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This script offers an implementation-oriented introduction to deep learning methods for solving and estimating high-dimensional dynamic stochastic models in economics and finance. Its starting point is the curse of dimensionality:…

General Economics · Economics 2026-05-15 Simon Scheidegger

Neural networks are a central technique in machine learning. Recent years have seen a wave of interest in applying neural networks to physical systems for which the governing dynamics are known and expressed through differential equations.…

Computational Physics · Physics 2020-01-31 M. Mattheakis , P. Protopapas , D. Sondak , M. Di Giovanni , E. Kaxiras

Physics-informed deep learning has emerged as a promising alternative for solving partial differential equations. However, for complex problems, training these networks can still be challenging, often resulting in unsatisfactory accuracy…

Machine Learning · Computer Science 2025-09-18 Wenqian Chen , Amanda A. Howard , Panos Stinis

As a fundamental mathmatical tool in many engineering disciplines, coupled differential equation groups are being widely used to model complex structures containing multiple physical quantities. Engineers constantly adjust structural…

Machine Learning · Computer Science 2023-06-26 Wenhao Ding , Qing He , Hanghang Tong , Qingjing Wang , Ping Wang

We present a Physics-Informed Neural Network (PINN) to simulate the thermochemical evolution of a composite material on a tool undergoing cure in an autoclave. In particular, we solve the governing coupled system of differential equations…

Machine Learning · Computer Science 2021-06-16 Sina Amini Niaki , Ehsan Haghighat , Trevor Campbell , Anoush Poursartip , Reza Vaziri

In recent years, the rapid advancement of deep learning has significantly impacted various fields, particularly in solving partial differential equations (PDEs) in the realm of solid mechanics, benefiting greatly from the remarkable…

Machine Learning · Computer Science 2024-09-17 Yizheng Wang , Jia Sun , Timon Rabczuk , Yinghua Liu

We investigate the use of discrete and continuous versions of physics-informed neural network methods for learning unknown dynamics or constitutive relations of a dynamical system. For the case of unknown dynamics, we represent all the…

Machine Learning · Computer Science 2019-04-11 Ramakrishna Tipireddy , Paris Perdikaris , Panos Stinis , Alexandre Tartakovsky

Deep neural networks (DNNs) recently emerged as a promising tool for analyzing and solving complex differential equations arising in science and engineering applications. Alternative to traditional numerical schemes, learning-based solvers…

Numerical Analysis · Mathematics 2023-08-09 Yuan Lan , Zhen Li , Jie Sun , Yang Xiang

Calibration of neural networks is a topical problem that is becoming more and more important as neural networks increasingly underpin real-world applications. The problem is especially noticeable when using modern neural networks, for which…

Machine Learning · Computer Science 2023-08-29 Ondrej Bohdal , Yongxin Yang , Timothy Hospedales

Deep Operator Networks are emerging as fundamental tools among various neural network types to learn mappings between function spaces, and have recently gained attention due to their ability to approximate nonlinear operators. In…

Machine Learning · Computer Science 2026-01-15 Beatrice Ceccanti , Mattia Galanti , Ivo Roghair , Martin van Sint Annaland

The current work aims to incorporate physics-based loss in Physics Informed Neural Network (PINN) directly using the numerical residual obtained from the governing equation in any dicretized forward solver. PINN's major difficulties in…

Numerical Analysis · Mathematics 2025-09-30 Rahul Halder , Giovanni Stabile , Gianluigi Rozza

In this paper we propose a new methodology for decision-making under uncertainty using recent advancements in the areas of nonlinear stochastic optimal control theory, applied mathematics, and machine learning. Grounded on the fundamental…

Robotics · Computer Science 2021-07-12 Marcus Pereira , Ziyi Wang , Ioannis Exarchos , Evangelos A. Theodorou

We explore the possibility of solving Partial Differential Equations (PDEs) using discrete weak formulations. We propose a programming environment for defining a discrete computational domain, introducing discrete functions defined over a…

Machine Learning · Computer Science 2026-04-20 Tomasz Służalec , Marcin Łoś , Askold Vilkha , Maciej Paszyński

Solving PDEs with machine learning techniques has become a popular alternative to conventional methods. In this context, Neural networks (NNs) are among the most commonly used machine learning tools, and in those models, the choice of an…

Numerical Analysis · Mathematics 2023-05-17 Jamie M. Taylor , Manuela Bastidas , David Pardo , Ignacio Muga

Partial differential equations (PDEs) are an essential computational kernel in physics and engineering. With the advance of deep learning, physics-informed neural networks (PINNs), as a mesh-free method, have shown great potential for fast…

Machine Learning · Computer Science 2023-06-19 Junjun Yan , Xinhai Chen , Zhichao Wang , Enqiang Zhoui , Jie Liu

We present a scalable framework for learning deterministic and probabilistic neural surrogates for high-resolution 3D physics simulations. We introduce a hybrid CNN-Transformer backbone architecture targeted for 3D physics simulations,…

Machine Learning · Computer Science 2025-10-09 Benjamin Holzschuh , Georg Kohl , Florian Redinger , Nils Thuerey

In this article, we investigate the existence of a deep neural network (DNN) capable of approximating solutions to partial integro-differential equations while circumventing the curse of dimensionality. Using the Feynman-Kac theorem, we…

Numerical Analysis · Mathematics 2025-01-22 Marcin Baranek

This study aims to benchmark candidate strategies for embedding neural network (NN) surrogates in nonlinear model predictive control (NMPC) formulations that are subject to systems described with partial differential equations and that are…

Systems and Control · Electrical Eng. & Systems 2025-01-14 Carlos Andrés Elorza Casas , Luis A. Ricardez-Sandoval , Joshua L. Pulsipher

Neural networks can be used as surrogates for PDE models. They can be made physics-aware by penalizing underlying equations or the conservation of physical properties in the loss function during training. Current approaches allow to…

Machine Learning · Computer Science 2022-07-01 Raphael Leiteritz , Patrick Buchfink , Bernard Haasdonk , Dirk Pflüger

Stochastic differential equations (SDEs) and stochastic partial differential equations (SPDEs) are fundamental for modeling stochastic dynamics across the natural sciences and modern machine learning. Learning their solution operators with…

Machine Learning · Computer Science 2026-01-30 Dai Shi , Lequan Lin , Andi Han , Luke Thompson , José Miguel Hernández-Lobato , Zhiyong Wang , Junbin Gao
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