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The approximation of solutions of partial differential equations (PDEs) with numerical algorithms is a central topic in applied mathematics. For many decades, various types of methods for this purpose have been developed and extensively…

We propose a new multistep deep learning-based algorithm for the resolution of moderate to high dimensional nonlinear backward stochastic differential equations (BSDEs) and their corresponding parabolic partial differential equations (PDE).…

This paper explores the difficulties in solving partial differential equations (PDEs) using physics-informed neural networks (PINNs). PINNs use physics as a regularization term in the objective function. However, a drawback of this approach…

Partial Differential Equations (PDEs) are central to science and engineering. Since solving them is computationally expensive, a lot of effort has been put into approximating their solution operator via both traditional and recently…

Backward stochastic differential equation (BSDE) provides probabilistic solutions for a class of parabolic partial differential equations (PDEs). DeepBSDE and FBSNN are two deep learning approaches for solving high-dimensional PDEs through…

Partial Differential Equations (PDEs) with high dimensionality are commonly encountered in computational physics and engineering. However, finding solutions for these PDEs can be computationally expensive, making model-order reduction…

High-dimensional partial differential equations (PDEs) pose significant challenges for numerical computation due to the curse of dimensionality, which limits the applicability of traditional mesh-based methods. Since 2017, the Deep BSDE…

Stochastic differential equations (SDEs) are one of the most important representations of dynamical systems. They are notable for the ability to include a deterministic component of the system and a stochastic one to represent random…

Physics-Informed Neural Networks (PINNs) are a class of deep learning neural networks that learn the response of a physical system without any simulation data, and only by incorporating the governing partial differential equations (PDEs) in…

A modified Deep BSDE (backward differential equation) learning method with measurability loss, called Deep BSDE-ML method, is introduced in this paper to solve a kind of linear decoupled forward-backward stochastic differential equations…

Deep neural networks (DNNs), especially physics-informed neural networks (PINNs), have recently become a new popular method for solving forward and inverse problems governed by partial differential equations (PDEs). However, these methods…

Physics-informed neural networks (PINNs) have recently emerged as a prominent paradigm for solving partial differential equations (PDEs), yet their training strategies remain underexplored. While hard prioritization methods inspired by…

Training networks consisting of biophysically accurate neuron models could allow for new insights into how brain circuits can organize and solve tasks. We begin by analyzing the extent to which the central algorithm for neural network…

Physics-informed neural networks (PINNs) is becoming a popular alternative method for solving partial differential equations (PDEs). However, they require dedicated manual modifications to the hyperparameters of the network, the sampling…

Solving high-dimensional parabolic partial differential equations (PDEs) with deep learning methods is often computationally and memory intensive, primarily due to the need for automatic differentiation (AD) to compute large Hessian…

Solving partial differential equations (PDEs) is the canonical approach for understanding the behavior of physical systems. However, large scale solutions of PDEs using state of the art discretization techniques remains an expensive…

In this work, we concern with the high order numerical methods for coupled forward-backward stochastic differential equations (FBSDEs). Based on the FBSDEs theory, we derive two reference ordinary differential equations (ODEs) from the…

The curse-of-dimensionality taxes computational resources heavily with exponentially increasing computational cost as the dimension increases. This poses great challenges in solving high-dimensional PDEs, as Richard E. Bellman first pointed…

Constructing surrogate models for uncertainty quantification (UQ) on complex partial differential equations (PDEs) having inherently high-dimensional $\mathcal{O}(10^{\ge 2})$ stochastic inputs (e.g., forcing terms, boundary conditions,…

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…