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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

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

A burgeoning line of research leverages deep neural networks to approximate the solutions to high dimensional PDEs, opening lines of theoretical inquiry focused on explaining how it is that these models appear to evade the curse of…

Machine Learning · Computer Science 2023-03-28 Tanya Marwah , Zachary C. Lipton , Jianfeng Lu , Andrej Risteski

Numerically solving high-dimensional partial differential equations (PDEs) is a major challenge. Conventional methods, such as finite difference methods, are unable to solve high-dimensional PDEs due to the curse-of-dimensionality. A…

Numerical Analysis · Mathematics 2023-05-11 Deqing Jiang , Justin Sirignano , Samuel N. Cohen

There has been rapid progress recently on the application of deep networks to the solution of partial differential equations, collectively labelled as Physics Informed Neural Networks (PINNs). In this paper, we develop Physics Informed…

Machine Learning · Computer Science 2019-07-09 Vikas Dwivedi , Balaji Srinivasan

Recent developments in mechanical, aerospace, and structural engineering have driven a growing need for efficient ways to model and analyse structures at much larger and more complex scales than before. While established numerical methods…

Machine Learning · Computer Science 2025-07-29 Rui Wu , Nikola Kovachki , Burigede Liu

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

One of the oldest and most studied subject in scientific computing is algorithms for solving partial differential equations (PDEs). A long list of numerical methods have been proposed and successfully used for various applications. In…

Numerical Analysis · Mathematics 2022-07-28 Jingrun Chen , Xurong Chi , Weinan E , Zhouwang Yang

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

The approximation of solutions of partial differential equations (PDEs) with numerical algorithms is a central topic in applied mathematics. For many decades, various types of methods for this purpose have been developed and extensively…

Numerical Analysis · Mathematics 2024-08-26 Lukas Gonon , Arnulf Jentzen , Benno Kuckuck , Siyu Liang , Adrian Riekert , Philippe von Wurstemberger

In recent years, there has been a growing interest in leveraging deep learning and neural networks to address scientific problems, particularly in solving partial differential equations (PDEs). However, many neural network-based methods…

Machine Learning · Computer Science 2024-04-24 Adrian Celaya , Keegan Kirk , David Fuentes , Beatrice Riviere

This article presents a new methodology called deep Theory of Functional Connections (TFC) that estimates the solutions of partial differential equations (PDEs) by combining neural networks with TFC. TFC is used to transform PDEs with…

Numerical Analysis · Computer Science 2020-03-19 Carl Leake

We develop a novel computational framework to approximate solution operators of evolution partial differential equations (PDEs). By employing a general nonlinear reduced-order model, such as a deep neural network, to approximate the…

Numerical Analysis · Mathematics 2023-11-13 Nathan Gaby , Xiaojing Ye , Haomin Zhou

We investigate the resolution of parabolic PDEs via Extreme Learning Machine (ELMs) Neural Networks, which have a single hidden layer and can be trained at a modest computational cost as compared with Deep Learning Neural Networks. Our…

Numerical Analysis · Mathematics 2022-06-02 Francesco Calabrò , Salvatore Cuomo , Daniela di Serafino , Giuseppe Izzo , Eleonora Messina

We propose a novel method for fast and accurate training of physics-informed neural networks (PINNs) to find solutions to boundary value problems (BVPs) and initial boundary value problems (IBVPs). By combining the methods of training deep…

Machine Learning · Computer Science 2024-06-11 Abhiram Anand Thiruthummal , Sergiy Shelyag , Eun-jin Kim

As the dimension of a system increases, traditional methods for control and differential games rapidly become intractable, making the design of safe autonomous agents challenging in complex or team settings. Deep-learning approaches avoid…

Optimization and Control · Mathematics 2025-04-29 William Sharpless , Zeyuan Feng , Somil Bansal , Sylvia Herbert

Many problems in science and engineering can be represented by a set of partial differential equations (PDEs) through mathematical modeling. Mechanism-based computation following PDEs has long been an essential paradigm for studying topics…

Machine Learning · Computer Science 2022-11-21 Shudong Huang , Wentao Feng , Chenwei Tang , Jiancheng Lv

Recent years have witnessed a growth in mathematics for deep learning--which seeks a deeper understanding of the concepts of deep learning with mathematics and explores how to make it more robust--and deep learning for mathematics, where…

Machine Learning · Computer Science 2023-10-31 Derick Nganyu Tanyu , Jianfeng Ning , Tom Freudenberg , Nick Heilenkötter , Andreas Rademacher , Uwe Iben , Peter Maass

In recent years, tremendous progress has been made on numerical algorithms for solving partial differential equations (PDEs) in a very high dimension, using ideas from either nonlinear (multilevel) Monte Carlo or deep learning. They are…

Numerical Analysis · Mathematics 2021-12-13 Weinan E , Jiequn Han , Arnulf Jentzen

In recent years, the researches about solving partial differential equations (PDEs) based on artificial neural network have attracted considerable attention. In these researches, the neural network models are usually designed depend on…

Neural and Evolutionary Computing · Computer Science 2024-05-21 Bo Zhang , Chao Yang