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We present an uncertainty-aware, physics-informed neural network (PINN) for option pricing that solves the Black--Scholes (BS) partial differential equation (PDE) as a mesh-free, global surrogate over $(S,t)$. The model embeds the BS…

Computational Finance · Quantitative Finance 2025-11-11 Sina Kazemian , Ghazal Farhani , Amirhessam Yazdi

Several forms for constructing novel physics-informed neural-networks (PINN) for the solution of partial-differential-algebraic equations based on derivative operator splitting are proposed, using the nonlinear Kirchhoff rod as a prototype…

Numerical Analysis · Mathematics 2026-05-05 Loc Vu-Quoc , Alexander Humer

Physics-informed neural networks (PINNs) are an increasingly powerful way to solve partial differential equations, generate digital twins, and create neural surrogates of physical models. In this manuscript we detail the inner workings of…

The present work is focused on exploring convergence of Physics-informed Neural Networks (PINNs) when applied to a specific class of second-order fully nonlinear Partial Differential Equations (PDEs). It is well-known that as the number of…

Numerical Analysis · Mathematics 2025-01-09 Avetik Arakelyan , Rafayel Barkhudaryan

Evolution equations, including both ordinary differential equations (ODEs) and partial differential equations (PDEs), play a pivotal role in modeling dynamic systems. However, achieving accurate long-time integration for these equations…

Numerical Analysis · Mathematics 2026-04-23 Xiaodong Feng , Haojiong Shangguan , Tao Tang , Xiaoliang Wan

AI for PDEs has garnered significant attention, particularly Physics-Informed Neural Networks (PINNs). However, PINNs are typically limited to solving specific problems, and any changes in problem conditions necessitate retraining.…

Machine Learning · Computer Science 2025-02-04 Yizheng Wang , Jinshuai Bai , Mohammad Sadegh Eshaghi , Cosmin Anitescu , Xiaoying Zhuang , Timon Rabczuk , Yinghua Liu

Physics-informed neural networks (PINNs) have garnered significant interest for their potential in solving partial differential equations (PDEs) that govern a wide range of physical phenomena. By incorporating physical laws into the…

Machine Learning · Computer Science 2026-04-24 Jian Cheng Wong , Isaac Yin Chung Lai , Pao-Hsiung Chiu , Chin Chun Ooi , Abhishek Gupta , Yew-Soon Ong

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

Physics-informed neural networks (PINNs) have been popularized as a deep learning framework that can seamlessly synthesize observational data and partial differential equation (PDE) constraints. Their practical effectiveness however can be…

Machine Learning · Computer Science 2023-08-17 Sifan Wang , Shyam Sankaran , Hanwen Wang , Paris Perdikaris

Physics-Informed Neural Networks (PINNs) have been recognized as a mesh-free alternative to solve partial differential equations where physics information is incorporated. However, in dealing with problems characterized by high stiffness or…

Machine Learning · Computer Science 2026-03-04 Divyavardhan Singh , Shubham Kamble , Dimple Sonone , Kishor Upla

Physics-Informed Neural Networks (PINN) are neural networks encoding the problem governing equations, such as Partial Differential Equations (PDE), as a part of the neural network. PINNs have emerged as a new essential tool to solve various…

Numerical Analysis · Mathematics 2021-07-07 Stefano Markidis

This paper advances the use of physics-informed neural networks (PINNs) architectures to address moving interface problems via the level set method. Originally developed for other PDE-based problems, we particularly leverage PirateNet's…

Computational Physics · Physics 2025-07-08 Mathieu Mullins , Hamza Kamil , Adil Fahsi , Azzeddine Soulaimani

Physics-informed neural networks (PINNs) are promising to replace conventional partial differential equation (PDE) solvers by offering more accurate and flexible PDE solutions. However, they are hampered by the relatively slow convergence…

Machine Learning · Computer Science 2023-05-16 Mohammad H. Taufik , Tariq Alkhalifah

Physics-Informed Neural Networks (PINNs) have become a promising research direction in the field of solving Partial Differential Equations (PDEs). Dealing with singular perturbation problems continues to be a difficult challenge in the…

Machine Learning · Computer Science 2024-08-28 Sen Wang , Peizhi Zhao , Qinglong Ma , Tao Song

Physics-Informed Neural Networks (PINNs) have gained much attention in various fields of engineering thanks to their capability of incorporating physical laws into the models. PINNs integrate the physical constraints by minimizing the…

Machine Learning · Computer Science 2025-07-28 Thi Nguyen Khoa Nguyen , Thibault Dairay , Raphaël Meunier , Christophe Millet , Mathilde Mougeot

In this work, we present a hybrid numerical method for solving evolution partial differential equations (PDEs) by merging the time finite element method with deep neural networks. In contrast to the conventional deep learning-based…

Numerical Analysis · Mathematics 2024-09-05 Xiaodong Feng , Haojiong Shangguan , Tao Tang , Xiaoliang Wan , Tao Zhou

Physics intelligence and digital twins often require rapid and repeated performance evaluation of various engineering systems (e.g. robots, autonomous vehicles, semiconductor chips) to enable (almost) real-time actions or decision making.…

Machine Learning · Computer Science 2026-02-10 Yequan Zhao , Xinling Yu , Xian Xiao , Zhixiong Chen , Ziyue Liu , Geza Kurczveil , Raymond G. Beausoleil , Sijia Liu , Zheng Zhang

In recent years, deep learning technology has been used to solve partial differential equations (PDEs), among which the physics-informed neural networks (PINNs) emerges to be a promising method for solving both forward and inverse PDE…

Machine Learning · Computer Science 2021-11-03 Xiang Huang , Hongsheng Liu , Beiji Shi , Zidong Wang , Kang Yang , Yang Li , Bingya Weng , Min Wang , Haotian Chu , Jing Zhou , Fan Yu , Bei Hua , Lei Chen , Bin Dong

Physics-Informed Neural Networks (PINNs) have emerged as an influential technology, merging the swift and automated capabilities of machine learning with the precision and dependability of simulations grounded in theoretical physics. PINNs…

Physics-Informed Neural Networks (PINNs) often suffer from slow convergence, training instability, and reduced accuracy on challenging partial differential equations due to the anisotropic and rapidly varying geometry of their loss…

Machine Learning · Computer Science 2026-04-20 Kang An , Chenhao Si , Shiqian Ma , Ming Yan