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Recent years have witnessed a growth in mathematics for deep learning--which seeks a deeper understanding of the concepts of deep learning with mathematics and explores how to make it more robust--and deep learning for mathematics, where…

Machine Learning · Computer Science 2023-10-31 Derick Nganyu Tanyu , Jianfeng Ning , Tom Freudenberg , Nick Heilenkötter , Andreas Rademacher , Uwe Iben , Peter Maass

The use of deep learning methods in scientific computing represents a potential paradigm shift in engineering problem solving. One of the most prominent developments is Physics-Informed Neural Networks (PINNs), in which neural networks are…

Machine Learning · Computer Science 2024-03-08 Pratanu Roy , Stephen Castonguay

Recent works have shown that deep neural networks can be employed to solve partial differential equations, giving rise to the framework of physics informed neural networks. We introduce a generalization for these methods that manifests as a…

Numerical Analysis · Mathematics 2021-03-25 Remco van der Meer , Cornelis Oosterlee , Anastasia Borovykh

Many scientific and industrial applications require solving Partial Differential Equations (PDEs) to describe the physical phenomena of interest. Some examples can be found in the fields of aerodynamics, astrodynamics, combustion and many…

Computational Physics · Physics 2019-12-11 Juan B. Pedro , Juan Maroñas , Roberto Paredes

Explicit, unconditionally stable, high-order schemes for the approximation of some first- andsecond-order linear, time-dependent partial differential equations (PDEs) are proposed.The schemes are based on a weak formulation of a…

Numerical Analysis · Mathematics 2017-11-15 Olivier Bokanowski , Giorevinus Simarmata

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

Recent work has explored solver strategies for the linear system of equations arising from a spectral Galerkin approximation of the solution of PDEs with parameterized (or stochastic) inputs. We consider the related problem of a matrix…

Numerical Analysis · Mathematics 2014-07-22 Paul G. Constantine , David F. Gleich , Gianluca Iaccarino

In this paper, local H\"older regularization is incorporated into a physics-informed neural networks (PINNs) framework for solving elliptic partial differential equations (PDEs). Motivated by the interior regularity properties of linear…

Numerical Analysis · Mathematics 2025-10-31 Qirui Zhou , Jiebao Sun , Yi Ran , Boying Wu

We revisit the original approach of using deep learning and neural networks to solve differential equations by incorporating the knowledge of the equation. This is done by adding a dedicated term to the loss function during the optimization…

Machine Learning · Computer Science 2023-04-05 Hubert Baty , Leo Baty

We introduce an adaptive sampling method for the Deep Ritz method aimed at solving partial differential equations (PDEs). Two deep neural networks are used. One network is employed to approximate the solution of PDEs, while the other one is…

Machine Learning · Computer Science 2023-10-31 Xiaoliang Wan , Tao Zhou , Yuancheng Zhou

In recent years, Physics-Informed Neural Networks (PINNs) have become a representative method for solving partial differential equations (PDEs) with neural networks. PINNs provide a novel approach to solving PDEs through optimization…

Computational Physics · Physics 2024-11-28 Weiwei Zhang , Wei Suo , Jiahao Song , Wenbo Cao

In insurance mathematics optimal control problems over an infinite time horizon arise when computing risk measures. Their solutions correspond to solutions of deterministic semilinear (degenerate) elliptic partial differential equations. In…

Mathematical Finance · Quantitative Finance 2020-12-11 Stefan Kremsner , Alexander Steinicke , Michaela Szölgyenyi

This paper is concerned with developing accurate and efficient numerical methods for one-dimensional fully nonlinear second order elliptic and parabolic partial differential equations (PDEs). In the paper we present a general framework for…

Numerical Analysis · Mathematics 2012-12-04 Xiaobing Feng , Thomas Lewis

Physics-Informed Neural Networks (PINNs) have become a prominent application of deep learning in scientific computation, as they are powerful approximators of solutions to nonlinear partial differential equations (PDEs). There have been…

Machine Learning · Computer Science 2023-06-01 Hwijae Son , Sung Woong Cho , Hyung Ju Hwang

Physics-informed neural network (PINN) is a powerful emerging method for studying forward-inverse problems of partial differential equations (PDEs), even from limited sample data. Variable coefficient PDEs, which model real-world phenomena,…

Computational Physics · Physics 2025-03-07 Hui-Juan Zhou , Yong Chen

Deep learning has become a popular tool across many scientific fields, including the study of differential equations, particularly partial differential equations. This work introduces the basic principles of deep learning and the Deep…

Machine Learning · Computer Science 2026-01-09 Georgios Is. Detorakis

This paper deals with the following important research questions. Is it possible to solve challenging advection-dominated diffusion problems in one and two dimensions using Physics Informed Neural Networks (PINN) and Variational Physics…

Numerical Analysis · Mathematics 2023-07-18 Maciej Sikora , Patryk Krukowski , Anna Paszynska , Maciej Paszynski

A local weighted discontinuous Galerkin gradient discretization method for solving elliptic equations is introduced. The local scheme is based on a coarse grid and successively improves the solution solving a sequence of local elliptic…

Numerical Analysis · Mathematics 2018-07-30 Assyr Abdulle , Giacomo Rosilho de Souza

We introduce a new class of spatially stochastic physics and data informed deep latent models for parametric partial differential equations (PDEs) which operate through scalable variational neural processes. We achieve this by assigning…

Machine Learning · Computer Science 2023-06-08 Arnaud Vadeboncoeur , Ieva Kazlauskaite , Yanni Papandreou , Fehmi Cirak , Mark Girolami , Ömer Deniz Akyildiz

This paper studies an unsupervised deep learning-based numerical approach for solving partial differential equations (PDEs). The approach makes use of the deep neural network to approximate solutions of PDEs through the compositional…

Machine Learning · Computer Science 2020-08-26 Zhiqiang Cai , Jingshuang Chen , Min Liu , Xinyu Liu