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We propose a neural network framework for solving stationary linear transport equations with inflow boundary conditions. The method represents the solution using a neural network and imposes the boundary condition via a Lagrange multiplier,…

Numerical Analysis · Mathematics 2025-07-29 Charalambos Makridakis , Aaron Pim , Tristan Pryer , Nikolaos Rekatsinas

Deep neural network approaches show promise in solving partial differential equations. However, unlike traditional numerical methods, they face challenges in enforcing essential boundary conditions. The widely adopted penalty-type methods,…

Numerical Analysis · Mathematics 2026-05-06 Haijun Yu , Shuo Zhang

In this work, we present a numerical solver for optimal control problems constrained by linear and semi-linear second-order elliptic PDEs. The approach is based on recasting the problem and includes an extension of Uzawa's algorithm to…

Numerical Analysis · Mathematics 2024-10-24 Charalambos G. Makridakis , Aaron Pim , Tristan Pryer

Recently, innovative adaptations of the Ritz Method incorporating deep learning have been developed, known as the Deep Ritz Method. This approach employs a neural network as the test function for variational problems. However, the neural…

Machine Learning · Computer Science 2025-05-20 Rafael Florencio , Julio Guerrero

This paper is concerned with a novel deep learning method for variational problems with essential boundary conditions. To this end, we first reformulate the original problem into a minimax problem corresponding to a feasible augmented…

Numerical Analysis · Mathematics 2022-05-10 Jianguo Huang , Haoqin Wang , Tao Zhou

The emergence of deep learning has stimulated a new class of PDE solvers in which the unknown solution is represented by a neural network. Within this framework, residual minimization in dual norms -- central to weak adversarial neural…

Numerical Analysis · Mathematics 2025-12-08 Emin Benny-Chacko , Ignacio Brevis , Luis Espath , Kristoffer G. van der Zee

We develop a general form of the Ritz method for trial functions that do not satisfy the essential boundary conditions. The idea is to treat the latter as variational constraints and remove them using the Lagrange multipliers. In…

Numerical Analysis · Mathematics 2017-05-17 Vojin Jovanovic , Sergiy Koshkin

Physics-informed neural networks (PINNs) often struggle with multi-scale PDEs featuring sharp gradients and nontrivial boundary conditions, as the physics residual and boundary enforcement compete during optimization. We present a…

Numerical Analysis · Mathematics 2025-12-01 Naseem Abbas , Vittorio Colao , Davide Macri , William Spataro

We propose a new method to deal with the essential boundary conditions encountered in the deep learning-based numerical solvers for partial differential equations. The trial functions representing by deep neural networks are…

Numerical Analysis · Mathematics 2021-04-06 Yulei Liao , Pingbing Ming

Solving Partial Differential Equations (PDEs) using neural networks presents different challenges, including integration errors and spectral bias, often leading to poor approximations. In addition, standard neural network-based methods,…

Numerical Analysis · Mathematics 2026-04-14 Pablo Herrera , Jamie M. Taylor , Carlos Uriarte , Ignacio Muga , David Pardo , Kristoffer G. van der Zee

This paper focuses on integrating the networks and adversarial training into constrained optimization problems to develop a framework algorithm for constrained optimization problems. For such problems, we first transform them into minimax…

Optimization and Control · Mathematics 2024-07-08 Gang Bao , Dong Wang , Boyi Zou

Minimal-residual methods for PDEs with a residual in a dual space are non-trivial to guarantee stability. We present a minimal-residual finite element method in which the solution space is a standard finite element space, but neural…

Numerical Analysis · Mathematics 2025-09-23 Hamd Alsobhi , Emin Benny-Chacko , Ignacio Brevis , Kristoffer G. van der Zee

Deep Ritz methods (DRM) have been proven numerically to be efficient in solving partial differential equations. In this paper, we present a convergence rate in $H^{1}$ norm for deep Ritz methods for Laplace equations with Dirichlet boundary…

Numerical Analysis · Mathematics 2021-11-04 Chenguang Duan , Yuling Jiao , Yanming Lai , Xiliang Lu , Qimeng Quan , Jerry Zhijian Yang

In this study, we propose a new numerical scheme for physics-informed neural networks (PINNs) that enables precise and inexpensive solution for partial differential equations (PDEs) in case of arbitrary geometries while strictly enforcing…

Numerical Analysis · Mathematics 2024-07-30 Hamed Saidaoui , Luis Espath , Rául Tempone

We extend the divergence preserving cut finite element method presented in [T. Frachon, P. Hansbo, E. Nilsson, S. Zahedi, SIAM J. Sci. Comput., 46 (2024)] for the Darcy interface problem to unfitted outer boundaries. We impose essential…

Numerical Analysis · Mathematics 2024-08-20 Thomas Frachon , Erik Nilsson , Sara Zahedi

In this paper, we study the statistical limits of deep learning techniques for solving elliptic partial differential equations (PDEs) from random samples using the Deep Ritz Method (DRM) and Physics-Informed Neural Networks (PINNs). To…

Numerical Analysis · Mathematics 2021-11-16 Yiping Lu , Haoxuan Chen , Jianfeng Lu , Lexing Ying , Jose Blanchet

I provide an introduction to the application of deep learning and neural networks for solving partial differential equations (PDEs). The approach, known as physics-informed neural networks (PINNs), involves minimizing the residual of the…

Computational Physics · Physics 2024-03-04 Hubert Baty

Physics-Informed Neural Networks (PINNs) solve partial differential equations (PDEs) by embedding governing equations and boundary/initial conditions into the loss function. However, enforcing Dirichlet boundary conditions accurately…

Machine Learning · Computer Science 2025-01-15 Nahil Sobh , Rini Jasmine Gladstone , Hadi Meidani

The goal of this work is to develop deep learning numerical methods for solving option XVA pricing problems given by non-linear PDE models. A novel strategy for the treatment of the boundary conditions is proposed, which allows to get rid…

Computational Finance · Quantitative Finance 2022-10-06 Joel P. Villarino , Álvaro Leitao , José A. García-Rodríguez

Singularly perturbed boundary value problems pose a significant challenge for their numerical approximations because of the presence of sharp boundary layers. These sharp boundary layers are responsible for the stiffness of solutions, which…

Numerical Analysis · Mathematics 2023-12-12 Gung-Min Gie , Youngjoon Hong , Chang-Yeol Jung , Tselmuun Munkhjin
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