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In recent years, a significant amount of attention has been paid to solve partial differential equations (PDEs) by deep learning. For example, deep Galerkin method (DGM) uses the PDE residual in the least-squares sense as the loss function…

Numerical Analysis · Mathematics 2020-06-09 Liyao Lyu , Zhen Zhang , Minxin Chen , Jingrun Chen

In this paper, we propose a novel numerical method for Path-Dependent Partial Differential Equations (PPDEs). These equations firstly appeared in the seminal work of Dupire [2009], where the functional It\^o calculus was developed to deal…

Computational Finance · Quantitative Finance 2020-04-07 Yuri F. Saporito , Zhaoyu Zhang

We propose a deep learning based method, the Deep Ritz Method, for numerically solving variational problems, particularly the ones that arise from partial differential equations. The Deep Ritz method is naturally nonlinear, naturally…

Machine Learning · Computer Science 2017-10-03 Weinan E , Bing Yu

The study of parametric differential equations plays a crucial role in weather forecasting and epidemiological modeling. These phenomena are better represented using fractional derivatives due to their inherent memory or hereditary effects.…

Numerical Analysis · Mathematics 2025-03-31 S M Sivalingam , V Govindaraj , A. S. Hendy

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

Integro-differential equations, analyzed in this work, comprise an important class of models of continuum media with nonlocal interactions. Examples include peridynamics, population and opinion dynamics, the spread of disease models, and…

Numerical Analysis · Mathematics 2023-12-13 Georgi S. Medvedev

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

The purpose of this paper is to explore the use of deep learning for the solution of the nonlinear filtering problem. This is achieved by solving the Zakai equation by a deep splitting method, previously developed for approximate solution…

Computation · Statistics 2024-09-25 Kasper Bågmark , Adam Andersson , Stig Larsson

We perform an exploratory study of a new approach for evaluating Feynman integrals numerically. We apply the recently-proposed framework of physics-informed deep learning to train neural networks to approximate the solution to the…

High Energy Physics - Phenomenology · Physics 2024-07-24 Francesco Calisto , Ryan Moodie , Simone Zoia

Partial differential equations are often used to model various physical phenomena, such as heat diffusion, wave propagation, fluid dynamics, elasticity, electrodynamics and image processing, and many analytic approaches or traditional…

Machine Learning · Computer Science 2022-09-21 Yuankai Teng , Xiaoping Zhang , Zhu Wang , Lili Ju

We introduce physics informed neural networks -- neural networks that are trained to solve supervised learning tasks while respecting any given law of physics described by general nonlinear partial differential equations. In this second…

Artificial Intelligence · Computer Science 2017-11-30 Maziar Raissi , Paris Perdikaris , George Em Karniadakis

A long-standing problem at the interface of artificial intelligence and applied mathematics is to devise an algorithm capable of achieving human level or even superhuman proficiency in transforming observed data into predictive mathematical…

Machine Learning · Statistics 2018-01-23 Maziar Raissi

Many problems in science and engineering can be represented by a set of partial differential equations (PDEs) through mathematical modeling. Mechanism-based computation following PDEs has long been an essential paradigm for studying topics…

Machine Learning · Computer Science 2022-11-21 Shudong Huang , Wentao Feng , Chenwei Tang , Jiancheng Lv

We examine a Geometric Deep Learning model as a thermodynamic system treating the weights as non-quantum and non-relativistic particles. We employ the notion of temperature previously defined in [7] and study it in the various layers for…

Machine Learning · Computer Science 2023-09-06 M. Lapenna , F. Faglioni , F. Zanchetta , R. Fioresi

We present a novel and mathematically transparent approach to function approximation and the training of large, high-dimensional neural networks, based on the approximate least-squares solution of associated Fredholm integral equations of…

Numerical Analysis · Mathematics 2024-07-17 Patrick Gelß , Aizhan Issagali , Ralf Kornhuber

Parametric partial differential equations (PDEs) are fundamental for modeling a wide range of physical and engineering systems influenced by uncertain or varying parameters. Traditional neural network-based solvers, such as Physics-Informed…

Machine Learning · Computer Science 2025-12-29 Qiuqi Li , Yiting Liu , Jin Zhao , Wencan Zhu

An integro-differential equation, modeling dynamic fractional order viscoelasticity, with a Mittag-Leffler type convolution kernel is considered. A discontinuous Galerkin method, based on piecewise constant polynomials is formulated for…

Numerical Analysis · Mathematics 2015-01-20 Stig Larsson , Milena Racheva , Fardin Saedpanah

Deep learning, a branch of artificial intelligence, is a data-driven method that uses multiple layers of interconnected units or neurons to learn intricate patterns and representations directly from raw input data. Empowered by this…

Machine Learning · Computer Science 2025-07-28 Mohd Halim Mohd Noor , Ayokunle Olalekan Ige

The aim of the paper is to demonstrate the use of the Galerkin method for some kind of Volterra equations, determininistic and stochastic as well. The paper consists of two parts: the theoretical and numerical one. In the first part we…

Probability · Mathematics 2007-05-23 Anna Karczewska , Piotr Rozmej

When neural networks are used to solve differential equations, they usually produce solutions in the form of black-box functions that are not directly mathematically interpretable. We introduce a method for generating symbolic expressions…

Machine Learning · Computer Science 2020-11-05 Maysum Panju , Ali Ghodsi