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Physics informed neural networks (PINNs) have emerged as a powerful tool to provide robust and accurate approximations of solutions to partial differential equations (PDEs). However, PINNs face serious difficulties and challenges when…

Machine Learning · Computer Science 2023-07-11 Rajat Arora

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

In this article we propose a new deep learning approach to approximate operators related to parametric partial differential equations (PDEs). In particular, we introduce a new strategy to design specific artificial neural network (ANN)…

Numerical Analysis · Mathematics 2026-05-01 Arnulf Jentzen , Adrian Riekert , Philippe von Wurstemberger

Partial differential equations (PDEs) are indispensable for modeling many physical phenomena and also commonly used for solving image processing tasks. In the latter area, PDE-based approaches interpret image data as discretizations of…

Machine Learning · Computer Science 2018-12-12 Lars Ruthotto , Eldad Haber

Utilizing physics-informed neural networks (PINN) to solve partial differential equations (PDEs) becomes a hot issue and also shows its great powers, but still suffers from the dilemmas of limited predicted accuracy in the sampling domain…

Machine Learning · Computer Science 2025-04-08 Zhi-Yong Zhang , Jie-Ying Li , Lei-Lei Guo

We show that deep convolutional neural networks (CNN) can massively outperform traditional densely-connected neural networks (both deep or shallow) in predicting eigenvalue problems in mechanics. In this sense, we strike out in a new…

Computational Physics · Physics 2018-07-19 David Finol , Yan Lu , Vijay Mahadevan , Ankit Srivastava

Neural Stochastic Differential Equations (NSDEs) model the drift and diffusion functions of a stochastic process as neural networks. While NSDEs are known to make accurate predictions, their uncertainty quantification properties have been…

Machine Learning · Computer Science 2022-09-13 Andreas Look , Melih Kandemir , Barbara Rakitsch , Jan Peters

In this work we apply the Deep Galerkin Method (DGM) described in Sirignano and Spiliopoulos (2018) to solve a number of partial differential equations that arise in quantitative finance applications including option pricing, optimal…

Computational Finance · Quantitative Finance 2018-11-22 Ali Al-Aradi , Adolfo Correia , Danilo Naiff , Gabriel Jardim , Yuri Saporito

Artificial neural networks (ANNs) have very successfully been used in numerical simulations for a series of computational problems ranging from image classification/image recognition, speech recognition, time series analysis, game…

Numerical Analysis · Mathematics 2023-08-02 Philipp Grohs , Fabian Hornung , Arnulf Jentzen , Philippe von Wurstemberger

Within the family of explainable machine-learning, we present Fredholm neural networks (Fredholm NNs): deep neural networks (DNNs) architectures motivated by fixed-point iteration schemes for the solution of linear and nonlinear Fredholm…

Numerical Analysis · Mathematics 2025-12-09 Kyriakos Georgiou , Constantinos Siettos , Athanasios N. Yannacopoulos

Backward stochastic differential equation (BSDE) provides probabilistic solutions for a class of parabolic partial differential equations (PDEs). DeepBSDE and FBSNN are two deep learning approaches for solving high-dimensional PDEs through…

Numerical Analysis · Mathematics 2026-04-29 Zhao Zhang , Zhuopeng Hou

This paper addresses the problem of nearly optimal Vapnik--Chervonenkis dimension (VC-dimension) and pseudo-dimension estimations of the derivative functions of deep neural networks (DNNs). Two important applications of these estimations…

Machine Learning · Computer Science 2023-05-16 Yahong Yang , Haizhao Yang , Yang Xiang

We present approximation results and numerical experiments for the use of randomized neural networks within physics-informed extreme learning machines to efficiently solve high-dimensional PDEs, demonstrating both high accuracy and low…

Numerical Analysis · Mathematics 2025-01-22 T. De Ryck , S. Mishra , Y. Shang , F. Wang

It is one of the most challenging problems in applied mathematics to approximatively solve high-dimensional partial differential equations (PDEs). Recently, several deep learning-based approximation algorithms for attacking this problem…

Numerical Analysis · Mathematics 2023-02-10 Christian Beck , Martin Hutzenthaler , Arnulf Jentzen , Benno Kuckuck

Deep neural networks have become increasingly successful at solving classic perception problems such as object recognition, semantic segmentation, and scene understanding, often reaching or surpassing human-level accuracy. This success is…

Computer Vision and Pattern Recognition · Computer Science 2016-08-09 Joshua C. Peterson , Joshua T. Abbott , Thomas L. Griffiths

Evolutional deep neural networks (EDNN) solve partial differential equations (PDEs) by marching the network representation of the solution fields, using the governing equations. Use of a single network to solve coupled PDEs on large domains…

Numerical Analysis · Mathematics 2024-07-18 Hadden Kim , Tamer A. Zaki

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

The potential of neural networks (NN) in engineering is rooted in their capacity to understand intricate patterns and complex systems, leveraging their universal nonlinear approximation capabilities and high expressivity. Meanwhile,…

Computational Engineering, Finance, and Science · Computer Science 2025-01-23 Mohammed Abda , Elsa Piollet , Christopher Blake , Frédérick P. Gosselin

Semiparametric statistics play a pivotal role in a wide range of domains, including but not limited to missing data, causal inference, and transfer learning, to name a few. In many settings, semiparametric theory leads to (nearly)…

Machine Learning · Statistics 2024-08-06 Qinshuo Liu , Zixin Wang , Xi-An Li , Xinyao Ji , Lei Zhang , Lin Liu , Zhonghua Liu

In this paper, we present a deep learning-based numerical method for approximating high dimensional stochastic partial differential equations (SPDEs). At each time step, our method relies on a predictor-corrector procedure. More precisely,…

Numerical Analysis · Mathematics 2022-09-13 He Zhang , Ran Zhang , Tao Zhou
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