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Using probabilistic methods, we establish a-priori estimates for two classes of quasilinear parabolic systems of partial differential equations (PDEs). We treat in particular the case of a nonlinearity which has quadratic growth in the…

Probability · Mathematics 2023-04-05 Joe Jackson

Physics-informed neural networks (PINNs) [31] use automatic differentiation to solve partial differential equations (PDEs) by penalizing the PDE in the loss function at a random set of points in the domain of interest. Here, we develop a…

Neural and Evolutionary Computing · Computer Science 2019-12-03 E. Kharazmi , Z. Zhang , G. E. Karniadakis

The behavior of many dynamical systems follow complex, yet still unknown partial differential equations (PDEs). While several machine learning methods have been proposed to learn PDEs directly from data, previous methods are limited to…

Machine Learning · Computer Science 2021-02-01 Valerii Iakovlev , Markus Heinonen , Harri Lähdesmäki

In this work we propose a deep adaptive sampling (DAS) method for solving partial differential equations (PDEs), where deep neural networks are utilized to approximate the solutions of PDEs and deep generative models are employed to…

Numerical Analysis · Mathematics 2022-07-06 Kejun Tang , Xiaoliang Wan , Chao Yang

We present a hybrid quantum-classical framework for solving general time-dependent parabolic partial differential equations (PDEs) using quantum variational circuits. Building on the QPINN approach, this method applies broadly to parabolic…

Quantum Physics · Physics 2025-08-26 Nahid Binandeh Dehaghani , Ban Tran , A. Pedro Aguiar , Rafal Wisniewski , Susan Mengel

At present, deep learning based methods are being employed to resolve the computational challenges of high-dimensional partial differential equations (PDEs). But the computation of the high order derivatives of neural networks is costly,…

Numerical Analysis · Mathematics 2021-03-17 Quanhui Zhu , Jiang Yang

We investigate solving partial integro-differential equations (PIDEs) using unsupervised deep learning in this paper. To price options, assuming underlying processes follow Levy processes, we require to solve PIDEs. In supervised deep…

Computational Finance · Quantitative Finance 2022-07-04 Ali Hirsa , Weilong Fu

Scientific machine learning is an emerging field that broadly describes the combination of scientific computing and machine learning to address challenges in science and engineering. Within the context of differential equations, this has…

Machine Learning · Computer Science 2026-04-03 Laurens R. Lueg , Victor Alves , Daniel Schicksnus , John R. Kitchin , Carl D. Laird , Lorenz T. Biegler

The recent rise of deep learning has led to numerous applications, including solving partial differential equations using Physics-Informed Neural Networks. This approach has proven highly effective in several academic cases. However, their…

Numerical Analysis · Mathematics 2024-10-07 Marien Chenaud , Frédéric Magoulès , José Alves

We propose a methodology that combines generative latent diffusion models with physics-informed machine learning to generate solutions of parametric partial differential equations (PDEs) conditioned on partial observations, which includes,…

Machine Learning · Computer Science 2026-02-11 Davide Gallon , Philippe von Wurstemberger , Patrick Cheridito , Arnulf Jentzen

Inspired by applications in optimal control of semilinear elliptic partial differential equations and physics-integrated imaging, differential equation constrained optimization problems with constituents that are only accessible through…

Optimization and Control · Mathematics 2020-08-26 Guozhi Dong , Michael Hintermueller , Kostas Papafitsoros

Partial differential equations (PDEs) are central to scientific modeling. Modern workflows increasingly rely on learning-based components to support model reuse, inference, and integration across large computational processes. Despite the…

Machine Learning · Computer Science 2026-02-20 Yilong Dai , Shengyu Chen , Ziyi Wang , Xiaowei Jia , Yiqun Xie , Vipin Kumar , Runlong Yu

We present a deep learning emulator for stochastic and chaotic spatio-temporal systems, explicitly conditioned on the parameter values of the underlying partial differential equations (PDEs). Our approach involves pre-training the model on…

Machine Learning · Computer Science 2025-09-12 Ira J. S. Shokar , Rich R. Kerswell , Peter H. Haynes

Spatially distributed problems are often approximately modelled in terms of partial differential equations (PDEs) for appropriate coarse-grained quantities (e.g. concentrations). The derivation of accurate such PDEs starting from finer…

Quantitative Methods · Quantitative Biology 2009-11-13 Liang Qiao , Radek Erban , C. T. Kelley , Ioannis G. Kevrekidis

To improve the physical understanding and the predictions of complex dynamic systems, such as ocean dynamics and weather predictions, it is of paramount interest to identify interpretable models from coarsely and off-grid sampled…

Computational Physics · Physics 2021-05-04 Gert-Jan Both , Georges Tod , Remy Kusters

Partial differential equation (PDE) solvers underpin modern quantitative finance, governing option pricing and risk evaluation. Physics-Informed Neural Networks (PINNs) have emerged as a promising approach for solving the forward and…

Computational Engineering, Finance, and Science · Computer Science 2025-10-07 Akshay Govind Srinivasan , Anuj Jagannath Said , Sathwik Pentela , Vikas Dwivedi , Balaji Srinivasan

Machine learned partial differential equation (PDE) solvers trade the reliability of standard numerical methods for potential gains in accuracy and/or speed. The only way for a solver to guarantee that it outputs the exact solution is to…

Numerical Analysis · Mathematics 2023-03-30 Nick McGreivy , Ammar Hakim

Modeling complex spatiotemporal dynamical systems, such as the reaction-diffusion processes, have largely relied on partial differential equations (PDEs). However, due to insufficient prior knowledge on some under-explored dynamical…

Machine Learning · Computer Science 2023-05-23 Chengping Rao , Pu Ren , Qi Wang , Oral Buyukozturk , Hao Sun , Yang Liu

Physics-informed neural networks (PINNs) have emerged as a promising approach to solving partial differential equations (PDEs) using neural networks, particularly in data-scarce scenarios, due to their unsupervised training capability.…

Machine Learning · Computer Science 2025-03-25 Edgar Torres , Jonathan Schiefer , Mathias Niepert

In this paper, we introduce the Deep Finite Volume Method (DFVM), an innovative deep learning framework tailored for solving high-order (order \(\geq 2\)) partial differential equations (PDEs). Our approach centers on a novel loss function…

Numerical Analysis · Mathematics 2024-07-15 Jianhuan Cen , Qingsong Zou
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