Related papers: Semi-Implicit Neural Solver for Time-dependent Par…
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…
Partial differential equations (PDEs) have become an essential tool for modeling complex physical systems. Such equations are typically solved numerically via mesh-based methods, such as finite element methods, with solutions over the…
At present, deep learning based methods are being employed to resolve the computational challenges of high-dimensional partial differential equations (PDEs). But the computation of the high order derivatives of neural networks is costly,…
Learning neural ODEs often requires solving very stiff ODE systems, primarily using explicit adaptive step size ODE solvers. These solvers are computationally expensive, requiring the use of tiny step sizes for numerical stability and…
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…
In this study, we propose high-order implicit and semi-implicit schemes for solving ordinary differential equations (ODEs) based on Taylor series expansion. These methods are designed to handle stiff and non-stiff components within a…
Identifying parameters in partial differential equations (PDEs) represents a very broad class of applied inverse problems. In recent years, several unsupervised learning approaches using (deep) neural networks have been developed to solve…
We propose a framework for training neural networks that are coupled with partial differential equations (PDEs) in a parallel computing environment. Unlike most distributed computing frameworks for deep neural networks, our focus is to…
This paper is concerned with the adaptive numerical treatment of stochastic partial differential equations. Our method of choice is Rothe's method. We use the implicit Euler scheme for the time discretization. Consequently, in each step, an…
The solution to partial differential equations using deep learning approaches has shown promising results for several classes of initial and boundary-value problems. However, their ability to surpass, particularly in terms of accuracy,…
In this paper, we propose a semigroup method for solving high-dimensional elliptic partial differential equations (PDEs) and the associated eigenvalue problems based on neural networks. For the PDE problems, we reformulate the original…
We combine concepts from multilevel solvers for partial differential equations (PDEs) with neural network based deep learning and propose a new methodology for the efficient numerical solution of high-dimensional parametric PDEs. An…
Neural PDE solvers offer a powerful tool for modeling complex dynamical systems, but often struggle with error accumulation over long time horizons and maintaining stability and physical consistency. We introduce a multiscale implicit…
A novel multi-level method for partial differential equations with uncertain parameters is proposed. The principle behind the method is that the error between grid levels in multi-level methods has a spatial structure that is by good…
This paper aims to investigate the numerical approximation of semilinear non-autonomous stochastic partial differential equations (SPDEs) driven by multiplicative or additive noise. Such equations are more realistic than autonomous SPDEs…
Recent years have witnessed a growth in mathematics for deep learning--which seeks a deeper understanding of the concepts of deep learning with mathematics and explores how to make it more robust--and deep learning for mathematics, where…
Traditional, numerical discretization-based solvers of partial differential equations (PDEs) are fundamentally agnostic to domains, boundary conditions and coefficients. In contrast, machine learnt solvers have a limited generalizability…
One of the main challenges in solving time-dependent partial differential equations is to develop computationally efficient solvers that are accurate and stable. Here, we introduce a graph neural network approach to finding efficient PDE…
We develop a framework for estimating unknown partial differential equations from noisy data, using a deep learning approach. Given noisy samples of a solution to an unknown PDE, our method interpolates the samples using a neural network,…
We introduce a neural-preconditioned iterative solver for Poisson equations with mixed boundary conditions. Typical Poisson discretizations yield large, ill-conditioned linear systems. Iterative solvers can be effective for these problems,…