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We describe a neural-based method for generating exact or approximate solutions to differential equations in the form of mathematical expressions. Unlike other neural methods, our system returns symbolic expressions that can be interpreted…

Machine Learning · Computer Science 2020-11-16 Maysum Panju , Kourosh Parand , Ali Ghodsi

High-dimensional PDEs have been a longstanding computational challenge. We propose to solve high-dimensional PDEs by approximating the solution with a deep neural network which is trained to satisfy the differential operator, initial…

Mathematical Finance · Quantitative Finance 2018-10-17 Justin Sirignano , Konstantinos Spiliopoulos

While deep learning has shown tremendous success in a wide range of domains, it remains a grand challenge to incorporate physical principles in a systematic manner to the design, training, and inference of such models. In this paper, we aim…

Computational Physics · Physics 2020-06-16 Rui Wang , Karthik Kashinath , Mustafa Mustafa , Adrian Albert , Rose Yu

The primary goal of this research is to propose a novel architecture for a deep neural network that can solve fractional differential equations accurately. A Gaussian integration rule and a $L_1$ discretization technique are used in the…

Machine Learning · Computer Science 2023-09-15 Ali Nosrati Firoozsalari , Hassan Dana Mazraeh , Alireza Afzal Aghaei , Kourosh Parand

We utilize extreme-learning machines for the prediction of partial differential equations (PDEs). Our method splits the state space into multiple windows that are predicted individually using a single model. Despite requiring only few data…

Machine Learning · Computer Science 2024-08-20 Hans Harder , Jean Rabault , Ricardo Vinuesa , Mikael Mortensen , Sebastian Peitz

In this paper, inspired by the multigrid method, we propose a multi-level deep framework for deep solvers. Overall, it divides the entire training process into different levels of training. At each level of training, an adaptive sampling…

Numerical Analysis · Mathematics 2026-02-23 Yu Yang , Qiaolin He

Recent years have witnessed a growth in mathematics for deep learning--which seeks a deeper understanding of the concepts of deep learning with mathematics and explores how to make it more robust--and deep learning for mathematics, where…

Machine Learning · Computer Science 2023-10-31 Derick Nganyu Tanyu , Jianfeng Ning , Tom Freudenberg , Nick Heilenkötter , Andreas Rademacher , Uwe Iben , Peter Maass

We study the numerical behaviour of a particle method for gradient flows involving linear and nonlinear diffusion. This method relies on the discretisation of the energy via non-overlapping balls centred at the particles. The resulting…

Analysis of PDEs · Mathematics 2016-12-07 J. A. Carrillo , Y. Huang , F. S. Patacchini , G. Wolansky

This paper proposes the Nerual Energy Descent (NED) via neural network evolution equations for a wide class of deep learning problems. We show that deep learning can be reformulated as the evolution of network parameters in an evolution…

Numerical Analysis · Mathematics 2023-02-22 Wenrui Hao , Chunmei Wang , Xingjian Xu , Haizhao Yang

In this work we apply the Deep Galerkin Method (DGM) described in Sirignano and Spiliopoulos (2018) to solve a number of partial differential equations that arise in quantitative finance applications including option pricing, optimal…

Computational Finance · Quantitative Finance 2018-11-22 Ali Al-Aradi , Adolfo Correia , Danilo Naiff , Gabriel Jardim , Yuri Saporito

Within the domain of Computational Fluid Dynamics, Direct Numerical Simulation (DNS) is used to obtain highly accurate numerical solutions for fluid flows. However, this approach for numerically solving the Navier-Stokes equations is…

Fluid Dynamics · Physics 2021-03-16 Pranshu Pant , Amir Barati Farimani

The advent of deep learning has yielded powerful tools to automatically compute gradients of computations. This is because training a neural network equates to iteratively updating its parameters using gradient descent to find the minimum…

Data Analysis, Statistics and Probability · Physics 2023-03-01 Nathan Simpson , Lukas Heinrich

The potential energy formulation and deep learning are merged to solve partial differential equations governing the deformation in hyperelastic and viscoelastic materials. The presented deep energy method (DEM) is self-contained and…

Machine Learning · Computer Science 2022-05-05 Diab W. Abueidda , Seid Koric , Rashid Abu Al-Rub , Corey M. Parrott , Kai A. James , Nahil A. Sobh

In this work, we propose a new deep learning-based scheme for solving high dimensional nonlinear backward stochastic differential equations (BSDEs). The idea is to reformulate the problem as a global optimization, where the local loss…

Numerical Analysis · Mathematics 2024-04-18 Lorenc Kapllani , Long Teng

Deep learning is computationally intensive, with significant efforts focused on reducing arithmetic complexity, particularly regarding energy consumption dominated by data movement. While existing literature emphasizes inference, training…

Machine Learning · Statistics 2025-06-09 Van Minh Nguyen , Cristian Ocampo , Aymen Askri , Louis Leconte , Ba-Hien Tran

Physics informed neural networks (PINNs) have emerged as a powerful tool to provide robust and accurate approximations of solutions to partial differential equations (PDEs). However, PINNs face serious difficulties and challenges when…

Machine Learning · Computer Science 2023-07-11 Rajat Arora

In typical machine learning tasks and applications, it is necessary to obtain or create large labeled datasets in order to to achieve high performance. Unfortunately, large labeled datasets are not always available and can be expensive to…

Machine Learning · Statistics 2018-08-23 Rishi Sharma , Amir Barati Farimani , Joe Gomes , Peter Eastman , Vijay Pande

We study the convergence of gradient flow for the training of deep neural networks. If Residual Neural Networks are a popular example of very deep architectures, their training constitutes a challenging optimization problem due notably to…

Machine Learning · Computer Science 2025-07-22 Raphaël Barboni , Gabriel Peyré , François-Xavier Vialard

We consider the use of Deep Learning methods for modeling complex phenomena like those occurring in natural physical processes. With the large amount of data gathered on these phenomena the data intensive paradigm could begin to challenge…

Artificial Intelligence · Computer Science 2018-01-10 Emmanuel de Bezenac , Arthur Pajot , Patrick Gallinari

At present, deep learning based methods are being employed to resolve the computational challenges of high-dimensional partial differential equations (PDEs). But the computation of the high order derivatives of neural networks is costly,…

Numerical Analysis · Mathematics 2021-03-17 Quanhui Zhu , Jiang Yang