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In this paper, we propose forward and backward stochastic differential equations (FBSDEs) based deep neural network (DNN) learning algorithms for the solution of high dimensional quasilinear parabolic partial differential equations (PDEs),…

Numerical Analysis · Mathematics 2021-05-10 Wenzhong Zhang , Wei Cai

Inverse problems arise anywhere we have indirect measurement. As, in general they are ill-posed, to obtain satisfactory solutions for them needs prior knowledge. Classically, different regularization methods and Bayesian inference based…

Machine Learning · Statistics 2023-08-31 Ali Mohammad-Djafari , Ning Chu , Li Wang , Liang Yu

I provide an introduction to the application of deep learning and neural networks for solving partial differential equations (PDEs). The approach, known as physics-informed neural networks (PINNs), involves minimizing the residual of the…

Computational Physics · Physics 2024-03-04 Hubert Baty

Modeling dynamics in the form of partial differential equations (PDEs) is an effectual way to understand real-world physics processes. For complex physics systems, analytical solutions are not available and numerical solutions are…

Numerical Analysis · Mathematics 2024-01-19 Zijiang Yang , Zhongwei Qiu , Dongmei Fu

Within the domain of Computational Fluid Dynamics, Direct Numerical Simulation (DNS) is used to obtain highly accurate numerical solutions for fluid flows. However, this approach for numerically solving the Navier-Stokes equations is…

Fluid Dynamics · Physics 2021-03-16 Pranshu Pant , Amir Barati Farimani

Partial differential equations (PDEs) are widely used across the physical and computational sciences. Decades of research and engineering went into designing fast iterative solution methods. Existing solvers are general purpose, but may be…

Numerical Analysis · Mathematics 2024-09-23 Jun-Ting Hsieh , Shengjia Zhao , Stephan Eismann , Lucia Mirabella , Stefano Ermon

Deep learning (DL) has had unprecedented success and is now entering scientific computing with full force. However, current DL methods typically suffer from instability, even when universal approximation properties guarantee the existence…

Machine Learning · Computer Science 2022-04-04 Matthew J. Colbrook , Vegard Antun , Anders C. Hansen

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

This paper studies a deep learning (DL) framework to solve distributed non-convex constrained optimizations in wireless networks where multiple computing nodes, interconnected via backhaul links, desire to determine an efficient assignment…

Information Theory · Computer Science 2019-06-03 Hoon Lee , Sang Hyun Lee , Tony Q. S. Quek

In this paper, we introduce PDE-LEARN, a novel deep learning algorithm that can identify governing partial differential equations (PDEs) directly from noisy, limited measurements of a physical system of interest. PDE-LEARN uses a Rational…

Machine Learning · Computer Science 2023-02-13 Robert Stephany , Christopher Earls

Artificial neural networks (ANNs) have very successfully been used in numerical simulations for a series of computational problems ranging from image classification/image recognition, speech recognition, time series analysis, game…

Numerical Analysis · Mathematics 2023-08-02 Philipp Grohs , Fabian Hornung , Arnulf Jentzen , Philippe von Wurstemberger

In this paper we develop a new machinery to study the capacity of artificial neural networks (ANNs) to approximate high-dimensional functions without suffering from the curse of dimensionality. Specifically, we introduce a concept which we…

Numerical Analysis · Mathematics 2025-01-29 Pierfrancesco Beneventano , Patrick Cheridito , Arnulf Jentzen , Philippe von Wurstemberger

Solving partial differential equations (PDEs) on fine spatio-temporal scales for high-fidelity solutions is critical for numerous scientific breakthroughs. Yet, this process can be prohibitively expensive, owing to the inherent complexities…

Numerical Analysis · Mathematics 2024-04-09 Yulong Lu , Wuzhe Xu

Verification of Neural Networks (NNs) that approximate the solution of Partial Differential Equations (PDEs) is a major milestone towards enhancing their trustworthiness and accelerating their deployment, especially for safety-critical…

Systems and Control · Electrical Eng. & Systems 2024-02-13 Petros Ellinas , Rahul Nellikath , Ignasi Ventura , Jochen Stiasny , Spyros Chatzivasileiadis

Diffusion models have recently emerged as powerful stochastic frameworks for high-dimensional inference and generation. However, existing applications to partial differential equations (PDEs) predominantly rely on physics-informed training…

Numerical Analysis · Mathematics 2026-04-03 Yi Bing , Liu Jia , Fu Jinyang , Peng Xiang

Neural networks are one tool for approximating non-linear differential equations used in scientific computing tasks such as surrogate modeling, real-time predictions, and optimal control. PDE foundation models utilize neural networks to…

Machine Learning · Computer Science 2025-02-11 Elisa Negrini , Yuxuan Liu , Liu Yang , Stanley J. Osher , Hayden Schaeffer

This paper introduces Progressively Diffused Networks (PDNs) for unifying multi-scale context modeling with deep feature learning, by taking semantic image segmentation as an exemplar application. Prior neural networks, such as ResNet, tend…

Computer Vision and Pattern Recognition · Computer Science 2017-02-21 Ruimao Zhang , Wei Yang , Zhanglin Peng , Xiaogang Wang , Liang Lin

Deep Learning (DL) , a variant of the neural network algorithms originally proposed in the 1980s, has made surprising progress in Artificial Intelligence (AI), ranging from language translation, protein folding, autonomous cars, and more…

Artificial Intelligence · Computer Science 2023-07-24 Stephen Josè Hanson , Vivek Yadav , Catherine Hanson

This work considers stochastic Galerkin approximations of linear elliptic partial differential equations (PDEs) with stochastic forcing terms and stochastic diffusion coefficients, that cannot be bounded uniformly away from zero and…

Numerical Analysis · Mathematics 2026-01-12 Fabio Musco , Andrea Barth

Physics-informed neural networks (PINNs) have recently emerged as an alternative way of solving partial differential equations (PDEs) without the need of building elaborate grids, instead, using a straightforward implementation. In…

Analysis of PDEs · Mathematics 2019-09-04 Dongkun Zhang , Lu Lu , Ling Guo , George Em Karniadakis