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Physics-informed neural networks (PINNs) have attracted significant attention for solving partial differential equations (PDEs) in recent years because they alleviate the curse of dimensionality that appears in traditional methods. However,…

Motivated by recent research on Physics-Informed Neural Networks (PINNs), we make the first attempt to introduce the PINNs for numerical simulation of the elliptic Partial Differential Equations (PDEs) on 3D manifolds. PINNs are one of the…

We propose a numerical method for solving high dimensional fully nonlinear partial differential equations (PDEs). Our algorithm estimates simultaneously by backward time induction the solution and its gradient by multi-layer neural…

In this paper we propose a new kind of high order numerical scheme for backward stochastic differential equations(BSDEs). Unlike the traditional $\theta$-scheme, we reduce truncation errors by taking $\theta$ carefully for every subinterval…

Physics-informed neural networks (PINNs) constitute a flexible deep learning approach for solving partial differential equations (PDEs), which model phenomena ranging from heat conduction to quantum mechanical systems. Despite their…

(Partial) differential equations (PDEs) are fundamental tools for describing natural phenomena, making their solution crucial in science and engineering. While traditional methods, such as the finite element method, provide reliable…

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…

We propose a new class of physics-informed neural networks, called physics-informed Variational Autoencoder (PI-VAE), to solve stochastic differential equations (SDEs) or inverse problems involving SDEs. In these problems the governing…

Physics-informed neural networks (PINNs) have been proposed to learn the solution of partial differential equations (PDE). In PINNs, the residual form of the PDE of interest and its boundary conditions are lumped into a composite objective…

Backward Stochastic Differential Equations (BSDEs) have been widely employed in various areas of social and natural sciences, such as the pricing and hedging of financial derivatives, stochastic optimal control problems, optimal stopping…

Deep learning has been shown to be an effective tool in solving partial differential equations (PDEs) through physics-informed neural networks (PINNs). PINNs embed the PDE residual into the loss function of the neural network, and have been…

High-dimensional partial differential equations (PDEs) pose significant challenges for numerical computation due to the curse of dimensionality, which limits the applicability of traditional mesh-based methods. Since 2017, the Deep BSDE…

Learning the solution of partial differential equations (PDEs) with a neural network is an attractive alternative to traditional solvers due to its elegance, greater flexibility and the ease of incorporating observed data. However, training…

Partial differential equations (PDEs) on surfaces are fundamental to scientific computing and geometry processing. A popular approach to solving PDEs on surfaces is the finite element method (FEM), where the surface is divided into discrete…

The introduction of Physics-informed Neural Networks (PINNs) has led to an increased interest in deep neural networks as universal approximators of PDEs in the solid mechanics community. Recently, the Deep Energy Method (DEM) has been…

In recent years, a significant amount of attention has been paid to solve partial differential equations (PDEs) by deep learning. For example, deep Galerkin method (DGM) uses the PDE residual in the least-squares sense as the loss function…

In this paper we study different algorithms for backward stochastic differential equations (BSDE in short) basing on random walk framework for 1-dimensional Brownian motion. Implicit and explicit schemes for both BSDE and reflected BSDE are…

In this paper we propose a new methodology for decision-making under uncertainty using recent advancements in the areas of nonlinear stochastic optimal control theory, applied mathematics, and machine learning. Grounded on the fundamental…

Physics-informed deep learning often faces optimization challenges due to the complexity of solving partial differential equations (PDEs), which involve exploring large solution spaces, require numerous iterations, and can lead to unstable…

This work considers stochastic Galerkin approximations of linear elliptic partial differential equations (PDEs) with stochastic forcing terms and stochastic diffusion coefficients, that cannot be bounded uniformly away from zero and…