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The goal of this work is to develop deep learning numerical methods for solving option XVA pricing problems given by non-linear PDE models. A novel strategy for the treatment of the boundary conditions is proposed, which allows to get rid…

Computational Finance · Quantitative Finance 2022-10-06 Joel P. Villarino , Álvaro Leitao , José A. García-Rodríguez

Physics-informed neural networks (PINN) is a machine learning (ML)-based method to solve partial differential equations that has gained great popularity due to the fast development of ML libraries in the last few years. The…

Chemical Physics · Physics 2024-12-31 Martin A. Achondo , Jehanzeb H. Chaudhry , Christopher D. Cooper

Physics-informed neural networks (PINNs) are a new tool for solving boundary value problems by defining loss functions of neural networks based on governing equations, boundary conditions, and initial conditions. Recent investigations have…

Computational Engineering, Finance, and Science · Computer Science 2023-11-14 Ali Harandi , Ahmad Moeineddin , Michael Kaliske , Stefanie Reese , Shahed Rezaei

In this study, we propose a new numerical scheme for physics-informed neural networks (PINNs) that enables precise and inexpensive solution for partial differential equations (PDEs) in case of arbitrary geometries while strictly enforcing…

Numerical Analysis · Mathematics 2024-07-30 Hamed Saidaoui , Luis Espath , Rául Tempone

Physics-Informed Neural Networks (PINNs) combine deep learning with physical constraints for solving partial differential equations (PDEs), and are widely applied in fluid mechanics, heat transfer, and solid mechanics. However, PINN…

Machine Learning · Computer Science 2026-05-18 Xujia Chen , Xinyue Hu , Letian Chen , Daming Shi , Wenhui Fan

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

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

We investigate the inverse problem for Partial Differential Equations (PDEs) in scenarios where the parameters of the given PDE dynamics may exhibit changepoints at random time. We employ Physics-Informed Neural Networks (PINNs) - universal…

Machine Learning · Statistics 2024-04-03 Zhikang Dong , Pawel Polak

Physics-informed neural networks (PINNs) have emerged as a new learning paradigm for solving partial differential equations (PDEs) by enforcing the constraints of physical equations, boundary conditions (BCs), and initial conditions (ICs)…

Machine Learning · Computer Science 2025-05-21 Chenhong Zhou , Jie Chen , Zaifeng Yang , Ching Eng Png

Physics-Informed Neural Networks (PINN) emerged as a powerful tool for solving scientific computing problems, ranging from the solution of Partial Differential Equations to data assimilation tasks. One of the advantages of using PINN is to…

Quantum Physics · Physics 2023-01-12 Stefano Markidis

Solving time-dependent Partial Differential Equations (PDEs) is one of the most critical problems in computational science. While Physics-Informed Neural Networks (PINNs) offer a promising framework for approximating PDE solutions, their…

We develop a flexible framework based on physics-informed neural networks (PINNs) for solving boundary value problems involving minimal surfaces in curved spacetimes, with a particular emphasis on singularities and moving boundaries. By…

High Energy Physics - Theory · Physics 2025-09-17 Koji Hashimoto , Koichi Kyo , Masaki Murata , Gakuto Ogiwara , Norihiro Tanahashi

Physics-informed neural networks (PINNs) often struggle with multi-scale PDEs featuring sharp gradients and nontrivial boundary conditions, as the physics residual and boundary enforcement compete during optimization. We present a…

Numerical Analysis · Mathematics 2025-12-01 Naseem Abbas , Vittorio Colao , Davide Macri , William Spataro

Partial Differential Equations (PDEs) are central to modeling complex systems across physical, biological, and engineering domains, yet traditional numerical methods often struggle with high-dimensional or complex problems. Physics-Informed…

Machine Learning · Computer Science 2026-02-11 Chenggong Zhang

Physics-Informed Neural Networks (PINNs) have shown continuous and increasing promise in approximating partial differential equations (PDEs), although they remain constrained by the curse of dimensionality. In this paper, we propose a…

Machine Learning · Computer Science 2024-08-26 Sai Karthikeya Vemuri , Tim Büchner , Julia Niebling , Joachim Denzler

We study the training and performance of physics-informed learning for initial and boundary value problems (IBVP) with physics-informed neural networks (PINNs) from a statistical learning perspective. Specifically, we restrict ourselves to…

Machine Learning · Computer Science 2026-02-12 David A. Barajas-Solano

Partial differential equations (PDEs) serve as the cornerstone of mathematical physics. In recent years, Physics-Informed Neural Networks (PINNs) have significantly reduced the dependence on large datasets by embedding physical laws…

Machine Learning · Computer Science 2025-06-09 Wenxuan Huo , Qiang He , Gang Zhu , Weifeng Huang

Physics-informed neural networks (PINNs) have garnered significant interest for their potential in solving partial differential equations (PDEs) that govern a wide range of physical phenomena. By incorporating physical laws into the…

Machine Learning · Computer Science 2026-04-24 Jian Cheng Wong , Isaac Yin Chung Lai , Pao-Hsiung Chiu , Chin Chun Ooi , Abhishek Gupta , Yew-Soon Ong

"AI for Science" aims to solve fundamental scientific problems using AI techniques. As most physical phenomena can be described as Partial Differential Equations (PDEs) , approximating their solutions using neural networks has evolved as a…

Machine Learning · Computer Science 2024-07-31 Mohan Ren , Zhihao Fang , Keren Li , Anirbit Mukherjee

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