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This paper focuses on solving large-scale, ill-conditioned, and overdetermined sparse least squares problems that arise from numerical partial differential equations (PDEs), mainly from the random feature method. To address these…

Numerical Analysis · Mathematics 2024-09-25 Jingrun Chen , Longze Tan

In this paper, based on the combination of finite element mesh and neural network, a novel type of neural network element space and corresponding machine learning method are designed for solving partial differential equations. The…

Numerical Analysis · Mathematics 2025-04-24 Yifan Wang , Zhongshuo Lin , Hehu Xie

Accurate modeling of complex physical problems, such as fluid-structure interaction, requires multiphysics coupling across the interface, which often has intricate geometry and dynamic boundaries. Conventional numerical methods face…

Numerical Analysis · Mathematics 2023-08-08 Yunlong Li , Fei Wang

Using a combination of recurrent neural networks and signature methods from the rough paths theory we design efficient algorithms for solving parametric families of path dependent partial differential equations (PPDEs) that arise in pricing…

Computational Finance · Quantitative Finance 2020-11-24 Marc Sabate-Vidales , David Šiška , Lukasz Szpruch

The interpretation of numerical methods, such as finite difference methods for differential equations, as point estimators suggests that formal uncertainty quantification can also be performed in this context. Competing statistical…

Other Statistics · Statistics 2019-09-24 Junyang Wang , Jon Cockayne , Chris J. Oates

Solving high-dimensional parabolic partial differential equations (PDEs) with deep learning methods is often computationally and memory intensive, primarily due to the need for automatic differentiation (AD) to compute large Hessian…

Numerical Analysis · Mathematics 2026-01-13 Wei Cai , Shuixin Fang , Tao Zhou

In this paper, we propose a meshfree method based on the Gaussian radial basis function (RBF) to solve both classical and fractional PDEs. The proposed method takes advantage of the analytical Laplacian of Gaussian functions so as to…

Numerical Analysis · Mathematics 2021-06-21 John Burkardt , Yixuan Wu , Yanzhi Zhang

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

Partial differential equations (PDEs) on surfaces are fundamental to scientific computing and geometry processing. A popular approach to solving PDEs on surfaces is the finite element method (FEM), where the surface is divided into discrete…

Graphics · Computer Science 2026-05-27 Pranav Jain , Navami Kairanda , Peter Yichen Chen , Oded Stein

The combination of machine learning and physical laws has shown immense potential for solving scientific problems driven by partial differential equations (PDEs) with the promise of fast inference, zero-shot generalisation, and the ability…

Machine Learning · Computer Science 2024-09-11 Nacime Bouziani , David A. Ham , Ado Farsi

In this paper a novel method to solve the constant coefficient wave equation, subject to interface jump conditions, is presented. In general, such problems pose issues for standard finite difference solvers, as the inherent discontinuity in…

Numerical Analysis · Mathematics 2017-11-07 David S. Abraham , Alexandre Noll Marques , Jean-Christophe Nave

The multiscale complexity of modern problems in computational science and engineering can prohibit the use of traditional numerical methods in multi-dimensional simulations. Therefore, novel algorithms are required in these situations to…

Numerical Analysis · Mathematics 2021-06-15 Cale Harnish , Luke Dalessandro , Karel Matous , Daniel Livescu

Statistical heterogeneity is a root cause of tension among accuracy, fairness, and robustness of federated learning (FL), and is key in paving a path forward. Personalized FL (PFL) is an approach that aims to reduce the impact of…

Machine Learning · Computer Science 2024-07-24 Shengkun Zhu , Jinshan Zeng , Sheng Wang , Yuan Sun , Xiaodong Li , Yuan Yao , Zhiyong Peng

The numerical solution of partial differential equations (PDEs) is difficult, having led to a century of research so far. Recently, there have been pushes to build neural--numerical hybrid solvers, which piggy-backs the modern trend towards…

Machine Learning · Computer Science 2023-03-21 Johannes Brandstetter , Daniel Worrall , Max Welling

This paper discusses the critical decision process of extracting or selecting the features in a supervised learning context. It is often confusing to find a suitable method to reduce dimensionality. There are pros and cons to deciding…

Machine Learning · Computer Science 2022-06-22 Jean-Sébastien Dessureault , Daniel Massicotte

Pushdown systems (PDSs) and recursive state machines (RSMs), which are linearly equivalent, are standard models for interprocedural analysis. Yet RSMs are more convenient as they (a) explicitly model function calls and returns, and (b)…

Programming Languages · Computer Science 2020-01-13 Krishnendu Chatterjee , Bernhard Kragl , Samarth Mishra , Andreas Pavlogiannis

Developing algorithms for solving high-dimensional partial differential equations (PDEs) has been an exceedingly difficult task for a long time, due to the notoriously difficult problem known as the "curse of dimensionality". This paper…

Numerical Analysis · Mathematics 2020-07-17 Jiequn Han , Arnulf Jentzen , Weinan E

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

The Deep Fourier Residual (DFR) method is a specific type of variational physics-informed neural networks (VPINNs). It provides a robust neural network-based solution to partial differential equations (PDEs). The DFR strategy is based on…

Numerical Analysis · Mathematics 2024-01-11 Jamie M. Taylor , Manuela Bastidas , Victor M. Calo , David Pardo

Physics-informed neural networks (PINNs) have shown remarkable prospects in solving forward and inverse problems involving partial differential equations (PDEs). However, PINNs still face the challenge of high computational cost in solving…

Fluid Dynamics · Physics 2025-01-22 Jiahao Song , Wenbo Cao , Weiwei Zhang