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We propose a new algorithm for solving parabolic partial differential equations (PDEs) and backward stochastic differential equations (BSDEs) in high dimension, by making an analogy between the BSDE and reinforcement learning with the…
We introduce and analyze a method of learning-informed parameter identification for partial differential equations (PDEs) in an all-at-once framework. The underlying PDE model is formulated in a rather general setting with three unknowns:…
In this paper, numerical methods using Physics-Informed Neural Networks (PINNs) are presented with the aim to solve higher-order ordinary differential equations (ODEs). Indeed, this deep-learning technique is successfully applied for…
Numerical solutions to high-dimensional partial differential equations (PDEs) based on neural networks have seen exciting developments. This paper derives complexity estimates of the solutions of $d$-dimensional second-order elliptic PDEs…
Partial differential equations (PDEs) play a fundamental role in modeling and simulating problems across a wide range of disciplines. Recent advances in deep learning have shown the great potential of physics-informed neural networks…
This paper studies an unsupervised deep learning-based numerical approach for solving partial differential equations (PDEs). The approach makes use of the deep neural network to approximate solutions of PDEs through the compositional…
This paper aims to establish a framework for extreme learning machines (ELMs) on general hypercomplex algebras. Hypercomplex neural networks are machine learning models that feature higher-dimension numbers as parameters, inputs, and…
Throughout many fields, practitioners often rely on differential equations to model systems. Yet, for many applications, the theoretical derivation of such equations and/or accurate resolution of their solutions may be intractable. Instead,…
Within the framework of parameter dependent PDEs, we develop a constructive approach based on Deep Neural Networks for the efficient approximation of the parameter-to-solution map. The research is motivated by the limitations and drawbacks…
Deep Learning is having a remarkable impact on the design of Reduced Order Models (ROMs) for Partial Differential Equations (PDEs), where it is exploited as a powerful tool for tackling complex problems for which classical methods might…
We introduce a physics-driven deep latent variable model (PDDLVM) to learn simultaneously parameter-to-solution (forward) and solution-to-parameter (inverse) maps of parametric partial differential equations (PDEs). Our formulation…
We propose a partial differential-integral equation (PDE) framework for deep neural networks (DNNs) and their associated learning problem by taking the continuum limits of both network width and depth. The proposed model captures the…
Deep learning-based partial differential equation(PDE) solvers have received much attention in the past few years. Methods of this category can solve a wide range of PDEs with high accuracy, typically by transforming the problems into…
Extreme learning machine (ELM) is an extremely fast learning method and has a powerful performance for pattern recognition tasks proven by enormous researches and engineers. However, its good generalization ability is built on large numbers…
Numerical solution of partial differential equations (PDEs) plays a vital role in various fields of science and engineering. In recent years, deep neural networks (DNNs) have emerged as a powerful tool for solving PDEs, leveraging their…
Extreme learning machines (ELMs), which preset hidden layer parameters and solve for last layer coefficients via a least squares method, can typically solve partial differential equations faster and more accurately than Physics Informed…
Physics informed neural networks (PINNs) have emerged as a powerful tool to provide robust and accurate approximations of solutions to partial differential equations (PDEs). However, PINNs face serious difficulties and challenges when…
Equations governing physico-chemical processes are usually known at microscopic spatial scales, yet one suspects that there exist equations, e.g. in the form of Partial Differential Equations (PDEs), that can explain the system evolution at…
Ordinary and partial differential equations (ODEs/PDEs) play a paramount role in analyzing and simulating complex dynamic processes across all corners of science and engineering. In recent years machine learning tools are aspiring to…
In various engineering and applied science applications, repetitive numerical simulations of partial differential equations (PDEs) for varying input parameters are often required (e.g., aircraft shape optimization over many design…