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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

Solving partial differential equations (PDEs) by numerical methods meet computational cost challenge for getting the accurate solution since fine grids and small time steps are required. Machine learning can accelerate this process, but…

Numerical Analysis · Mathematics 2025-01-28 Qi Wang , Yuan Mi , Haoyun Wang , Yi Zhang , Ruizhi Chengze , Hongsheng Liu , Ji-Rong Wen , Hao Sun

Neural Laplace is a unified framework for learning diverse classes of differential equations (DE). For different classes of DE, this framework outperforms other approaches relying on neural networks that aim to learn classes of ordinary…

Machine Learning · Computer Science 2024-06-10 Adrien Carrel

This paper proposes the Nerual Energy Descent (NED) via neural network evolution equations for a wide class of deep learning problems. We show that deep learning can be reformulated as the evolution of network parameters in an evolution…

Numerical Analysis · Mathematics 2023-02-22 Wenrui Hao , Chunmei Wang , Xingjian Xu , Haizhao Yang

Reliable predictions of critical phenomena, such as weather, wildfires and epidemics often rely on models described by Partial Differential Equations (PDEs). However, simulations that capture the full range of spatio-temporal scales…

Machine Learning · Computer Science 2025-02-13 Jan-Philipp von Bassewitz , Sebastian Kaltenbach , Petros Koumoutsakos

Partial differential equations (PDEs) are ubiquitous in the world around us, modelling phenomena from heat and sound to quantum systems. Recent advances in deep learning have resulted in the development of powerful neural solvers; however,…

Artificial Intelligence · Computer Science 2023-11-13 Yolanne Yi Ran Lee

We introduce a novel spectral, finite-dimensional approximation of general Sobolev spaces in terms of Chebyshev polynomials. Based on this polynomial surrogate model (PSM), we realise a variational formulation, solving a vast class of…

Numerical Analysis · Mathematics 2023-01-13 Juan-Esteban Suarez Cardona , Phil-Alexander Hofmann , Michael Hecht

Numerical simulation is dominant in solving partial difference equations (PDEs), but balancing fine-grained grids with low computational costs is challenging. Recently, solving PDEs with neural networks (NNs) has gained interest, yet…

Computational Physics · Physics 2023-12-13 Wei Suo , Weiwei Zhang

The multiscale complexity of modern problems in computational science and engineering can prohibit the use of traditional numerical methods in multi-dimensional simulations. Therefore, novel algorithms are required in these situations to…

Numerical Analysis · Mathematics 2021-06-15 Cale Harnish , Luke Dalessandro , Karel Matous , Daniel Livescu

Solving partial differential equations (PDE) is an indispensable part of many branches of science as many processes can be modelled in terms of PDEs. However, recent numerical solvers require manual discretization of the underlying equation…

Neural network solvers for partial differential equations (PDEs) have made significant progress, yet they continue to face challenges related to data scarcity and model robustness. Traditional data augmentation methods, which leverage…

Machine Learning · Computer Science 2024-09-05 Yunpeng Gong , Yongjie Hou , Zhenzhong Wang , Zexin Lin , Min Jiang

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

In this paper, based on the combination of finite element mesh and neural network, a novel type of neural network element space and corresponding machine learning method are designed for solving partial differential equations. The…

Numerical Analysis · Mathematics 2025-04-24 Yifan Wang , Zhongshuo Lin , Hehu Xie

This work proposes a solution for the problem of training physics-informed networks under partial integro-differential equations. These equations require an infinite or a large number of neural evaluations to construct a single residual for…

Machine Learning · Computer Science 2024-06-12 Ehsan Saleh , Saba Ghaffari , Timothy Bretl , Luke Olson , Matthew West

In this work, we present a machine learning approach for reducing the error when numerically solving time-dependent partial differential equations (PDE). We use a fully convolutional LSTM network to exploit the spatiotemporal dynamics of…

Machine Learning · Computer Science 2020-02-11 Ben Stevens , Tim Colonius

Partial Differential Equations (PDEs) are central to modeling complex systems across physical, biological, and engineering domains, yet traditional numerical methods often struggle with high-dimensional or complex problems. Physics-Informed…

Machine Learning · Computer Science 2026-02-11 Chenggong Zhang

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

When dealing with real-world optimization problems, decision-makers usually face high levels of uncertainty associated with partial information, unknown parameters, or complex relationships between these and the problem decision variables.…

Optimization and Control · Mathematics 2023-05-01 Antonio Alcántara , Carlos Ruiz

We examine the challenges associated with numerical integration when applying Neural Networks to solve Partial Differential Equations (PDEs). We specifically investigate the Deep Ritz Method (DRM), chosen for its practical applicability and…

Numerical Analysis · Mathematics 2025-05-09 Jamie M. Taylor , David Pardo

In this paper, we introduce the Spectral Coefficient Learning via Operator Network (SCLON), a novel operator learning-based approach for solving parametric partial differential equations (PDEs) without the need for data harnessing. The…

Machine Learning · Computer Science 2023-10-04 Junho Choi , Taehyun Yun , Namjung Kim , Youngjoon Hong