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Diffusion-based models on continuous spaces have seen substantial recent progress through the mathematical framework of gradient flows, leveraging the Wasserstein-2 (${W}_2$) metric via the Jordan-Kinderlehrer-Otto (JKO) scheme. Despite the…

Machine Learning · Computer Science 2026-04-14 Dario Rancati , Jan Maas , Francesco Locatello

Partial differential equations (PDEs) with Dirichlet boundary conditions defined on boundaries with simple geometry have been succesfuly treated using sigmoidal multilayer perceptrons in previous works. This article deals with the case of…

Neural and Evolutionary Computing · Computer Science 2007-05-23 I. E. Lagaris , A. Likas , D. G. Papageorgiou

High-dimensional PDEs have been a longstanding computational challenge. We propose to solve high-dimensional PDEs by approximating the solution with a deep neural network which is trained to satisfy the differential operator, initial…

Mathematical Finance · Quantitative Finance 2018-10-17 Justin Sirignano , Konstantinos Spiliopoulos

We study solution techniques for an evolution equation involving second order derivative in time and the spectral fractional powers, of order $s \in (0,1)$, of symmetric, coercive, linear, elliptic, second-order operators in bounded domains…

Numerical Analysis · Mathematics 2018-06-18 Lehel Banjai , Enrique Otarola

Deep generative modeling has seen impressive advances in recent years, to the point where it is now commonplace to see simulated samples (e.g., images) that closely resemble real-world data. However, generation quality is generally…

Machine Learning · Computer Science 2021-06-08 Abdul Fatir Ansari , Ming Liang Ang , Harold Soh

We propose a new method to deal with the essential boundary conditions encountered in the deep learning-based numerical solvers for partial differential equations. The trial functions representing by deep neural networks are…

Numerical Analysis · Mathematics 2021-04-06 Yulei Liao , Pingbing Ming

We study the equation of one-dimensional quasistatic nonlinear viscoelasticity with Dirichlet boundary conditions, in the particular case that the underlying dissipation geometry (provided by the viscosity) is comparable to the Bhattacharya…

Analysis of PDEs · Mathematics 2026-05-12 Alexander Mielke , Billy Sumners

Partial Differential Equations (PDEs) are central to science and engineering. Since solving them is computationally expensive, a lot of effort has been put into approximating their solution operator via both traditional and recently…

Machine Learning · Computer Science 2025-02-14 Alessandro Longhi , Danny Lathouwers , Zoltán Perkó

We propose a finite-dimensional control-based method to approximate solution operators for evolutional partial differential equations (PDEs), particularly in high-dimensions. By employing a general reduced-order model, such as a deep neural…

Numerical Analysis · Mathematics 2024-01-22 Nathan Gaby , Xiaojing Ye

Partial differential equations (PDEs) play a crucial role in studying a vast number of problems in science and engineering. Numerically solving nonlinear and/or high-dimensional PDEs is often a challenging task. Inspired by the traditional…

Numerical Analysis · Mathematics 2022-01-11 Yihao Hu , Tong Zhao , Shixin Xu , Zhiliang Xu , Lizhen Lin

We derive novel algorithms for optimization problems constrained by partial differential equations describing multiscale particle dynamics, including non-local integral terms representing interactions between particles. In particular, we…

Numerical Analysis · Mathematics 2021-09-09 Mildred Aduamoah , Benjamin D. Goddard , John W. Pearson , Jonna C. Roden

We develop a new computational framework to solve the partial differential equations (PDEs) governing the flow of the joint probability density functions (PDFs) in continuous-time stochastic nonlinear systems. The need for computing the…

Optimization and Control · Mathematics 2019-08-08 Kenneth F. Caluya , Abhishek Halder

Normalizing flow is a class of deep generative models for efficient sampling and likelihood estimation, which achieves attractive performance, particularly in high dimensions. The flow is often implemented using a sequence of invertible…

Machine Learning · Statistics 2024-02-19 Chen Xu , Xiuyuan Cheng , Yao Xie

In recent work it has been established that deep neural networks are capable of approximating solutions to a large class of parabolic partial differential equations without incurring the curse of dimension. However, all this work has been…

Numerical Analysis · Mathematics 2020-08-18 Philipp Grohs , Lukas Herrmann

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

Numerically solving high-dimensional partial differential equations (PDEs) is a major challenge. Conventional methods, such as finite difference methods, are unable to solve high-dimensional PDEs due to the curse-of-dimensionality. A…

Numerical Analysis · Mathematics 2023-05-11 Deqing Jiang , Justin Sirignano , Samuel N. Cohen

Recently, several deep learning (DL) methods for approximating high-dimensional partial differential equations (PDEs) have been proposed. The interest that these methods have generated in the literature is in large part due to simulations…

Numerical Analysis · Mathematics 2026-04-30 Julia Ackermann , Arnulf Jentzen , Thomas Kruse , Benno Kuckuck , Joshua Lee Padgett

Neural Ordinary Differential Equations (NODEs), a framework of continuous-depth neural networks, have been widely applied, showing exceptional efficacy in coping with some representative datasets. Recently, an augmented framework has been…

Machine Learning · Computer Science 2021-02-23 Qunxi Zhu , Yao Guo , Wei Lin

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…

Numerical Analysis · Mathematics 2026-02-16 Shuo Ling , Wenjun Ying , Zhen Zhang

Minimizing functionals in the space of probability distributions can be done with Wasserstein gradient flows. To solve them numerically, a possible approach is to rely on the Jordan-Kinderlehrer-Otto (JKO) scheme which is analogous to the…

Machine Learning · Computer Science 2022-11-16 Clément Bonet , Nicolas Courty , François Septier , Lucas Drumetz