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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

Partial Differential Equations (PDEs) are central to modeling complex systems across physical, biological, and engineering domains, yet traditional numerical methods often struggle with high-dimensional or complex problems. Physics-Informed…

Machine Learning · Computer Science 2026-02-11 Chenggong Zhang

In this paper, we prove that there exists a unique solution to the Dirichlet boundary value problem for a general class of semilinear second order elliptic partial differential equations. Our approach is probabilistic. The theory of…

Probability · Mathematics 2012-11-19 Tusheng Zhang

In this paper, we present a new framework how a PDE with constraints can be formulated into a sequence of PDEs with no constraints, whose solutions are convergent to the solution of the PDE with constraints. This framework is then used to…

Numerical Analysis · Mathematics 2024-05-28 Jiwei Jia , Young Ju Lee , Ruitong Shan

We propose a scalable preconditioned primal-dual hybrid gradient algorithm for solving partial differential equations (PDEs). We multiply the PDE with a dual test function to obtain an inf-sup problem whose loss functional involves…

Numerical Analysis · Mathematics 2026-05-26 Shu Liu , Stanley Osher , Wuchen Li

In this paper, we study the statistical limits of deep learning techniques for solving elliptic partial differential equations (PDEs) from random samples using the Deep Ritz Method (DRM) and Physics-Informed Neural Networks (PINNs). To…

Numerical Analysis · Mathematics 2021-11-16 Yiping Lu , Haoxuan Chen , Jianfeng Lu , Lexing Ying , Jose Blanchet

Developing efficient numerical algorithms for the solution of high dimensional random Partial Differential Equations (PDEs) has been a challenging task due to the well-known curse of dimensionality. We present a new solution framework for…

Machine Learning · Computer Science 2019-10-17 Mohammad Amin Nabian , Hadi Meidani

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

We propose a method combining boundary integral equations and neural networks (BINet) to solve partial differential equations (PDEs) in both bounded and unbounded domains. Unlike existing solutions that directly operate over original PDEs,…

Numerical Analysis · Mathematics 2021-10-04 Guochang Lin , Pipi Hu , Fukai Chen , Xiang Chen , Junqing Chen , Jun Wang , Zuoqiang Shi

Fast and accurate solutions of time-dependent partial differential equations (PDEs) are of pivotal interest to many research fields, including physics, engineering, and biology. Generally, implicit/semi-implicit schemes are preferred over…

Recent years have witnessed growing interests in solving partial differential equations by deep neural networks, especially in the high-dimensional case. Unlike classical numerical methods, such as finite difference method and finite…

Numerical Analysis · Mathematics 2020-07-28 Jingrun Chen , Rui Du , Keke Wu

We study boundary value problems posed in a semistrip for the elliptic sine-Gordon equation, which is the paradigm of an elliptic integrable PDE in two variables. We use the method introduced by one of the authors, which provides a…

Mathematical Physics · Physics 2009-12-10 A. S. Fokas , B. Pelloni

Domain decomposition provides an effective way to tackle the dilemma of physics-informed neural networks (PINN) which struggle to accurately and efficiently solve partial differential equations (PDEs) in the whole domain, but the lack of…

Machine Learning · Computer Science 2024-04-30 Ye Liu , Jie-Ying Li , Li-Sheng Zhang , Lei-Lei Guo , Zhi-Yong Zhang

In this paper, we prove that there exists a unique weak solution to the mixed boundary value problem for a general class of semilinear second order elliptic partial differential equations with singular coefficients. Our approach is…

Probability · Mathematics 2011-12-15 Xue Yang , Tusheng Zhang

We propose a numerical method for solving high dimensional fully nonlinear partial differential equations (PDEs). Our algorithm estimates simultaneously by backward time induction the solution and its gradient by multi-layer neural…

Optimization and Control · Mathematics 2021-01-27 Huyen Pham , Xavier Warin , Maximilien Germain

A full multigrid finite element method is proposed for semilinear elliptic equations. The main idea is to transform the solution of the semilinear problem into a series of solutions of the corresponding linear boundary value problems on the…

Numerical Analysis · Mathematics 2017-03-29 Hehu Xie , Fei Xu

In this paper, we use a probabilistic approach to show that there exists a unique, bounded continuous solution to the Dirichlet boundary value problem for a general class of second order non-symmetric elliptic operators $L$ with singular…

Analysis of PDEs · Mathematics 2015-04-17 Chuan-Zhong Chen , Wei Sun , Jing Zhang

This research introduces an extended application of neural networks for solving nonlinear partial differential equations (PDEs). A neural network, combined with a pseudo-arclength continuation, is proposed to construct bifurcation diagrams…

Numerical Analysis · Mathematics 2025-07-24 Muhammad Luthfi Shahab , Hadi Susanto

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 propose a neural network-based algorithm for solving forward and inverse problems for partial differential equations in unsupervised fashion. The solution is approximated by a deep neural network which is the minimizer of a cost…

Machine Learning · Computer Science 2019-04-12 Leah Bar , Nir Sochen
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