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Recent years have witnessed growing interests in solving partial differential equations by deep neural networks, especially in the high-dimensional case. Unlike classical numerical methods, such as finite difference method and finite…

Numerical Analysis · Mathematics 2020-07-28 Jingrun Chen , Rui Du , Keke Wu

The dynamical evolution of a neural network during training has been an incredibly fascinating subject of study. First principal derivation of generic evolution of variables in statistical physics systems has proved useful when used to…

Machine Learning · Computer Science 2025-06-06 Wei Bu , Uri Kol , Ziming Liu

The potential of neural networks (NN) in engineering is rooted in their capacity to understand intricate patterns and complex systems, leveraging their universal nonlinear approximation capabilities and high expressivity. Meanwhile,…

Computational Engineering, Finance, and Science · Computer Science 2025-01-23 Mohammed Abda , Elsa Piollet , Christopher Blake , Frédérick P. Gosselin

The accurate numerical solution of partial differential equations is a central task in numerical analysis allowing to model a wide range of natural phenomena by employing specialized solvers depending on the scenario of application. Here,…

Numerical Analysis · Mathematics 2022-12-13 Moritz Reh , Martin Gärttner

In this brief paper, we provide a mathematical framework that exploits the relationship between the maximum principle and dynamic programming for characterizing optimal learning trajectories in a class of learning problem, which is related…

Optimization and Control · Mathematics 2025-02-07 Getachew K Befekadu

In recent years, the researches about solving partial differential equations (PDEs) based on artificial neural network have attracted considerable attention. In these researches, the neural network models are usually designed depend on…

Neural and Evolutionary Computing · Computer Science 2024-05-21 Bo Zhang , Chao Yang

We describe a gradient-based method to discover local error maximizers of a deep neural network (DNN) used for regression, assuming the availability of an "oracle" capable of providing real-valued supervision (a regression target) for…

Machine Learning · Computer Science 2021-07-29 Xi Li , George Kesidis , David J. Miller , Maxime Bergeron , Ryan Ferguson , Vladimir Lucic

We perform a comprehensive numerical study of the effect of approximation-theoretical results for neural networks on practical learning problems in the context of numerical analysis. As the underlying model, we study the…

Numerical Analysis · Mathematics 2020-04-28 Moritz Geist , Philipp Petersen , Mones Raslan , Reinhold Schneider , Gitta Kutyniok

Based on neural network and adaptive subspace approximation method, we propose a new machine learning method for solving partial differential equations. The neural network is adopted to build the basis of the finite dimensional subspace.…

Numerical Analysis · Mathematics 2024-12-04 Zhongshuo Lin , Yifan Wang , Hehu Xie

Discontinuous Galerkin (DG) methods for the numerical solution of partial differential equations have enjoyed considerable success because they are both flexible and robust: They allow arbitrary unstructured geometries and easy control of…

Mathematical Software · Computer Science 2012-11-06 Andreas Klöckner , Timothy Warburton , Jan S. Hesthaven

This paper, as the sequel to previous work, develops numerical schemes for fractional diffusion equations on a two-dimensional finite domain with triangular meshes. We adopt the nodal discontinuous Galerkin methods for the full spatial…

Numerical Analysis · Mathematics 2015-07-14 Liangliang Qiu , Weihua Deng , Jan Hesthaven

The numerical solution of high dimensional partial differential equations (PDEs) is severely constrained by the curse of dimensionality (CoD), rendering classical grid--based methods impractical beyond a few dimensions. In recent years,…

Numerical Analysis · Mathematics 2026-01-27 Wenzhong Zhang , Zheyuan Hu , Wei Cai , George EM Karniadakis

We propose to accelerate a high order discontinuous Galerkin solver using neural networks. We include a corrective forcing to a low polynomial order simulation to enhance its accuracy. The forcing is obtained by training a deep fully…

Fluid Dynamics · Physics 2024-01-10 Fernando Manrique de Lara , Esteban Ferrer

This script offers an implementation-oriented introduction to deep learning methods for solving and estimating high-dimensional dynamic stochastic models in economics and finance. Its starting point is the curse of dimensionality:…

General Economics · Economics 2026-05-15 Simon Scheidegger

The primary goal of this research is to propose a novel architecture for a deep neural network that can solve fractional differential equations accurately. A Gaussian integration rule and a $L_1$ discretization technique are used in the…

Machine Learning · Computer Science 2023-09-15 Ali Nosrati Firoozsalari , Hassan Dana Mazraeh , Alireza Afzal Aghaei , Kourosh Parand

The last decade has witnessed an experimental revolution in data science and machine learning, epitomised by deep learning methods. Indeed, many high-dimensional learning tasks previously thought to be beyond reach -- such as computer…

Machine Learning · Computer Science 2021-05-04 Michael M. Bronstein , Joan Bruna , Taco Cohen , Petar Veličković

The application of deep learning methods to speed up the resolution of challenging power flow problems has recently shown very encouraging results. However, power system dynamics are not snap-shot, steady-state operations. These dynamics…

Machine Learning · Computer Science 2022-06-22 Mostafa Mohammadian , Kyri Baker , Ferdinando Fioretto

Physics-informed neural networks are developed to characterize the state of dynamical systems in a random environment. The neural network approximates the probability density function (pdf) or the characteristic function (chf) of the state…

Numerical Analysis · Mathematics 2020-04-21 Wayne Isaac Tan Uy , Mircea Grigoriu

This paper develops a novel deep learning approach for solving evolutionary equations, which integrates sequential learning strategies with an enhanced hard constraint strategy featuring trainable parameters, addressing the low…

Machine Learning · Computer Science 2025-03-25 Yushi Zhang , Shuai Su , Yong Wang , Yanzhong Yao

A feedforward neural network, including hidden layers, motivated by nonlinear functions (such as Tanh, ReLU, and Sigmoid functions), exhibits uniform approximation properties in Sobolev space, and discontinuous neural networks can reduce…

Numerical Analysis · Mathematics 2025-05-16 Xiaoyu Wang , Long Yuan , Yao Yu
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