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Traditional Monte Carlo integration using uniform random sampling exhibits degraded efficiency in low-regularity or high-dimensional problems. We propose a novel deep learning framework based on deterministic number-theoretic sampling…

Numerical Analysis · Mathematics 2025-07-03 Yu Yang , Pingan He , Xiaoling Peng , Qiaolin He

Physics-informed neural networks (PiNNs) recently emerged as a powerful solver for a large class of partial differential equations under various initial and boundary conditions. In this paper, we propose trapz-PiNNs, physics-informed neural…

Computational Physics · Physics 2023-04-19 Senbao Jiang , Xiaofan Li

Many important problems in science and engineering require solving the so-called parametric partial differential equations (PDEs), i.e., PDEs with different physical parameters, boundary conditions, shapes of computation domains, etc.…

Machine Learning · Computer Science 2022-11-22 Xiang Huang , Zhanhong Ye , Hongsheng Liu , Beiji Shi , Zidong Wang , Kang Yang , Yang Li , Bingya Weng , Min Wang , Haotian Chu , Fan Yu , Bei Hua , Lei Chen , Bin Dong

With the recent study of deep learning in scientific computation, the Physics-Informed Neural Networks (PINNs) method has drawn widespread attention for solving Partial Differential Equations (PDEs). Compared to traditional methods, PINNs…

Machine Learning · Computer Science 2024-07-08 Yuling Jiao , Di Li , Xiliang Lu , Jerry Zhijian Yang , Cheng Yuan

It is one of the most challenging problems in applied mathematics to approximatively solve high-dimensional partial differential equations (PDEs). Recently, several deep learning-based approximation algorithms for attacking this problem…

Numerical Analysis · Mathematics 2023-02-10 Christian Beck , Martin Hutzenthaler , Arnulf Jentzen , Benno Kuckuck

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

We propose machine learning methods for solving fully nonlinear partial differential equations (PDEs) with convex Hamiltonian. Our algorithms are conducted in two steps. First the PDE is rewritten in its dual stochastic control…

Computational Finance · Quantitative Finance 2022-05-23 William Lefebvre , Grégoire Loeper , Huyên Pham

Under the guidance of the general theory developed for classical partial differential equations (PDEs), we investigate the Riesz bases of wavelets in the spaces where fractional PDEs usually work, and their applications in numerically…

Numerical Analysis · Mathematics 2014-05-28 Weihua Deng , Yuwei Lin , Zhijiang Zhang

Neural networks have shown significant potential in solving partial differential equations (PDEs). While deep networks are capable of approximating complex functions, direct one-shot training often faces limitations in both accuracy and…

Numerical Analysis · Mathematics 2025-03-10 Mingxing Weng , Zhiping Mao , Jie Shen

In recent years, physical informed neural networks (PINNs) have been shown to be a powerful tool for solving PDEs empirically. However, numerical analysis of PINNs is still missing. In this paper, we prove the convergence rate to PINNs for…

Numerical Analysis · Mathematics 2022-04-13 Yuling Jiao , Yanming Lai , Dingwei Li , Xiliang Lu , Fengru Wang , Yang Wang , Jerry Zhijian Yang

Solving high-dimensional partial differential equations is a recurrent challenge in economics, science and engineering. In recent years, a great number of computational approaches have been developed, most of them relying on a combination…

Numerical Analysis · Mathematics 2023-01-31 Nikolas Nüsken , Lorenz Richter

Physics Informed Neural Networks (PINNs) have frequently been used for the numerical approximation of Partial Differential Equations (PDEs). The goal of this paper is to construct PINNs along with a computable upper bound of the error,…

Numerical Analysis · Mathematics 2022-12-19 Lewin Ernst , Karsten Urban

Developing algorithms for solving high-dimensional partial differential equations (PDEs) has been an exceedingly difficult task for a long time, due to the notoriously difficult problem known as the "curse of dimensionality". This paper…

Numerical Analysis · Mathematics 2020-07-17 Jiequn Han , Arnulf Jentzen , Weinan E

Nonlinear partial differential equations (PDEs) are used to model dynamical processes in a large number of scientific fields, ranging from finance to biology. In many applications standard local models are not sufficient to accurately…

Numerical Analysis · Mathematics 2022-05-10 Victor Boussange , Sebastian Becker , Arnulf Jentzen , Benno Kuckuck , Loïc Pellissier

In this paper we establish a connection between non-convex optimization methods for training deep neural networks and nonlinear partial differential equations (PDEs). Relaxation techniques arising in statistical physics which have already…

Machine Learning · Computer Science 2017-06-05 Pratik Chaudhari , Adam Oberman , Stanley Osher , Stefano Soatto , Guillaume Carlier

Randomized neural networks (RNN) are a variation of neural networks in which the hidden-layer parameters are fixed to randomly assigned values and the output-layer parameters are obtained by solving a linear system by least squares. This…

Numerical Analysis · Mathematics 2022-06-14 Jingbo Sun , Suchuan Dong , Fei Wang

In this paper, we propose a low rank approximation method for efficiently solving stochastic partial differential equations. Specifically, our method utilizes a novel low rank approximation of the stiffness matrices, which can significantly…

Numerical Analysis · Mathematics 2023-10-20 Yujun Zhu , Ju Ming , Jie Zhu , Zhongming Wang

Over the last few years there have been dramatic advances in our understanding of mathematical and computational models of complex systems in the presence of uncertainty. This has led to a growth in the area of uncertainty quantification as…

Numerical Analysis · Mathematics 2013-06-05 Maziar Raissi , Padmanabhan Seshaiyer

The curse-of-dimensionality taxes computational resources heavily with exponentially increasing computational cost as the dimension increases. This poses great challenges in solving high-dimensional PDEs, as Richard E. Bellman first pointed…

Machine Learning · Computer Science 2024-05-20 Zheyuan Hu , Khemraj Shukla , George Em Karniadakis , Kenji Kawaguchi

Deep learning methods have gained considerable interest in the numerical solution of various partial differential equations (PDEs). One particular focus is physics-informed neural networks (PINN), which integrate physical principles into…

Dynamical Systems · Mathematics 2023-12-19 Xi'an Li , Jiaxin Deng , Jinran Wu , Shaotong Zhang , Weide Li , You-Gan Wang
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