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This paper aims at studying the difference between Ritz-Galerkin (R-G) method and deep neural network (DNN) method in solving partial differential equations (PDEs) to better understand deep learning. To this end, we consider solving a…
Training nonlinear parametrizations such as deep neural networks to numerically approximate solutions of partial differential equations is often based on minimizing a loss that includes the residual, which is analytically available in…
While deep learning has achieved remarkable success in solving partial differential equations (PDEs), it still faces significant challenges, particularly when the PDE solutions have low regularity or singularities. To address these issues,…
Equations governing physico-chemical processes are usually known at microscopic spatial scales, yet one suspects that there exist equations, e.g. in the form of Partial Differential Equations (PDEs), that can explain the system evolution at…
In this paper, we propose a novel numerical method for Path-Dependent Partial Differential Equations (PPDEs). These equations firstly appeared in the seminal work of Dupire [2009], where the functional It\^o calculus was developed to deal…
Partial differential equations (PDEs) play a fundamental role in modeling and simulating problems across a wide range of disciplines. Recent advances in deep learning have shown the great potential of physics-informed neural networks…
We consider optimization problems constrained by partial differential equations (PDEs) with additional constraints placed on the solution of the PDEs. We develop a general and versatile framework using infinite-valued penalization functions…
The paper focuses on unconditionally optimal error analysis of the fully discrete Galerkin finite element methods for a general nonlinear parabolic system in $\R^d$ with $d=2,3$. In terms of a corresponding time-discrete system of PDEs as…
A local weighted discontinuous Galerkin gradient discretization method for solving elliptic equations is introduced. The local scheme is based on a coarse grid and successively improves the solution solving a sequence of local elliptic…
We present two effective methods for solving high-dimensional partial differential equations (PDE) based on randomized neural networks. Motivated by the universal approximation property of this type of networks, both methods extend the…
Partial Differential Equations (PDEs) are notoriously difficult to solve. In general, closed-form solutions are not available and numerical approximation schemes are computationally expensive. In this paper, we propose to approach the…
Generative adversarial network (GAN) has been shown to be useful in various applications, such as image recognition, text processing and scientific computing, due its strong ability to learn complex data distributions. In this study, a…
Relying on the classical connection between Backward Stochastic Differential Equations (BSDEs) and non-linear parabolic partial differential equations (PDEs), we propose a new probabilistic learning scheme for solving high-dimensional…
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…
Machine learning, especially physics-informed neural networks (PINNs) and their neural network variants, has been widely used to solve problems involving partial differential equations (PDEs). The successful deployment of such methods…
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…
Classical Physics-informed neural networks (PINNs) approximate solutions to PDEs with the help of deep neural networks trained to satisfy the differential operator and the relevant boundary conditions. We revisit this idea in the quantum…
Partial differential equations (PDEs) serve as the cornerstone of mathematical physics. In recent years, Physics-Informed Neural Networks (PINNs) have significantly reduced the dependence on large datasets by embedding physical laws…
Physics-Informed Neural Networks (PINNs) are machine learning tools that approximate the solution of general partial differential equations (PDEs) by adding them in some form as terms of the loss/cost function of a Neural Network. Most…
We propose new machine learning schemes for solving high dimensional nonlinear partial differential equations (PDEs). Relying on the classical backward stochastic differential equation (BSDE) representation of PDEs, our algorithms estimate…