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In this article, we investigate the existence of a deep neural network (DNN) capable of approximating solutions to partial integro-differential equations while circumventing the curse of dimensionality. Using the Feynman-Kac theorem, we…

Numerical Analysis · Mathematics 2025-01-22 Marcin Baranek

Graph prediction problems prevail in data analysis and machine learning. The inverse prediction problem, namely to infer input data from given output labels, is of emerging interest in various applications. In this work, we develop…

Machine Learning · Statistics 2022-11-22 Chen Xu , Xiuyuan Cheng , Yao Xie

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

The time evolution of the probability distribution of a stochastic differential equation follows the Fokker-Planck equation, which usually has an unbounded, high-dimensional domain. Inspired by our early study in \cite{li2018data}, we…

Numerical Analysis · Mathematics 2020-12-22 Jiayu Zhai , Matthew Dobson , Yao Li

The potential of neural networks (NN) in engineering is rooted in their capacity to understand intricate patterns and complex systems, leveraging their universal nonlinear approximation capabilities and high expressivity. Meanwhile,…

Computational Engineering, Finance, and Science · Computer Science 2025-01-23 Mohammed Abda , Elsa Piollet , Christopher Blake , Frédérick P. Gosselin

This paper proposes a new method based on neural networks for computing the high-dimensional committor functions that satisfy Fokker-Planck equations. Instead of working with partial differential equations, the new method works with an…

Numerical Analysis · Mathematics 2021-05-06 Haoya Li , Yuehaw Khoo , Yinuo Ren , Lexing Ying

A graph neural network (GCN) is employed in the deep energy method (DEM) model to solve the momentum balance equation in 3D for the deformation of linear elastic and hyperelastic materials due to its ability to handle irregular domains over…

Computational Engineering, Finance, and Science · Computer Science 2022-10-21 Junyan He , Diab Abueidda , Seid Koric , Iwona Jasiuk

Deep neural networks (DNNs) are vulnerable to adversarial examples and other data perturbations. Especially in safety critical applications of DNNs, it is therefore crucial to detect misclassified samples. The current state-of-the-art…

Machine Learning · Computer Science 2020-04-21 Julia Lust , Alexandru Paul Condurache

This paper introduces a new method based on Deep Galerkin Methods (DGMs) for solving high-dimensional stochastic Mean Field Games (MFGs). We achieve this by using two neural networks to approximate the unknown solutions of the MFG system…

Machine Learning · Computer Science 2023-08-09 Mouhcine Assouli , Badr Missaoui

Deep neural networks have been shown to provide accurate function approximations in high dimensions. However, fitting network parameters requires informative training data that are often challenging to collect in science and engineering…

Numerical Analysis · Mathematics 2024-03-01 Joan Bruna , Benjamin Peherstorfer , Eric Vanden-Eijnden

Solving the stationary nonlinear Fokker-Planck equations is important in applications and examples include the Poisson-Boltzmann equation and the two layer neural networks. Making use of the connection between the interacting particle…

Numerical Analysis · Mathematics 2023-10-03 Lei Li , Yijia Tang , Jingtong Zhang

Arguably the biggest challenge in applying neural networks is tuning the hyperparameters, in particular the learning rate. The sensitivity to the learning rate is due to the reliance on backpropagation to train the network. In this paper we…

Machine Learning · Statistics 2018-08-08 Francois Fagan , Garud Iyengar

BridgeNet is a novel hybrid framework that integrates convolutional neural networks with physics-informed neural networks to efficiently solve non-linear, high-dimensional Fokker-Planck equations (FPEs). Traditional PINNs, which typically…

Computational Physics · Physics 2025-07-16 Elmira Mirzabeigi , Rezvan Salehi , Kourosh Parand

We proposed the boundary-integral type neural networks (BINN) for the boundary value problems in computational mechanics. The boundary integral equations are employed to transfer all the unknowns to the boundary, then the unknowns are…

Machine Learning · Computer Science 2023-05-26 Jia Sun , Yinghua Liu , Yizheng Wang , Zhenhan Yao , Xiaoping Zheng

First-order methods such as stochastic gradient descent (SGD) are currently the standard algorithm for training deep neural networks. Second-order methods, despite their better convergence rate, are rarely used in practice due to the…

Machine Learning · Computer Science 2019-09-26 Tianle Cai , Ruiqi Gao , Jikai Hou , Siyu Chen , Dong Wang , Di He , Zhihua Zhang , Liwei Wang

We present a novel deep learning-based algorithm to accelerate - through the use of Artificial Neural Networks (ANNs) - the convergence of Algebraic Multigrid (AMG) methods for the iterative solution of the linear systems of equations…

Numerical Analysis · Mathematics 2025-06-18 Paola F. Antonietti , Matteo Caldana , Luca Dede'

Physics-informed neural networks have emerged as a prominent new method for solving differential equations. While conceptually straightforward, they often suffer training difficulties that lead to relatively large discretization errors or…

Mathematical Physics · Physics 2024-03-13 Shivam Arora , Alex Bihlo , Francis Valiquette

In this paper, an innovative Physical Model-driven Neural Network (PMNN) method is proposed to solve time-fractional differential equations. It establishes a temporal iteration scheme based on physical model-driven neural networks which…

Machine Learning · Computer Science 2023-10-10 Zhiying Ma , Jie Hou , Wenhao Zhu , Yaxin Peng , Ying Li

Downward continuation is a critical task in potential field processing, including gravity and magnetic fields, which aims to transfer data from one observation surface to another that is closer to the source of the field. Its effectiveness…

Geophysics · Physics 2025-02-11 Jing Sun , Lu Li , Liang Zhang

One of the most common and universal problems in science is to investigate a function. The prediction can be made by an Artificial Neural Network (ANN) or a mathematical model. Both approaches have their advantages and disadvantages.…

Neural and Evolutionary Computing · Computer Science 2022-02-22 Szymon Buchaniec , Marek Gnatowski , Grzegorz Brus