English
Related papers

Related papers: A Neural RDE-based model for solving path-dependen…

200 papers

This paper presents the Tensor Product Network (TPNet), a novel neural architecture for efficient and accurate function approximation and PDE solving. The core of the proposal involves constructing the solution explicitly as a linear…

Machine Learning · Computer Science 2026-05-29 Qihong Yang , Yangtao Deng , Qiaolin He , Shiquan Zhang

Ordinary and partial differential equations (DE) are used extensively in scientific and mathematical domains to model physical systems. Current literature has focused primarily on deep neural network (DNN) based methods for solving a…

Neural and Evolutionary Computing · Computer Science 2023-06-21 Hyeonjung , Jung , Jayant Gupta , Bharat Jayaprakash , Matthew Eagon , Harish Panneer Selvam , Carl Molnar , William Northrop , Shashi Shekhar

Recent advances in the theory of Neural Operators (NOs) have enabled fast and accurate computation of the solutions to complex systems described by partial differential equations (PDEs). Despite their great success, current NO-based…

Machine Learning · Computer Science 2024-03-18 Ashutosh Singh , Ricardo Augusto Borsoi , Deniz Erdogmus , Tales Imbiriba

In many scientific fields, the generation and evolution of data are governed by partial differential equations (PDEs) which are typically informed by established physical laws at the macroscopic level to describe general and predictable…

Methodology · Statistics 2025-07-01 Ziyuan Chen , Shunxing Yan , Fang Yao

Partial differential equations (PDEs) are ubiquitous in the world around us, modelling phenomena from heat and sound to quantum systems. Recent advances in deep learning have resulted in the development of powerful neural solvers; however,…

Artificial Intelligence · Computer Science 2023-11-13 Yolanne Yi Ran Lee

Partial differential equations (PDEs) underpin the modeling of many natural and engineered systems. It can be convenient to express such models as neural PDEs rather than using traditional numerical PDE solvers by replacing part or all of…

Machine Learning · Computer Science 2025-09-26 Sanket Jantre , Deepak Akhare , Zhiyuan Wang , Xiaoning Qian , Nathan M. Urban

In this paper, we present a deep learning-based numerical method for approximating high dimensional stochastic partial differential equations (SPDEs). At each time step, our method relies on a predictor-corrector procedure. More precisely,…

Numerical Analysis · Mathematics 2022-09-13 He Zhang , Ran Zhang , Tao Zhou

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

Neural operators have emerged as promising surrogate models for solving partial differential equations (PDEs), but struggle to generalise beyond training distributions and are often constrained to a fixed temporal discretisation. This work…

Partial differential equation (PDE) is an important math tool in science and engineering. This paper experimentally demonstrates an optical neural PDE solver by leveraging the back-propagation-free on-photonic-chip training of…

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

Spatiotemporal partial differential equations (PDEs) underpin a wide range of scientific and engineering applications. Neural PDE solvers offer a promising alternative to classical numerical methods. However, existing approaches typically…

Machine Learning · Computer Science 2026-03-03 Yingjie Tan , Quanming Yao , Yaqing Wang

We introduce a deep neural network based method for solving a class of elliptic partial differential equations. We approximate the solution of the PDE with a deep neural network which is trained under the guidance of a probabilistic…

Machine Learning · Computer Science 2020-08-26 Jihun Han , Mihai Nica , Adam R Stinchcombe

We propose a neural network-based algorithm for solving forward and inverse problems for partial differential equations in unsupervised fashion. The solution is approximated by a deep neural network which is the minimizer of a cost…

Machine Learning · Computer Science 2019-04-12 Leah Bar , Nir Sochen

This work proposes an autoencoder neural network as a non-linear generalization of projection-based methods for solving Partial Differential Equations (PDEs). The proposed deep learning architecture presented is capable of generating the…

Computational Physics · Physics 2020-06-25 Jaime Lopez Garcia , Angel Rivero Jimenez

We consider the use of Gaussian Processes (GPs) or Neural Networks (NNs) to numerically approximate the solutions to nonlinear partial differential equations (PDEs) with rough forcing or source terms, which commonly arise as pathwise…

Numerical Analysis · Mathematics 2025-01-31 Ricardo Baptista , Edoardo Calvello , Matthieu Darcy , Houman Owhadi , Andrew M. Stuart , Xianjin Yang

In this paper, we propose a new approach to model reduction of parameterized partial differential equations (PDEs) based on the concept of adaptive reduced bases. The presented approach is particularly suited for large-scale nonlinear…

Numerical Analysis · Mathematics 2014-10-01 Liqian Peng , Kamran Mohseni

Parabolic partial differential equations (PDEs) appear in many disciplines to model the evolution of various mathematical objects, such as probability flows, value functions in control theory, and derivative prices in finance. It is often…

Machine Learning · Computer Science 2024-07-18 Xingzi Xu , Ali Hasan , Jie Ding , Vahid Tarokh

We propose a two-stage method called \textit{Spline Assisted Partial Differential Equation based Model Identification (SAPDEMI)} to identify partial differential equation (PDE)-based models from noisy data. In the first stage, we employ the…

Methodology · Statistics 2025-09-17 Yujie Zhao , Xiaoming Huo , Yajun Mei

Neural networks have shown significant potential in solving partial differential equations (PDEs). While deep networks are capable of approximating complex functions, direct one-shot training often faces limitations in both accuracy and…

Numerical Analysis · Mathematics 2025-03-10 Mingxing Weng , Zhiping Mao , Jie Shen