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This paper addresses the problem of uniqueness in learning physical laws for systems of partial differential equations (PDEs). Contrary to most existing approaches, it considers a framework of structured model learning, where existing,…

Optimization and Control · Mathematics 2026-02-17 Martin Holler , Erion Morina

We propose machine learning methods for solving fully nonlinear partial differential equations (PDEs) with convex Hamiltonian. Our algorithms are conducted in two steps. First the PDE is rewritten in its dual stochastic control…

Computational Finance · Quantitative Finance 2022-05-23 William Lefebvre , Grégoire Loeper , Huyên Pham

We present a methodology combining neural networks with physical principle constraints in the form of partial differential equations (PDEs). The approach allows to train neural networks while respecting the PDEs as a strong constraint in…

Numerical Analysis · Mathematics 2021-09-06 Sebastian K. Mitusch , Simon W. Funke , Miroslav Kuchta

Neural networks can be used to learn the solution of partial differential equations (PDEs) on arbitrary domains without requiring a computational mesh. Common approaches integrate differential operators in training neural networks using a…

Machine Learning · Computer Science 2022-07-07 Shamsulhaq Basir , Inanc Senocak

We present a computational technique for modeling the evolution of dynamical systems in a reduced basis, with a focus on the challenging problem of modeling partially-observed partial differential equations (PDEs) on high-dimensional…

Machine Learning · Statistics 2024-12-25 Victor Churchill

Neural network-based solvers for partial differential equations (PDEs) have attracted considerable attention, yet they often face challenges in accuracy and computational efficiency. In this work, we focus on time-dependent PDEs and observe…

Numerical Analysis · Mathematics 2025-09-30 Guihong Wang , Zheng-An Chen , Tao Luo

Finding accurate solutions to partial differential equations (PDEs) is a crucial task in all scientific and engineering disciplines. It has recently been shown that machine learning methods can improve the solution accuracy by correcting…

Computational Physics · Physics 2021-01-06 Kiwon Um , Robert Brand , Yun , Fei , Philipp Holl , Nils Thuerey

The least squares method with deep neural networks as function parametrization has been applied to solve certain high-dimensional partial differential equations (PDEs) successfully; however, its convergence is slow and might not be…

Numerical Analysis · Mathematics 2021-12-30 Yiqi Gu , Haizhao Yang , Chao Zhou

In this paper we establish a connection between non-convex optimization methods for training deep neural networks and nonlinear partial differential equations (PDEs). Relaxation techniques arising in statistical physics which have already…

Machine Learning · Computer Science 2017-06-05 Pratik Chaudhari , Adam Oberman , Stanley Osher , Stefano Soatto , Guillaume Carlier

Applications in quantitative finance such as optimal trade execution, risk management of options, and optimal asset allocation involve the solution of high dimensional and nonlinear Partial Differential Equations (PDEs). The connection…

Machine Learning · Statistics 2019-10-28 Batuhan Güler , Alexis Laignelet , Panos Parpas

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

Although there is a substantial body of literature on control and optimization problems for parabolic and hyperbolic systems, the specific problem of controlling and optimizing the coefficients of the associated operators within such…

Optimization and Control · Mathematics 2026-05-21 Alain Bensoussan , Minh-Binh Tran , Bangjie Wang

This research introduces an extended application of neural networks for solving nonlinear partial differential equations (PDEs). A neural network, combined with a pseudo-arclength continuation, is proposed to construct bifurcation diagrams…

Numerical Analysis · Mathematics 2025-07-24 Muhammad Luthfi Shahab , Hadi Susanto

Neural network-based methods have emerged as powerful tools for solving partial differential equations (PDEs) in scientific and engineering applications, particularly when handling complex domains or incorporating empirical data. These…

Numerical Analysis · Mathematics 2024-10-10 Chuqi Chen , Qixuan Zhou , Yahong Yang , Yang Xiang , Tao Luo

Neural network solvers for partial differential equations (PDEs) have made significant progress, yet they continue to face challenges related to data scarcity and model robustness. Traditional data augmentation methods, which leverage…

Machine Learning · Computer Science 2024-09-05 Yunpeng Gong , Yongjie Hou , Zhenzhong Wang , Zexin Lin , Min Jiang

The neural network-based approach to solving partial differential equations has attracted considerable attention due to its simplicity and flexibility in representing the solution of the partial differential equation. In training a neural…

Machine Learning · Computer Science 2022-01-10 Jihun Han , Yoonsang Lee

Deep neural networks (DNN) have been used to model nonlinear relations between physical quantities. Those DNNs are embedded in physical systems described by partial differential equations (PDE) and trained by minimizing a loss function that…

Numerical Analysis · Mathematics 2020-02-26 Kailai Xu , Eric Darve

Predicting outcomes and planning interactions with the physical world are long-standing goals for machine learning. A variety of such tasks involves continuous physical systems, which can be described by partial differential equations…

Machine Learning · Computer Science 2020-01-22 Philipp Holl , Vladlen Koltun , Nils Thuerey

Deep learning has become a pivotal technology in fields such as computer vision, scientific computing, and dynamical systems, significantly advancing these disciplines. However, neural Networks persistently face challenges related to…

Machine Learning · Computer Science 2025-10-14 Yongshuai Liu , Lianfang Wang , Kuilin Qin , Qinghua Zhang , Faqiang Wang , Li Cui , Jun Liu , Yuping Duan , Tieyong Zeng

Developing algorithms for solving high-dimensional partial differential equations (PDEs) has been an exceedingly difficult task for a long time, due to the notoriously difficult problem known as the "curse of dimensionality". This paper…

Numerical Analysis · Mathematics 2020-07-17 Jiequn Han , Arnulf Jentzen , Weinan E