English
Related papers

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

200 papers

In this paper, we present a novel methodology for automatic adaptive weighting of Bayesian Physics-Informed Neural Networks (BPINNs), and we demonstrate that this makes it possible to robustly address multi-objective and multi-scale…

Computational Physics · Physics 2023-08-09 Sarah Perez , Suryanarayana Maddu , Ivo F. Sbalzarini , Philippe Poncet

This paper proposes a deep-learning-based domain decomposition method (DeepDDM), which leverages deep neural networks (DNN) to discretize the subproblems divided by domain decomposition methods (DDM) for solving partial differential…

Numerical Analysis · Mathematics 2020-04-13 Wuyang Li , Xueshuang Xiang , Yingxiang Xu

Physics-Informed Neural Networks (PINNs) are a novel computational approach for solving partial differential equations (PDEs) with noisy and sparse initial and boundary data. Although, efficient quantification of epistemic and aleatoric…

Machine Learning · Computer Science 2025-05-02 Júlia Vicens Figueres , Juliette Vanderhaeghen , Federica Bragone , Kateryna Morozovska , Khemraj Shukla

High-dimensional partial differential equations (PDE) appear in a number of models from the financial industry, such as in derivative pricing models, credit valuation adjustment (CVA) models, or portfolio optimization models. The PDEs in…

Numerical Analysis · Mathematics 2020-07-15 Christian Beck , Weinan E , Arnulf Jentzen

Physics-informed neural networks (PINNs) have recently emerged as a promising way to compute the solutions of partial differential equations (PDEs) using deep neural networks. However, despite their significant success in various fields, it…

Numerical Analysis · Mathematics 2024-07-15 Seungchan Ko , Sang Hyeon Park

This paper focuses on the PINNs algorithm by proposing the ALM-PINNs computational framework to solve various nonlinear partial differential equations and corresponding parameters identification problems. The numerical solutions obtained by…

Numerical Analysis · Mathematics 2024-10-15 Yimeng Tian , Dinghua Xu

Physics-informed neural networks (PINNs) have shown remarkable prospects in the solving the forward and inverse problems involving partial differential equations (PDEs). The method embeds PDEs into the neural network by calculating PDE loss…

Computational Engineering, Finance, and Science · Computer Science 2024-01-15 Jiahao Song , Wenbo Cao , Fei Liao , Weiwei Zhang

Backward stochastic differential equations (BSDEs) appear in numeruous applications. Classical approximation methods suffer from the curse of dimensionality and deep learning-based approximation methods are not known to converge to the BSDE…

Probability · Mathematics 2022-04-20 Martin Hutzenthaler , Tuan Anh Nguyen

Image restoration, which aims to recover high-quality images from their corrupted counterparts, often faces the challenge of being an ill-posed problem that allows multiple solutions for a single input. However, most deep learning based…

Computer Vision and Pattern Recognition · Computer Science 2024-04-16 Wenyi Lian , Wenjing Lian , Ziwei Luo

We present the hidden-layer concatenated physics informed neural network (HLConcPINN) method, which combines hidden-layer concatenated feed-forward neural networks, a modified block time marching strategy, and a physics informed approach…

Numerical Analysis · Mathematics 2024-06-11 Yianxia Qian , Yongchao Zhang , Suchuan Dong

Solving time-dependent partial differential equations (PDEs) that exhibit sharp gradients or local singularities is computationally demanding, as traditional physics-informed neural networks (PINNs) often suffer from inefficient point…

Numerical Analysis · Mathematics 2026-01-27 Beining Xu , Haijun Yu , Jiayu Zhai , Kejun Tang , Xiaoliang Wan

Singularly perturbed problems are known to have solutions with steep boundary layers that are hard to resolve numerically. Traditional numerical methods, such as Finite Difference Methods (FDMs), require a refined mesh to obtain stable and…

Numerical Analysis · Mathematics 2024-09-13 Jiajing Guan , Howard Elman

Physics-informed neural networks (PINNs), rooted in deep learning, have emerged as a promising approach for solving partial differential equations (PDEs). By embedding the physical information described by PDEs into feedforward neural…

Machine Learning · Computer Science 2024-01-26 Yanzhi Liu , Ruifan Wu , Ying Jiang

We propose the first learning scheme for functional differential equations (FDEs). FDEs play a fundamental role in physics, mathematics, and optimal control. However, the numerical analysis of FDEs has faced challenges due to its…

Numerical Analysis · Mathematics 2024-10-25 Taiki Miyagawa , Takeru Yokota

Given only a collection of points sampled from a Riemannian manifold embedded in a Euclidean space, in this paper we propose a new method to solve elliptic partial differential equations (PDEs) supplemented with boundary conditions. Notice…

Numerical Analysis · Mathematics 2022-11-29 Ryan Vaughn , Tyrus Berry , Harbir Antil

Physics-informed neural network (PINN) has shown great potential in solving partial differential equations. However, it faces challenges when dealing with problems involving steep gradients. The solutions to singularly perturbed…

Numerical Analysis · Mathematics 2025-09-08 Qiao Zhu , Dmitrii Chaikovskii , Bangti Jin , Ye Zhang

Machine learning techniques are being used as an alternative to traditional numerical discretization methods for solving hyperbolic partial differential equations (PDEs) relevant to fluid flow. Whilst numerical methods are higher fidelity,…

Fluid Dynamics · Physics 2025-05-29 R. G. Cassia , R. R. Kerswell

Soft- and hard-constrained Physics Informed Neural Networks (PINNs) have achieved great success in solving partial differential equations (PDEs). However, these methods still face great challenges when solving the Navier-Stokes equations…

Fluid Dynamics · Physics 2024-11-14 Chuyu Zhou , Tianyu Li , Chenxi Lan , Rongyu Du , Guoguo Xin , Pengyu Nan , Hangzhou Yang , Guoqing Wang , Xun Liu , Wei Li

In this study, we explore the application of Physics-Informed Neural Networks (PINNs) to the analysis of bifurcation phenomena in ecological migration models. By integrating the fundamental principles of diffusion-advection-reaction…

Chaotic Dynamics · Physics 2025-11-25 Lujie Yin , Xing Lv

Physics-informed neural networks (PINNs) have emerged as a prominent approach for solving partial differential equations (PDEs) by minimizing a combined loss function that incorporates both boundary loss and PDE residual loss. Despite their…

Machine Learning · Computer Science 2025-01-16 Youngsik Hwang , Dong-Young Lim