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Recent research has used deep learning to develop partial differential equation (PDE) models in science and engineering. The functional form of the PDE is determined by a neural network, and the neural network parameters are calibrated to…

Machine Learning · Computer Science 2023-10-17 Justin Sirignano , Jonathan MacArt , Konstantinos Spiliopoulos

Partial differential equations (PDEs) are central to scientific modeling. Modern workflows increasingly rely on learning-based components to support model reuse, inference, and integration across large computational processes. Despite the…

Machine Learning · Computer Science 2026-02-20 Yilong Dai , Shengyu Chen , Ziyi Wang , Xiaowei Jia , Yiqun Xie , Vipin Kumar , Runlong Yu

Efficient and stable solution of partial differential equations (PDEs) is central to scientific and engineering applications, yet existing numerical solvers rely heavily on matrix based discretizations, while learning based methods require…

Machine Learning · Computer Science 2026-04-30 Yi Bing , Zheng Ran , Fu Jinyang , Liu Long , Peng Xiang

Traditional data-driven deep learning models often struggle with high training costs, error accumulation, and poor generalizability in complex physical processes. Physics-informed deep learning (PiDL) addresses these challenges by…

Machine Learning · Computer Science 2024-01-17 Xin-Yang Liu , Min Zhu , Lu Lu , Hao Sun , Jian-Xun Wang

Recent work has introduced a simple numerical method for solving partial differential equations (PDEs) with deep neural networks (DNNs). This paper reviews and extends the method while applying it to analyze one of the most fundamental…

Machine Learning · Computer Science 2019-05-14 Craig Michoski , Milos Milosavljevic , Todd Oliver , David Hatch

Deep learning has achieved remarkable success in diverse applications; however, its use in solving partial differential equations (PDEs) has emerged only recently. Here, we present an overview of physics-informed neural networks (PINNs),…

Machine Learning · Computer Science 2021-11-03 Lu Lu , Xuhui Meng , Zhiping Mao , George E. Karniadakis

The use of neural networks to approximate partial differential equations (PDEs) has gained significant attention in recent years. However, the approximation of PDEs with localised phenomena, e.g., sharp gradients and singularities, remains…

Numerical Analysis · Mathematics 2025-01-30 Santiago Badia , Wei Li , Alberto F. Martín

We consider a specific type of nonlinear partial differential equations (PDE) that appear in mathematical finance as the result of solving some optimization problems. We review some existing in the literature examples of such problems, and…

Computational Finance · Quantitative Finance 2015-10-19 Andrey Itkin

Recent machine learning algorithms dedicated to solving semi-linear PDEs are improved by using different neural network architectures and different parameterizations. These algorithms are compared to a new one that solves a fixed point…

Machine Learning · Computer Science 2018-12-11 Quentin Chan-Wai-Nam , Joseph Mikael , Xavier Warin

Monotone finite difference methods provide stable convergent discretizations of a class of degenerate elliptic and parabolic Partial Differential Equations (PDEs). These methods are best suited to regular rectangular grids, which leads to…

Numerical Analysis · Mathematics 2015-11-19 Adam M. Oberman , Ian Zwiers

Solving partial differential equations (PDEs) with machine learning typically requires training a new neural network for every new equation. This optimization is slow. We introduce MetaColloc. It is an optimization-free and data-free…

Machine Learning · Computer Science 2026-05-13 Zichuan Yang

Neural Networks (NNs) can be used to solve Ordinary and Partial Differential Equations (ODEs and PDEs) by redefining the question as an optimization problem. The objective function to be optimized is the sum of the squares of the PDE to be…

Machine Learning · Computer Science 2021-03-17 Veronica Guidetti , Francesco Muia , Yvette Welling , Alexander Westphal

Since the seminal work of [9] and their Physics-Informed neural networks (PINNs), many efforts have been conducted towards solving partial differential equations (PDEs) with Deep Learning models. However, some challenges remain, for…

Machine Learning · Computer Science 2023-11-27 Marien Chenaud , José Alves , Frédéric Magoulès

Partial differential equations (PDEs) play a crucial role in studying a vast number of problems in science and engineering. Numerically solving nonlinear and/or high-dimensional PDEs is often a challenging task. Inspired by the traditional…

Numerical Analysis · Mathematics 2022-01-11 Yihao Hu , Tong Zhao , Shixin Xu , Zhiliang Xu , Lizhen Lin

In this work, we study physics-informed neural networks (PINNs) constrained by partial differential equations (PDEs) and their application in approximating PDEs with two characteristic scales. From a continuous perspective, our formulation…

Optimization and Control · Mathematics 2024-09-06 Michael Hintermüller , Denis Korolev

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…

Numerical Analysis · Mathematics 2020-04-29 Yous van Halder , Benjamin Sanderse , Barry Koren

Modeling physical phenomena like heat transport and diffusion is crucially dependent on the numerical solution of partial differential equations (PDEs). A PDE solver finds the solution given coefficients and a boundary condition, whereas an…

Graphics · Computer Science 2022-08-04 Ekrem Fatih Yılmazer , Delio Vicini , Wenzel Jakob

We consider the problem of solving partial differential equations (PDEs) in domains with complex microparticle geometry that is impractical, or intractable, to model explicitly. Drawing inspiration from volume rendering, we propose tackling…

Graphics · Computer Science 2025-06-11 Bailey Miller , Rohan Sawhney , Keenan Crane , Ioannis Gkioulekas

Partial differential equations (PDEs) are used, with huge success, to model phenomena arising across all scientific and engineering disciplines. However, across an equally wide swath, there exist situations in which PDE models fail to…

Numerical Analysis · Mathematics 2020-12-16 Marta D'Elia , Qiang Du , Christian Glusa , Max Gunzburger , Xiaochuan Tian , Zhi Zhou

This paper explores the difficulties in solving partial differential equations (PDEs) using physics-informed neural networks (PINNs). PINNs use physics as a regularization term in the objective function. However, a drawback of this approach…

Machine Learning · Computer Science 2023-06-21 Shamsulhaq Basir
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