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Partial differential equation (PDE) solvers underpin modern quantitative finance, governing option pricing and risk evaluation. Physics-Informed Neural Networks (PINNs) have emerged as a promising approach for solving the forward 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…

Partial differential equations (PDEs) are often computationally challenging to solve, and in many settings many related PDEs must be be solved either at every timestep or for a variety of candidate boundary conditions, parameters, or…

Thanks to their universal approximation properties and new efficient training strategies, Deep Neural Networks are becoming a valuable tool for the approximation of mathematical operators. In the present work, we introduce Mesh-Informed…

Physics-Informed Neural Networks (PINN) are neural networks (NNs) that encode model equations, like Partial Differential Equations (PDE), as a component of the neural network itself. PINNs are nowadays used to solve PDEs, fractional…

Numerical solution of partial differential equations (PDEs) plays a vital role in various fields of science and engineering. In recent years, deep neural networks (DNNs) have emerged as a powerful tool for solving PDEs, leveraging their…

Deep learning has been shown to be an effective tool in solving partial differential equations (PDEs) through physics-informed neural networks (PINNs). PINNs embed the PDE residual into the loss function of the neural network, and have been…

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,…

Neural networks are universal approximators and are studied for their use in solving differential equations. However, a major criticism is the lack of error bounds for obtained solutions. This paper proposes a technique to rigorously…

As a typical application of deep learning, physics-informed neural network (PINN) {has been} successfully used to find numerical solutions of partial differential equations (PDEs), but how to improve the limited accuracy is still a great…

Transfer learning for partial differential equations (PDEs) is to develop a pre-trained neural network that can be used to solve a wide class of PDEs. Existing transfer learning approaches require much information of the target PDEs such as…

Recently deep learning surrogates and neural operators have shown promise in solving partial differential equations (PDEs). However, they often require a large amount of training data and are limited to bounded domains. In this work, we…

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…

The wave equation is an important physical partial differential equation, and in recent years, deep learning has shown promise in accelerating or replacing traditional numerical methods for solving it. However, existing deep learning…

We present a numerical framework for deep neural network (DNN) modeling of unknown time-dependent partial differential equations (PDE) using their trajectory data. Unlike the recent work of [Wu and Xiu, J. Comput. Phys. 2020], where the…

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…

Physics Informed Neural Networks (PINNs) have frequently been used for the numerical approximation of Partial Differential Equations (PDEs). The goal of this paper is to construct PINNs along with a computable upper bound of the error,…

A method for solving elasticity problems based on separable physics-informed neural networks (SPINN) in conjunction with the deep energy method (DEM) is presented. Numerical experiments have been carried out for a number of problems showing…

This paper presents machine learning techniques and deep reinforcement learningbased algorithms for the efficient resolution of nonlinear partial differential equations and dynamic optimization problems arising in investment decisions and…

Solving differential equations efficiently and accurately sits at the heart of progress in many areas of scientific research, from classical dynamical systems to quantum mechanics. There is a surge of interest in using Physics-Informed…