Kim , Kyungsoo Kim

The accurate numerical solution of partial differential equations is a central task in numerical analysis allowing to model a wide range of natural phenomena by employing specialized solvers depending on the scenario of application. Here,…

Numerical Analysis · Mathematics 2022-12-13 Moritz Reh , Martin Gärttner

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

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

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…

Machine Learning · Computer Science 2023-10-31 Derick Nganyu Tanyu , Jianfeng Ning , Tom Freudenberg , Nick Heilenkötter , Andreas Rademacher , Uwe Iben , Peter Maass

In this paper we use deep feedforward artificial neural networks to approximate solutions to partial differential equations in complex geometries. We show how to modify the backpropagation algorithm to compute the partial derivatives of the…

Machine Learning · Statistics 2018-08-28 Jens Berg , Kaj Nyström

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

We revisit the original approach of using deep learning and neural networks to solve differential equations by incorporating the knowledge of the equation. This is done by adding a dedicated term to the loss function during the optimization…

Machine Learning · Computer Science 2023-04-05 Hubert Baty , Leo Baty

Fractional differential equations are powerful mathematical descriptors for intricate physical phenomena in a compact form. However, compared to integer ordinary or partial differential equations, solving fractional differential equations…

Analysis of PDEs · Mathematics 2025-06-16 Donya Dabiri , Joshua DaRosa , Milad Saadat , Deepak Mangal , Safa Jamali

Partial differential equations play a fundamental role in the mathematical modelling of many processes and systems in physical, biological and other sciences. To simulate such processes and systems, the solutions of PDEs often need to be…

Numerical Analysis · Mathematics 2023-02-09 Tamara G. Grossmann , Urszula Julia Komorowska , Jonas Latz , Carola-Bibiane Schönlieb

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

We develop a randomized Newton's method for solving differential equations, based on a fully connected neural network discretization. In particular, the randomized Newton's method randomly chooses equations from the overdetermined nonlinear…

Numerical Analysis · Mathematics 2019-12-09 Qipin Chen , Wenrui Hao

We present a method to solve initial and boundary value problems using artificial neural networks. A trial solution of the differential equation is written as a sum of two parts. The first part satisfies the boundary (or initial) conditions…

Computational Physics · Physics 2016-11-15 I. E. Lagaris , A. Likas , D. I. Fotiadis

We present a new approach to using neural networks to approximate the solutions of variational equations, based on the adaptive construction of a sequence of finite-dimensional subspaces whose basis functions are realizations of a sequence…

Machine Learning · Computer Science 2021-06-01 Mark Ainsworth , Justin Dong

We propose a two-scale neural network method for solving partial differential equations (PDEs) with small parameters using physics-informed neural networks (PINNs). We directly incorporate the small parameters into the architecture of…

Numerical Analysis · Mathematics 2024-10-15 Qiao Zhuang , Chris Ziyi Yao , Zhongqiang Zhang , George Em Karniadakis

Physics-informed neural networks have emerged as a prominent new method for solving differential equations. While conceptually straightforward, they often suffer training difficulties that lead to relatively large discretization errors or…

Mathematical Physics · Physics 2024-03-13 Shivam Arora , Alex Bihlo , Francis Valiquette

Physics-informed neural networks (PINNs) have emerged as a promising approach to solving partial differential equations (PDEs) using neural networks, particularly in data-scarce scenarios, due to their unsupervised training capability.…

Machine Learning · Computer Science 2025-03-25 Edgar Torres , Jonathan Schiefer , Mathias Niepert

The neural network method of solving differential equations is used to approximate the electric potential and corresponding electric field in the slit-well microfluidic device. The device's geometry is non-convex, making this a challenging…

Computational Physics · Physics 2020-07-29 Martin Magill , Andrew M. Nagel , Hendrick W. de Haan