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We present a spectrally accurate embedded boundary method for solving linear, inhomogeneous, elliptic partial differential equations (PDE) in general smooth geometries, focusing in this manuscript on the Poisson, modified Helmholtz, and…

Numerical Analysis · Mathematics 2022-09-28 David B. Stein

The physics informed neural network (PINN) is a promising method for solving time-evolution partial differential equations (PDEs). However, the standard PINN method may fail to solve the PDEs with strongly nonlinear characteristics or those…

Numerical Analysis · Mathematics 2023-06-08 Jiawei Guo , Yanzhong Yao , Han Wang , Tongxiang Gu

Physics-informed neural networks (PINNs) have emerged as a promising approach to solving partial differential equations (PDEs) using neural networks, particularly in data-scarce scenarios, due to their unsupervised training capability.…

Machine Learning · Computer Science 2025-03-25 Edgar Torres , Jonathan Schiefer , Mathias Niepert

We prove the well-posedness results, i.e. existence, uniqueness, and stability, of the solutions to a class of nonlocal fully nonlinear parabolic partial differential equations (PDEs), where there is an external time parameter $t$ on top of…

Analysis of PDEs · Mathematics 2021-10-11 Qian Lei , Chi Seng Pun

Partial differential equations (PDEs) serve as the cornerstone of mathematical physics. In recent years, Physics-Informed Neural Networks (PINNs) have significantly reduced the dependence on large datasets by embedding physical laws…

Machine Learning · Computer Science 2025-06-09 Wenxuan Huo , Qiang He , Gang Zhu , Weifeng Huang

A computed approximation of the solution operator to a system of partial differential equations (PDEs) is needed in various areas of science and engineering. Neural operators have been shown to be quite effective at predicting these…

Machine Learning · Computer Science 2024-12-02 Zan Ahmad , Shiyi Chen , Minglang Yin , Avisha Kumar , Nicolas Charon , Natalia Trayanova , Mauro Maggioni

The introduction of Physics-informed Neural Networks (PINNs) has led to an increased interest in deep neural networks as universal approximators of PDEs in the solid mechanics community. Recently, the Deep Energy Method (DEM) has been…

Computational Engineering, Finance, and Science · Computer Science 2022-01-26 Jan N. Fuhg , Nikolaos Bouklas

In insurance mathematics optimal control problems over an infinite time horizon arise when computing risk measures. Their solutions correspond to solutions of deterministic semilinear (degenerate) elliptic partial differential equations. In…

Mathematical Finance · Quantitative Finance 2020-12-11 Stefan Kremsner , Alexander Steinicke , Michaela Szölgyenyi

Network embeddings learn to represent nodes as low-dimensional vectors to preserve the proximity between nodes and communities of the network for network analysis. The temporal edges (e.g., relationships, contacts, and emails) in dynamic…

Social and Information Networks · Computer Science 2019-06-25 Chuanchang Chen , Yubo Tao , Hai Lin

Physics-based deep learning frameworks have shown to be effective in accurately modeling the dynamics of complex physical systems with generalization capability across problem inputs. However, time-independent problems pose the challenge of…

Machine Learning · Computer Science 2023-03-29 Rini Jasmine Gladstone , Helia Rahmani , Vishvas Suryakumar , Hadi Meidani , Marta D'Elia , Ahmad Zareei

At present, deep learning based methods are being employed to resolve the computational challenges of high-dimensional partial differential equations (PDEs). But the computation of the high order derivatives of neural networks is costly,…

Numerical Analysis · Mathematics 2021-03-17 Quanhui Zhu , Jiang Yang

We introduce suitable coordinate systems for pipes and their variants that allow us to transform partial differential equations (PDEs) on the pipe surfaces or in the solid pipes into computational domains with fixed limits/ranges. Such a…

Numerical Analysis · Mathematics 2025-09-09 Shuaifei Hu , Yujian Jiao , Desong Kong , Li-Lian Wang

Using a combination of recurrent neural networks and signature methods from the rough paths theory we design efficient algorithms for solving parametric families of path dependent partial differential equations (PPDEs) that arise in pricing…

Computational Finance · Quantitative Finance 2020-11-24 Marc Sabate-Vidales , David Šiška , Lukasz Szpruch

We construct and analyze approximation rates of deep operator networks (ONets) between infinite-dimensional spaces that emulate with an exponential rate of convergence the coefficient-to-solution map of elliptic second-order partial…

Numerical Analysis · Mathematics 2023-11-27 Carlo Marcati , Christoph Schwab

This work introduces a new approach for accelerating the numerical analysis of time-domain partial differential equations (PDEs) governing complex physical systems. The methodology is based on a combination of a classical reduced-order…

Machine Learning · Computer Science 2024-06-06 Victor Matray , Faisal Amlani , Frédéric Feyel , David Néron

In this article, we present an efficient deep learning method called coupled deep neural networks (CDNNs) for coupled physical problems. Our method compiles the interface conditions of the coupled PDEs into the networks properly and can be…

Numerical Analysis · Mathematics 2023-01-18 Jing Yue , Jian Li , Wen Zhang

Inspired by the relation between deep neural network (DNN) and partial differential equations (PDEs), we study the general form of the PDE models of deep neural networks. To achieve this goal, we formulate DNN as an evolution operator from…

Machine Learning · Computer Science 2024-03-25 Tangjun Wang , Wenqi Tao , Chenglong Bao , Zuoqiang Shi

Deep learning methods, which exploit auto-differentiation to compute derivatives without dispersion or dissipation errors, have recently emerged as a compelling alternative to classical mesh-based numerical schemes for solving hyperbolic…

Numerical Analysis · Mathematics 2025-03-18 Qi Sun , Zhenjiang Liu , Lili Ju , Xuejun Xu

We address a numerical framework for the stability and bifurcation analysis of nonlinear partial differential equations (PDEs) in which the solution is sought in the function space spanned by physics-informed random projection neural…

Numerical Analysis · Mathematics 2026-03-24 Gianluca Fabiani , Michail E. Kavousanakis , Constantinos Siettos , Ioannis G. Kevrekidis

Solving partial differential equations (PDE) is an indispensable part of many branches of science as many processes can be modelled in terms of PDEs. However, recent numerical solvers require manual discretization of the underlying equation…

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