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In this work, we present a hybrid numerical method for solving evolution partial differential equations (PDEs) by merging the time finite element method with deep neural networks. In contrast to the conventional deep learning-based…

Numerical Analysis · Mathematics 2024-09-05 Xiaodong Feng , Haojiong Shangguan , Tao Tang , Xiaoliang Wan , Tao Zhou

Data driven discovery of partial differential equations (PDEs) is a promising approach for uncovering the underlying laws governing complex systems. However, purely data driven techniques face the dilemma of balancing search space with…

Machine Learning · Computer Science 2025-05-12 Hao Xu , Yuntian Chen , Rui Cao , Tianning Tang , Mengge Du , Jian Li , Adrian H. Callaghan , Dongxiao Zhang

Solving time-dependent partial differential equations (PDEs) that exhibit sharp gradients or local singularities is computationally demanding, as traditional physics-informed neural networks (PINNs) often suffer from inefficient point…

Numerical Analysis · Mathematics 2026-01-27 Beining Xu , Haijun Yu , Jiayu Zhai , Kejun Tang , Xiaoliang Wan

This work develops a class of probabilistic algorithms for the numerical solution of nonlinear, time-dependent partial differential equations (PDEs). Current state-of-the-art PDE solvers treat the space- and time-dimensions separately,…

Numerical Analysis · Mathematics 2022-03-10 Nicholas Krämer , Jonathan Schmidt , Philipp Hennig

Partial differential equations (PDEs) are used to describe a variety of physical phenomena. Often these equations do not have analytical solutions and numerical approximations are used instead. One of the common methods to solve PDEs is the…

Mathematical Software · Computer Science 2023-09-15 Ivan Yashchuk

Recent work in deep learning focuses on solving physical systems in the Ordinary Differential Equation or Partial Differential Equation. This current work proposed a variant of Convolutional Neural Networks (CNNs) that can learn the hidden…

Machine Learning · Computer Science 2021-11-02 Mansura Habiba , Barak A. Pearlmutter

Partial differential equations (PDEs) are typically used as models of physical processes but are also of great interest in PDE-based image processing. However, when it comes to their use in imaging, conventional numerical methods for…

Computer Vision and Pattern Recognition · Computer Science 2021-10-19 Pascal Tom Getreuer , Peyman Milanfar , Xiyang Luo

In this paper, we present a deep learning-based numerical method for approximating high dimensional stochastic partial differential equations (SPDEs). At each time step, our method relies on a predictor-corrector procedure. More precisely,…

Numerical Analysis · Mathematics 2022-09-13 He Zhang , Ran Zhang , Tao Zhou

Numerical approximations of partial differential equations (PDEs) are routinely employed to formulate the solution of physics, engineering, and mathematical problems involving functions of several variables, such as the propagation of heat…

Recently, there has been a lot of interest in using neural networks for solving partial differential equations. A number of neural network-based partial differential equation solvers have been formulated which provide performances…

Machine Learning · Computer Science 2020-04-21 Shehryar Malik , Usman Anwar , Ali Ahmed , Alireza Aghasi

We introduce a novel grid-independent model for learning partial differential equations (PDEs) from noisy and partial observations on irregular spatiotemporal grids. We propose a space-time continuous latent neural PDE model with an…

Machine Learning · Computer Science 2023-10-27 Valerii Iakovlev , Markus Heinonen , Harri Lähdesmäki

The machine learning methods for data-driven identification of partial differential equations (PDEs) are typically defined for a given number of spatial dimensions and a choice of coordinates the data have been collected in. This dependence…

Machine Learning · Computer Science 2025-10-07 Trung V. Phan , George A. Kevrekidis , Soledad Villar , Yannis G. Kevrekidis , Juan M. Bello-Rivas

Simulating the time evolution of Partial Differential Equations (PDEs) of large-scale systems is crucial in many scientific and engineering domains such as fluid dynamics, weather forecasting and their inverse optimization problems.…

Machine Learning · Computer Science 2022-10-13 Tailin Wu , Takashi Maruyama , Jure Leskovec

Motivated by recent research on Physics-Informed Neural Networks (PINNs), we make the first attempt to introduce the PINNs for numerical simulation of the elliptic Partial Differential Equations (PDEs) on 3D manifolds. PINNs are one of the…

Numerical Analysis · Mathematics 2021-03-05 Zhuochao Tang , Zhuojia Fu

Harnessing data to discover the underlying governing laws or equations that describe the behavior of complex physical systems can significantly advance our modeling, simulation and understanding of such systems in various science and…

Machine Learning · Computer Science 2021-11-17 Zhao Chen , Yang Liu , Hao Sun

A critical factor in adopting machine learning for time-sensitive financial tasks is computational speed, including model training and inference. This paper demonstrates that a broad class of such problems, especially those previously…

Computational Finance · Quantitative Finance 2025-05-27 Liexin Cheng , Xue Cheng , Shuaiqiang Liu

Partial differential equations (PDEs) with multiple scales or those defined over sufficiently large domains arise in various areas of science and engineering and often present problems when approximating the solutions numerically. Machine…

Numerical Analysis · Mathematics 2024-05-27 Eddel Elí Ojeda Avilés , Daniel Olmos-Liceaga , Jae-Hun Jung

We present a novel method for using Neural Networks (NNs) for finding solutions to a class of Partial Differential Equations (PDEs). Our method builds on recent advances in Neural Radiance Field research (NeRFs) and allows for a NN to…

Machine Learning · Computer Science 2022-05-31 Jaroslaw Rzepecki , Daniel Bates , Chris Doran

Spectral methods are an important part of scientific computing's arsenal for solving partial differential equations (PDEs). However, their applicability and effectiveness depend crucially on the choice of basis functions used to expand the…

Numerical Analysis · Mathematics 2021-11-10 Brek Meuris , Saad Qadeer , Panos Stinis

We propose a new algorithm for solving parabolic partial differential equations (PDEs) and backward stochastic differential equations (BSDEs) in high dimension, by making an analogy between the BSDE and reinforcement learning with the…

Numerical Analysis · Mathematics 2020-07-14 Weinan E , Jiequn Han , Arnulf Jentzen
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