Related papers: Differential learning methods for solving fully no…
In this paper we propose a new model-based unsupervised learning method, called VarNet, for the solution of partial differential equations (PDEs) using deep neural networks (NNs). Particularly, we propose a novel loss function that relies…
In this paper, we introduce the Deep Finite Volume Method (DFVM), an innovative deep learning framework tailored for solving high-order (order \(\geq 2\)) partial differential equations (PDEs). Our approach centers on a novel loss function…
In this work, we present a hybrid numerical method for solving evolution partial differential equations (PDEs) by merging the time finite element method with deep neural networks. In contrast to the conventional deep learning-based…
We propose a neural network-based algorithm for solving forward and inverse problems for partial differential equations in unsupervised fashion. The solution is approximated by a deep neural network which is the minimizer of a cost…
We introduce the Optimizing a Discrete Loss (ODIL) framework for the numerical solution of Partial Differential Equations (PDE) using machine learning tools. The framework formulates numerical methods as a minimization of discrete residuals…
In this paper we introduce a numerical method for nonlinear parabolic PDEs that combines operator splitting with deep learning. It divides the PDE approximation problem into a sequence of separate learning problems. Since the computational…
We develop in this paper a multi-grade deep learning method for solving nonlinear partial differential equations (PDEs). Deep neural networks (DNNs) have received super performance in solving PDEs in addition to their outstanding success in…
In this work, we investigate the numerical approximation of the second order non-autonomous semilnear parabolic partial differential equation (PDE) using the finite element method. To the best of our knowledge, only the linear case is…
Data-driven discovery of partial differential equations (PDEs) has attracted increasing attention in recent years. Although significant progress has been made, certain unresolved issues remain. For example, for PDEs with high-order…
In this work we apply the Deep Galerkin Method (DGM) described in Sirignano and Spiliopoulos (2018) to solve a number of partial differential equations that arise in quantitative finance applications including option pricing, optimal…
We introduce a physics-driven deep latent variable model (PDDLVM) to learn simultaneously parameter-to-solution (forward) and solution-to-parameter (inverse) maps of parametric partial differential equations (PDEs). Our formulation…
We present a lightweighted neural PDE representation to discover the hidden structure and predict the solution of different nonlinear PDEs. Our key idea is to leverage the prior of ``translational similarity'' of numerical PDE differential…
Methods for solving scientific computing and inference problems, such as kernel- and neural network-based approaches for partial differential equations (PDEs), inverse problems, and supervised learning tasks, depend crucially on the choice…
Machine learning for scientific applications faces the challenge of limited data. We propose a framework that leverages a priori known physics to reduce overfitting when training on relatively small datasets. A deep neural network is…
We present a deep learning algorithm for the numerical solution of parametric families of high-dimensional linear Kolmogorov partial differential equations (PDEs). Our method is based on reformulating the numerical approximation of a whole…
It is one of the most challenging problems in applied mathematics to approximatively solve high-dimensional partial differential equations (PDEs). Recently, several deep learning-based approximation algorithms for attacking this problem…
Time-dependent Partial Differential Equations with given initial conditions are considered in this paper. New differentiation techniques of the unknown solution with respect to time variable are proposed. It is shown that the proposed…
Partial differential equations (PDEs) are widely used across the physical and computational sciences. Decades of research and engineering went into designing fast iterative solution methods. Existing solvers are general purpose, but may be…
Solving partial differential equations (PDEs) with machine learning typically requires training a new neural network for every new equation. This optimization is slow. We introduce MetaColloc. It is an optimization-free and data-free…
Second-order partial differential equations in non-divergence form are considered. Equations of this kind typically arise as subproblems for the solution of Hamilton-Jacobi-Bellman equations in the context of stochastic optimal control, or…