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In recent years, tremendous progress has been made on numerical algorithms for solving partial differential equations (PDEs) in a very high dimension, using ideas from either nonlinear (multilevel) Monte Carlo or deep learning. They are…

Numerical Analysis · Mathematics 2021-12-13 Weinan E , Jiequn Han , Arnulf Jentzen

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 present a unified convergence theory for gradient-based training of neural network methods for partial differential equations (PDEs), covering both physics-informed neural networks (PINNs) and the Deep Ritz method. For linear PDEs, we…

Numerical Analysis · Mathematics 2025-10-09 Wei Zhao , Tao Luo

Partial Differential Equations (PDE) are fundamental to model different phenomena in science and engineering mathematically. Solving them is a crucial step towards a precise knowledge of the behaviour of natural and engineered systems. In…

Neural operators have emerged as fast surrogate solvers for parametric partial differential equations (PDEs). However, purely data-driven models often require extensive training data and can generalize poorly, especially in small-data…

Machine Learning · Computer Science 2026-02-16 Heechang Kim , Qianying Cao , Hyomin Shin , Seungchul Lee , George Em Karniadakis , Minseok Choi

In this paper, we introduce a general constructive method to compute solutions of initial value problems of semilinear parabolic partial differential equations on hyper-rectangular domains via semigroup theory and computer-assisted proofs.…

Analysis of PDEs · Mathematics 2025-01-22 Gabriel William Duchesne , Jean-Philippe Lessard , Akitoshi Takayasu

A key challenge in scientific machine learning is solving partial differential equations (PDEs) on complex domains, where the curved geometry complicates the approximation of functions and their derivatives required by differential…

Numerical Analysis · Mathematics 2025-09-26 Hanfei Zhou , Lei Shi

Representing physical signals at different scales is among the most challenging problems in engineering. Several multi-scale modeling tools have been developed to describe physical systems governed by \emph{Partial Differential Equations}…

Machine Learning · Computer Science 2022-06-30 Léon Migus , Yuan Yin , Jocelyn Ahmed Mazari , Patrick Gallinari

The compact explicit expressions for formal exact operator solutions to Cauchy problem for sufficiently general systems of nonlinear differential equations (ODEs and PDEs) in the form of chronological operator exponents are given. The…

Mathematical Physics · Physics 2009-10-21 Yu. N. Kosovtsov

In this work, we develop a unified framework for quasidiagonal and F\o lner-type approximations of linear operators on Hilbert spaces. These approximations (originally formulated for bounded operators and operator algebras) involve…

Functional Analysis · Mathematics 2025-09-04 Eva A. Gallardo-Gutiérrez , Fernando Lledó , Laura Sáenz

In recent years residual neural networks (ResNets) as introduced by [He, K., Zhang, X., Ren, S., and Sun, J., Proceedings of the IEEE conference on computer vision and pattern recognition (2016), 770-778] have become very popular in a large…

Numerical Analysis · Mathematics 2021-11-02 Jonas Baggenstos , Diyora Salimova

We consider the probabilistic numerical scheme for fully nonlinear PDEs suggested in \cite{cstv}, and show that it can be introduced naturally as a combination of Monte Carlo and finite differences scheme without appealing to the theory of…

Probability · Mathematics 2010-08-26 Arash Fahim , Nizar Touzi , Xavier Warin

In this paper, we study the error in first order Sobolev norm in the approximation of solutions to linear parabolic PDEs. We use a Monte Carlo Euler scheme obtained from combining the Feynman--Kac representation with a Euler discretization…

Numerical Analysis · Mathematics 2023-06-30 Patrick Cheridito , Florian Rossmannek

This article introduces a general purpose framework and software to approximate partial differential equations (PDEs). The sparsity patterns of finite element discretized operators is identified automatically using the tools from…

Numerical Analysis · Mathematics 2024-10-17 Kiefer Green , Harbir Antil

Reliability analysis is a formidable task, particularly in systems with a large number of stochastic parameters. Conventional methods for quantifying reliability often rely on extensive simulations or experimental data, which can be costly…

Numerical Analysis · Mathematics 2024-09-10 N Navaneeth , Tushar , Souvik Chakraborty

Numerical solution of partial differential equations (PDEs) plays a vital role in various fields of science and engineering. In recent years, deep neural networks (DNNs) have emerged as a powerful tool for solving PDEs, leveraging their…

Numerical Analysis · Mathematics 2026-02-16 Shuo Ling , Wenjun Ying , Zhen Zhang

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

Operator learning aims to discover properties of an underlying dynamical system or partial differential equation (PDE) from data. Here, we present a step-by-step guide to operator learning. We explain the types of problems and PDEs amenable…

Numerical Analysis · Mathematics 2025-04-30 Nicolas Boullé , Alex Townsend

The approximation of solutions of partial differential equations (PDEs) with numerical algorithms is a central topic in applied mathematics. For many decades, various types of methods for this purpose have been developed and extensively…

Numerical Analysis · Mathematics 2024-08-26 Lukas Gonon , Arnulf Jentzen , Benno Kuckuck , Siyu Liang , Adrian Riekert , Philippe von Wurstemberger

In this paper, we investigate the applications of operator learning, specifically DeepONet, for solving nonlinear partial differential equations (PDEs). Unlike conventional function learning methods that require training separate neural…

Machine Learning · Computer Science 2025-09-30 Yahong Yang