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The theory of Forward-Backward Stochastic Differential Equations (FBSDEs) paves a way to probabilistic numerical methods for nonlinear parabolic PDEs. The majority of the results on the numerical methods for FBSDEs relies on the global…

Probability · Mathematics 2016-07-25 Arnaud Lionnet , Gonçalo dos Reis , Lukasz Szpruch

In this paper, we propose a deep learning based numerical scheme for strongly coupled FBSDEs, stemming from stochastic control. It is a modification of the deep BSDE method in which the initial value to the backward equation is not a free…

Optimization and Control · Mathematics 2023-02-10 Kristoffer Andersson , Adam Andersson , Cornelis W. Oosterlee

Solving partial differential equations (PDEs) is an important yet challenging task in fluid mechanics. In this study, we embed an improved Fourier series into neural networks and propose a physics-informed Fourier basis neural network…

Fluid Dynamics · Physics 2025-08-05 Chao Wang , Shilong Li , Zelong Yuan , Chunyu Guo

In this paper, we propose a deep learning framework for solving high-dimensional partial integro-differential equations (PIDEs) based on the temporal difference learning. We introduce a set of Levy processes and construct a corresponding…

Numerical Analysis · Mathematics 2024-04-01 Liwei Lu , Hailong Guo , Xu Yang , Yi Zhu

We utilize the Feature Decoupling Distributed (FDD) method to enhance the capability of deep learning to fit the Nonlinear Schrodinger Equation (NLSE), significantly reducing the NLSE loss compared to non decoupling model.

Signal Processing · Electrical Eng. & Systems 2024-11-08 Yunfan Zhang , Zekun Niu , Minghui Shi , Weisheng Hu , Lilin Yi

Deep learning has achieved remarkable success in diverse applications; however, its use in solving partial differential equations (PDEs) has emerged only recently. Here, we present an overview of physics-informed neural networks (PINNs),…

Machine Learning · Computer Science 2021-11-03 Lu Lu , Xuhui Meng , Zhiping Mao , George E. Karniadakis

We present a novel deep learning approach to approximate the solution of large, sparse, symmetric, positive-definite linear systems of equations. These systems arise from many problems in applied science, e.g., in numerical methods for…

Machine Learning · Computer Science 2022-10-04 Ayano Kaneda , Osman Akar , Jingyu Chen , Victoria Kala , David Hyde , Joseph Teran

Deep neural networks (DNNs) have been widely used to solve partial differential equations (PDEs) in recent years. In this work, a novel deep learning-based framework named Particle Weak-form based Neural Networks (ParticleWNN) is developed…

Machine Learning · Computer Science 2023-11-14 Yaohua Zang , Gang Bao

Deep neural networks (DNNs) have recently emerged as effective tools for approximating solution operators of partial differential equations (PDEs) including evolutionary problems. Classical numerical solvers for such PDEs often face…

Numerical Analysis · Mathematics 2025-09-05 Ke Chen , Meenakshi Krishnan , Haizhao Yang

This paper presents the Tensor Product Network (TPNet), a novel neural architecture for efficient and accurate function approximation and PDE solving. The core of the proposal involves constructing the solution explicitly as a linear…

Machine Learning · Computer Science 2026-05-29 Qihong Yang , Yangtao Deng , Qiaolin He , Shiquan Zhang

By leveraging neural networks, the emerging field of scientific machine learning (SciML) offers novel approaches to address complex problems governed by partial differential equations (PDEs). In practical applications, challenges arise due…

Machine Learning · Computer Science 2024-10-18 Handi Zhang , Langchen Liu , Lu Lu

Deep learning-based numerical schemes such as Physically Informed Neural Networks (PINNs) have recently emerged as an alternative to classical numerical schemes for solving Partial Differential Equations (PDEs). They are very appealing at…

Numerical Analysis · Mathematics 2022-05-11 A. Beguinet , V. Ehrlacher , R. Flenghi , M. Fuente , O. Mula , A. Somacal

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

This paper focuses on proposing a deep learning initialized iterative method (Int-Deep) for low-dimensional nonlinear partial differential equations (PDEs). The corresponding framework consists of two phases. In the first phase, an…

Numerical Analysis · Mathematics 2020-08-26 Jianguo Huang , Haoqin Wang , Haizhao Yang

In processing and manufacturing industries, there has been a large push to produce higher quality products and ensure maximum efficiency of processes. This requires approaches to effectively detect and resolve disturbances to ensure optimal…

Machine Learning · Statistics 2021-02-05 Weike Sun , Antonio R. C. Paiva , Peng Xu , Anantha Sundaram , Richard D. Braatz

We study four systems and their interactions. First, we formulate a unified system of coupled forward-backward stochastic partial differential equations (FB-SPDEs) with Levy jumps, whose drift, diffusion, and jump coefficients may involve…

Probability · Mathematics 2015-09-15 Wanyang Dai

Neural networks have shown significant potential in solving partial differential equations (PDEs). While deep networks are capable of approximating complex functions, direct one-shot training often faces limitations in both accuracy and…

Numerical Analysis · Mathematics 2025-03-10 Mingxing Weng , Zhiping Mao , Jie Shen

We introduce a sampling based machine learning approach, Monte Carlo physics informed neural networks (MC-PINNs), for solving forward and inverse fractional partial differential equations (FPDEs). As a generalization of physics informed…

Machine Learning · Computer Science 2022-09-28 Ling Guo , Hao Wu , Xiaochen Yu , Tao Zhou

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

Joint channel estimation and signal detection (JCESD) is crucial in orthogonal frequency division multiplexing (OFDM) systems, but traditional algorithms perform poorly in low signal-to-noise ratio (SNR) scenarios. Deep learning (DL)…

Signal Processing · Electrical Eng. & Systems 2024-06-24 Haocheng Ju , Haimiao Zhang , Lin Li , Xiao Li , Bin Dong