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A significant advancement in Neural Network (NN) research is the integration of domain-specific knowledge through custom loss functions. This approach addresses a crucial challenge: how can models utilize physics or mathematical principles…

Machine Learning · Computer Science 2025-03-27 Seyedeh Azadeh Fallah Mortezanejad , Ruochen Wang , Ali Mohammad-Djafari

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

We propose new machine learning schemes for solving high dimensional nonlinear partial differential equations (PDEs). Relying on the classical backward stochastic differential equation (BSDE) representation of PDEs, our algorithms estimate…

Probability · Mathematics 2020-06-08 Côme Huré , Huyên Pham , Xavier Warin

Bayesian Neural Networks (BNN) have recently emerged in the Deep Learning world for dealing with uncertainty estimation in classification tasks, and are used in many application domains such as astrophysics, autonomous driving...BNN assume…

Machine Learning · Computer Science 2021-02-04 Claire Theobald , Frédéric Pennerath , Brieuc Conan-Guez , Miguel Couceiro , Amedeo Napoli

Physics-informed neural networks (PINNs) have shown promising potential for solving partial differential equations (PDEs) using deep learning. However, PINNs face training difficulties for evolutionary PDEs, particularly for dynamical…

Neural and Evolutionary Computing · Computer Science 2023-12-25 Siqi Chen , Bin Shan , Ye Li

Machine learning has been successfully applied to various fields of scientific computing in recent years. In this work, we propose a sparse radial basis function neural network method to solve elliptic partial differential equations (PDEs)…

Numerical Analysis · Mathematics 2023-09-07 Zhiwen Wang , Minxin Chen , Jingrun Chen

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

Recently proposed numerical algorithms for solving high-dimensional nonlinear partial differential equations (PDEs) based on neural networks have shown their remarkable performance. We review some of them and study their convergence…

Analysis of PDEs · Mathematics 2021-09-17 Maximilien Germain , Huyen Pham , Xavier Warin

Random ordinary differential equations (RODEs), i.e. ODEs with random parameters, are often used to model complex dynamics. Most existing methods to identify unknown governing RODEs from observed data often rely on strong prior knowledge.…

Numerical Analysis · Mathematics 2020-06-04 Junyu Liu , Zichao Long , Ranran Wang , Jie Sun , Bin Dong

Neural networks with binary weights are computation-efficient and hardware-friendly, but their training is challenging because it involves a discrete optimization problem. Surprisingly, ignoring the discrete nature of the problem and using…

Machine Learning · Computer Science 2020-08-19 Xiangming Meng , Roman Bachmann , Mohammad Emtiyaz Khan

This research introduces an extended application of neural networks for solving nonlinear partial differential equations (PDEs). A neural network, combined with a pseudo-arclength continuation, is proposed to construct bifurcation diagrams…

Numerical Analysis · Mathematics 2025-07-24 Muhammad Luthfi Shahab , Hadi Susanto

Recent development of Deep Reinforcement Learning (DRL) has demonstrated superior performance of neural networks in solving challenging problems with large or even continuous state spaces. One specific approach is to deploy neural networks…

Machine Learning · Computer Science 2022-03-15 Martin Gottwald , Sven Gronauer , Hao Shen , Klaus Diepold

Deep neural networks are powerful tools for approximating functions, and they are applied to successfully solve various problems in many fields. In this paper, we propose a neural network-based numerical method to solve partial differential…

Numerical Analysis · Mathematics 2022-02-01 Yong Shang , Fei Wang , Jingbo Sun

Compared with conventional numerical approaches to solving partial differential equations (PDEs), physics-informed neural networks (PINN) have manifested the capability to save development effort and computational cost, especially in…

Machine Learning · Computer Science 2022-09-19 Shihong Zhang , Chi Zhang , Bosen Wang

Deep learning algorithms have been widely used to solve linear Kolmogorov partial differential equations~(PDEs) in high dimensions, where the loss function is defined as a mathematical expectation. We propose to use the randomized…

Numerical Analysis · Mathematics 2024-06-25 Jichang Xiao , Fengjiang Fu , Xiaoqun Wang

In recent years a large literature on deep learning based methods for the numerical solution partial differential equations has emerged; results for integro-differential equations on the other hand are scarce. In this paper we study deep…

Numerical Analysis · Mathematics 2021-09-27 Rüdiger Frey , Verena Köck

Machine learning methods for solving nonlinear partial differential equations (PDEs) are hot topical issues, and different algorithms proposed in the literature show efficient numerical approximation in high dimension. In this paper, we…

Optimization and Control · Mathematics 2022-01-05 Maximilien Germain , Mathieu Laurière , Huyên Pham , Xavier Warin

Physics-informed neural networks (PINNs) have been demonstrated to be efficient in solving partial differential equations (PDEs) from a variety of experimental perspectives. Some recent studies have also proposed PINN algorithms for PDEs on…

Numerical Analysis · Mathematics 2024-08-06 Guanhang Lei , Zhen Lei , Lei Shi , Chenyu Zeng , Ding-Xuan Zhou

Deep Neural Networks have achieved remarkable success relying on the developing availability of GPUs and large-scale datasets with increasing network depth and width. However, due to the expensive computation and intensive memory,…

Machine Learning · Computer Science 2020-09-07 E Zhenqian , Gao Weiguo

Recently, progress has been made in the application of neural networks to the numerical analysis of partial differential equations (PDEs). In the latter the variational formulation of the Poisson problem is used in order to obtain an…

Numerical Analysis · Mathematics 2020-01-14 Johannes Müller , Marius Zeinhofer
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