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This study focuses on addressing the challenges of solving analytically intractable differential equations that arise in scientific and engineering fields such as Hamilton-Jacobi-Bellman. Traditional numerical methods and neural network…

Numerical Analysis · Mathematics 2023-08-23 Daniel Sevcovic , Cyril Izuchukwu Udeani

Learning operators for parametric partial differential equations (PDEs) using neural networks has gained significant attention in recent years. However, standard approaches like Deep Operator Networks (DeepONets) require extensive labeled…

Numerical Analysis · Mathematics 2024-09-17 Ting Du , Xianliang Xu , Wang Kong , Ye Li , Zhongyi Huang

This paper studies numerical solutions for parameterized partial differential equations (P-PDEs) with deep learning (DL). P-PDEs arise in many important application areas and the computational cost using traditional numerical schemes can be…

Numerical Analysis · Mathematics 2020-11-03 Yuyan Chen , Bin Dong , Jinchao Xu

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

Neural operators have recently grown in popularity as Partial Differential Equation (PDE) surrogate models. Learning solution functionals, rather than functions, has proven to be a powerful approach to calculate fast, accurate solutions to…

Machine Learning · Computer Science 2024-09-25 Cooper Lorsung , Amir Barati Farimani

We present a deep-learning Variational Encoder-Decoder (VED) framework for learning data-driven low-dimensional representations of the relationship between high-dimensional parameters of a physical system and the system's high-dimensional…

Machine Learning · Computer Science 2024-12-09 Subashree Venkatasubramanian , David A. Barajas-Solano

Partial-differential-equation (PDE)-constrained optimization is a well-worn technique for acquiring optimal parameters of systems governed by PDEs. However, this approach is limited to providing a single set of optimal parameters per…

Computational Physics · Physics 2024-10-17 Archis S. Joglekar

Physics-Informed Neural Networks (PINNs) have gained considerable interest in diverse engineering domains thanks to their capacity to integrate physical laws into deep learning models. Recently, geometry-aware PINN-based approaches that…

Machine Learning · Computer Science 2025-07-30 Thi Nguyen Khoa Nguyen , Thibault Dairay , Raphaël Meunier , Christophe Millet , Mathilde Mougeot

Despite the great promise of the physics-informed neural networks (PINNs) in solving forward and inverse problems, several technical challenges are present as roadblocks for more complex and realistic applications. First, most existing…

Computational Engineering, Finance, and Science · Computer Science 2022-01-26 Han Gao , Matthew J. Zahr , Jian-Xun Wang

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

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

We propose a new class of physics-informed neural networks, called physics-informed Variational Autoencoder (PI-VAE), to solve stochastic differential equations (SDEs) or inverse problems involving SDEs. In these problems the governing…

Machine Learning · Statistics 2022-11-09 Weiheng Zhong , Hadi Meidani

We consider a linear elliptic partial differential equation (PDE) with a generic uniformly bounded parametric coefficient. The solution to this PDE problem is approximated in the framework of stochastic Galerkin finite element methods. We…

Numerical Analysis · Mathematics 2020-06-05 Alex Bespalov , Feng Xu

Solving analytically intractable partial differential equations (PDEs) that involve at least one variable defined on an unbounded domain arises in numerous physical applications. Accurately solving unbounded domain PDEs requires efficient…

Machine Learning · Computer Science 2026-05-12 Mingtao Xia , Lucas Böttcher , Tom Chou

In this paper, we propose physics-informed neural operators (PINO) that combine training data and physics constraints to learn the solution operator of a given family of parametric Partial Differential Equations (PDE). PINO is the first…

Single-operator learning involves training a deep neural network to learn a specific operator, whereas recent work in multi-operator learning uses an operator embedding structure to train a single neural network on data from multiple…

Machine Learning · Computer Science 2025-06-16 Jingmin Sun , Zecheng Zhang , Hayden Schaeffer

Design-space dimensionality reduction is essential to mitigate the cost of high-fidelity simulation-based optimization, especially when dealing with high-dimensional geometric parameterizations. Traditional linear techniques, such as…

Optimization and Control · Mathematics 2025-07-23 Andrea Serani , Giorgio Palma , Jeroen Wackers , Domenico Quagliarella , Stefano Gaggero , Matteo Diez

Partial differential equations (PDEs) form the backbone of simulations of many natural phenomena, for example in climate modeling, material science, and even financial markets. The application of physics-informed neural networks to…

Quantum Physics · Physics 2026-04-17 Nils Klement , Veronika Eyring , Mierk Schwabe

We propose machine learning methods for solving fully nonlinear partial differential equations (PDEs) with convex Hamiltonian. Our algorithms are conducted in two steps. First the PDE is rewritten in its dual stochastic control…

Computational Finance · Quantitative Finance 2022-05-23 William Lefebvre , Grégoire Loeper , Huyên Pham

Partial differential equations (PDEs) play a fundamental role in modeling and simulating problems across a wide range of disciplines. Recent advances in deep learning have shown the great potential of physics-informed neural networks…

Machine Learning · Computer Science 2022-01-31 Pu Ren , Chengping Rao , Yang Liu , Jianxun Wang , Hao Sun