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In this paper, we introduce the SPINNs (stochastic physics-informed neural networks) in a systematic manner. This provides a mathematical framework for approximating the solution of stochastic differential equations (SDEs) driven by Levy…

Numerical Analysis · Mathematics 2026-03-31 Marcin Baranek , Paweł Przybyłowicz

Stochastic partial differential equations (SPDEs) are the mathematical tool of choice for modelling spatiotemporal PDE-dynamics under the influence of randomness. Based on the notion of mild solution of an SPDE, we introduce a novel neural…

Machine Learning · Computer Science 2022-09-27 Cristopher Salvi , Maud Lemercier , Andris Gerasimovics

In this paper, we consider approximating the parameter-to-solution maps of parametric partial differential equations (PPDEs) using deep neural networks (DNNs). We propose an efficient approach combining reduced collocation methods (RCMs)…

Numerical Analysis · Mathematics 2025-08-18 Guanhang Lei , Zhen Lei , Lei Shi , Chenyu Zeng

Physics-informed neural networks (PINNs) have attracted a lot of attention in scientific computing as their functional representation of partial differential equation (PDE) solutions offers flexibility and accuracy features. However, their…

Machine Learning · Computer Science 2024-01-17 Xinquan Huang , Tariq Alkhalifah

Neural Networks (NNs) can be used to solve Ordinary and Partial Differential Equations (ODEs and PDEs) by redefining the question as an optimization problem. The objective function to be optimized is the sum of the squares of the PDE to be…

Machine Learning · Computer Science 2021-03-17 Veronica Guidetti , Francesco Muia , Yvette Welling , Alexander Westphal

Deep learning-based numerical schemes such as Physically Informed Neural Networks (PINNs) have recently emerged as an alternative to classical numerical schemes for solving Partial Differential Equations (PDEs). They are very appealing at…

Numerical Analysis · Mathematics 2022-05-11 A. Beguinet , V. Ehrlacher , R. Flenghi , M. Fuente , O. Mula , A. Somacal

Physics-Informed Neural Networks (PINNs) have emerged as a powerful framework for solving partial differential equations (PDEs) by embedding physical laws into neural network training. However, traditional PINN models are typically designed…

Machine Learning · Computer Science 2025-05-05 Keon Vin Park

Physics-informed neural networks (PINNs) have been proposed to learn the solution of partial differential equations (PDE). In PINNs, the residual form of the PDE of interest and its boundary conditions are lumped into a composite objective…

Computational Physics · Physics 2022-05-24 Shamsulhaq Basir , Inanc Senocak

In this paper, we study the numerical schemes for the two-dimensional Fokker-Planck equation governing the probability density function of the tempered fractional Brownian motion. The main challenges of the numerical schemes come from the…

Numerical Analysis · Mathematics 2020-08-12 Xing Liu , Weihua Deng

This paper investigates the probability distribution of solutions to McKean--Vlasov stochastic differential equations driven by fractional Brownian motion with Hurst parameter H>1/2. Our main contribution is the derivation of the associated…

Probability · Mathematics 2026-01-12 Saloua Labed , Nacira Agram , Bernt Oksendal

Recently, physics-informed neural networks (PINNs) have offered a powerful new paradigm for solving problems relating to differential equations. Compared to classical numerical methods PINNs have several advantages, for example their…

Computational Physics · Physics 2024-06-21 Ben Moseley , Andrew Markham , Tarje Nissen-Meyer

Physics-Informed Neural Networks (PINNs) frequently encounter difficulties in accurately resolving shock waves within high-speed compressible flows, a failure largely attributed to the "gradient pathology" arising from extreme stiffness at…

Computational Physics · Physics 2026-05-25 Darui Zhao , Ze Tao , Fujun Liu

Partial Differential Equations (PDE) are fundamental to model different phenomena in science and engineering mathematically. Solving them is a crucial step towards a precise knowledge of the behaviour of natural and engineered systems. In…

Physics intelligence and digital twins often require rapid and repeated performance evaluation of various engineering systems (e.g. robots, autonomous vehicles, semiconductor chips) to enable (almost) real-time actions or decision making.…

Machine Learning · Computer Science 2026-02-10 Yequan Zhao , Xinling Yu , Xian Xiao , Zhixiong Chen , Ziyue Liu , Geza Kurczveil , Raymond G. Beausoleil , Sijia Liu , Zheng Zhang

Plug-and-play (PnP) methods are extensively used for solving imaging inverse problems by integrating physical measurement models with pre-trained deep denoisers as priors. Score-based diffusion models (SBMs) have recently emerged as a…

Image and Video Processing · Electrical Eng. & Systems 2025-10-06 Chicago Y. Park , Yuyang Hu , Michael T. McCann , Cristina Garcia-Cardona , Brendt Wohlberg , Ulugbek S. Kamilov

Physics-informed neural networks (PINNs) have proven a suitable mathematical scaffold for solving inverse ordinary (ODE) and partial differential equations (PDE). Typical inverse PINNs are formulated as soft-constrained multi-objective…

Machine Learning · Computer Science 2023-04-17 Gabriel S. Gusmão , Andrew J. Medford

Stochastic partial differential equations (SPDEs) are often difficult to solve numerically due to their low regularity and high dimensionality. These challenges limit the practical use of computer-aided studies and pose significant barriers…

Numerical Analysis · Mathematics 2025-02-04 Abdul-Lateef Haji-Ali , Håkon Hoel , Andreas Petersson

This paper presents a new method for solving Fokker-Planck equations (FPE) by learning a neural sampler for the distribution given by the FPE via an adversarial training based on a weak formulation of the FPE where the adjoint operator of…

Numerical Analysis · Mathematics 2025-10-14 Andrew Qing He , Wei Cai

While significant progress has been made on Physics-Informed Neural Networks (PINNs), a comprehensive comparison of these methods across a wide range of Partial Differential Equations (PDEs) is still lacking. This study introduces PINNacle,…

Machine Learning · Computer Science 2023-10-06 Zhongkai Hao , Jiachen Yao , Chang Su , Hang Su , Ziao Wang , Fanzhi Lu , Zeyu Xia , Yichi Zhang , Songming Liu , Lu Lu , Jun Zhu

Physics-informed neural networks (PINNs) are capable of finding the solution for a given boundary value problem. We employ several ideas from the finite element method (FEM) to enhance the performance of existing PINNs in engineering…

Computational Engineering, Finance, and Science · Computer Science 2022-10-05 Shahed Rezaei , Ali Harandi , Ahmad Moeineddin , Bai-Xiang Xu , Stefanie Reese