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Efficiently and accurately simulating partial differential equations (PDEs) in and around arbitrarily defined geometries, especially with high levels of adaptivity, has significant implications for different application domains. A key…

We investigate solving partial integro-differential equations (PIDEs) using unsupervised deep learning in this paper. To price options, assuming underlying processes follow Levy processes, we require to solve PIDEs. In supervised deep…

Computational Finance · Quantitative Finance 2022-07-04 Ali Hirsa , Weilong Fu

Neural ordinary differential equations describe how values change in time. This is the reason why they gained importance in modeling sequential data, especially when the observations are made at irregular intervals. In this paper we propose…

Machine Learning · Computer Science 2021-10-26 Marin Biloš , Johanna Sommer , Syama Sundar Rangapuram , Tim Januschowski , Stephan Günnemann

Neural networks have been applied to control problems, typically by combining data, differential equation residuals, and objective costs in the training loss or by incorporating auxiliary architectural components. Instead, we propose a…

Optimization and Control · Mathematics 2026-04-10 Oliver G. S. Lundqvist , Fabricio Oliveira

The optimization problems associated with training generative adversarial neural networks can be largely reduced to certain {\em non-monotone} variational inequality problems (VIPs), whereas existing convergence results are mostly based on…

Optimization and Control · Mathematics 2021-03-09 Chaobing Song , Zhengyuan Zhou , Yichao Zhou , Yong Jiang , Yi Ma

Physics-informed neural networks (PINNs) have emerged as a promising approach to solving partial differential equations (PDEs) using neural networks, particularly in data-scarce scenarios, due to their unsupervised training capability.…

Machine Learning · Computer Science 2025-03-25 Edgar Torres , Jonathan Schiefer , Mathias Niepert

Partial differential equations have a wide range of applications in modeling multiple physical, biological, or social phenomena. Therefore, we need to approximate the solutions of these equations in computationally feasible terms. Nowadays,…

Numerical Analysis · Mathematics 2024-11-14 Carlos Uriarte

Partial differential equations (PDEs) are indispensable for modeling many physical phenomena and also commonly used for solving image processing tasks. In the latter area, PDE-based approaches interpret image data as discretizations of…

Machine Learning · Computer Science 2018-12-12 Lars Ruthotto , Eldad Haber

Welcome to a beautiful subject in scientific computing: numerical solution of ordinary differential equations (ODEs) with initial conditions.

History and Overview · Mathematics 2024-12-31 Davoud Mirzaei

Many computer vision and image processing problems can be posed as solving partial differential equations (PDEs). However, designing PDE system usually requires high mathematical skills and good insight into the problems. In this paper, we…

Computer Vision and Pattern Recognition · Computer Science 2011-09-07 Risheng Liu , Zhouchen Lin , Wei Zhang , Kewei Tang , Zhixun Su

Neural differential equations offer a powerful framework for modeling continuous-time dynamics, but forecasting stiff biophysical systems remains unreliable. Standard Neural ODEs and physics informed variants often require orders of…

Machine Learning · Computer Science 2025-11-18 Kamalpreet Singh Kainth , Prathamesh Dinesh Joshi , Raj Abhijit Dandekar , Rajat Dandekar , Sreedat Panat

Verification of Neural Networks (NNs) that approximate the solution of Partial Differential Equations (PDEs) is a major milestone towards enhancing their trustworthiness and accelerating their deployment, especially for safety-critical…

Systems and Control · Electrical Eng. & Systems 2024-02-13 Petros Ellinas , Rahul Nellikath , Ignasi Ventura , Jochen Stiasny , Spyros Chatzivasileiadis

Graph neural networks are increasingly becoming the go-to approach in various fields such as computer vision, computational biology and chemistry, where data are naturally explained by graphs. However, unlike traditional convolutional…

Machine Learning · Computer Science 2021-10-28 Moshe Eliasof , Eldad Haber , Eran Treister

Neural networks are universal approximators and are studied for their use in solving differential equations. However, a major criticism is the lack of error bounds for obtained solutions. This paper proposes a technique to rigorously…

Computational Engineering, Finance, and Science · Computer Science 2023-06-07 Shuheng Liu , Xiyue Huang , Pavlos Protopapas

Partial Differential Equations (PDEs) are central to modeling complex systems across physical, biological, and engineering domains, yet traditional numerical methods often struggle with high-dimensional or complex problems. Physics-Informed…

Machine Learning · Computer Science 2026-02-11 Chenggong Zhang

We develop a novel computational framework to approximate solution operators of evolution partial differential equations (PDEs). By employing a general nonlinear reduced-order model, such as a deep neural network, to approximate the…

Numerical Analysis · Mathematics 2023-11-13 Nathan Gaby , Xiaojing Ye , Haomin Zhou

We propose a predictor-corrector adaptive method for the simulation of hyperbolic partial differential equations (PDEs) on networks under general uncertainty in parameters, initial conditions, or boundary conditions. The approach is based…

Numerical Analysis · Mathematics 2024-03-26 Jake J. Harmon , Svetlana Tokareva , Anatoly Zlotnik

Neural networks have shown promising potential in accelerating the numerical simulation of systems governed by partial differential equations (PDEs). Different from many existing neural network surrogates operating on high-dimensional…

Machine Learning · Computer Science 2025-01-09 Zijie Li , Saurabh Patil , Francis Ogoke , Dule Shu , Wilson Zhen , Michael Schneier , John R. Buchanan, , Amir Barati Farimani

Deep learning-based numerical schemes such as Physically Informed Neural Networks (PINNs) have recently emerged as an alternative to classical numerical schemes for solving Partial Differential Equations (PDEs). They are very appealing at…

Numerical Analysis · Mathematics 2022-05-11 A. Beguinet , V. Ehrlacher , R. Flenghi , M. Fuente , O. Mula , A. Somacal

Real-world systems are often formulated as constrained optimization problems. Techniques to incorporate constraints into Neural Networks (NN), such as Neural Ordinary Differential Equations (Neural ODEs), have been used. However, these…

Machine Learning · Computer Science 2025-03-27 C. Coelho , M. Fernanda P. Costa , L. L. Ferrás
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