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Applications in quantitative finance such as optimal trade execution, risk management of options, and optimal asset allocation involve the solution of high dimensional and nonlinear Partial Differential Equations (PDEs). The connection…

Machine Learning · Statistics 2019-10-28 Batuhan Güler , Alexis Laignelet , Panos Parpas

In recent years, data-driven methods have been developed to learn dynamical systems and partial differential equations (PDE). The goal of such work is discovering unknown physics and the corresponding equations. However, prior to achieving…

Machine Learning · Statistics 2021-02-17 Hao Xu , Haibin Chang , Dongxiao Zhang

Modelling complex physical systems through partial differential equations (PDEs) is central to many disciplines in science and engineering. Yet in most real applications, unknown or incomplete relationships such as constitutive or thermal…

Computational Engineering, Finance, and Science · Computer Science 2026-01-08 Ado Farsi , Nacime Bouziani , David A Ham

This position paper takes a broad look at Physics-Enhanced Machine Learning (PEML) -- also known as Scientific Machine Learning -- with particular focus to those PEML strategies developed to tackle dynamical systems' challenges. The need to…

Machine Learning · Computer Science 2024-12-30 Alice Cicirello

It is one of the most challenging problems in applied mathematics to approximatively solve high-dimensional partial differential equations (PDEs). Recently, several deep learning-based approximation algorithms for attacking this problem…

Numerical Analysis · Mathematics 2023-02-10 Christian Beck , Martin Hutzenthaler , Arnulf Jentzen , Benno Kuckuck

Solving Partial Differential Equations (PDEs) is a cornerstone of engineering and scientific research. Traditional methods for PDE solving are cumbersome, relying on manual setup and domain expertise. While Physics-Informed Neural Network…

Artificial Intelligence · Computer Science 2025-12-23 Jianming Liu , Ren Zhu , Jian Xu , Kun Ding , Xu-Yao Zhang , Gaofeng Meng , Cheng-Lin Liu

Modeling dynamics in the form of partial differential equations (PDEs) is an effectual way to understand real-world physics processes. For complex physics systems, analytical solutions are not available and numerical solutions are…

Numerical Analysis · Mathematics 2024-01-19 Zijiang Yang , Zhongwei Qiu , Dongmei Fu

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

Compared with conventional numerical approaches to solving partial differential equations (PDEs), physics-informed neural networks (PINN) have manifested the capability to save development effort and computational cost, especially in…

Machine Learning · Computer Science 2022-09-19 Shihong Zhang , Chi Zhang , Bosen Wang

Approximating solutions to partial differential equations (PDEs) is fundamental for the modeling of dynamical systems in science and engineering. Physics-informed neural networks (PINNs) are a recent machine learning-based approach, for…

Physics-informed Neural Networks (PINNs) have recently achieved remarkable progress in solving Partial Differential Equations (PDEs) in various fields by minimizing a weighted sum of PDE loss and boundary loss. However, there are several…

Machine Learning · Computer Science 2023-06-06 Jiachen Yao , Chang Su , Zhongkai Hao , Songming Liu , Hang Su , Jun Zhu

Partial differential equations (PDEs) are typically used as models of physical processes but are also of great interest in PDE-based image processing. However, when it comes to their use in imaging, conventional numerical methods for…

Computer Vision and Pattern Recognition · Computer Science 2021-10-19 Pascal Tom Getreuer , Peyman Milanfar , Xiyang Luo

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

In recent years the study of deep learning for solving differential equations has grown substantially. The use of physics-informed neural networks (PINNs) and deep operator networks (DeepONets) have emerged as two of the most useful…

Machine Learning · Computer Science 2025-08-27 Jason Matthews , Alex Bihlo

Physics-Informed Neural Networks (PINN) are neural networks encoding the problem governing equations, such as Partial Differential Equations (PDE), as a part of the neural network. PINNs have emerged as a new essential tool to solve various…

Numerical Analysis · Mathematics 2021-07-07 Stefano Markidis

Physics-informed neural networks (PINNs) are revolutionizing science and engineering practice by bringing together the power of deep learning to bear on scientific computation. In forward modeling problems, PINNs are meshless partial…

Machine Learning · Computer Science 2023-11-28 Yicheng Wang , Xiaotian Han , Chia-Yuan Chang , Daochen Zha , Ulisses Braga-Neto , Xia Hu

Physics-informed neural networks (PINN) have recently become attractive for solving partial differential equations (PDEs) that describe physics laws. By including PDE-based loss functions, physics laws such as mass balance are enforced…

Fluid Dynamics · Physics 2024-06-26 Md Lal Mamud , Maruti K. Mudunuru , Satish Karra , Bulbul Ahmmed

We present a novel framework combining Deep Operator Networks (DeepONets) with Physics-Informed Neural Networks (PINNs) to solve partial differential equations (PDEs) and estimate their unknown parameters. By integrating data-driven…

Machine Learning · Computer Science 2025-08-05 Amogh Raj , Carol Eunice Gudumotou , Sakol Bun , Keerthana Srinivasa , Arash Sarshar

We present Mechanistic PDE Networks -- a model for discovery of governing partial differential equations from data. Mechanistic PDE Networks represent spatiotemporal data as space-time dependent linear partial differential equations in…

Machine Learning · Computer Science 2025-06-12 Adeel Pervez , Efstratios Gavves , Francesco Locatello

We combine concepts from multilevel solvers for partial differential equations (PDEs) with neural network based deep learning and propose a new methodology for the efficient numerical solution of high-dimensional parametric PDEs. An…

Machine Learning · Computer Science 2023-04-05 Cosmas Heiß , Ingo Gühring , Martin Eigel