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The stochastic finite volume method (SFV method) is a high-order accurate method for uncertainty quantification (UQ) in hyperbolic conservation laws. However, the computational cost of SFV method increases for high-dimensional stochastic…

Numerical Analysis · Mathematics 2026-05-19 Ray Qu , Jesse Chan , Svetlana Tokareva

In this paper, both semidiscrete and completely discrete finite volume element methods (FVEMs) are analyzed for approximating solutions of a class of linear hyperbolic integro- differential equations in a two-dimensional convex polygonal…

Numerical Analysis · Mathematics 2014-01-22 Samir Karaa , Amiya K. Pani

In recent years, deep learning technology has been used to solve partial differential equations (PDEs), among which the physics-informed neural networks (PINNs) emerges to be a promising method for solving both forward and inverse PDE…

Machine Learning · Computer Science 2021-11-03 Xiang Huang , Hongsheng Liu , Beiji Shi , Zidong Wang , Kang Yang , Yang Li , Bingya Weng , Min Wang , Haotian Chu , Jing Zhou , Fan Yu , Bei Hua , Lei Chen , Bin Dong

Physics informed neural networks (PINNs) have emerged as a powerful tool to provide robust and accurate approximations of solutions to partial differential equations (PDEs). However, PINNs face serious difficulties and challenges when…

Machine Learning · Computer Science 2023-07-11 Rajat Arora

Deep neural networks (DNNs) have been widely used to solve partial differential equations (PDEs) in recent years. In this work, a novel deep learning-based framework named Particle Weak-form based Neural Networks (ParticleWNN) is developed…

Machine Learning · Computer Science 2023-11-14 Yaohua Zang , Gang Bao

Multiscale and multiphysics problems need novel numerical methods in order for them to be solved correctly and predictively. To that end, we develop a wavelet based technique to solve a coupled system of nonlinear partial differential…

Numerical Analysis · Mathematics 2023-03-22 Cale Harnish , Luke Dalessandro , Karel Matous , Daniel Livescu

It is one of the most challenging problems in applied mathematics to approximatively solve high-dimensional partial differential equations (PDEs). Recently, several deep learning-based approximation algorithms for attacking this problem…

Numerical Analysis · Mathematics 2023-02-10 Christian Beck , Martin Hutzenthaler , Arnulf Jentzen , Benno Kuckuck

The Finite Element Method (FEM) is a powerful computational tool for solving partial differential equations (PDEs). Although commercial and open-source FEM software packages are widely available, an independent implementation of FEM…

Numerical Analysis · Mathematics 2025-02-06 Victor Dominguez , Alejandro Duque

This paper proposes two efficient approximation methods to solve high-dimensional fully nonlinear partial differential equations (NPDEs) and second-order backward stochastic differential equations (2BSDEs), where such high-dimensional fully…

Numerical Analysis · Mathematics 2023-01-18 Xu Xiao , Wenlin Qiu , Omid Nikan

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

Systems involving Partial Differential Equations (PDEs) have recently become more popular among the machine learning community. However prior methods usually treat infinite dimensional problems in finite dimensions with Reduced Order…

Optimization and Control · Mathematics 2020-06-08 Ethan N. Evans , Marcus A. Pereira , George I. Boutselis , Evangelos A. Theodorou

In this work, we propose a novel backward differential deep learning-based algorithm for solving high-dimensional nonlinear backward stochastic differential equations (BSDEs), where the deep neural network (DNN) models are trained not only…

Numerical Analysis · Mathematics 2024-04-15 Lorenc Kapllani , Long Teng

In this paper, we propose a deep-learning-based approach to a class of multiscale problems. THe Generalized Multiscale Finite Element Method (GMsFEM) has been proven successful as a model reduction technique of flow problems in…

Numerical Analysis · Mathematics 2018-10-30 Min Wang , Siu Wun Cheung , Eric T. Chung , Yalchin Efendiev , Wing Tat Leung , Yating Wang

In this work, we propose a new deep learning-based scheme for solving high dimensional nonlinear backward stochastic differential equations (BSDEs). The idea is to reformulate the problem as a global optimization, where the local loss…

Numerical Analysis · Mathematics 2024-04-18 Lorenc Kapllani , Long Teng

Solving partial differential equations (PDEs) on fine spatio-temporal scales for high-fidelity solutions is critical for numerous scientific breakthroughs. Yet, this process can be prohibitively expensive, owing to the inherent complexities…

Numerical Analysis · Mathematics 2024-04-09 Yulong Lu , Wuzhe Xu

Partial differential equations (PDEs) play a crucial role in studying a vast number of problems in science and engineering. Numerically solving nonlinear and/or high-dimensional PDEs is often a challenging task. Inspired by the traditional…

Numerical Analysis · Mathematics 2022-01-11 Yihao Hu , Tong Zhao , Shixin Xu , Zhiliang Xu , Lizhen Lin

Recent work has introduced a simple numerical method for solving partial differential equations (PDEs) with deep neural networks (DNNs). This paper reviews and extends the method while applying it to analyze one of the most fundamental…

Machine Learning · Computer Science 2019-05-14 Craig Michoski , Milos Milosavljevic , Todd Oliver , David Hatch

In recent years, the rapid advancement of deep learning has significantly impacted various fields, particularly in solving partial differential equations (PDEs) in the realm of solid mechanics, benefiting greatly from the remarkable…

Machine Learning · Computer Science 2024-09-17 Yizheng Wang , Jia Sun , Timon Rabczuk , Yinghua Liu

We propose a new reduced order modeling strategy for tackling parametrized Partial Differential Equations (PDEs) with linear constraints, in particular Darcy flow systems in which the constraint is given by mass conservation. Our approach…

Numerical Analysis · Mathematics 2023-11-27 Wietse M. Boon , Nicola R. Franco , Alessio Fumagalli , Paolo Zunino

This paper is concerned with mixed finite element method (FEM) for solving the two-dimensional, nonlinear fourth-order active fluid equations. By introducing an auxiliary variable $w=-\Delta u$, the original fourth problem is transformed…

Numerical Analysis · Mathematics 2025-07-30 Nan Zheng , Xu Guo , Wenlong Pei , Wenju Zhao
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