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The numerical solution of high dimensional partial differential equations (PDEs) is severely constrained by the curse of dimensionality (CoD), rendering classical grid--based methods impractical beyond a few dimensions. In recent years,…

Numerical Analysis · Mathematics 2026-01-27 Wenzhong Zhang , Zheyuan Hu , Wei Cai , George EM Karniadakis

Developing efficient numerical algorithms for the solution of high dimensional random Partial Differential Equations (PDEs) has been a challenging task due to the well-known curse of dimensionality. We present a new solution framework for…

Machine Learning · Computer Science 2019-10-17 Mohammad Amin Nabian , Hadi Meidani

The usual approach to model reduction for parametric partial differential equations (PDEs) is to construct a linear space $V_n$ which approximates well the solution manifold $\mathcal{M}$ consisting of all solutions $u(y)$ with $y$ the…

Numerical Analysis · Mathematics 2020-05-07 Andrea Bonito , Albert Cohen , Ronald DeVore , Diane Guignard , Peter Jantsch , Guergana Petrova

In this paper, we propose and study neural network based methods for solutions of high-dimensional quadratic porous medium equation (QPME). Three variational formulations of this nonlinear PDE are presented: a strong formulation and two…

Numerical Analysis · Mathematics 2022-05-09 Jianfeng Lu , Min Wang

In recent years deep artificial neural networks (DNNs) have been successfully employed in numerical simulations for a multitude of computational problems including, for example, object and face recognition, natural language processing,…

Numerical Analysis · Mathematics 2021-10-12 Arnulf Jentzen , Diyora Salimova , Timo Welti

In this Master Thesis, we study the approximation capabilities of Neural Networks in the context of numerical resolution of elliptic PDEs and Approximation Theory. First of all, in Chapter 1, we introduce the mathematical definition of…

Numerical Analysis · Mathematics 2024-10-07 Gonzalo Romera

Recent research has used deep learning to develop partial differential equation (PDE) models in science and engineering. The functional form of the PDE is determined by a neural network, and the neural network parameters are calibrated to…

Machine Learning · Computer Science 2023-10-17 Justin Sirignano , Jonathan MacArt , Konstantinos Spiliopoulos

A key challenge in scientific machine learning is solving partial differential equations (PDEs) on complex domains, where the curved geometry complicates the approximation of functions and their derivatives required by differential…

Numerical Analysis · Mathematics 2025-09-26 Hanfei Zhou , Lei Shi

Nonlinear partial differential equations (PDEs) are used to model dynamical processes in a large number of scientific fields, ranging from finance to biology. In many applications standard local models are not sufficient to accurately…

Numerical Analysis · Mathematics 2022-05-10 Victor Boussange , Sebastian Becker , Arnulf Jentzen , Benno Kuckuck , Loïc Pellissier

We use explicit representation formulas to show that solutions to certain partial differential equations lie in Barron spaces or multilayer spaces if the PDE data lie in such function spaces. Consequently, these solutions can be represented…

Analysis of PDEs · Mathematics 2021-06-07 Weinan E , Stephan Wojtowytsch

We consider the use of Gaussian Processes (GPs) or Neural Networks (NNs) to numerically approximate the solutions to nonlinear partial differential equations (PDEs) with rough forcing or source terms, which commonly arise as pathwise…

Numerical Analysis · Mathematics 2025-01-31 Ricardo Baptista , Edoardo Calvello , Matthieu Darcy , Houman Owhadi , Andrew M. Stuart , Xianjin Yang

We propose rigorous lower and upper error bounds for neural network (NN) approximations to PDEs by efficiently computing the Riesz representations of suitable extension and restrictions of the NN residual towards geometrically simpler…

Numerical Analysis · Mathematics 2026-04-15 Lewin Ernst , Nikolaos Rekatsinas , Karsten Urban

Artificial neural networks (ANNs) have very successfully been used in numerical simulations for a series of computational problems ranging from image classification/image recognition, speech recognition, time series analysis, game…

Numerical Analysis · Mathematics 2023-08-02 Philipp Grohs , Fabian Hornung , Arnulf Jentzen , Philippe von Wurstemberger

We develop a general framework for data-driven approximation of input-output maps between infinite-dimensional spaces. The proposed approach is motivated by the recent successes of neural networks and deep learning, in combination with…

Numerical Analysis · Mathematics 2021-06-21 Kaushik Bhattacharya , Bamdad Hosseini , Nikola B. Kovachki , Andrew M. Stuart

We investigate non-adaptive methods of deep ReLU neural network approximation in Bochner spaces $L_2({\mathbb U}^\infty, X, \mu)$ of functions on ${\mathbb U}^\infty$ taking values in a separable Hilbert space $X$, where ${\mathbb…

Numerical Analysis · Mathematics 2022-12-15 Dinh Dũng , Van Kien Nguyen , Duong Thanh Pham

We study the approximation rates of a class of deep neural network approximations of operators which arise as data-to-solution maps $\mathcal{S}$ of linear elliptic partial differential equations (PDEs), and act between pairs $X,Y$ of…

Numerical Analysis · Mathematics 2025-12-22 Carlo Marcati , Christoph Schwab

In this paper, we compute numerical approximations of the minimal surfaces, an essential type of Partial Differential Equation (PDE), in higher dimensions. Classical methods cannot handle it in this case because of the Curse of…

Analysis of PDEs · Mathematics 2023-09-08 Steven Zhou , Xiaojing Ye

In this paper, we study the error in first order Sobolev norm in the approximation of solutions to linear parabolic PDEs. We use a Monte Carlo Euler scheme obtained from combining the Feynman--Kac representation with a Euler discretization…

Numerical Analysis · Mathematics 2023-06-30 Patrick Cheridito , Florian Rossmannek

We prove that deep neural networks are capable of approximating solutions of semilinear Kolmogorov PDE in the case of gradient-independent, Lipschitz-continuous nonlinearities, while the required number of parameters in the networks grow at…

Numerical Analysis · Mathematics 2022-05-31 Petru A. Cioica-Licht , Martin Hutzenthaler , P. Tobias Werner

Solving partial differential equations (PDEs) is the canonical approach for understanding the behavior of physical systems. However, large scale solutions of PDEs using state of the art discretization techniques remains an expensive…

Computational Engineering, Finance, and Science · Computer Science 2021-01-14 Xiaoxuan Zhang , Krishna Garikipati