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Quantum algorithms for partial differential equations (PDEs) face severe practical constraints on near-term hardware: limited qubit counts restrict spatial resolution to coarse grids, while circuit depth limitations prevent accurate…

Machine Learning · Computer Science 2025-12-08 Bruno Jacob , Amanda A. Howard , Panos Stinis

We propose a new multistep deep learning-based algorithm for the resolution of moderate to high dimensional nonlinear backward stochastic differential equations (BSDEs) and their corresponding parabolic partial differential equations (PDE).…

Numerical Analysis · Mathematics 2023-08-29 Daniel Bussell , Camilo Andrés García-Trillos

The multiscale complexity of modern problems in computational science and engineering can prohibit the use of traditional numerical methods in multi-dimensional simulations. Therefore, novel algorithms are required in these situations to…

Numerical Analysis · Mathematics 2021-06-15 Cale Harnish , Luke Dalessandro , Karel Matous , Daniel Livescu

The physics informed neural network (PINN) is a promising method for solving time-evolution partial differential equations (PDEs). However, the standard PINN method may fail to solve the PDEs with strongly nonlinear characteristics or those…

Numerical Analysis · Mathematics 2023-06-08 Jiawei Guo , Yanzhong Yao , Han Wang , Tongxiang Gu

We investigate numerous structural connections between numerical algorithms for partial differential equations (PDEs) and neural architectures. Our goal is to transfer the rich set of mathematical foundations from the world of PDEs to…

Numerical Analysis · Mathematics 2022-03-22 Tobias Alt , Karl Schrader , Matthias Augustin , Pascal Peter , Joachim Weickert

We propose a machine learning framework to accelerate numerical computations of time-dependent ODEs and PDEs. Our method is based on recasting (generalizations of) existing numerical methods as artificial neural networks, with a set of…

Numerical Analysis · Mathematics 2019-03-08 Siddhartha Mishra

Physics-informed neural networks (PINNs) have been widely used to solve partial differential equations in a forward and inverse manner using deep neural networks. However, training these networks can be challenging for multiscale problems.…

Fluid Dynamics · Physics 2023-02-01 Sukirt Thakur , Maziar Raissi , Harsa Mitra , Arezoo Ardekani

In this paper, we investigate and design multiscale simulations for stochastic multiscale PDEs. As for the space, we consider a coarse grid and a known multiscale method, the Generalized Multiscale Finite Element Method (GMsFEM). In order…

Numerical Analysis · Mathematics 2020-04-10 Zecheng Zhang , Eric Chung , Yalchin Efendiev , Wing Tat Leung

In this work (Part I), we study three time-discretization procedures of the Dynamical Low-Rank Approximation (DLRA) of high-dimensional stochastic differential equations (SDEs). Specifically, we consider the Dynamically Orthogonal (DO)…

Numerical Analysis · Mathematics 2026-01-30 Yoshihito Kazashi , Fabio Nobile , Fabio Zoccolan

We develop a framework for estimating unknown partial differential equations from noisy data, using a deep learning approach. Given noisy samples of a solution to an unknown PDE, our method interpolates the samples using a neural network,…

Machine Learning · Computer Science 2019-10-24 Ali Hasan , João M. Pereira , Robert Ravier , Sina Farsiu , Vahid Tarokh

Iterative methods are widely used for solving partial differential equations (PDEs). However, the difficulty in eliminating global low-frequency errors significantly limits their convergence speed. In recent years, neural networks have…

Computational Physics · Physics 2024-10-10 Daiwei Dong , Wei Suo , Jiaqing Kou , Weiwei Zhang

We are interested in the numerical solution of coupled nonlinear partial differential equations (PDEs) in two and three dimensions. Under certain assumptions on the domain, we take advantage of the Kronecker structure arising in standard…

Numerical Analysis · Mathematics 2021-07-21 Gerhard Kirsten

This work formulates a new approach to reduced modeling of parameterized, time-dependent partial differential equations (PDEs). The method employs Operator Inference, a scientific machine learning framework combining data-driven learning…

Computational Engineering, Finance, and Science · Computer Science 2025-06-16 Shane A McQuarrie , Parisa Khodabakhshi , Karen E Willcox

The numerical solution of time-dependent radiative transfer problems is challenging, both, due to the high dimension as well as the anisotropic structure of the underlying integro-partial differential equation. In this paper we propose a…

Numerical Analysis · Mathematics 2015-12-04 Herbert Egger , Matthias Schlottbom

Partial differential equations (PDEs) on surfaces are fundamental to scientific computing and geometry processing. A popular approach to solving PDEs on surfaces is the finite element method (FEM), where the surface is divided into discrete…

Graphics · Computer Science 2026-05-27 Pranav Jain , Navami Kairanda , Peter Yichen Chen , Oded Stein

A parallel time integration method for nonlinear partial differential equations is proposed. It is based on a new implementation of the Paraexp method for linear partial differential equations (PDEs) employing a block Krylov subspace…

Numerical Analysis · Mathematics 2015-09-16 G. L. Kooij , M. A. Botchev , B. J. Geurts

A physics informed neural network (PINN) incorporates the physics of a system by satisfying its boundary value problem through a neural network's loss function. The PINN approach has shown great success in approximating the map between the…

Numerical Analysis · Mathematics 2022-03-17 Revanth Mattey , Susanta Ghosh

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

A numerical approach for solving evolutionary partial differential equations in two and three space dimensions on block-based adaptive grids is presented. The numerical discretization is based on high-order, central finite-differences and…

Computational Physics · Physics 2019-02-04 Mario Sroka , Thomas Engels , Philipp Krah , Sophie Mutzel , Kai Schneider , Julius Reiss

This work proposes a solution for the problem of training physics-informed networks under partial integro-differential equations. These equations require an infinite or a large number of neural evaluations to construct a single residual for…

Machine Learning · Computer Science 2024-06-12 Ehsan Saleh , Saba Ghaffari , Timothy Bretl , Luke Olson , Matthew West