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We present a novel deep learning approach to approximate the solution of large, sparse, symmetric, positive-definite linear systems of equations. These systems arise from many problems in applied science, e.g., in numerical methods for…

Machine Learning · Computer Science 2022-10-04 Ayano Kaneda , Osman Akar , Jingyu Chen , Victoria Kala , David Hyde , Joseph Teran

Partial differential equations (PDEs) are indispensable for modeling many physical phenomena and also commonly used for solving image processing tasks. In the latter area, PDE-based approaches interpret image data as discretizations of…

Machine Learning · Computer Science 2018-12-12 Lars Ruthotto , Eldad Haber

Projection-based reduced order models are effective at approximating parameter-dependent differential equations that are parametrically separable. When parametric separability is not satisfied, which occurs in both linear and nonlinear…

Numerical Analysis · Mathematics 2021-10-22 Peter Sentz , Kristian Beckwith , Eric C. Cyr , Luke N. Olson , Ravi Patel

Deep learning has been highly successful in some applications. Nevertheless, its use for solving partial differential equations (PDEs) has only been of recent interest with current state-of-the-art machine learning libraries, e.g.,…

Machine Learning · Computer Science 2024-10-22 Hamid El Bahja , Jan Christian Hauffen , Peter Jung , Bubacarr Bah , Issa Karambal

Partial Differential Equations (PDEs) are central to science and engineering. Since solving them is computationally expensive, a lot of effort has been put into approximating their solution operator via both traditional and recently…

Machine Learning · Computer Science 2025-02-14 Alessandro Longhi , Danny Lathouwers , Zoltán Perkó

A growing body of literature has been leveraging techniques of machine learning (ML) to build novel approaches to approximating the solutions to partial differential equations. Noticeably absent from the literature is a systematic…

Numerical Analysis · Mathematics 2026-05-19 Jonah A. Reeger

We derive upper bounds on the complexity of ReLU neural networks approximating the solution maps of parametric partial differential equations. In particular, without any knowledge of its concrete shape, we use the inherent…

Numerical Analysis · Mathematics 2020-05-15 Gitta Kutyniok , Philipp Petersen , Mones Raslan , Reinhold Schneider

The use of neural networks to approximate partial differential equations (PDEs) has gained significant attention in recent years. However, the approximation of PDEs with localised phenomena, e.g., sharp gradients and singularities, remains…

Numerical Analysis · Mathematics 2025-01-30 Santiago Badia , Wei Li , Alberto F. Martín

This paper presents machine learning techniques and deep reinforcement learningbased algorithms for the efficient resolution of nonlinear partial differential equations and dynamic optimization problems arising in investment decisions and…

Optimization and Control · Mathematics 2021-04-19 Maximilien Germain , Huyên Pham , Xavier Warin

The main aim of this study is to introduce a 2-layered Artificial Neural Network (ANN) for solving the Black-Scholes partial differential equation (PDE) of either fractional or ordinary orders. Firstly, a discretization method is employed…

Machine Learning · Computer Science 2021-08-04 Saeed Bajalan , Nastaran Bajalan

A new method to solve computationally challenging (random) parametric obstacle problems is developed and analyzed, where the parameters can influence the related partial differential equation (PDE) and determine the position and surface…

Machine Learning · Computer Science 2025-04-08 Martin Eigel , Cosmas Heiß , Janina E. Schütte

In many computational problems in engineering and science, function or model differentiation is essential, but also integration is needed. An important class of computational problems include so-called integro-differential equations which…

Quantum Physics · Physics 2022-06-29 Niraj Kumar , Evan Philip , Vincent E. Elfving

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

Temporally and spatially dependent uncertain parameters are regularly encountered in engineering applications. Commonly these uncertainties are accounted for using random fields and processes, which require knowledge about the appearing…

Numerical Analysis · Mathematics 2021-11-23 Jan Niklas Fuhg , Ioannis Kalogeris , Amélie Fau , Nikolaos Bouklas

The numerical methods for differential equation solution allow obtaining a discrete field that converges towards the solution if the method is applied to the correct problem. Nevertheless, the numerical methods have the restricted class of…

Numerical Analysis · Mathematics 2023-07-03 Alexander Hvatov , Tatiana Tikhonova

Today artificial neural networks are applied in various fields - engineering, data analysis, robotics. While they represent a successful tool for a variety of relevant applications, mathematically speaking they are still far from being…

Neural and Evolutionary Computing · Computer Science 2015-11-30 K. G. Kapanova , I. Dimov , J. M. Sellier

Physics-Informed Neural Networks (PINNs) are machine learning tools that approximate the solution of general partial differential equations (PDEs) by adding them in some form as terms of the loss/cost function of a Neural Network. Most…

Numerical Analysis · Mathematics 2022-08-29 Antonio Tadeu Azevedo Gomes , Larissa Miguez da Silva , Frederic Valentin

The numerical solution of differential equations using machine learning-based approaches has gained significant popularity. Neural network-based discretization has emerged as a powerful tool for solving differential equations by…

Numerical Analysis · Mathematics 2024-01-23 Wenrui Hao , Qingguo Hong , Xianlin Jin

A numerical framework based on network partition and operator splitting is developed to solve nonlinear differential equations of large-scale dynamic processes encountered in physics, chemistry and biology. Under the assumption that those…

Computational Physics · Physics 2018-01-22 Shucheng Pan , Jianhang Wang , Xiangyu Hu , Nikolaus A. Adams

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