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In this paper, local H\"older regularization is incorporated into a physics-informed neural networks (PINNs) framework for solving elliptic partial differential equations (PDEs). Motivated by the interior regularity properties of linear…

Numerical Analysis · Mathematics 2025-10-31 Qirui Zhou , Jiebao Sun , Yi Ran , Boying Wu

We study semi-linear elliptic PDEs with polynomial non-linearity and provide a probabilistic representation of their solution using branching diffusion processes. When the non-linearity involves the unknown function but not its derivatives,…

Probability · Mathematics 2018-02-15 Ankush Agarwal , Julien Claisse

This paper proposes a mesh-free computational framework and machine learning theory for solving elliptic PDEs on unknown manifolds, identified with point clouds, based on diffusion maps (DM) and deep learning. The PDE solver is formulated…

Numerical Analysis · Mathematics 2024-02-28 Senwei Liang , Shixiao W. Jiang , John Harlim , Haizhao Yang

We propose machine learning methods for solving fully nonlinear partial differential equations (PDEs) with convex Hamiltonian. Our algorithms are conducted in two steps. First the PDE is rewritten in its dual stochastic control…

Computational Finance · Quantitative Finance 2022-05-23 William Lefebvre , Grégoire Loeper , Huyên Pham

Solving elliptic PDEs in more than one dimension can be a computationally expensive task. For some applications characterised by a high degree of anisotropy in the coefficients of the elliptic operator, such that the term with the highest…

Computational Physics · Physics 2011-07-22 Edward Santilli , Alberto Scotti

Elliptic partial differential equations (PDEs) arise in many areas of computational sciences such as computational fluid dynamics, biophysics, engineering, geophysics and more. They are difficult to solve due to their global nature and…

Computational Engineering, Finance, and Science · Computer Science 2022-05-09 Damyn M Chipman

High-dimensional partial differential equations (PDEs) pose significant challenges for numerical computation due to the curse of dimensionality, which limits the applicability of traditional mesh-based methods. Since 2017, the Deep BSDE…

Numerical Analysis · Mathematics 2025-05-26 Jiequn Han , Arnulf Jentzen , Weinan E

Physics informed neural network (PINN) based solution methods for differential equations have recently shown success in a variety of scientific computing applications. Several authors have reported difficulties, however, when using PINNs to…

Numerical Analysis · Mathematics 2023-10-16 Arnav Gangal , Luis Kim , Sean P. Carney

Deep neural networks and other deep learning methods have very successfully been applied to the numerical approximation of high-dimensional nonlinear parabolic partial differential equations (PDEs), which are widely used in finance,…

Numerical Analysis · Mathematics 2020-11-25 Martin Hutzenthaler , Arnulf Jentzen , Thomas Kruse , Tuan Anh Nguyen

Linear elastic fracture mechanics admit analytic solutions that have low regularity at crack tips. Current numerical methods for partial differential equations (PDEs) of this type suffer from the constraint of such low regularity, and fail…

Numerical Analysis · Mathematics 2016-11-29 Y. C. Zhou , Varun Gupta

We study an expansion method for high-dimensional parabolic PDEs which constructs accurate approximate solutions by decomposition into solutions to lower-dimensional PDEs, and which is particularly effective if there are a low number of…

Analysis of PDEs · Mathematics 2016-11-08 Christoph Reisinger , Rasmus Wissmann

Many problems in science and engineering can be represented by a set of partial differential equations (PDEs) through mathematical modeling. Mechanism-based computation following PDEs has long been an essential paradigm for studying topics…

Machine Learning · Computer Science 2022-11-21 Shudong Huang , Wentao Feng , Chenwei Tang , Jiancheng Lv

To overcome these obstacles and improve computational accuracy and efficiency, this paper presents the Randomized Radial Basis Function Neural Network (RRNN), an innovative approach explicitly crafted for solving multiscale elliptic…

Numerical Analysis · Mathematics 2024-07-23 Yuhang Wu , Ziyuan Liu , Wenjun Sun , Xu Qian

This paper is concerned with model order reduction of parametric Partial Differential Equations (PDEs) using tree-based library approximations. Classical approaches are formulated for PDEs on Hilbert spaces and involve one single linear…

Numerical Analysis · Mathematics 2024-04-19 Diane Guignard , Olga Mula

For a Jordan domain with sufficiently smooth boundaries, the solution to the Dirichlet problem for second order skew-symmetric strongly elliptic system with constant coefficients and regular enough boundary data is constructed in the form…

Analysis of PDEs · Mathematics 2021-05-28 Astamur Bagapsh

We discuss the dimensional characterization of the solutions space of a formally integrable system of partial differential equations and provide certain formulas for calculations of these dimensional quantities.

Differential Geometry · Mathematics 2007-05-23 Boris Kruglikov , Valentin Lychagin

A new method to solve computationally challenging (random) parametric obstacle problems is developed and analyzed, where the parameters can influence the related partial differential equation (PDE) and determine the position and surface…

Machine Learning · Computer Science 2025-04-08 Martin Eigel , Cosmas Heiß , Janina E. Schütte

Accurate approximation of scalar-valued functions from sample points is a key task in computational science. Recently, machine learning with Deep Neural Networks (DNNs) has emerged as a promising tool for scientific computing, with…

Machine Learning · Computer Science 2021-03-08 Ben Adcock , Simone Brugiapaglia , Nick Dexter , Sebastian Moraga

This paper investigates the formulation and implementation of Bayesian inverse problems to learn input parameters of partial differential equations (PDEs) defined on manifolds. Specifically, we study the inverse problem of determining the…

Numerical Analysis · Mathematics 2019-10-24 John Harlim , Daniel Sanz-Alonso , Ruiyi Yang

Parametrized families of PDEs arise in various contexts such as inverse problems, control and optimization, risk assessment, and uncertainty quantification. In most of these applications, the number of parameters is large or perhaps even…

Analysis of PDEs · Mathematics 2015-03-04 Albert Cohen , Ronald Devore