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In this manuscript we present a novel and efficient numerical method for the compressible viscous and resistive MHD equations for all Mach number regimes. The time-integration strategy is a semi-implicit splitting, combined with a hybrid…

Numerical Analysis · Mathematics 2024-07-22 Francesco Fambri , Eric Sonnendrücker

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

Compared with conventional numerical approaches to solving partial differential equations (PDEs), physics-informed neural networks (PINN) have manifested the capability to save development effort and computational cost, especially in…

Machine Learning · Computer Science 2022-09-19 Shihong Zhang , Chi Zhang , Bosen Wang

In this paper, we study the statistical limits of deep learning techniques for solving elliptic partial differential equations (PDEs) from random samples using the Deep Ritz Method (DRM) and Physics-Informed Neural Networks (PINNs). To…

Numerical Analysis · Mathematics 2021-11-16 Yiping Lu , Haoxuan Chen , Jianfeng Lu , Lexing Ying , Jose Blanchet

Partial differential equations (PDEs) are widely used for modeling various physical phenomena. These equations often depend on certain parameters, necessitating either the identification of optimal parameters or the solution of the…

Numerical Analysis · Mathematics 2025-10-17 Martina Bukač , Iva Manojlović , Boris Muha , Domagoj Vlah

In this paper, numerical methods using Physics-Informed Neural Networks (PINNs) are presented with the aim to solve higher-order ordinary differential equations (ODEs). Indeed, this deep-learning technique is successfully applied for…

Computational Physics · Physics 2023-07-17 Hubert Baty

The approximation of solutions of partial differential equations (PDEs) with numerical algorithms is a central topic in applied mathematics. For many decades, various types of methods for this purpose have been developed and extensively…

Numerical Analysis · Mathematics 2024-08-26 Lukas Gonon , Arnulf Jentzen , Benno Kuckuck , Siyu Liang , Adrian Riekert , Philippe von Wurstemberger

We present a methodology combining neural networks with physical principle constraints in the form of partial differential equations (PDEs). The approach allows to train neural networks while respecting the PDEs as a strong constraint in…

Numerical Analysis · Mathematics 2021-09-06 Sebastian K. Mitusch , Simon W. Funke , Miroslav Kuchta

We extend the Deep Galerkin Method (DGM) introduced in Sirignano and Spiliopoulos (2018)} to solve a number of partial differential equations (PDEs) that arise in the context of optimal stochastic control and mean field games. First, we…

Computational Finance · Quantitative Finance 2022-04-20 Ali Al-Aradi , Adolfo Correia , Danilo de Frietas Naiff , Gabriel Jardim , Yuri Saporito

Data-driven modeling of spatiotemporal physical processes with general deep learning methods is a highly challenging task. It is further exacerbated by the limited availability of data, leading to poor generalizations in standard neural…

Machine Learning · Computer Science 2021-04-14 Timothy Praditia , Matthias Karlbauer , Sebastian Otte , Sergey Oladyshkin , Martin V. Butz , Wolfgang Nowak

This document contains working annotations on the Virtual Element Method (VEM) for the approximate solution of diffusion problems with variable coefficients. To read this document you are assumed to have familiarity with concepts from the…

Numerical Analysis · Mathematics 2016-12-30 Gianmarco Manzini

We introduce a compositional physics-aware FInite volume Neural Network (FINN) for learning spatiotemporal advection-diffusion processes. FINN implements a new way of combining the learning abilities of artificial neural networks with…

Machine Learning · Computer Science 2022-05-30 Matthias Karlbauer , Timothy Praditia , Sebastian Otte , Sergey Oladyshkin , Wolfgang Nowak , Martin V. Butz

We introduce the concept of data-driven finite element methods. These are finite-element discretizations of partial differential equations (PDEs) that resolve quantities of interest with striking accuracy, regardless of the underlying mesh…

Numerical Analysis · Mathematics 2022-11-15 Ignacio Brevis , Ignacio Muga , Kristoffer G. van der Zee

Physics-informed neural networks (PINNs) in energy form, also known as the deep energy method (DEM), offer advantages over strong-form PINNs such as lower-order derivatives and fewer hyperparameters, yet dedicated and user-friendly software…

Numerical Analysis · Mathematics 2026-02-10 Yizheng Wang , Cosmin Anitescu , Mohammad Sadegh Eshaghi , Xiaoying Zhuang , Timon Rabczuk , Yinghua Liu

A hybrid computational approach that integrates the finite element method (FEM) with least squares support vector regression (LSSVR) is introduced to solve partial differential equations. The method combines FEM's ability to provide the…

Numerical Analysis · Mathematics 2026-01-01 Maryam Babaei , Peter Rucz , Manfred Kaltenbacher , Stefan Schoder

We present direct methods and symbolic software for the computation of conservation laws of nonlinear partial differential equations (PDEs) and differential-difference equations (DDEs).The methods are applied to nonlinear PDEs in (1+1)…

Exactly Solvable and Integrable Systems · Physics 2008-03-04 Willy Hereman , Paul J. Adams , Holly L. Eklund , Mark S. Hickman , Barend M. Herbst

In this paper, a physics-informed multiresolution wavelet neural network (PIMWNN) method is proposed for solving partial differential equations (PDEs). This method uses the multiresolution wavelet neural network (MWNN) to approximate…

Numerical Analysis · Mathematics 2025-08-12 Feng Han , Jianguo Wang , Guoliang Peng , Xueting Shi

We introduce a new family of high order accurate semi-implicit schemes for the solution of non-linear hyperbolic partial differential equations on unstructured polygonal meshes. The time discretization is based on a splitting between…

Numerical Analysis · Mathematics 2023-09-11 Walter Boscheri , Andrea Chiozzi , Michele Giuliano Carlino , Giulia Bertaglia

Computational Fluid Dynamics (CFD) is an important approach for analyzing flow phenomena and predicting engineering-relevant quantities. The governing physics is formulated as partial differential equations(PDEs) and solved numerically on…

Fluid Dynamics · Physics 2026-05-14 Yali Luo , Yiye Zou , Heng Zhang , Mingjie Zhang , Gang Wei , Jingyu Wang , Xiaogang Deng

Numerical solution of partial differential equations (PDEs) plays a vital role in various fields of science and engineering. In recent years, deep neural networks (DNNs) have emerged as a powerful tool for solving PDEs, leveraging their…

Numerical Analysis · Mathematics 2026-02-16 Shuo Ling , Wenjun Ying , Zhen Zhang
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