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In this paper, we consider the problem of learning prediction models for spatiotemporal physical processes driven by unknown partial differential equations (PDEs). We propose a deep learning framework that learns the underlying dynamics and…

Machine Learning · Statistics 2021-05-04 Priyabrata Saha , Saibal Mukhopadhyay

Recently, the deep learning method has been used for solving forward-backward stochastic differential equations (FBSDEs) and parabolic partial differential equations (PDEs). It has good accuracy and performance for high-dimensional…

Numerical Analysis · Mathematics 2020-02-04 Shaolin Ji , Shige Peng , Ying Peng , Xichuan Zhang

The evolution of dynamical systems is generically governed by nonlinear partial differential equations (PDEs), whose solution, in a simulation framework, requires vast amounts of computational resources. In this work, we present a novel…

Machine Learning · Computer Science 2023-09-01 Michael Rotman , Amit Dekel , Ran Ilan Ber , Lior Wolf , Yaron Oz

Data-driven methods have recently made great progress in the discovery of partial differential equations (PDEs) from spatial-temporal data. However, several challenges remain to be solved, including sparse noisy data, incomplete candidate…

Computational Physics · Physics 2021-09-28 Hao Xu , Dongxiao Zhang , Junsheng Zeng

We present a deep recurrent neural network architecture to solve a class of stochastic optimal control problems described by fully nonlinear Hamilton Jacobi Bellmanpartial differential equations. Such PDEs arise when one considers…

Machine Learning · Computer Science 2019-12-24 Marcus A Pereira , Ziyi Wang , Tianrong Chen , Emily Reed , Evangelos A Theodorou

We present the Deep Picard Iteration (DPI) method, a new deep learning approach for solving high-dimensional partial differential equations (PDEs). The core innovation of DPI lies in its use of Picard iteration to reformulate the typically…

Numerical Analysis · Mathematics 2025-07-08 Jiequn Han , Wei Hu , Jihao Long , Yue Zhao

Partial differential equations (PDEs) involving high contrast and oscillating coefficients are common in scientific and industrial applications. Numerical approximation of these PDEs is a challenging task that can be addressed, for example,…

Numerical Analysis · Mathematics 2024-05-08 Miranda Boutilier , Konstantin Brenner , Larissa Miguez

We present a novel deep learning method for estimating time-dependent parameters in Markov processes through discrete sampling. Departing from conventional machine learning, our approach reframes parameter approximation as an optimization…

Recent advances in the theory of Neural Operators (NOs) have enabled fast and accurate computation of the solutions to complex systems described by partial differential equations (PDEs). Despite their great success, current NO-based…

Machine Learning · Computer Science 2024-03-18 Ashutosh Singh , Ricardo Augusto Borsoi , Deniz Erdogmus , Tales Imbiriba

This work proposes a solution for the problem of training physics-informed networks under partial integro-differential equations. These equations require an infinite or a large number of neural evaluations to construct a single residual for…

Machine Learning · Computer Science 2024-06-12 Ehsan Saleh , Saba Ghaffari , Timothy Bretl , Luke Olson , Matthew West

Recently, neural networks have been widely applied for solving partial differential equations (PDEs). Although such methods have been proven remarkably successful on practical engineering problems, they have not been shown, theoretically or…

Numerical Analysis · Mathematics 2023-03-27 Jonathan W. Siegel , Qingguo Hong , Xianlin Jin , Wenrui Hao , Jinchao Xu

In this paper, we use an implicit two-derivative deferred correction time discretization approach and combine it with a spatial discretization of the discontinuous Galerkin spectral element method to solve (non-)linear PDEs. The resulting…

Numerical Analysis · Mathematics 2022-07-13 Jonas Zeifang , Jochen Schuetz

Providing fast and accurate solutions to partial differential equations is a problem of continuous interest to the fields of applied mathematics and physics. With the recent advances in machine learning, the adoption learning techniques in…

Computational Physics · Physics 2019-04-16 S. Mohammad H. Hashemi , Demetri Psaltis

We present the partial evolutionary tensor neural networks (pETNNs), a novel framework for solving time-dependent partial differential equations with high accuracy and capable of handling high-dimensional problems. Our architecture…

Numerical Analysis · Mathematics 2025-12-08 Tunan Kao , He Zhang , Lei Zhang , Jin Zhao

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

Scientific machine learning has been successfully applied to inverse problems and PDE discovery in computational physics. One caveat concerning current methods is the need for large amounts of ("clean") data, in order to characterize the…

Numerical Analysis · Mathematics 2021-11-30 Christophe Bonneville , Christopher J. Earls

Deep neural networks (DNN) have been used to model nonlinear relations between physical quantities. Those DNNs are embedded in physical systems described by partial differential equations (PDE) and trained by minimizing a loss function that…

Numerical Analysis · Mathematics 2020-02-26 Kailai Xu , Eric Darve

We introduce an $r-$adaptive algorithm to solve Partial Differential Equations using a Deep Neural Network. The proposed method restricts to tensor product meshes and optimizes the boundary node locations in one dimension, from which we…

Numerical Analysis · Mathematics 2022-10-21 Ángel J. Omella , David Pardo

Partial differential equations (PDEs) are among the most universal and parsimonious descriptions of natural physical laws, capturing a rich variety of phenomenology and multi-scale physics in a compact and symbolic representation. This…

Machine Learning · Computer Science 2023-03-31 Steven L. Brunton , J. Nathan Kutz

A large class of hyperbolic and advection-dominated PDEs can have solutions with discontinuities. This paper investigates, both theoretically and empirically, the operator learning of PDEs with discontinuous solutions. We rigorously prove,…

Machine Learning · Computer Science 2022-10-04 Samuel Lanthaler , Roberto Molinaro , Patrik Hadorn , Siddhartha Mishra
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