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The numerical solution of high dimensional partial differential equations (PDEs) is severely constrained by the curse of dimensionality (CoD), rendering classical grid--based methods impractical beyond a few dimensions. In recent years,…

Numerical Analysis · Mathematics 2026-01-27 Wenzhong Zhang , Zheyuan Hu , Wei Cai , George EM Karniadakis

Recent work on Path-Dependent Partial Differential Equations (PPDEs) has shown that PPDE solutions can be approximated by a probabilistic representation, implemented in the literature by the estimation of conditional expectations using…

Machine Learning · Computer Science 2022-10-05 Jiang Yu Nguwi , Nicolas Privault

We introduce a new numerical method based on machine learning to approximate the solution of elliptic partial differential equations with collocation using a set of sigmoidal functions. We show that a feedforward neural network with a…

Numerical Analysis · Mathematics 2023-03-24 Francesco Calabrò , Gianluca Fabiani , Constantinos Siettos

We develop, analyze, and experimentally explore residual-based loss functions for machine learning of parameter-to-solution maps in the context of parameter-dependent families of partial differential equations (PDEs). Our primary concern is…

Numerical Analysis · Mathematics 2025-06-24 Pablo Cortés Castillo , Wolfgang Dahmen , Jay Gopalakrishnan

Several recent works in scientific machine learning have revived interest in the application of neural networks to partial differential equations (PDEs). A popular approach is to aggregate the residual form of the governing PDE and its…

Machine Learning · Computer Science 2023-09-13 Shamsulhaq Basir , Inanc Senocak

Partial differential equations (PDEs) serve as the cornerstone of mathematical physics. In recent years, Physics-Informed Neural Networks (PINNs) have significantly reduced the dependence on large datasets by embedding physical laws…

Machine Learning · Computer Science 2025-06-09 Wenxuan Huo , Qiang He , Gang Zhu , Weifeng Huang

When time-dependent partial differential equations (PDEs) are solved numerically in a domain with curved boundary or on a curved surface, mesh error and geometric approximation error caused by the inaccurate location of vertices and other…

Numerical Analysis · Mathematics 2020-11-30 Sehun Chun , Julian Marcon , Joaquim Peiro , Spencer J. Sherwin

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

Incorporating scientific knowledge into deep learning (DL) models for materials-based simulations can constrain the network's predictions to be within the boundaries of the material system. Altering loss functions or adding physics-based…

Materials Science · Physics 2024-05-24 Ashley Lenau , Dennis M. Dimiduk , Stephen R. Niezgoda

Pretraining for partial differential equation (PDE) modeling has recently shown promise in scaling neural operators across datasets to improve generalizability and performance. Despite these advances, our understanding of how pretraining…

Machine Learning · Computer Science 2024-10-03 Anthony Zhou , Cooper Lorsung , AmirPouya Hemmasian , Amir Barati Farimani

Finding parameters in a deep neural network (NN) that fit training data is a nonconvex optimization problem, but a basic first-order optimization method (gradient descent) finds a global optimizer with perfect fit (zero-loss) in many…

Machine Learning · Computer Science 2025-03-07 Zhiyan Ding , Shi Chen , Qin Li , Stephen Wright

In the present work, a multi-scale framework for neural network enhanced methods is proposed for approximation of function and solution of partial differential equations (PDEs). By introducing the multi-scale concept, the total solution of…

Numerical Analysis · Mathematics 2022-09-07 Xiaodan Ren

Machine learning for scientific applications faces the challenge of limited data. We propose a framework that leverages a priori known physics to reduce overfitting when training on relatively small datasets. A deep neural network is…

Machine Learning · Computer Science 2019-11-22 Jonathan B. Freund , Jonathan F. MacArt , Justin Sirignano

Partial Differential Equations (PDEs) are central to modeling complex systems across physical, biological, and engineering domains, yet traditional numerical methods often struggle with high-dimensional or complex problems. Physics-Informed…

Machine Learning · Computer Science 2026-02-11 Chenggong Zhang

Recent experiments have shown that deep networks can approximate solutions to high-dimensional PDEs, seemingly escaping the curse of dimensionality. However, questions regarding the theoretical basis for such approximations, including the…

Machine Learning · Computer Science 2021-07-07 Tanya Marwah , Zachary C. Lipton , Andrej Risteski

Partial Differential Equations (PDEs) are central to science and engineering. Since solving them is computationally expensive, a lot of effort has been put into approximating their solution operator via both traditional and recently…

Machine Learning · Computer Science 2025-02-14 Alessandro Longhi , Danny Lathouwers , Zoltán Perkó

Neural networks are one tool for approximating non-linear differential equations used in scientific computing tasks such as surrogate modeling, real-time predictions, and optimal control. PDE foundation models utilize neural networks to…

Machine Learning · Computer Science 2025-02-11 Elisa Negrini , Yuxuan Liu , Liu Yang , Stanley J. Osher , Hayden Schaeffer

We are interested in the approximation of partial differential equations with a data-driven approach based on the reduced basis method and machine learning. We suppose that the phenomenon of interest can be modeled by a parametrized partial…

Numerical Analysis · Computer Science 2020-06-24 Niccolò Dal Santo , Simone Deparis , Luca Pegolotti

Physics-informed neural networks (PINNs) have emerged as a promising approach to solving partial differential equations (PDEs) using neural networks, particularly in data-scarce scenarios, due to their unsupervised training capability.…

Machine Learning · Computer Science 2025-03-25 Edgar Torres , Jonathan Schiefer , Mathias Niepert

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…

Optimization and Control · Mathematics 2024-09-06 Michael Hintermüller , Denis Korolev