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The problem of solving partial differential equations (PDEs) can be formulated into a least-squares minimization problem, where neural networks are used to parametrize PDE solutions. A global minimizer corresponds to a neural network that…

Numerical Analysis · Mathematics 2020-12-14 Tao Luo , Haizhao Yang

We develop a randomized Newton's method for solving differential equations, based on a fully connected neural network discretization. In particular, the randomized Newton's method randomly chooses equations from the overdetermined nonlinear…

Numerical Analysis · Mathematics 2019-12-09 Qipin Chen , Wenrui Hao

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

The multiscale complexity of modern problems in computational science and engineering can prohibit the use of traditional numerical methods in multi-dimensional simulations. Therefore, novel algorithms are required in these situations to…

Numerical Analysis · Mathematics 2021-06-15 Cale Harnish , Luke Dalessandro , Karel Matous , Daniel Livescu

We construct a deep learning-based numerical algorithm to solve path-dependent partial differential equations arising in the context of rough volatility. Our approach is based on interpreting the PDE as a solution to an BSDE, building upon…

Pricing of Securities · Quantitative Finance 2026-02-03 Antoine Jacquier , Zan Zuric

The discovery of partial differential equations (PDEs) is a challenging task that involves both theoretical and empirical methods. Machine learning approaches have been developed and used to solve this problem; however, it is important to…

Machine Learning · Statistics 2023-06-09 Kalpesh More , Tapas Tripura , Rajdip Nayek , Souvik Chakraborty

We propose a neural network-based meta-learning method to efficiently solve partial differential equation (PDE) problems. The proposed method is designed to meta-learn how to solve a wide variety of PDE problems, and uses the knowledge for…

Machine Learning · Statistics 2023-10-23 Tomoharu Iwata , Yusuke Tanaka , Naonori Ueda

(Partial) differential equations (PDEs) are fundamental tools for describing natural phenomena, making their solution crucial in science and engineering. While traditional methods, such as the finite element method, provide reliable…

Machine Learning · Computer Science 2025-03-11 Viggo Moro , Luiz F. O. Chamon

Partial differential equations (PDEs) play a dominant role in the mathematical modeling of many complex dynamical processes. Solving these PDEs often requires prohibitively high computational costs, especially when multiple evaluations must…

Machine Learning · Computer Science 2022-09-07 Muhammad I. Zafar , Jiequn Han , Xu-Hui Zhou , Heng Xiao

We describe a numerical framework that uses random sampling to efficiently capture low-rank local solution spaces of multiscale PDE problems arising in domain decomposition. In contrast to existing techniques, our method does not rely on…

Numerical Analysis · Mathematics 2020-02-06 Ke Chen , Qin Li , Jianfeng Lu , Stephen J. Wright

Numerical solution of partial differential equations (PDEs) plays a vital role in various fields of science and engineering. In recent years, deep neural networks (DNNs) have emerged as a powerful tool for solving PDEs, leveraging their…

Numerical Analysis · Mathematics 2026-02-16 Shuo Ling , Wenjun Ying , Zhen Zhang

Physics-informed neural networks (PINNs) have emerged as a promising approach to solving partial differential equations (PDEs) using neural networks, particularly in data-scarce scenarios, due to their unsupervised training capability.…

Machine Learning · Computer Science 2025-03-25 Edgar Torres , Jonathan Schiefer , Mathias Niepert

Multiphysics problems such as multicomponent diffusion, phase transformations in multiphase systems and alloy solidification involve numerical solution of a coupled system of nonlinear partial differential equations (PDEs). Numerical…

Materials Science · Physics 2022-11-24 Vir Karan , A. Maruthi Indresh , Saswata Bhattacharyya

Recent developments in mechanical, aerospace, and structural engineering have driven a growing need for efficient ways to model and analyse structures at much larger and more complex scales than before. While established numerical methods…

Machine Learning · Computer Science 2025-07-29 Rui Wu , Nikola Kovachki , Burigede Liu

Recent work has introduced a simple numerical method for solving partial differential equations (PDEs) with deep neural networks (DNNs). This paper reviews and extends the method while applying it to analyze one of the most fundamental…

Machine Learning · Computer Science 2019-05-14 Craig Michoski , Milos Milosavljevic , Todd Oliver , David Hatch

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

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

We propose a neural network-based algorithm for solving forward and inverse problems for partial differential equations in unsupervised fashion. The solution is approximated by a deep neural network which is the minimizer of a cost…

Machine Learning · Computer Science 2019-04-12 Leah Bar , Nir Sochen

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 are interested in the approximation of partial differential equations with a data-driven approach based on the reduced basis method and machine learning. We suppose that the phenomenon of interest can be modeled by a parametrized partial…

Numerical Analysis · Computer Science 2020-06-24 Niccolò Dal Santo , Simone Deparis , Luca Pegolotti
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