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We present a data-enabled physics-informed neural network (DEPINN) with comprehensive numerical study for solving industrial scale neutron diffusion eigenvalue problems (NDEPs). In order to achieve an engineering acceptable accuracy for…

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We present a novel deep learning-based algorithm to accelerate - through the use of Artificial Neural Networks (ANNs) - the convergence of Algebraic Multigrid (AMG) methods for the iterative solution of the linear systems of equations…

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Applications in quantitative finance such as optimal trade execution, risk management of options, and optimal asset allocation involve the solution of high dimensional and nonlinear Partial Differential Equations (PDEs). The connection…

Machine Learning · Statistics 2019-10-28 Batuhan Güler , Alexis Laignelet , Panos Parpas

In physics, accurately modeling large-scale phenomena such as core-collapse supernovae, (CCSN), and neutron star mergers are computationally challenging and require solving large sets of partial and ordinary differential equations.…

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Tensor network techniques, known for their low-rank approximation ability that breaks the curse of dimensionality, are emerging as a foundation of new mathematical methods for ultra-fast numerical solutions of high-dimensional Partial…

Quantized neural networks with low-bit weights and activations are attractive for developing AI accelerators. However, the quantization functions used in most conventional quantization methods are non-differentiable, which increases the…

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I provide an introduction to the application of deep learning and neural networks for solving partial differential equations (PDEs). The approach, known as physics-informed neural networks (PINNs), involves minimizing the residual of the…

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We present a novel approach that redefines the traditional interpretation of explicit and implicit discretization methods for solving a general class of advection-diffusion equations (ADEs) featuring nonlinear advection, diffusion…

Analysis of PDEs · Mathematics 2025-06-10 Amin Jafarimoghaddam , Manuel Soler , Irene Ortiz

In this work, we study physics-informed neural networks (PINNs) constrained by partial differential equations (PDEs) and their application in approximating PDEs with two characteristic scales. From a continuous perspective, our formulation…

Optimization and Control · Mathematics 2024-09-06 Michael Hintermüller , Denis Korolev

In this paper, we discuss the solution of certain matrix-valued partial differential equations. Such PDEs arise, for example, when constructing a Riemannian contraction metric for a dynamical system given by an autonomous ODE. We develop…

Numerical Analysis · Mathematics 2017-06-29 Peter Giesl , Holger Wendland

In this paper we use deep feedforward artificial neural networks to approximate solutions to partial differential equations in complex geometries. We show how to modify the backpropagation algorithm to compute the partial derivatives of the…

Machine Learning · Statistics 2018-08-28 Jens Berg , Kaj Nyström

This paper presents a learnable solver tailored to iteratively solve sparse linear systems from discretized partial differential equations (PDEs). Unlike traditional approaches relying on specialized expertise, our solver streamlines the…

Numerical Analysis · Mathematics 2024-05-10 Yan Xie , Minrui Lv , Chensong Zhang

We present a novel deep learning approach to approximate the solution of large, sparse, symmetric, positive-definite linear systems of equations. These systems arise from many problems in applied science, e.g., in numerical methods for…

Machine Learning · Computer Science 2022-10-04 Ayano Kaneda , Osman Akar , Jingyu Chen , Victoria Kala , David Hyde , Joseph Teran

Recently, a lot of papers proposed to use neural networks to approximately solve partial differential equations (PDEs). Yet, there has been a lack of flexible framework for convenient experimentation. In an attempt to fill the gap, we…

Machine Learning · Computer Science 2019-09-26 Alexander Koryagin , Roman Khudorozkov , Sergey Tsimfer

In this paper, we introduce a shallow (one-hidden-layer) physics-informed neural network for solving partial differential equations on static and evolving surfaces. For the static surface case, with the aid of level set function, the…

Numerical Analysis · Mathematics 2025-03-20 Wei-Fan Hu , Yi-Jun Shih , Te-Sheng Lin , Ming-Chih Lai

The interpretation of numerical methods, such as finite difference methods for differential equations, as point estimators allows for formal statistical quantification of the error due to discretisation in the numerical context. Competing…

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This work develops a nonlinear multigrid method for diffusion problems discretized by cell-centered finite volume methods on general unstructured grids. The multigrid hierarchy is constructed algebraically using aggregation of degrees of…

Numerical Analysis · Mathematics 2020-10-29 Chak Shing Lee , François Hamon , Nicola Castelletto , Panayot S. Vassilevski , Joshua White

Machine learning methods have been lately used to solve partial differential equations (PDEs) and dynamical systems. These approaches have been developed into a novel research field known as scientific machine learning in which techniques…

Machine Learning · Computer Science 2022-12-12 Junho Choi , Namjung Kim , Youngjoon Hong

We introduce a weighted particle representation for the solution of the filtering problem based on a suitably chosen variation of the classical de Finetti theorem. This representation has important theoretical and numerical applications. In…

Probability · Mathematics 2021-04-13 Dan Crisan , Thomas G. Kurtz , Salvador Ortiz-Latorre

As the discretization error for the solution of a partial differential equation (PDE) decreases, the precision required to store the corresponding coefficients naturally increases. Storing the solution's finite element coefficients…

Numerical Analysis · Mathematics 2025-11-25 Daniel Bauer , Nils Kohl , Stephen F. McCormick , Rasmus Tamstorf