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As a representative continuous-depth neural network approach, stochastic differential equation (SDE)-based Bayesian neural networks (BNNs) have attracted considerable attention due to their solid theoretical foundations and strong potential…

Machine Learning · Statistics 2026-03-27 Chenxu Yu , Wenqi Fang

Solving differential equations efficiently and accurately sits at the heart of progress in many areas of scientific research, from classical dynamical systems to quantum mechanics. There is a surge of interest in using Physics-Informed…

Machine Learning · Computer Science 2022-07-06 Shaan Desai , Marios Mattheakis , Hayden Joy , Pavlos Protopapas , Stephen Roberts

Physics-Informed Neural Networks (PINNs) offer a promising approach to solving differential equations and, more generally, to applying deep learning to problems in the physical sciences. We adopt a recently developed transfer learning…

Machine Learning · Computer Science 2022-11-02 Raphaël Pellegrin , Blake Bullwinkel , Marios Mattheakis , Pavlos Protopapas

Large sparse linear algebraic systems can be found in a variety of scientific and engineering fields, and many scientists strive to solve them in an efficient and robust manner. In this paper, we propose an interpretable neural solver, the…

Numerical Analysis · Mathematics 2022-10-11 Chen Cui , Kai Jiang , Yun Liu , Shi Shu

Feedforward neural networks (FNNs) can be viewed as non-linear regression models, where covariates enter the model through a combination of weighted summations and non-linear functions. Although these models have some similarities to the…

Methodology · Statistics 2024-05-02 Andrew McInerney , Kevin Burke

A modified Deep BSDE (backward differential equation) learning method with measurability loss, called Deep BSDE-ML method, is introduced in this paper to solve a kind of linear decoupled forward-backward stochastic differential equations…

Optimization and Control · Mathematics 2022-01-06 Yutian Wang , Yuan-Hua Ni

This paper introduces a novel algorithmic framework for a deep neural network (DNN), which in a mathematically rigorous manner, allows us to incorporate history (or memory) into the network -- it ensures all layers are connected to one…

Optimization and Control · Mathematics 2020-04-03 Harbir Antil , Ratna Khatri , Rainald Löhner , Deepanshu Verma

We propose a unified framework for delay differential equations (DDEs) based on deep neural networks (DNNs) - the neural delay differential equations (NDDEs), aimed at solving the forward and inverse problems of delay differential…

Machine Learning · Computer Science 2024-08-27 Housen Wang , Yuxing Chen , Sirong Cao , Xiaoli Wang , Qiang Liu

Active learning optimizes the exploration of large parameter spaces by strategically selecting which experiments or simulations to conduct, thus reducing resource consumption and potentially accelerating scientific discovery. A key…

Machine Learning · Computer Science 2024-05-20 Maxim Ziatdinov

Regression with non-Euclidean responses -- e.g., probability distributions, networks, symmetric positive-definite matrices, and compositions -- has become increasingly important in modern applications. In this paper, we propose deep…

Machine Learning · Statistics 2025-10-21 Kyum Kim , Yaqing Chen , Paromita Dubey

In this paper, we develop a physics-informed deep operator learning framework for solving multi-term time-fractional mixed diffusion-wave equations (TFMDWEs). We begin by deriving an $L_2$ approximation, which achieves first-order accuracy…

Numerical Analysis · Mathematics 2026-05-19 Binghang Lu , Zhaopeng Hao , Christian Moya , Guang Lin

This paper is dedicated to the presentation and the analysis of a numerical scheme for forward-backward SDEs of the McKean-Vlasov type, or equivalently for solutions to PDEs on the Wasserstein space. Because of the mean field structure of…

Probability · Mathematics 2017-03-07 Jean-François Chassagneux , Dan Crisan , François Delarue

Massive Multiple-Input Multiple-Output (massive MIMO) technology stands as a cornerstone in 5G and beyonds. Despite the remarkable advancements offered by massive MIMO technology, the extreme number of antennas introduces challenges during…

Signal Processing · Electrical Eng. & Systems 2024-10-29 Do Hai Son , Vu Tung Lam , Tran Thi Thuy Quynh

Physics-informed neural networks (PINNs) have recently become a powerful tool for solving partial differential equations (PDEs). However, finding a set of neural network parameters that lead to fulfilling a PDE can be challenging and…

Machine Learning · Computer Science 2023-04-12 Aleksandr Dekhovich , Marcel H. F. Sluiter , David M. J. Tax , Miguel A. Bessa

In this paper, we propose a phase shift deep neural network (PhaseDNN), which provides a uniform wideband convergence in approximating high frequency functions and solutions of wave equations. The PhaseDNN makes use of the fact that common…

Machine Learning · Computer Science 2019-12-17 Wei Cai , Xiaoguang Li , Lizuo Liu

We present the Finite Element Neural Network Interpolation (FENNI) framework, a sparse neural network architecture extending previous work on Embedded Finite Element Neural Networks (EFENN) introduced with the Hierarchical Deep-learning…

Numerical Analysis · Mathematics 2025-08-29 Kateřina Škardová , Alexandre Daby-Seesaram , Martin Genet

In this work, we have presented a simple analytical approximation scheme for generic non-linear FBSDEs. By treating the interested system as the linear decoupled FBSDE perturbed with non-linear generator and feedback terms, we have shown…

Computational Finance · Quantitative Finance 2012-01-23 Masaaki Fujii , Akihiko Takahashi

The purpose of this study is to utilize the Chebyshev spectral method neural network(CSNN) model to solve differential equations. This approach employs a single-layer neural network wherein Chebyshev spectral methods are used to construct…

Numerical Analysis · Mathematics 2024-07-08 Pengsong Yin , Shuo Ling , Wenjun Ying

Physics-informed neural networks (PINN) is a machine learning (ML)-based method to solve partial differential equations that has gained great popularity due to the fast development of ML libraries in the last few years. The…

Chemical Physics · Physics 2024-12-31 Martin A. Achondo , Jehanzeb H. Chaudhry , Christopher D. Cooper

Relying on the classical connection between Backward Stochastic Differential Equations (BSDEs) and non-linear parabolic partial differential equations (PDEs), we propose a new probabilistic learning scheme for solving high-dimensional…

Numerical Analysis · Mathematics 2021-02-25 Jean-François Chassagneux , Junchao Chen , Noufel Frikha , Chao Zhou