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In this paper we use deep feedforward artificial neural networks to approximate solutions to partial differential equations in complex geometries. We show how to modify the backpropagation algorithm to compute the partial derivatives of the…

Machine Learning · Statistics 2018-08-28 Jens Berg , Kaj Nyström

Various traditional numerical methods for solving initial value problems of differential equations often produce local solutions near the initial value point, despite the problems having larger interval solutions. Even current popular…

Numerical Analysis · Mathematics 2024-03-29 Dongpeng Han , Chaolu Temuer

We propose new machine learning schemes for solving high dimensional nonlinear partial differential equations (PDEs). Relying on the classical backward stochastic differential equation (BSDE) representation of PDEs, our algorithms estimate…

Probability · Mathematics 2020-06-08 Côme Huré , Huyên Pham , Xavier Warin

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

Highly oscillatory differential equations, commonly encountered in multi-scale problems, are often too complex to solve analytically. However, several numerical methods have been developed to approximate their solutions. Although these…

Numerical Analysis · Mathematics 2026-01-21 Maxime Bouchereau

There have been extensive studies on solving differential equations using physics-informed neural networks. While this method has proven advantageous in many cases, a major criticism lies in its lack of analytical error bounds. Therefore,…

Neural and Evolutionary Computing · Computer Science 2022-07-05 Shuheng Liu , Xiyue Huang , Pavlos Protopapas

In this review, we survey the latest approaches and techniques developed to overcome the spectral bias towards low frequency of deep neural network learning methods in learning multiple-frequency solutions of partial differential equations.…

Numerical Analysis · Mathematics 2025-01-20 Zhi-Qin John Xu , Lulu Zhang , Wei Cai

A new method to solve computationally challenging (random) parametric obstacle problems is developed and analyzed, where the parameters can influence the related partial differential equation (PDE) and determine the position and surface…

Machine Learning · Computer Science 2025-04-08 Martin Eigel , Cosmas Heiß , Janina E. Schütte

Although deep learning has been applied to successfully address many data mining problems, relatively limited work has been done on deep learning for anomaly detection. Existing deep anomaly detection methods, which focus on learning new…

Machine Learning · Computer Science 2019-11-21 Guansong Pang , Chunhua Shen , Anton van den Hengel

(Partial) differential equations (PDEs) are fundamental tools for describing natural phenomena, making their solution crucial in science and engineering. While traditional methods, such as the finite element method, provide reliable…

Machine Learning · Computer Science 2025-03-11 Viggo Moro , Luiz F. O. Chamon

Many scientific and industrial applications require solving Partial Differential Equations (PDEs) to describe the physical phenomena of interest. Some examples can be found in the fields of aerodynamics, astrodynamics, combustion and many…

Computational Physics · Physics 2019-12-11 Juan B. Pedro , Juan Maroñas , Roberto Paredes

Neural networks have become ubiquitous tools for solving signal and image processing problems, and they often outperform standard approaches. Nevertheless, training neural networks is a challenging task in many applications. The prevalent…

Optimization and Control · Mathematics 2022-10-28 Patrick L. Combettes , Jean-Christophe Pesquet , Audrey Repetti

A method for approximating sixth-order ordinary differential equations is proposed, which utilizes a deep learning feedforward artificial neural network, referred to as a neural solver. The efficacy of this unsupervised machine learning…

Numerical Analysis · Mathematics 2025-09-16 Janavi Bhalala , B. Veena S. N. Rao

We present a new multilevel minimization framework for the training of deep residual networks (ResNets), which has the potential to significantly reduce training time and effort. Our framework is based on the dynamical system's viewpoint,…

Machine Learning · Computer Science 2020-04-15 Lisa Gaedke-Merzhäuser , Alena Kopaničáková , Rolf Krause

We present a new approach to using neural networks to approximate the solutions of variational equations, based on the adaptive construction of a sequence of finite-dimensional subspaces whose basis functions are realizations of a sequence…

Machine Learning · Computer Science 2021-06-01 Mark Ainsworth , Justin Dong

This paper presents machine learning techniques and deep reinforcement learningbased algorithms for the efficient resolution of nonlinear partial differential equations and dynamic optimization problems arising in investment decisions and…

Optimization and Control · Mathematics 2021-04-19 Maximilien Germain , Huyên Pham , Xavier Warin

A classic approach for solving differential equations with neural networks builds upon neural forms, which employ the differential equation with a discretisation of the solution domain. Making use of neural forms for time-dependent…

Neural and Evolutionary Computing · Computer Science 2022-09-02 Toni Schneidereit , Michael Breuß

We present a subspace method based on neural networks (SNN) for solving the partial differential equation with high accuracy. The basic idea of our method is to use some functions based on neural networks as base functions to span a…

Numerical Analysis · Mathematics 2024-04-15 Zhaodong Xu , Zhiqiang Sheng

Nonlinear differential equations are challenging to solve numerically and are important to understanding the dynamics of many physical systems. Deep neural networks have been applied to help alleviate the computational cost that is…

Numerical Analysis · Mathematics 2020-10-27 Bryce Chudomelka , Youngjoon Hong , Hyunwoo Kim , Jinyoung Park

Deep learning has enjoyed tremendous success in a variety of applications but its application to quantile regressions remains scarce. A major advantage of the deep learning approach is its flexibility to model complex data in a more…

Statistics Theory · Mathematics 2021-06-14 Qixian Zhong , Jane-Ling Wang