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Partial-differential-equation (PDE)-constrained optimization is a well-worn technique for acquiring optimal parameters of systems governed by PDEs. However, this approach is limited to providing a single set of optimal parameters per…

Computational Physics · Physics 2024-10-17 Archis S. Joglekar

Neural networks with randomly generated hidden weights (RaNNs) have been extensively studied, both as a standalone learning method and as an initialization for fully trainable deep learning methods. In this work, we study RaNN expressivity…

Numerical Analysis · Mathematics 2026-05-26 Muhammed Ali Mehmood , Lukas Gonon

Conventional physics-informed extreme learning machine (PIELM) often faces challenges in solving partial differential equations (PDEs) involving high-frequency and variable-frequency behaviors. To address these challenges, we propose a…

Machine Learning · Computer Science 2025-10-15 Fei Ren , Sifan Wang , Pei-Zhi Zhuang , Hai-Sui Yu , He Yang

Relying on the classical connection between Backward Stochastic Differential Equations (BSDEs) and non-linear parabolic partial differential equations (PDEs), we propose a new probabilistic learning scheme for solving high-dimensional…

Numerical Analysis · Mathematics 2021-02-25 Jean-François Chassagneux , Junchao Chen , Noufel Frikha , Chao Zhou

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…

Solving analytically intractable partial differential equations (PDEs) that involve at least one variable defined on an unbounded domain arises in numerous physical applications. Accurately solving unbounded domain PDEs requires efficient…

Machine Learning · Computer Science 2026-05-12 Mingtao Xia , Lucas Böttcher , Tom Chou

We develop an interpolation-based modeling framework for parameter-dependent partial differential equations arising in control, inverse problems, and uncertainty quantification. The solution is discretized in the physical domain using…

Numerical Analysis · Mathematics 2026-04-20 Erik Burman , Mats G. Larson , Karl Larsson , Jonatan Vallin

Deep models have achieved impressive progress in solving partial differential equations (PDEs). A burgeoning paradigm is learning neural operators to approximate the input-output mappings of PDEs. While previous deep models have explored…

Machine Learning · Computer Science 2023-05-30 Haixu Wu , Tengge Hu , Huakun Luo , Jianmin Wang , Mingsheng Long

We introduce a practical method to enforce partial differential equation (PDE) constraints for functions defined by neural networks (NNs), with a high degree of accuracy and up to a desired tolerance. We develop a differentiable…

Machine Learning · Computer Science 2023-04-19 Geoffrey Négiar , Michael W. Mahoney , Aditi S. Krishnapriyan

High-dimensional partial-differential equations (PDEs) arise in a number of fields of science and engineering, where they are used to describe the evolution of joint probability functions. Their examples include the Boltzmann and…

Numerical Analysis · Mathematics 2018-10-17 A. M. P. Boelens , D. Venturi , D. M. Tartakovsky

The machine learning methods for data-driven identification of partial differential equations (PDEs) are typically defined for a given number of spatial dimensions and a choice of coordinates the data have been collected in. This dependence…

Machine Learning · Computer Science 2025-10-07 Trung V. Phan , George A. Kevrekidis , Soledad Villar , Yannis G. Kevrekidis , Juan M. Bello-Rivas

In this work, we present a hybrid numerical method for solving evolution partial differential equations (PDEs) by merging the time finite element method with deep neural networks. In contrast to the conventional deep learning-based…

Numerical Analysis · Mathematics 2024-09-05 Xiaodong Feng , Haojiong Shangguan , Tao Tang , Xiaoliang Wan , Tao Zhou

Machine learning is a rapidly advancing field with diverse applications across various domains. One prominent area of research is the utilization of deep learning techniques for solving partial differential equations(PDEs). In this work, we…

Numerical Analysis · Mathematics 2024-05-21 Yuling Jiao , Yanming Lai , Yang Wang

We utilize extreme-learning machines for the prediction of partial differential equations (PDEs). Our method splits the state space into multiple windows that are predicted individually using a single model. Despite requiring only few data…

Machine Learning · Computer Science 2024-08-20 Hans Harder , Jean Rabault , Ricardo Vinuesa , Mikael Mortensen , Sebastian Peitz

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

High-dimensional PDEs have been a longstanding computational challenge. We propose to solve high-dimensional PDEs by approximating the solution with a deep neural network which is trained to satisfy the differential operator, initial…

Mathematical Finance · Quantitative Finance 2018-10-17 Justin Sirignano , Konstantinos Spiliopoulos

Surface partial differential equations arise in numerous scientific and engineering applications. Their numerical solution on static and evolving surfaces remains challenging due to geometric complexity and, for evolving geometries, the…

Numerical Analysis · Mathematics 2026-03-03 Jingbo Sun , Fei Wang

The physics-informed neural network (PINN) is effective in solving the partial differential equation (PDE) by capturing the physics constraints as a part of the training loss function through the Automatic Differentiation (AD). This study…

Computational Physics · Physics 2022-02-17 Zixue Xiang , Wei Peng , Weien Zhou , Wen Yao

The curse-of-dimensionality taxes computational resources heavily with exponentially increasing computational cost as the dimension increases. This poses great challenges in solving high-dimensional PDEs, as Richard E. Bellman first pointed…

Machine Learning · Computer Science 2024-05-20 Zheyuan Hu , Khemraj Shukla , George Em Karniadakis , Kenji Kawaguchi

Parametric partial differential equations (PDEs) are fundamental for modeling a wide range of physical and engineering systems influenced by uncertain or varying parameters. Traditional neural network-based solvers, such as Physics-Informed…

Machine Learning · Computer Science 2025-12-29 Qiuqi Li , Yiting Liu , Jin Zhao , Wencan Zhu
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