Related papers: Interpolating between BSDEs and PINNs: deep learni…

Recently, a class of machine learning methods called physics-informed neural networks (PINNs) has been proposed and gained prevalence in solving various scientific computing problems. This approach enables the solution of partial…

Physics-Informed Neural Networks (PINNs) represent a groundbreaking paradigm in scientific computing, seamlessly integrating the robust framework of deep learning with fundamental physical laws. This paper meticulously applies the standard…

Over the past few years, neural network methods have evolved in various directions for approximating partial differential equations (PDEs). A promising new development is the integration of neural networks with classical numerical…

By integrating physics-informed neural network (PINN) techniques with domain decomposition method, a deep domain decomposition method is presented for solving elliptic variational inequality problems. Based on the Ritz variation method, the…

We present a new a priori analysis of a class of collocation methods for parabolic PDEs that rely only on pointwise data of force term, boundary data, and initial data. Under Besov regularity assumptions, we characterize the optimal…

Parabolic partial differential equations (PDEs) and backward stochastic differential equations (BSDEs) are key ingredients in a number of models in physics and financial engineering. In particular, parabolic PDEs and BSDEs are fundamental…

Physics-informed neural networks (PINNs) have emerged as a promising approach to solving partial differential equations (PDEs) using neural networks, particularly in data-scarce scenarios, due to their unsupervised training capability.…

Machine learning has been successfully applied to various fields of scientific computing in recent years. In this work, we propose a sparse radial basis function neural network method to solve elliptic partial differential equations (PDEs)…

Physics-informed neural networks (PINNs) are a versatile tool in the burgeoning field of scientific machine learning for solving partial differential equations (PDEs). However, determining suitable training strategies for them is not…

This paper introduces a new approximation scheme for solving high-dimensional semilinear partial differential equations (PDEs) and backward stochastic differential equations (BSDEs). First, we decompose a target semilinear PDE (BSDE) into…

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…

Neural networks can be trained to solve partial differential equations (PDEs) by using the PDE residual as the loss function. This strategy is called "physics-informed neural networks" (PINNs), but it currently cannot produce high-accuracy…

The goal of this work is to develop deep learning numerical methods for solving option XVA pricing problems given by non-linear PDE models. A novel strategy for the treatment of the boundary conditions is proposed, which allows to get rid…

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…

Physics informed neural networks (PINNs) are nowadays used as efficient machine learning methods for solving differential equations. However, vanilla-PINNs fail to learn complex problems as ones involving stiff ordinary differential…

Partial differential equations (PDEs) serve as the cornerstone of mathematical physics. In recent years, Physics-Informed Neural Networks (PINNs) have significantly reduced the dependence on large datasets by embedding physical laws…

In this paper, numerical methods using Physics-Informed Neural Networks (PINNs) are presented with the aim to solve higher-order ordinary differential equations (ODEs). Indeed, this deep-learning technique is successfully applied for…

Solving inverse problems with Physics-Informed Neural Networks (PINNs) is computationally expensive for multi-query scenarios, as each new set of observed data requires a new, expensive training procedure. We present Inverse-Parameter Basis…

The prohibitive cost and low fidelity of experimental data in industry scale thermofluid systems limit the usefulness of pure data-driven machine learning methods. Physics-informed neural networks (PINN) strive to overcome this by embedding…

Physics-Informed Neural Networks (PINNs) have emerged as a powerful framework for solving partial differential equations (PDEs) by embedding physical laws directly into the loss function. However, as a fundamental optimization issue,…