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The object of the present work is to present the new classes of third-order and fourth-order iterative methods for solving nonlinear equations. Our third-order method includes methods of Weerakoon \cite{Weerakoon}, Homeier \cite{Homeier2},…

Numerical Analysis · Mathematics 2013-07-31 J. P. Jaiswal

Neural stochastic differential equation model with a Brownian motion term can capture epistemic uncertainty of deep neural network from the perspective of a dynamical system. The goal of this paper is to improve the convergence rate of the…

Numerical Analysis · Mathematics 2025-09-09 Daili Sheng , Minghui Song , Xiang Peng , Xuanqi Dong

We present a new approach to find accurate solutions to the Poisson equation, as obtained from the steady-state limit of a diffusion equation with strong source terms. For this purpose, we start from Boltzmann's kinetic theory and…

Computational Physics · Physics 2015-04-23 M. Mendoza , S. Succi , H. J. Herrmann

We present a deep learning model, DE-LSTM, for the simulation of a stochastic process with an underlying nonlinear dynamics. The deep learning model aims to approximate the probability density function of a stochastic process via numerical…

Computational Physics · Physics 2018-10-23 Kyongmin Yeo , Igor Melnyk

High-dimensional PDEs have been a longstanding computational challenge. We propose to solve high-dimensional PDEs by approximating the solution with a deep neural network which is trained to satisfy the differential operator, initial…

Mathematical Finance · Quantitative Finance 2018-10-17 Justin Sirignano , Konstantinos Spiliopoulos

Classical numerical methods for solving partial differential equations suffer from the curse dimensionality mainly due to their reliance on meticulously generated spatio-temporal grids. Inspired by modern deep learning based techniques for…

Machine Learning · Statistics 2018-04-20 Maziar Raissi

An implementation and an application of the combination of the genetic algorithm and Newton's method for solving a system of nonlinear equations is presented. The method first uses the advantage of the robustness of the genetic algorithm…

Numerical Analysis · Mathematics 2020-07-13 Ryuji Koshikawa , Akira Terui , Masahiko Mikawa

Inspired by Gauss-Newton-like methods, we study the benefit of leveraging the structure of deep learning objectives, namely, the composition of a convex loss function and of a nonlinear network, in order to derive better direction oracles…

Machine Learning · Computer Science 2023-10-30 Vincent Roulet , Mathieu Blondel

We propose a deep learning approach for wave propagation in media with multiscale wave speed, using a second-order linear wave equation model. We use neural networks to enhance the accuracy of a given inaccurate coarse solver, which…

Numerical Analysis · Mathematics 2022-05-05 Hieu Nguyen , Richard Tsai

This paper proposes two efficient approximation methods to solve high-dimensional fully nonlinear partial differential equations (NPDEs) and second-order backward stochastic differential equations (2BSDEs), where such high-dimensional fully…

Numerical Analysis · Mathematics 2023-01-18 Xu Xiao , Wenlin Qiu , Omid Nikan

This paper proposes a paradigm of uncertainty injection for training deep learning model to solve robust optimization problems. The majority of existing studies on deep learning focus on the model learning capability, while assuming the…

Machine Learning · Computer Science 2023-02-28 Wei Cui , Wei Yu

We investigate mathematically a nonlinear approximation type approach recently introduced in [A. Ammar et al., J. Non-Newtonian Fluid Mech., 2006] to solve high dimensional partial differential equations. We show the link between the…

Numerical Analysis · Mathematics 2008-11-05 C. Le Bris , T. Lelievre , Y. Maday

A method is described to solve the nonlinear Langevin equations arising from quadratic interactions in quantum mechanics. While, the zeroth order linearization approximation to the operators is normally used, here first and second order…

Quantum Physics · Physics 2017-12-06 Sina Khorasani

An important application of neural networks to scientific computing has been the learning of non-linear operators. In this framework, a neural network is trained to fit a non-linear map between two infinite dimensional spaces, for example,…

Machine Learning · Computer Science 2026-02-03 Shao-Ting Chiu , Aditya Nambiar , Ali Syed , Jonathan W. Siegel , Ulisses Braga-Neto

Soliton pulsations are ubiquitous feature of non-stationary soliton dynamics in mode-locked lasers and many other physical systems. To overcome difficulties related to huge amount of necessary computations and low efficiency of traditional…

Based on our previous work for solving the nonlinear Schrodinger equation with multichannel dynamics that is given by a localized standing wave and radiation, in this work we deal with the multichannel solution which consists of a moving…

Pattern Formation and Solitons · Physics 2016-03-23 Avy Soffer , Xiaofei Zhao

We study the potential of deep learning to resolve the combinatorial problem in SUSY-like events with two invisible particles at the LHC. As a concrete example, we focus on dileptonic $t \bar t$ events, where the combinatorial problem…

High Energy Physics - Phenomenology · Physics 2022-06-28 Haider Alhazmi , Zhongtian Dong , Li Huang , Jeong Han Kim , Kyoungchul Kong , David Shih

In this paper we are concerned with numerical methods for the one-sided event location in discontinuous differential problems, whose event function is nonlinear (in particular, of polynomial type). The original problem is transformed into…

Numerical Analysis · Mathematics 2022-05-12 Pierluigi Amodio , Luigi Brugnano , Felice Iavernaro

In this article we develop a high order accurate method to solve the incompressible boundary layer equations in a provably stable manner.~We first derive continuous energy estimates,~and then proceed to the discrete setting.~We formulate…

Numerical Analysis · Mathematics 2023-06-06 Mojalefa P. Nchupang , Arnaud G. Malan , Fredrik Laurén , Jan Nordström

Multiscale modeling is an effective approach for investigating multiphysics systems with largely disparate size features, where models with different resolutions or heterogeneous descriptions are coupled together for predicting the system's…

Computational Engineering, Finance, and Science · Computer Science 2022-12-07 Minglang Yin , Enrui Zhang , Yue Yu , George Em Karniadakis
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