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Deep learning has become a popular tool across many scientific fields, including the study of differential equations, particularly partial differential equations. This work introduces the basic principles of deep learning and the Deep…
In this work we present an application of modern deep learning methodologies to the numerical solution of partial differential equations in transport models. More specifically, we employ a supervised deep neural network that takes into…
We develop a novel deep learning approach for pricing European options in diffusion models, that can efficiently handle high-dimensional problems resulting from Markovian approximations of rough volatility models. The option pricing partial…
The purpose of this paper is to explore the use of deep learning for the solution of the nonlinear filtering problem. This is achieved by solving the Zakai equation by a deep splitting method, previously developed for approximate solution…
We propose a deep learning based method, the Deep Ritz Method, for numerically solving variational problems, particularly the ones that arise from partial differential equations. The Deep Ritz method is naturally nonlinear, naturally…
We present a method that employs physics-informed deep learning techniques for parametrically solving partial differential equations. The focus is on the steady-state heat equations within heterogeneous solids exhibiting significant phase…
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…
The solution to partial differential equations using deep learning approaches has shown promising results for several classes of initial and boundary-value problems. However, their ability to surpass, particularly in terms of accuracy,…
We consider the approximation of initial/boundary value problems involving, possibly high-dimensional, dissipative evolution partial differential equations (PDEs) using a deep neural network framework. More specifically, we first propose…
There has been an arising trend of adopting deep learning methods to study partial differential equations (PDEs). This article is to propose a Deep Learning Galerkin Method (DGM) for the closed-loop geothermal system, which is a new coupled…
We introduce the Optimizing a Discrete Loss (ODIL) framework for the numerical solution of Partial Differential Equations (PDE) using machine learning tools. The framework formulates numerical methods as a minimization of discrete residuals…
Numerical modelling is an essential approach to understanding the behavior of thermal plasmas in various industrial applications. We propose a deep learning method for solving the partial differential equations in thermal plasma models. In…
Modern deep learning algorithms use variations of gradient descent as their main learning methods. Gradient descent can be understood as the simplest Ordinary Differential Equation (ODE) solver; namely, the Euler method applied to the…
We propose a new algorithm for solving parabolic partial differential equations (PDEs) and backward stochastic differential equations (BSDEs) in high dimension, by making an analogy between the BSDE and reinforcement learning with the…
In this paper, we propose a novel numerical scheme to optimize the gradient flows for learning energy-based models (EBMs). From a perspective of physical simulation, we redefine the problem of approximating the gradient flow utilizing…
This paper introduces feature gradient flow, a new technique for interpreting deep learning models in terms of features that are understandable to humans. The gradient flow of a model locally defines nonlinear coordinates in the input data…
We propose a deep learning algorithm for solving high-dimensional parabolic integro-differential equations (PIDEs) and high-dimensional forward-backward stochastic differential equations with jumps (FBSDEJs), where the jump-diffusion…
Spectral methods are an important part of scientific computing's arsenal for solving partial differential equations (PDEs). However, their applicability and effectiveness depend crucially on the choice of basis functions used to expand the…
In this article, we introduce and analyze a deep learning based approximation algorithm for SPDEs. Our approach employs neural networks to approximate the solutions of SPDEs along given realizations of the driving noise process. If applied…
We develop in this paper a multi-grade deep learning method for solving nonlinear partial differential equations (PDEs). Deep neural networks (DNNs) have received super performance in solving PDEs in addition to their outstanding success in…