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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

Simulation and modeling are essential in product development, integrated into the design and manufacturing process to enhance efficiency and quality. They are typically represented as complex nonlinear differential algebraic equations. The…

Machine Learning · Computer Science 2026-03-25 Wenqiang Yang , Wenyuan Wu , Yong Feng , Changbo Chen

In this paper we prove that solutions to a transmission problem degenerating on the interface are H\"older differentiable up to the interface with universal estimates. Furthermore, we obtain a sharper pointwise $C^{1,\alpha(\cdot)}$ with…

Analysis of PDEs · Mathematics 2024-10-23 Davide Giovagnoli , David Jesus

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

Deep neural networks are powerful tools for approximating functions, and they are applied to successfully solve various problems in many fields. In this paper, we propose a neural network-based numerical method to solve partial differential…

Numerical Analysis · Mathematics 2022-02-01 Yong Shang , Fei Wang , Jingbo Sun

Nonlinear two-point boundary value problems arise in numerous areas of application. The existence and number of solutions for various cases has been studied from a theoretical standpoint. These results generally rely upon growth conditions…

Numerical Analysis · Mathematics 2007-05-23 E. L. Allgower , D. J. Bates , A. J. Sommese , C. W. Wampler

This research explores neural network-based numerical approximation of two-dimensional convection-dominated singularly perturbed problems on square, circular, and elliptic domains. Singularly perturbed boundary value problems pose…

Numerical Analysis · Mathematics 2024-07-11 Gung-Min Gie , Youngjoon Hong , Chang-Yeol Jung , Dongseok Lee

The recently proposed numerical algorithm, deep BSDE method, has shown remarkable performance in solving high-dimensional forward-backward stochastic differential equations (FBSDEs) and parabolic partial differential equations (PDEs). This…

Probability · Mathematics 2022-03-10 Jiequn Han , Jihao Long

Image deblurring is a fundamental and challenging low-level vision problem. Previous vision research indicates that edge structure in natural scenes is one of the most important factors to estimate the abilities of human visual perception.…

Computer Vision and Pattern Recognition · Computer Science 2020-07-14 Zhichao Fu , Tianlong Ma , Yingbin Zheng , Hao Ye , Jing Yang , Liang He

This paper is to introduce a type of full multigrid method for the nonlinear eigenvalue problem. The main idea is to transform the solution of nonlinear eigenvalue problem into a series of solutions of the corresponding linear boundary…

Numerical Analysis · Mathematics 2016-11-03 Shanghui Jia , Hehu Xie , Manting Xie , Fei Xu

The transferable neural network (TransNet) is a two-layer shallow neural network with pre-determined and uniformly distributed neurons in the hidden layer, and the least-squares solvers can be particularly used to compute the parameters of…

Numerical Analysis · Mathematics 2025-02-28 Tianzheng Lu , Lili Ju , Liyong Zhu

We consider numerical methods for linear parabolic equations in one spatial dimension having piecewise constant diffusion coefficients defined by a one parameter family of interface conditions at the discontinuity. We construct immersed…

Numerical Analysis · Mathematics 2013-10-31 V. A. Bokil , N. L. Gibson , S. L. Nguyen , E. A. Thomann , E. Waymire

Solving coupled systems of differential equations (DEs) is a central problem across scientific computing. While Physics Informed Neural Networks (PINNs) offer a promising, mesh-free approach, their standard architectures struggle with the…

Quantum Physics · Physics 2026-02-17 Zhao-Wei Wang , Zhao-Ming Wang

Decohesion undergoing large displacements takes place in a wide range of applications. In these problems, interface element formulations for large displacements should be used to accurately deal with coupled material and geometrical…

Materials Science · Physics 2015-07-21 J. Reinoso , M. Paggi

A new penalty-free neural network method, PFNN-2, is presented for solving partial differential equations, which is a subsequent improvement of our previously proposed PFNN method [1]. PFNN-2 inherits all advantages of PFNN in handling the…

Numerical Analysis · Mathematics 2022-05-03 Hailong Sheng , Chao Yang

The recent rise of deep learning has led to numerous applications, including solving partial differential equations using Physics-Informed Neural Networks. This approach has proven highly effective in several academic cases. However, their…

Numerical Analysis · Mathematics 2024-10-07 Marien Chenaud , Frédéric Magoulès , José Alves

Unlike conventional grid and mesh based methods for solving partial differential equations (PDEs), neural networks have the potential to break the curse of dimensionality, providing approximate solutions to problems where using classical…

Machine Learning · Computer Science 2023-09-01 Marc Finzi , Andres Potapczynski , Matthew Choptuik , Andrew Gordon Wilson

Neural networks are increasingly used to construct numerical solution methods for partial differential equations. In this expository review, we introduce and contrast three important recent approaches attractive in their simplicity and…

Numerical Analysis · Mathematics 2021-04-15 Jan Blechschmidt , Oliver G. Ernst

Multiscale phenomena manifest across various scientific domains, presenting a ubiquitous challenge in accurately and effectively simulating multiscale dynamics in complex systems. In this paper, a novel decoupling solving paradigm is…

Fluid Dynamics · Physics 2024-05-01 Jing Wang , Zheng Li , Pengyu Lai , Rui Wang , Di Yang , Dewu Yang , Hui Xu , Wen-Quan Tao

We propose a unified framework for delay differential equations (DDEs) based on deep neural networks (DNNs) - the neural delay differential equations (NDDEs), aimed at solving the forward and inverse problems of delay differential…

Machine Learning · Computer Science 2024-08-27 Housen Wang , Yuxing Chen , Sirong Cao , Xiaoli Wang , Qiang Liu