English
Related papers

Related papers: Unsupervised Legendre-Galerkin Neural Network for …

200 papers

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…

Numerical Analysis · Mathematics 2020-12-10 Jihong Wang , Zhi-Qin John Xu , Jiwei Zhang , Yaoyu Zhang

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…

Numerical Analysis · Mathematics 2023-06-28 Yuxiao Wen , Eric Vanden-Eijnden , Benjamin Peherstorfer

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,…

Numerical Analysis · Mathematics 2025-06-19 Zhihang Xu , Min Wang , Zhu Wang

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…

Machine Learning · Statistics 2021-03-31 Hassan Arbabi , Ioannis Kevrekidis

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…

Computational Finance · Quantitative Finance 2020-04-07 Yuri F. Saporito , Zhaoyu Zhang

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…

Machine Learning · Computer Science 2022-01-31 Pu Ren , Chengping Rao , Yang Liu , Jianxun Wang , Hao Sun

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…

Optimization and Control · Mathematics 2013-02-28 Richard Barnard

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…

Numerical Analysis · Mathematics 2013-03-27 Buyang Li , Weiwei Sun

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…

Numerical Analysis · Mathematics 2018-07-30 Assyr Abdulle , Giacomo Rosilho de Souza

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…

Numerical Analysis · Mathematics 2023-09-14 Yiran Wang , Suchuan Dong

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…

Machine Learning · Computer Science 2022-03-23 Nils Wandel , Michael Weinmann , Michael Neidlin , Reinhard Klein

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…

Geophysics · Physics 2021-09-14 Tianhao He , Dongxiao Zhang

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…

Numerical Analysis · Mathematics 2021-02-25 Jean-François Chassagneux , Junchao Chen , Noufel Frikha , Chao Zhou

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 · Computer Science 2019-11-22 Jonathan B. Freund , Jonathan F. MacArt , Justin Sirignano

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…

Machine Learning · Computer Science 2026-04-07 Genwei Ma , Ting Luo , Ping Yang , Xing Zhao

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

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…

Quantum Physics · Physics 2023-12-27 Josh Dees , Antoine Jacquier , Sylvain Laizet

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…

Machine Learning · Computer Science 2025-06-09 Wenxuan Huo , Qiang He , Gang Zhu , Weifeng Huang

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…

Numerical Analysis · Mathematics 2022-08-29 Antonio Tadeu Azevedo Gomes , Larissa Miguez da Silva , Frederic Valentin

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…

Probability · Mathematics 2020-06-08 Côme Huré , Huyên Pham , Xavier Warin