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In this paper, we study the linear transport model by adopting the deep learning method, in particular the deep neural network (DNN) approach. While the interest of using DNN to study partial differential equations is arising, here we adapt…

Numerical Analysis · Mathematics 2021-02-19 Zheng Chen , Liu Liu , Lin Mu

We propose algorithms for solving high-dimensional Partial Differential Equations (PDEs) that combine a probabilistic interpretation of PDEs, through Feynman-Kac representation, with sparse interpolation. Monte-Carlo methods and…

Numerical Analysis · Mathematics 2022-03-25 Marie Billaud-Friess , Arthur Macherey , Anthony Nouy , Clémentine Prieur

This paper proposes a new method based on neural networks for computing the high-dimensional committor functions that satisfy Fokker-Planck equations. Instead of working with partial differential equations, the new method works with an…

Numerical Analysis · Mathematics 2021-05-06 Haoya Li , Yuehaw Khoo , Yinuo Ren , Lexing Ying

In this paper, we introduce cell-average based neural network (CANN) method to solve high-dimensional parabolic partial differential equations. The method is based on the integral or weak formulation of partial differential equations. A…

Numerical Analysis · Mathematics 2022-07-12 Hong Zhang , Hongying Huang , Jue Yan

The technique of stochastic solutions, previously used for deterministic equations, is here proposed as a solution method for partial differential equations driven by distribution-valued noises.

Probability · Mathematics 2024-08-22 R. Vilela Mendes

Many systems of partial differential equations have been proposed as simplified representations of complex collective behaviours in large networks of neurons. In this survey, we briefly discuss their derivations and then review the…

Analysis of PDEs · Mathematics 2025-01-13 José A Carrillo , Pierre Roux

This article introduces the splitting method to systems responding to rough paths as external stimuli. The focus is on nonlinear partial differential equations with rough noise but we also cover rough differential equations. Applications to…

Probability · Mathematics 2010-08-04 Peter Friz , Harald Oberhauser

Deep neural networks have been shown to provide accurate function approximations in high dimensions. However, fitting network parameters requires informative training data that are often challenging to collect in science and engineering…

Numerical Analysis · Mathematics 2024-03-01 Joan Bruna , Benjamin Peherstorfer , Eric Vanden-Eijnden

The numerical solution methods for partial differential equation (PDE) solution allow obtaining a discrete field that converges towards the solution if the method is applied to the correct problem. Nevertheless, the numerical methods…

Numerical Analysis · Mathematics 2021-03-04 Alexander Hvatov

In recent years, there has been a growing interest in leveraging deep learning and neural networks to address scientific problems, particularly in solving partial differential equations (PDEs). However, many neural network-based methods…

Machine Learning · Computer Science 2024-04-24 Adrian Celaya , Keegan Kirk , David Fuentes , Beatrice Riviere

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…

Numerical Analysis · Mathematics 2025-08-12 Feng Han , Jianguo Wang , Guoliang Peng , Xueting Shi

Physics-Informed Neural Networks (PINNs) offer a promising approach to solving differential equations and, more generally, to applying deep learning to problems in the physical sciences. We adopt a recently developed transfer learning…

Machine Learning · Computer Science 2022-11-02 Raphaël Pellegrin , Blake Bullwinkel , Marios Mattheakis , Pavlos Protopapas

Deep learning has been highly successful in some applications. Nevertheless, its use for solving partial differential equations (PDEs) has only been of recent interest with current state-of-the-art machine learning libraries, e.g.,…

Machine Learning · Computer Science 2024-10-22 Hamid El Bahja , Jan Christian Hauffen , Peter Jung , Bubacarr Bah , Issa Karambal

Nonlinear partial differential equations (PDEs) are used to model dynamical processes in a large number of scientific fields, ranging from finance to biology. In many applications standard local models are not sufficient to accurately…

Numerical Analysis · Mathematics 2022-05-10 Victor Boussange , Sebastian Becker , Arnulf Jentzen , Benno Kuckuck , Loïc Pellissier

Recently, physics informed neural networks have successfully been applied to a broad variety of problems in applied mathematics and engineering. The principle idea is to use a neural network as a global ansatz function to partial…

Machine Learning · Computer Science 2022-03-28 Alexander Henkes , Henning Wessels , Rolf Mahnken

Physics-informed neural networks approach the approximation of differential equations by directly incorporating their structure and given conditions in a loss function. This enables conditions like, e.g., invariants to be easily added…

Machine Learning · Computer Science 2025-08-20 Santosh Humagain , Toni Schneidereit

We present an algorithm for the numerical solution of nonlinear parabolic partial differential equations. This algorithm extends the classical Feynman-Kac formula to fully nonlinear partial differential equations, by using random trees that…

Probability · Mathematics 2022-12-15 Jiang Yu Nguwi , Guillaume Penent , Nicolas Privault

Physics-informed neural networks (PINNs) have emerged as a promising numerical method based on deep learning for modeling boundary value problems, showcasing promising results in various fields. In this work, we use PINNs to discretize…

Computational Physics · Physics 2024-06-10 Michel Nohra , Steven Dufour

Numerical solution of partial differential equations (PDEs) plays a vital role in various fields of science and engineering. In recent years, deep neural networks (DNNs) have emerged as a powerful tool for solving PDEs, leveraging their…

Numerical Analysis · Mathematics 2026-02-16 Shuo Ling , Wenjun Ying , Zhen Zhang

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
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