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The study of parameter-dependent partial differential equations (parametric PDEs) with countably many parameters has been actively studied for the last few decades. In particular, it has been well known that a certain type of parametric…

Numerical Analysis · Mathematics 2025-02-10 Byeong-Ho Bahn

Partial differential equations (PDEs) are an essential computational kernel in physics and engineering. With the advance of deep learning, physics-informed neural networks (PINNs), as a mesh-free method, have shown great potential for fast…

Machine Learning · Computer Science 2023-06-19 Junjun Yan , Xinhai Chen , Zhichao Wang , Enqiang Zhoui , Jie Liu

Partial differential equations (PDEs) provide a mathematical foundation for simulating and understanding intricate behaviors in both physical sciences and engineering. With the growing capabilities of deep learning, data$-$driven approaches…

Machine Learning · Computer Science 2025-10-14 Narayan S Iyer , Bivas Bhaumik , Ram S Iyer , Satyasaran Changdar

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

In this paper, we propose a novel mesh-free numerical method for solving the elliptic interface problems based on deep learning. We approximate the solution by the neural networks and, since the solution may change dramatically across the…

Numerical Analysis · Mathematics 2020-05-12 Cuiyu He , Xiaozhe Hu , Lin Mu

In this paper, we propose a cusp-capturing physics-informed neural network (PINN) to solve discontinuous-coefficient elliptic interface problems whose solution is continuous but has discontinuous first derivatives on the interface. To find…

Numerical Analysis · Mathematics 2023-08-09 Yu-Hau Tseng , Te-Sheng Lin , Wei-Fan Hu , Ming-Chih Lai

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

Solutions to differential equations are of significant scientific and engineering relevance. Physics-Informed Neural Networks (PINNs) have emerged as a promising method for solving differential equations, but they lack a theoretical…

Machine Learning · Computer Science 2022-09-16 Blake Bullwinkel , Dylan Randle , Pavlos Protopapas , David Sondak

Recently, physics-informed neural networks (PINNs) have offered a powerful new paradigm for solving problems relating to differential equations. Compared to classical numerical methods PINNs have several advantages, for example their…

Computational Physics · Physics 2024-06-21 Ben Moseley , Andrew Markham , Tarje Nissen-Meyer

We present a perturbed subspace iteration algorithm to approximate the lowermost eigenvalue cluster of an elliptic eigenvalue problem. As a prototype, we consider the Laplace eigenvalue problem posed in a polygonal domain. The algorithm is…

Numerical Analysis · Mathematics 2021-04-13 Stefano Giani , Luka Grubišić , Luca Heltai , Ornela Mulita

In this paper we analyze and solve eigenvalue programs, which consist of the task of minimizing a function subject to constraints on the "eigenvalues" of the decision variable. Here, by making use of the FTvN systems framework introduced by…

Optimization and Control · Mathematics 2024-07-19 Masaru Ito , Bruno F. Lourenço

In this work, we study physics-informed neural networks (PINNs) constrained by partial differential equations (PDEs) and their application in approximating PDEs with two characteristic scales. From a continuous perspective, our formulation…

Optimization and Control · Mathematics 2024-09-06 Michael Hintermüller , Denis Korolev

Physics-Informed Neural Networks (PINNs) solve partial differential equations using deep learning. However, conventional PINNs perform pointwise predictions that neglect dependencies within a domain, which may result in suboptimal…

Machine Learning · Computer Science 2025-05-26 Mayank Nagda , Phil Ostheimer , Thomas Specht , Frank Rhein , Fabian Jirasek , Stephan Mandt , Marius Kloft , Sophie Fellenz

I provide an introduction to the application of deep learning and neural networks for solving partial differential equations (PDEs). The approach, known as physics-informed neural networks (PINNs), involves minimizing the residual of the…

Computational Physics · Physics 2024-03-04 Hubert Baty

In this paper, we study the first eigenvalue of a nonlinear elliptic system involving $p$-Laplacian as the differential operator. The principal eigenvalue of the system and the corresponding eigenfunction are investigated both analytically…

Numerical Analysis · Mathematics 2019-05-30 Farid Bozorgnia , Seyyed Abbas Mohammadi , Tomas Vejchodsky

Physics-Informed Neural Networks (PINNs) are a powerful class of numerical solvers for partial differential equations, employing deep neural networks with successful applications across a diverse set of problems. However, their…

Numerical Analysis · Mathematics 2024-04-18 Tianhao Hu , Bangti Jin , Zhi Zhou

In recent years, the researches about solving partial differential equations (PDEs) based on artificial neural network have attracted considerable attention. In these researches, the neural network models are usually designed depend on…

Neural and Evolutionary Computing · Computer Science 2024-05-21 Bo Zhang , Chao Yang

In this paper we solve $m$-parameter eigenvalue problems ($m$EPs), with $m$ any natural number by representing the problem using Tensor-Trains (TT) and designing a method based on this format. $m$EPs typically arise when separation of…

Numerical Analysis · Mathematics 2020-12-03 Koen Ruymbeek , Karl Meerbergen , Wim Michiels

In this paper, we propose a decomposition approach for eigenvalue problems with spatial symmetries, including the formulation, discretization as well as implementation. This approach can handle eigenvalue problems with either Abelian or…

Numerical Analysis · Mathematics 2012-11-16 Jun Fang , Xingyu Gao , Aihui Zhou

As an alternative to PINNs, a Deep Ritz framework is proposed to solve fully nonlinear PDEs. A least-squares algorithm is advocated to decouple the nonlinearities from the variational features of several fully nonlinear PDEs. A splitting…

Numerical Analysis · Mathematics 2026-05-01 Alexandre Caboussat , Martin T. Leclercq , Anna Peruso