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In this study, we present and validate the predictive capability of the Physics-Informed Neural Networks (PINNs) methodology for solving a variety of engineering and biological dynamical systems governed by ordinary differential equations…

Machine Learning · Computer Science 2025-11-19 Tyrus Whitman , Andrew Particka , Christopher Diers , Ian Griffin , Charuka Wickramasinghe , Pradeep Ranaweera

Physics-informed neural networks (PINNs) provide a promising machine learning framework for solving partial differential equations, but their training often breaks down on challenging problems, sometimes converging to physically incorrect…

Machine Learning · Computer Science 2026-04-28 Sifan Wang , Shawn Koohy , Yiping Lu , Paris Perdikaris

Physics-Informed Neural Networks (PINNs) have enabled significant improvements in modelling physical processes described by partial differential equations (PDEs). PINNs are based on simple architectures, and learn the behavior of complex…

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

Traditional data-driven deep learning models often struggle with high training costs, error accumulation, and poor generalizability in complex physical processes. Physics-informed deep learning (PiDL) addresses these challenges by…

Machine Learning · Computer Science 2024-01-17 Xin-Yang Liu , Min Zhu , Lu Lu , Hao Sun , Jian-Xun Wang

Physics-informed neural networks (PINNs) as a means of discretizing partial differential equations (PDEs) are garnering much attention in the Computational Science and Engineering (CS&E) world. At least two challenges exist for PINNs at…

Computational Physics · Physics 2023-01-23 Michael Penwarden , Shandian Zhe , Akil Narayan , Robert M. Kirby

Solving partial differential equations (PDEs) by numerical methods meet computational cost challenge for getting the accurate solution since fine grids and small time steps are required. Machine learning can accelerate this process, but…

Numerical Analysis · Mathematics 2025-01-28 Qi Wang , Yuan Mi , Haoyun Wang , Yi Zhang , Ruizhi Chengze , Hongsheng Liu , Ji-Rong Wen , Hao Sun

This paper proposes two efficient approximation methods to solve high-dimensional fully nonlinear partial differential equations (NPDEs) and second-order backward stochastic differential equations (2BSDEs), where such high-dimensional fully…

Numerical Analysis · Mathematics 2023-01-18 Xu Xiao , Wenlin Qiu , Omid Nikan

Physics-Informed Neural Networks (PINNs) have emerged as powerful tools for solving partial differential equations (PDEs). However, training PINNs from scratch is often computationally intensive and time-consuming. To address this problem,…

Numerical Analysis · Mathematics 2024-10-21 Sidi Wu

Learning the full family of solutions to parameterized partial differential equations (PDEs) is a central challenge to our ability to model the behavior of heterogeneous systems, with a variety of fundamental and application-oriented…

Computational Physics · Physics 2026-01-26 Milad Panahi , Giovanni Michele Porta , Monica Riva , Alberto Guadagnini

The backward Euler-Maruyama (BEM) method is employed to approximate the invariant measure of stochastic differential equations, where both the drift and the diffusion coefficient are allowed to grow super-linearly. The existence and…

Probability · Mathematics 2022-06-24 Wei Liu , Xuerong Mao , Yue Wu

Symmetries have been leveraged to improve the generalization of neural networks through different mechanisms from data augmentation to equivariant architectures. However, despite their potential, their integration into neural solvers for…

In this paper, we investigate the problem of strong approximation of the solutions of stochastic differential equations (SDEs) when the drift coefficient is given in integral form. We investigate its upper error bounds, in terms of the…

Numerical Analysis · Mathematics 2025-11-20 Paweł Przybyłowicz , Michał Sobieraj

For stochastic differential equations (SDEs) with Markovian switching, whose drift and diffusion coefficients are allowed to contain superlinear terms, the backward Euler-Maruyama (BEM) method is proposed to approximate the invariant…

Numerical Analysis · Mathematics 2025-12-10 Wei Liu , Jie Xu

Neural SDEs combine many of the best qualities of both RNNs and SDEs: memory efficient training, high-capacity function approximation, and strong priors on model space. This makes them a natural choice for modelling many types of temporal…

Machine Learning · Computer Science 2021-10-20 Patrick Kidger , James Foster , Xuechen Li , Terry Lyons

We propose a Bayesian physics-informed neural network (B-PINN) to solve both forward and inverse nonlinear problems described by partial differential equations (PDEs) and noisy data. In this Bayesian framework, the Bayesian neural network…

Machine Learning · Statistics 2020-12-02 Liu Yang , Xuhui Meng , George Em Karniadakis

Physics-informed neural networks (PINNs) have emerged as a new learning paradigm for solving partial differential equations (PDEs) by enforcing the constraints of physical equations, boundary conditions (BCs), and initial conditions (ICs)…

Machine Learning · Computer Science 2025-05-21 Chenhong Zhou , Jie Chen , Zaifeng Yang , Ching Eng Png

Neural Stochastic Differential Equations (Neural SDEs) have emerged as powerful mesh-free generative models for continuous stochastic processes, with critical applications in fields such as finance, physics, and biology. Previous…

Machine Learning · Computer Science 2025-03-28 Jianxin Zhang , Josh Viktorov , Doosan Jung , Emily Pitler

A physics-informed neural network (PINN) uses physics-augmented loss functions, e.g., incorporating the residual term from governing partial differential equations (PDEs), to ensure its output is consistent with fundamental physics laws.…

Machine Learning · Computer Science 2022-12-16 Jian Cheng Wong , Chinchun Ooi , Abhishek Gupta , Yew-Soon Ong

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