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Physics-Informed Neural Networks (PINNs) are effective methods for solving inverse problems and discovering governing equations from observational data. However, their performance degrades significantly under complex measurement noise and…

Machine Learning · Computer Science 2026-02-04 Hankyeol Kim , Pilsung Kang

The present study investigates the numerical solution of Black-Scholes partial differential equation (PDE) for option valuation with multiple underlying assets. We develop a physics-informed (PI) machine learning algorithm based on a radial…

Machine Learning · Computer Science 2026-01-21 Yan Ma , Yumeng Ren

We apply a physics-informed deep-learning approach the PINN approach to the Black-Scholes equation for pricing American and European options. We test our approach on both simulated as well as real market data, compare it to…

Pricing of Securities · Quantitative Finance 2023-12-13 Ashish Dhiman , Yibei Hu

In this work, we propose an end-to-end adaptive sampling neural network (MMPDE-Net) based on the moving mesh method, which can adaptively generate new sampling points by solving the moving mesh PDE. This model focuses on improving the…

Numerical Analysis · Mathematics 2024-06-11 Yu Yang , Qihong Yang , Yangtao Deng , Qiaolin He

We consider solving the forward and inverse PDEs which have sharp solutions using physics-informed neural networks (PINNs) in this work. In particular, to better capture the sharpness of the solution, we propose adaptive sampling methods…

Numerical Analysis · Mathematics 2023-02-17 Zhiping Mao , Xuhui Meng

Physics-informed deep learning has emerged as a promising framework for solving partial differential equations (PDEs). Nevertheless, training these models on complex problems remains challenging, often leading to limited accuracy and…

Machine Learning · Statistics 2025-11-13 Wenqian Chen , Amanda Howard , Panos Stinis

This paper aims to provide a machine learning framework to simulate two-phase flow in porous media. The proposed algorithm is based on Physics-informed neural networks (PINN). A novel residual-based adaptive PINN is developed and compared…

Numerical Analysis · Mathematics 2022-06-01 John M. Hanna , Jose V. Aguado , Sebastien Comas-Cardona , Ramzi Askri , Domenico Borzacchiello

Physics-informed neural networks (PINNs) have emerged as a promising mesh-free paradigm for solving partial differential equations, yet adoption in science and engineering is limited by slow training and modest accuracy relative to modern…

Computational Engineering, Finance, and Science · Computer Science 2026-02-24 Pao-Hsiung Chiu , Jian Cheng Wong , Chin Chun Ooi , Chang Wei , Yuchen Fan , Yew-Soon Ong

Physics-Informed Neural Networks (PINNs) have emerged as a tool for approximating the solution of Partial Differential Equations (PDEs) in both forward and inverse problems. PINNs minimize a loss function which includes the PDE residual…

Numerical Analysis · Mathematics 2025-09-23 Coen Visser , Alexander Heinlein , Bianca Giovanardi

While physics-informed neural networks (PINNs) have become a popular deep learning framework for tackling forward and inverse problems governed by partial differential equations (PDEs), their performance is known to degrade when larger and…

Machine Learning · Computer Science 2024-02-13 Sifan Wang , Bowen Li , Yuhan Chen , Paris Perdikaris

Efficient thermal management and precise field prediction are critical for the design of advanced energy systems, including electrohydrodynamic transport, microfluidic energy harvesters, and electrically driven thermal regulators. However,…

Machine Learning · Computer Science 2026-03-26 Yuqing Zhou , Ze Tao , Fujun Liu

We present a new physics informed neural network (PINN) algorithm for solving brittle fracture problems. While most of the PINN algorithms available in the literature minimize the residual of the governing partial differential equation, the…

Machine Learning · Statistics 2019-07-08 Somdatta Goswami , Cosmin Anitescu , Souvik Chakraborty , Timon Rabczuk

Physics-Informed Neural Networks (PINNs) have emerged as a powerful, mesh-free paradigm for solving partial differential equations (PDEs). However, they notoriously struggle with stiff, multi-scale, and nonlinear systems due to the inherent…

Machine Learning · Computer Science 2026-03-24 Julian Evan Chrisnanto , Nurfauzi Fadillah , Yulison Herry Chrisnanto

Physics-informed neural networks (PINNs) were recently proposed in [1] as an alternative way to solve partial differential equations (PDEs). A neural network (NN) represents the solution while a PDE-induced NN is coupled to the solution NN,…

Computational Physics · Physics 2019-10-22 Xiaoli Chen , Jinqiao Duan , George Em Karniadakis

In this paper, we present the Residual Integral Solver Network (RISN), a novel neural network architecture designed to solve a wide range of integral and integro-differential equations, including one-dimensional, multi-dimensional, ordinary…

Machine Learning · Computer Science 2025-09-19 Mahdi Movahedian Moghaddam , Kourosh Parand , Saeed Reza Kheradpisheh

We present an efficient physics-informed neural networks (PINNs) framework, termed Adaptive Interface-PINNs (AdaI-PINNs), to improve the modeling of interface problems with discontinuous coefficients and/or interfacial jumps. This framework…

Machine Learning · Computer Science 2025-04-30 Sumanta Roy , Chandrasekhar Annavarapu , Pratanu Roy , Antareep Kumar Sarma

Physics-informed neural networks (PINNs) are a new tool for solving boundary value problems by defining loss functions of neural networks based on governing equations, boundary conditions, and initial conditions. Recent investigations have…

Computational Engineering, Finance, and Science · Computer Science 2023-11-14 Ali Harandi , Ahmad Moeineddin , Michael Kaliske , Stefanie Reese , Shahed Rezaei

Physics-informed neural networks (PINNs) typically minimize average residuals, which can conceal large, localized errors. We propose Residual Risk-Aware Physics-Informed Neural Networks PINNs (RRaPINNs), a single-network framework that…

Machine Learning · Computer Science 2025-11-25 Ange-Clément Akazan , Issa Karambal , Jean Medard Ngnotchouye , Abebe Geletu Selassie. W

Physics-Informed Neural Networks (PINNs) frequently encounter difficulties in accurately resolving shock waves within high-speed compressible flows, a failure largely attributed to the "gradient pathology" arising from extreme stiffness at…

Computational Physics · Physics 2026-05-25 Darui Zhao , Ze Tao , Fujun Liu

Physics-informed neural networks (PINNs) [31] use automatic differentiation to solve partial differential equations (PDEs) by penalizing the PDE in the loss function at a random set of points in the domain of interest. Here, we develop a…

Neural and Evolutionary Computing · Computer Science 2019-12-03 E. Kharazmi , Z. Zhang , G. E. Karniadakis