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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…

Numerical Analysis · Mathematics 2020-07-14 Weinan E , Jiequn Han , Arnulf Jentzen

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:…

Optimization and Control · Mathematics 2023-08-25 Christian Aarset , Martin Holler , Tram Thi Ngoc Nguyen

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…

Computational Physics · Physics 2023-07-17 Hubert Baty

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…

Numerical Analysis · Mathematics 2021-11-09 Ziang Chen , Jianfeng Lu , Yulong Lu

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…

Machine Learning · Computer Science 2022-01-31 Pu Ren , Chengping Rao , Yang Liu , Jianxun Wang , Hao Sun

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…

Machine Learning · Computer Science 2020-08-26 Zhiqiang Cai , Jingshuang Chen , Min Liu , Xinyu Liu

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…

Machine Learning · Computer Science 2022-05-27 Guilherme Vieira , Marcos Eduardo Valle

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,…

Machine Learning · Computer Science 2025-01-16 Grant Norman , Jacqueline Wentz , Hemanth Kolla , Kurt Maute , Alireza Doostan

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…

Numerical Analysis · Mathematics 2022-12-16 Nicola R. Franco , Andrea Manzoni , Paolo Zunino

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…

Machine Learning · Computer Science 2023-10-19 Nicola Rares Franco , Daniel Fraulin , Andrea Manzoni , Paolo Zunino

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…

Machine Learning · Statistics 2023-08-09 Arnaud Vadeboncoeur , Ömer Deniz Akyildiz , Ieva Kazlauskaite , Mark Girolami , Fehmi Cirak

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…

Optimization and Control · Mathematics 2024-11-12 Peter Markowich , Simone Portaro

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…

Numerical Analysis · Mathematics 2024-07-23 Ramesh Chandra Sau , Luowei Yin

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…

Machine Learning · Computer Science 2015-02-05 Wentao Zhu , Jun Miao , Laiyun Qing

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…

Numerical Analysis · Mathematics 2026-02-16 Shuo Ling , Wenjun Ying , Zhen Zhang

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…

Numerical Analysis · Mathematics 2025-09-10 Chang-Ock Lee , Byungeun Ryoo

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…

Machine Learning · Computer Science 2023-07-11 Rajat Arora

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…

Machine Learning · Statistics 2021-03-31 Hassan Arbabi , Ioannis Kevrekidis

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…

Machine Learning · Computer Science 2021-06-11 Sifan Wang , Paris Perdikaris

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…

Machine Learning · Computer Science 2023-10-17 Woojin Cho , Kookjin Lee , Donsub Rim , Noseong Park
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