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We propose Neural Walk-on-Spheres (NWoS), a novel neural PDE solver for the efficient solution of high-dimensional Poisson equations. Leveraging stochastic representations and Walk-on-Spheres methods, we develop novel losses for neural…

Machine Learning · Computer Science 2024-06-06 Hong Chul Nam , Julius Berner , Anima Anandkumar

Grid-free Monte Carlo methods based on the walk on spheres (WoS) algorithm solve fundamental partial differential equations (PDEs) like the Poisson equation without discretizing the problem domain or approximating functions in a finite…

Graphics · Computer Science 2023-05-16 Rohan Sawhney , Bailey Miller , Ioannis Gkioulekas , Keenan Crane

In this paper, we investigate the Walk on Spheres algorithm (WoS) for motion planning in robotics. WoS is a Monte Carlo method to solve the Dirichlet problem developed in the 50s by Muller and has recently been repopularized by Sawhney and…

Robotics · Computer Science 2024-06-05 Rafael I. Cabral Muchacho , Florian T. Pokorny

We present projected walk on spheres (PWoS), a novel pointwise and discretization-free Monte Carlo solver for surface PDEs with Dirichlet boundaries, as a generalization of the walk on spheres method (WoS) [Muller 1956; Sawhney and Crane…

Numerical Analysis · Mathematics 2025-08-21 Ryusuke Sugimoto , Nathan King , Toshiya Hachisuka , Christopher Batty

Physics-informed neural networks (PINNs) have been demonstrated to be efficient in solving partial differential equations (PDEs) from a variety of experimental perspectives. Some recent studies have also proposed PINN algorithms for PDEs on…

Numerical Analysis · Mathematics 2024-08-06 Guanhang Lei , Zhen Lei , Lei Shi , Chenyu Zeng , Ding-Xuan Zhou

In this paper, a physics-informed multiresolution wavelet neural network (PIMWNN) method is proposed for solving partial differential equations (PDEs). This method uses the multiresolution wavelet neural network (MWNN) to approximate…

Numerical Analysis · Mathematics 2025-08-12 Feng Han , Jianguo Wang , Guoliang Peng , Xueting Shi

Stochastic PDE solvers have emerged as a powerful alternative to traditional discretization-based methods for solving partial differential equations (PDEs), especially in geometry processing and graphics. While off-centered estimators…

Graphics · Computer Science 2025-10-30 Anchang Bao , Jie Xu , Enya Shen , Jianmin Wang

Partial differential equations (PDEs) with spatially-varying coefficients arise throughout science and engineering, modeling rich heterogeneous material behavior. Yet conventional PDE solvers struggle with the immense complexity found in…

Graphics · Computer Science 2022-02-01 Rohan Sawhney , Dario Seyb , Wojciech Jarosz , Keenan Crane

Many scientific and industrial applications require solving Partial Differential Equations (PDEs) to describe the physical phenomena of interest. Some examples can be found in the fields of aerodynamics, astrodynamics, combustion and many…

Computational Physics · Physics 2019-12-11 Juan B. Pedro , Juan Maroñas , Roberto Paredes

Partial differential equation (PDE) solvers underpin scientific computing, but real-world deployment is bounded by compute. Classical Monte Carlo solvers such as Walk-on-Spheres (WoS) are unbiased and geometry-agnostic but are slow. Learned…

Machine Learning · Computer Science 2026-05-12 Ethan Hsu , Hong Meng Yam , Ivan Ge

This paper proposes a mesh-free computational framework and machine learning theory for solving elliptic PDEs on unknown manifolds, identified with point clouds, based on diffusion maps (DM) and deep learning. The PDE solver is formulated…

Numerical Analysis · Mathematics 2024-02-28 Senwei Liang , Shixiao W. Jiang , John Harlim , Haizhao Yang

Stochastic differential equations (SDEs) and stochastic partial differential equations (SPDEs) are fundamental for modeling stochastic dynamics across the natural sciences and modern machine learning. Learning their solution operators with…

Machine Learning · Computer Science 2026-01-30 Dai Shi , Lequan Lin , Andi Han , Luke Thompson , José Miguel Hernández-Lobato , Zhiyong Wang , Junbin Gao

This paper studies an unsupervised deep learning-based numerical approach for solving partial differential equations (PDEs). The approach makes use of the deep neural network to approximate solutions of PDEs through the compositional…

Machine Learning · Computer Science 2020-08-26 Zhiqiang Cai , Jingshuang Chen , Min Liu , Xinyu Liu

Multiscale and multiphysics problems need novel numerical methods in order for them to be solved correctly and predictively. To that end, we develop a wavelet based technique to solve a coupled system of nonlinear partial differential…

Numerical Analysis · Mathematics 2023-03-22 Cale Harnish , Luke Dalessandro , Karel Matous , Daniel Livescu

Deep neural networks (DNNs) have been widely used to solve partial differential equations (PDEs) in recent years. In this work, a novel deep learning-based framework named Particle Weak-form based Neural Networks (ParticleWNN) is developed…

Machine Learning · Computer Science 2023-11-14 Yaohua Zang , Gang Bao

Ordinary differential equations (ODEs) are widely used to describe the time evolution of natural phenomena across various scientific fields. Estimating the parameters of these systems from data is a challenging task, particularly when…

Numerical Analysis · Mathematics 2025-01-23 S. Syafiie , Aries Subiantoro , Vivi Andasari , Fernando Tadeo

Training neural PDE solvers is often bottlenecked by expensive data generation or unstable physics-informed neural network (PINN) involving challenging optimization landscapes due to higher-order derivatives. To tackle this issue, we…

Machine Learning · Computer Science 2026-03-04 Hrishikesh Viswanath , Hong Chul Nam , Xi Deng , Julius Berner , Anima Anandkumar , Aniket Bera

Recent works have shown that deep neural networks can be employed to solve partial differential equations, giving rise to the framework of physics informed neural networks. We introduce a generalization for these methods that manifests as a…

Numerical Analysis · Mathematics 2021-03-25 Remco van der Meer , Cornelis Oosterlee , Anastasia Borovykh

Many problems in science and engineering can be represented by a set of partial differential equations (PDEs) through mathematical modeling. Mechanism-based computation following PDEs has long been an essential paradigm for studying topics…

Machine Learning · Computer Science 2022-11-21 Shudong Huang , Wentao Feng , Chenwei Tang , Jiancheng Lv

A numerical method for solving elliptic PDEs with variable coefficients on two-dimensional domains is presented. The method is based on high-order composite spectral approximations and is designed for problems with smooth solutions. The…

Numerical Analysis · Mathematics 2013-07-11 A. Gillman , P. G. Martinsson
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