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We propose new machine learning schemes for solving high dimensional nonlinear partial differential equations (PDEs). Relying on the classical backward stochastic differential equation (BSDE) representation of PDEs, our algorithms estimate…

Probability · Mathematics 2020-06-08 Côme Huré , Huyên Pham , Xavier Warin

Recent years have witnessed a growth in mathematics for deep learning--which seeks a deeper understanding of the concepts of deep learning with mathematics and explores how to make it more robust--and deep learning for mathematics, where…

Machine Learning · Computer Science 2023-10-31 Derick Nganyu Tanyu , Jianfeng Ning , Tom Freudenberg , Nick Heilenkötter , Andreas Rademacher , Uwe Iben , Peter Maass

The solution to partial differential equations using deep learning approaches has shown promising results for several classes of initial and boundary-value problems. However, their ability to surpass, particularly in terms of accuracy,…

Numerical Analysis · Mathematics 2023-08-23 Ziad Aldirany , Régis Cottereau , Marc Laforest , Serge Prudhomme

Weak Galerkin methods refer to general finite element methods for PDEs in which differential operators are approximated by their weak forms as distributions. Such weak forms give rise to desirable flexibilities in enforcing boundary and…

Numerical Analysis · Mathematics 2013-06-10 Lin Mu , Junping Wang , Guowei Wei , Xiu Ye , Shan Zhao

Over-parameterized neural networks generalize well in practice without any explicit regularization. Although it has not been proven yet, empirical evidence suggests that implicit regularization plays a crucial role in deep learning and…

Machine Learning · Computer Science 2019-03-07 Masayoshi Kubo , Ryotaro Banno , Hidetaka Manabe , Masataka Minoji

We present a framework for solving a broad class of ill-posed inverse problems governed by partial differential equations (PDEs), where the target coefficients of the forward operator are recovered through an iterative regularization scheme…

Recently, progress has been made in the application of neural networks to the numerical analysis of partial differential equations (PDEs). In the latter the variational formulation of the Poisson problem is used in order to obtain an…

Numerical Analysis · Mathematics 2020-01-14 Johannes Müller , Marius Zeinhofer

A growing body of literature has been leveraging techniques of machine learning (ML) to build novel approaches to approximating the solutions to partial differential equations. Noticeably absent from the literature is a systematic…

Numerical Analysis · Mathematics 2026-05-19 Jonah A. Reeger

Recent research has used deep learning to develop partial differential equation (PDE) models in science and engineering. The functional form of the PDE is determined by a neural network, and the neural network parameters are calibrated to…

Machine Learning · Computer Science 2023-10-17 Justin Sirignano , Jonathan MacArt , Konstantinos Spiliopoulos

We investigate an ultraweak variational formulation for (parameterized) linear differential-algebraic equations (DAEs) w.r.t. the time variable which yields an optimally stable system. This is used within a Petrov-Galerkin method to derive…

Numerical Analysis · Mathematics 2022-03-28 Emil Beurer , Moritz Feuerle , Niklas Reich , Karsten Urban

Many types of physics-informed neural network models have been proposed in recent years as approaches for learning solutions to differential equations. When a particular task requires solving a differential equation at multiple…

Machine Learning · Computer Science 2021-11-02 Filipe de Avila Belbute-Peres , Yi-fan Chen , Fei Sha

On the forefront of scientific computing, Deep Learning (DL), i.e., machine learning with Deep Neural Networks (DNNs), has emerged a powerful new tool for solving Partial Differential Equations (PDEs). It has been observed that DNNs are…

Machine Learning · Computer Science 2025-11-12 Simone Brugiapaglia , Nick Dexter , Samir Karam , Weiqi Wang

Many machine learning applications use latent variable models to explain structure in data, whereby visible variables (= coordinates of the given datapoint) are explained as a probabilistic function of some hidden variables. Finding…

Machine Learning · Computer Science 2016-12-30 Sanjeev Arora , Rong Ge , Tengyu Ma , Andrej Risteski

In this paper we present an immersed weak Galerkin method for solving second-order elliptic interface problems on polygonal meshes, where the meshes do not need to be aligned with the interface. The discrete space consists of constants on…

Numerical Analysis · Mathematics 2022-08-17 Hyeokjoo Park , Do Y. Kwak

We consider the ill-posed inverse problem of identifying a nonlinearity in a time-dependent PDE model. The nonlinearity is approximated by a neural network, and needs to be determined alongside other unknown physical parameters and the…

Numerical Analysis · Mathematics 2022-11-23 Barbara Kaltenbacher , Tram Thi Ngoc Nguyen

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

Despite their impressive performance, Deep Neural Networks (DNNs) typically underperform Gradient Boosting Trees (GBTs) on many tabular-dataset learning tasks. We propose that applying a different regularization coefficient to each weight…

Machine Learning · Statistics 2018-10-25 Ira Shavitt , Eran Segal

Despite prior advances in PINNs, significant challenges remain in localized solid mechanics problems because of the limitations of single network formulations in simultaneous resolution of smooth global responses and near-tip singularities,…

Computational Physics · Physics 2025-10-22 Zhihong Lai , Luyang Zhao , Qian Shao

Machine learning, especially physics-informed neural networks (PINNs) and their neural network variants, has been widely used to solve problems involving partial differential equations (PDEs). The successful deployment of such methods…

Machine Learning · Computer Science 2026-04-07 Genwei Ma , Ting Luo , Ping Yang , Xing Zhao

Deep neural networks (DNNs) have been used to model complex optimization problems in many applications, yet have difficulty guaranteeing solution optimality and feasibility, despite training on large datasets. Training a NN as a surrogate…

Optimization and Control · Mathematics 2025-10-29 Fuat Can Beylunioglu , P. Robert Duimering , Mehrdad Pirnia
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