English
Related papers

Related papers: A brief review of the Deep BSDE method for solving…

200 papers

Recent machine learning algorithms dedicated to solving semi-linear PDEs are improved by using different neural network architectures and different parameterizations. These algorithms are compared to a new one that solves a fixed point…

Machine Learning · Computer Science 2018-12-11 Quentin Chan-Wai-Nam , Joseph Mikael , Xavier Warin

Solving general high-dimensional partial differential equations (PDE) is a long-standing challenge in numerical mathematics. In this paper, we propose a novel approach to solve high-dimensional linear and nonlinear PDEs defined on arbitrary…

Numerical Analysis · Mathematics 2020-04-22 Yaohua Zang , Gang Bao , Xiaojing Ye , Haomin Zhou

Continuous-depth neural networks, such as the Neural Ordinary Differential Equations (ODEs), have aroused a great deal of interest from the communities of machine learning and data science in recent years, which bridge the connection…

Machine Learning · Computer Science 2022-01-05 Qunxi Zhu , Yifei Shen , Dongsheng Li , Wei Lin

Solving high-dimensional partial differential equations is a recurrent challenge in economics, science and engineering. In recent years, a great number of computational approaches have been developed, most of them relying on a combination…

Numerical Analysis · Mathematics 2023-01-31 Nikolas Nüsken , Lorenz Richter

The numerical solution of partial differential equations (PDEs) is challenging because of the need to resolve spatiotemporal features over wide length and timescales. Often, it is computationally intractable to resolve the finest features…

Disordered Systems and Neural Networks · Physics 2019-08-22 Yohai Bar-Sinai , Stephan Hoyer , Jason Hickey , Michael P. Brenner

Solving high-dimensional parabolic partial differential equations (PDEs) with deep learning methods is often computationally and memory intensive, primarily due to the need for automatic differentiation (AD) to compute large Hessian…

Numerical Analysis · Mathematics 2026-01-13 Wei Cai , Shuixin Fang , Tao Zhou

There are many numerical methods for solving partial different equations (PDEs) on manifolds such as classical implicit, finite difference, finite element, and isogeometric analysis methods which aim at improving the interoperability…

Numerical Analysis · Mathematics 2023-11-17 Wenrui Hao , Jonathan D. Hauenstein , Margaret H. Regan , Tingting Tang

This paper studies numerical solutions for parameterized partial differential equations (P-PDEs) with deep learning (DL). P-PDEs arise in many important application areas and the computational cost using traditional numerical schemes can be…

Numerical Analysis · Mathematics 2020-11-03 Yuyan Chen , Bin Dong , Jinchao Xu

Deep learning has been highly successful in some applications. Nevertheless, its use for solving partial differential equations (PDEs) has only been of recent interest with current state-of-the-art machine learning libraries, e.g.,…

Machine Learning · Computer Science 2024-10-22 Hamid El Bahja , Jan Christian Hauffen , Peter Jung , Bubacarr Bah , Issa Karambal

Implementing deep neural networks for learning the solution maps of parametric partial differential equations (PDEs) turns out to be more efficient than using many conventional numerical methods. However, limited theoretical analyses have…

Numerical Analysis · Mathematics 2022-08-31 Zhen Lei , Lei Shi , Chenyu Zeng

Solving partial differential equations (PDEs) using neural networks has become a central focus in scientific machine learning. Training neural networks for singularly perturbed problems is particularly challenging due to certain parameters…

Machine Learning · Computer Science 2025-05-30 Chuqi Chen , Yahong Yang , Yang Xiang , Wenrui Hao

In this note we shall introduce a simple, effective numerical method for solving partial differential equations for scalar and vector-valued data defined on surfaces. Even though we shall follow the traditional way to approximate the…

Computational Geometry · Computer Science 2009-07-13 Sheng-Gwo Chen , Mei-Hsiu Chi , Jyh-Yang Wu

Scientific machine learning is an emerging field that broadly describes the combination of scientific computing and machine learning to address challenges in science and engineering. Within the context of differential equations, this has…

Machine Learning · Computer Science 2026-04-03 Laurens R. Lueg , Victor Alves , Daniel Schicksnus , John R. Kitchin , Carl D. Laird , Lorenz T. Biegler

High-dimensional PDEs have been a longstanding computational challenge. We propose to solve high-dimensional PDEs by approximating the solution with a deep neural network which is trained to satisfy the differential operator, initial…

Mathematical Finance · Quantitative Finance 2018-10-17 Justin Sirignano , Konstantinos Spiliopoulos

We utilize extreme-learning machines for the prediction of partial differential equations (PDEs). Our method splits the state space into multiple windows that are predicted individually using a single model. Despite requiring only few data…

Machine Learning · Computer Science 2024-08-20 Hans Harder , Jean Rabault , Ricardo Vinuesa , Mikael Mortensen , Sebastian Peitz

The potential energy formulation and deep learning are merged to solve partial differential equations governing the deformation in hyperelastic and viscoelastic materials. The presented deep energy method (DEM) is self-contained and…

Machine Learning · Computer Science 2022-05-05 Diab W. Abueidda , Seid Koric , Rashid Abu Al-Rub , Corey M. Parrott , Kai A. James , Nahil A. Sobh

Parabolic partial differential equations (PDEs) appear in many disciplines to model the evolution of various mathematical objects, such as probability flows, value functions in control theory, and derivative prices in finance. It is often…

Machine Learning · Computer Science 2024-07-18 Xingzi Xu , Ali Hasan , Jie Ding , Vahid Tarokh

Solving partial differential equations (PDEs) has been a fundamental problem in computational science and of wide applications for both scientific and engineering research. Due to its universal approximation property, neural network is…

Machine Learning · Computer Science 2023-05-18 Tingxiong Xiao , Runzhao Yang , Yuxiao Cheng , Jinli Suo , Qionghai Dai

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

Solving high dimensional partial differential equations (PDEs) has historically posed a considerable challenge when utilizing conventional numerical methods, such as those involving domain meshes. Recent advancements in the field have seen…

Numerical Analysis · Mathematics 2024-02-05 Xiaokai Huo , Hailiang Liu