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Physics-informed extreme learning machines (PIELMs) typically impose boundary and initial conditions through penalty terms, yielding only approximate satisfaction that is sensitive to user-specified weights and can propagate errors into the…

Numerical Analysis · Mathematics 2026-01-21 Rishi Mishra , Smriti , Balaji Srinivasan , Sundararajan Natarajan , Ganapathy Krishnamurthi

We are delighted to see the recent development of physics-informed extreme learning machine (PIELM) for its higher computational efficiency and accuracy compared to other physics-informed machine learning (PIML) paradigms. Since a…

Machine Learning · Computer Science 2025-11-04 He Yang , Fei Ren , Francesco Calabro , Hai-Sui Yu , Xiaohui Chen , Pei-Zhi Zhuang

To address the sensitivity of parameters and limited precision for physics-informed extreme learning machines (PIELM) with common activation functions, such as sigmoid, tangent, and Gaussian, in solving high-order partial differential…

Numerical Analysis · Mathematics 2024-11-06 Xi'an Li , Jinran Wu , Yujia Huang , Zhe Ding , Xin Tai , Liang Liu , You-Gan Wang

Conventional physics-informed extreme learning machine (PIELM) often faces challenges in solving partial differential equations (PDEs) involving high-frequency and variable-frequency behaviors. To address these challenges, we propose a…

Machine Learning · Computer Science 2025-10-15 Fei Ren , Sifan Wang , Pei-Zhi Zhuang , Hai-Sui Yu , He Yang

Physics-informed extreme learning machine (PIELM) has recently received significant attention as a rapid version of physics-informed neural network (PINN) for solving partial differential equations (PDEs). The key characteristic is to fix…

Machine Learning · Computer Science 2024-09-30 Xu Liu , Wen Yao , Wei Peng , Weien Zhou

The inverse Stefan problem, as a typical phase-change problem with moving boundaries, finds extensive applications in science and engineering. Recent years have seen the applications of physics-informed neural networks (PINNs) to solving…

Machine Learning · Computer Science 2025-10-27 Pei-Zhi Zhuang , Ming-Yue Yang , Fei Ren , Hong-Ya Yue , He Yang

There has been rapid progress recently on the application of deep networks to the solution of partial differential equations, collectively labelled as Physics Informed Neural Networks (PINNs). In this paper, we develop Physics Informed…

Machine Learning · Computer Science 2019-07-09 Vikas Dwivedi , Balaji Srinivasan

We propose an adaptive iteratively linearized finite element method (AILFEM) in the context of strongly monotone nonlinear operators in Hilbert spaces. The approach combines adaptive mesh-refinement with an energy-contractive linearization…

Numerical Analysis · Mathematics 2025-03-18 Ani Miraçi , Dirk Praetorius , Julian Streitberger

A critical factor in adopting machine learning for time-sensitive financial tasks is computational speed, including model training and inference. This paper demonstrates that a broad class of such problems, especially those previously…

Computational Finance · Quantitative Finance 2025-05-27 Liexin Cheng , Xue Cheng , Shuaiqiang Liu

We introduce a new numerical method based on machine learning to approximate the solution of elliptic partial differential equations with collocation using a set of sigmoidal functions. We show that a feedforward neural network with a…

Numerical Analysis · Mathematics 2023-03-24 Francesco Calabrò , Gianluca Fabiani , Constantinos Siettos

We present two effective methods for solving high-dimensional partial differential equations (PDE) based on randomized neural networks. Motivated by the universal approximation property of this type of networks, both methods extend the…

Numerical Analysis · Mathematics 2023-09-14 Yiran Wang , Suchuan Dong

Partial differential equations (PDEs) are often computationally challenging to solve, and in many settings many related PDEs must be be solved either at every timestep or for a variety of candidate boundary conditions, parameters, or…

Machine Learning · Computer Science 2022-11-04 Tian Qin , Alex Beatson , Deniz Oktay , Nick McGreivy , Ryan P. Adams

Modeling stiff partial differential equations (PDEs) with sharp gradients remains a significant challenge for scientific machine learning. While Physics-Informed Neural Networks (PINNs) struggle with spectral bias and slow training times,…

Computational Engineering, Finance, and Science · Computer Science 2026-03-09 Akshay Govind Srinivasan , Balaji Srinivasan

In this paper, we propose a mesh-free method to solve interface problems using the deep learning approach. Two interface problems are considered. The first one is an elliptic PDE with a discontinuous and high-contrast coefficient. While the…

Computational Physics · Physics 2024-12-20 Zhongjian Wang , Zhiwen Zhang

The intersection of physics and machine learning has given rise to the physics-enhanced machine learning (PEML) paradigm, aiming to improve the capabilities and reduce the individual shortcomings of data- or physics-only methods. In this…

Machine Learning · Computer Science 2024-04-23 Marcus Haywood-Alexander , Wei Liu , Kiran Bacsa , Zhilu Lai , Eleni Chatzi

In theory, boundary and initial conditions are important for the wellposedness of partial differential equations (PDEs). Numerically, these conditions can be enforced exactly in classical numerical methods, such as finite difference method…

Numerical Analysis · Mathematics 2020-08-05 Liyao Lyu , Keke Wu , Rui Du , Jingrun Chen

Elliptic variational inequalities (EVIs) present significant challenges in numerical computation due to their inherent non-smoothness, nonlinearity, and inequality formulations. Traditional mesh-based methods often struggle with complex…

Optimization and Control · Mathematics 2025-10-29 Yu Gao , Yongcun Song , Zhiyu Tan , Hangrui Yue , Shangzhi Zeng

Partial differential equation (PDE) solvers underpin modern quantitative finance, governing option pricing and risk evaluation. Physics-Informed Neural Networks (PINNs) have emerged as a promising approach for solving the forward and…

Computational Engineering, Finance, and Science · Computer Science 2025-10-07 Akshay Govind Srinivasan , Anuj Jagannath Said , Sathwik Pentela , Vikas Dwivedi , Balaji Srinivasan

In this paper, we introduce the locally conservative enriched immersed finite element method (EIFEM) to tackle the elliptic problem with interface. The immersed finite element is useful for handling interface with mesh unfit with the…

Numerical Analysis · Mathematics 2021-01-05 Gwanghyun Jo , Do Young Kwak , Young Ju Lee

In this paper, we describe a novel unsupervised learning scheme for accelerating the solution of a family of mixed integer programming (MIP) problems. Distinct substantially from existing learning-to-optimize methods, our proposal seeks to…

Optimization and Control · Mathematics 2024-12-25 Shiyuan Qu , Fenglian Dong , Zhiwei Wei , Chao Shang
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