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A new penalty-free neural network method, PFNN-2, is presented for solving partial differential equations, which is a subsequent improvement of our previously proposed PFNN method [1]. PFNN-2 inherits all advantages of PFNN in handling the…

The great success of Physics-Informed Neural Networks (PINN) in solving partial differential equations (PDEs) has significantly advanced our simulation and understanding of complex physical systems in science and engineering. However, many…

Physics-informed neural networks (PINNs) [4, 10] are an approach for solving boundary value problems based on differential equations (PDEs). The key idea of PINNs is to use a neural network to approximate the solution to the PDE and to…

We present a new algorithms to discretize a decoupled forward backward stochastic differential equations driven by pure jump L\'evy process (FBSDEL in short). The method is built in two steps. Firstly, we approximate the FBSDEL by a forward…

Backward stochastic differential equation (BSDE)-based deep learning methods provide an alternative to Physics-Informed Neural Networks (PINNs) for solving high-dimensional partial differential equations (PDEs), offering potential…

A physics informed neural network (PINN) incorporates the physics of a system by satisfying its boundary value problem through a neural network's loss function. The PINN approach has shown great success in approximating the map between the…

We obtain an existence and uniqueness theorem for fully coupled forward-backward SDEs (FBSDEs) with jumps via the classical solution to the associated quasilinear parabolic partial integro-differential equation (PIDE), and provide the…

Partial differential equations (PDEs) play a fundamental role in modeling and simulating problems across a wide range of disciplines. Recent advances in deep learning have shown the great potential of physics-informed neural networks…

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…

In this work, we study physics-informed neural networks (PINNs) constrained by partial differential equations (PDEs) and their application in approximating PDEs with two characteristic scales. From a continuous perspective, our formulation…

Physics-informed neural networks (PINNs) constitute a flexible deep learning approach for solving partial differential equations (PDEs), which model phenomena ranging from heat conduction to quantum mechanical systems. Despite their…

Physics-informed neural networks (PINNs) have shown remarkable prospects in solving forward and inverse problems involving partial differential equations (PDEs). However, PINNs still face the challenge of high computational cost in solving…

Bayesian Physics Informed Neural Networks (BPINN) have attracted considerable attention for inferring the system states and physical parameters of differential equations according to noisy observations. However, in practice, Hamiltonian…

Physics-Informed Neural Networks (PINNs) have emerged as powerful tools for solving partial differential equations (PDEs). However, training PINNs from scratch is often computationally intensive and time-consuming. To address this problem,…

In this paper, we consider approximating the parameter-to-solution maps of parametric partial differential equations (PPDEs) using deep neural networks (DNNs). We propose an efficient approach combining reduced collocation methods (RCMs)…

Partial Differential Equations (PDEs) are used to model a variety of dynamical systems in science and engineering. Recent advances in deep learning have enabled us to solve them in a higher dimension by addressing the curse of…

Physics-informed neural networks (PINNs) were recently proposed in [1] as an alternative way to solve partial differential equations (PDEs). A neural network (NN) represents the solution while a PDE-induced NN is coupled to the solution NN,…

In this paper, the authors propose the utilization of Fibonacci Neural Networks (FNN) for solving arbitrary order differential equations. The FNN architecture comprises input, middle, and output layers, with various degrees of Fibonacci…

Efficiently solving the Fokker-Planck equation (FPE) is crucial for understanding the probabilistic evolution of stochastic particles in dynamical systems, however, analytical solutions or density functions are only attainable in specific…

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…