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Computing has revolutionised the study of complex nonlinear systems, both by allowing us to solve previously intractable models and through the ability to visualise solutions in different ways. Using ubiquitous computing infrastructure, we…

Physics Education · Physics 2023-10-18 Benjamin J. Walker , Adam K. Townsend , Alexander K. Chudasama , Andrew L. Krause

Neural Ordinary Differential Equations (ODEs) are elegant reinterpretations of deep networks where continuous time can replace the discrete notion of depth, ODE solvers perform forward propagation, and the adjoint method enables efficient,…

Neural Ordinary Differential Equations (NODEs), a framework of continuous-depth neural networks, have been widely applied, showing exceptional efficacy in coping with some representative datasets. Recently, an augmented framework has been…

Machine Learning · Computer Science 2021-02-23 Qunxi Zhu , Yao Guo , Wei Lin

In this paper we propose a new model-based unsupervised learning method, called VarNet, for the solution of partial differential equations (PDEs) using deep neural networks (NNs). Particularly, we propose a novel loss function that relies…

Machine Learning · Computer Science 2019-12-17 Reza Khodayi-Mehr , Michael M. Zavlanos

Solving partial differential equations (PDEs) by numerical methods meet computational cost challenge for getting the accurate solution since fine grids and small time steps are required. Machine learning can accelerate this process, but…

Numerical Analysis · Mathematics 2025-01-28 Qi Wang , Yuan Mi , Haoyun Wang , Yi Zhang , Ruizhi Chengze , Hongsheng Liu , Ji-Rong Wen , Hao Sun

We present two effective methods for solving high-dimensional partial differential equations (PDE) based on randomized neural networks. Motivated by the universal approximation property of this type of networks, both methods extend the…

Numerical Analysis · Mathematics 2023-09-14 Yiran Wang , Suchuan Dong

We introduce a simple, rigorous, and unified framework for solving nonlinear partial differential equations (PDEs), and for solving inverse problems (IPs) involving the identification of parameters in PDEs, using the framework of Gaussian…

Numerical Analysis · Mathematics 2021-08-12 Yifan Chen , Bamdad Hosseini , Houman Owhadi , Andrew M Stuart

High-dimensional partial differential equations (PDEs) pose significant challenges for numerical computation due to the curse of dimensionality, which limits the applicability of traditional mesh-based methods. Since 2017, the Deep BSDE…

Numerical Analysis · Mathematics 2025-05-26 Jiequn Han , Arnulf Jentzen , Weinan E

Irregular sampling intervals and missing values in real-world time series data present challenges for conventional methods that assume consistent intervals and complete data. Neural Ordinary Differential Equations (Neural ODEs) offer an…

Machine Learning · Computer Science 2025-01-28 YongKyung Oh , Dong-Young Lim , Sungil Kim

This work investigates the application of the Newton's method for the numerical solution of a nonlinear boundary value problem formulated through an ordinary differential equation (ODE). Nonlinear ODEs arise in various mathematical modeling…

As an alternative to classical numerical solvers for partial differential equations (PDEs) subject to boundary value constraints, there has been a surge of interest in investigating neural networks that can solve such problems efficiently.…

Machine Learning · Computer Science 2023-08-21 Winfried Lötzsch , Simon Ohler , Johannes S. Otterbach

We present Neural Spectral Methods, a technique to solve parametric Partial Differential Equations (PDEs), grounded in classical spectral methods. Our method uses orthogonal bases to learn PDE solutions as mappings between spectral…

Machine Learning · Computer Science 2024-01-22 Yiheng Du , Nithin Chalapathi , Aditi Krishnapriyan

Fully connected multilayer perceptrons are used for obtaining numerical solutions of partial differential equations in various dimensions. Independent variables are fed into the input layer, and the output is considered as solution's value.…

Neural and Evolutionary Computing · Computer Science 2020-01-28 V. I. Avrutskiy

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…

Methodology · Statistics 2018-05-23 Junyang Wang , Jon Cockayne , Chris Oates

Fast and accurate solutions of time-dependent partial differential equations (PDEs) are of pivotal interest to many research fields, including physics, engineering, and biology. Generally, implicit/semi-implicit schemes are preferred over…

Solving time-dependent partial differential equations (PDEs) that exhibit sharp gradients or local singularities is computationally demanding, as traditional physics-informed neural networks (PINNs) often suffer from inefficient point…

Numerical Analysis · Mathematics 2026-01-27 Beining Xu , Haijun Yu , Jiayu Zhai , Kejun Tang , Xiaoliang Wan

Neural surrogate solvers of partial differential equations (PDEs) promise dramatic speedups over numerical methods, especially in scenarios requiring many solves. However, current accuracy-based evaluations do not fully consider two central…

Machine Learning · Computer Science 2026-05-18 Yijing Zhang , Nicholas Roberts , Tanya Marwah , Mikhail Khodak

Recently, researchers have utilized neural networks to accurately solve partial differential equations (PDEs), enabling the mesh-free method for scientific computation. Unfortunately, the network performance drops when encountering a high…

Machine Learning · Computer Science 2021-09-29 Pongpisit Thanasutives , Masayuki Numao , Ken-ichi Fukui

We present a linear stability analysis of physics-informed random projection neural networks (PI-RPNNs), for the numerical solution of {the initial value problem (IVP)} of (stiff) ODEs. We begin by proving that PI-RPNNs are uniform…

Numerical Analysis · Mathematics 2025-07-30 Gianluca Fabiani , Erik Bollt , Constantinos Siettos , Athanasios N. Yannacopoulos

Machine learning methods for solving nonlinear partial differential equations (PDEs) are hot topical issues, and different algorithms proposed in the literature show efficient numerical approximation in high dimension. In this paper, we…

Optimization and Control · Mathematics 2022-01-05 Maximilien Germain , Mathieu Laurière , Huyên Pham , Xavier Warin