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Partial differential equations (PDEs) play a crucial role in studying a vast number of problems in science and engineering. Numerically solving nonlinear and/or high-dimensional PDEs is often a challenging task. Inspired by the traditional…

Numerical Analysis · Mathematics 2022-01-11 Yihao Hu , Tong Zhao , Shixin Xu , Zhiliang Xu , Lizhen Lin

Neural network-based methods have emerged as powerful tools for solving partial differential equations (PDEs) in scientific and engineering applications, particularly when handling complex domains or incorporating empirical data. These…

Numerical Analysis · Mathematics 2024-10-10 Chuqi Chen , Qixuan Zhou , Yahong Yang , Yang Xiang , Tao Luo

Partial Differential Equations (PDEs) are fundamental tools for modeling physical phenomena, yet most PDEs of practical interest cannot be solved analytically and require numerical approximations. The feasibility of such numerical methods,…

Numerical Analysis · Mathematics 2025-12-03 Juan Esteban Suarez Cardona , Holger Boche , Gitta Kutyniok

Although deep models have been widely explored in solving partial differential equations (PDEs), previous works are primarily limited to data only with up to tens of thousands of mesh points, far from the million-point scale required by…

Machine Learning · Computer Science 2025-02-10 Huakun Luo , Haixu Wu , Hang Zhou , Lanxiang Xing , Yichen Di , Jianmin Wang , Mingsheng Long

(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

We present a lightweighted neural PDE representation to discover the hidden structure and predict the solution of different nonlinear PDEs. Our key idea is to leverage the prior of ``translational similarity'' of numerical PDE differential…

Machine Learning · Computer Science 2023-03-14 Ziqian Wu , Xingzhe He , Yijun Li , Cheng Yang , Rui Liu , Shiying Xiong , Bo Zhu

Fast and accurate solution of time-dependent partial differential equations (PDEs) is of key interest in many research fields including physics, engineering, and biology. Generally, implicit schemes are preferred over the explicit ones for…

Numerical Analysis · Mathematics 2019-11-28 Suprosanna Shit , Abinav Ravi Venkatakrishnan , Ivan Ezhov , Jana Lipkova , Marie Piraud , Bjoern Menze

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

Data-driven discovery of partial differential equations (PDEs) has attracted increasing attention in recent years. Although significant progress has been made, certain unresolved issues remain. For example, for PDEs with high-order…

Machine Learning · Computer Science 2021-09-14 Hao Xu , Dongxiao Zhang , Nanzhe Wang

Quantum algorithms for partial differential equations (PDEs) face severe practical constraints on near-term hardware: limited qubit counts restrict spatial resolution to coarse grids, while circuit depth limitations prevent accurate…

Machine Learning · Computer Science 2025-12-08 Bruno Jacob , Amanda A. Howard , Panos Stinis

Partial Differential Equations are precise in modelling the physical, biological and graphical phenomena. However, the numerical methods suffer from the curse of dimensionality, high computation costs and domain-specific discretization. We…

Computational Engineering, Finance, and Science · Computer Science 2026-03-05 Zheyuan Hu , Weitao Chen , Cengiz Öztireli , Chenliang Zhou , Fangcheng Zhong

Finding accurate solutions to partial differential equations (PDEs) is a crucial task in all scientific and engineering disciplines. It has recently been shown that machine learning methods can improve the solution accuracy by correcting…

Computational Physics · Physics 2021-01-06 Kiwon Um , Robert Brand , Yun , Fei , Philipp Holl , Nils Thuerey

Many physics and engineering applications demand Partial Differential Equations (PDE) property evaluations that are traditionally computed with resource-intensive high-fidelity numerical solvers. Data-driven surrogate models provide an…

Machine Learning · Computer Science 2023-12-18 Raphaël Pestourie , Youssef Mroueh , Chris Rackauckas , Payel Das , Steven G. Johnson

Scientific machine learning is an emerging field that broadly describes the combination of scientific computing and machine learning to address challenges in science and engineering. Within the context of differential equations, this has…

Machine Learning · Computer Science 2026-04-03 Laurens R. Lueg , Victor Alves , Daniel Schicksnus , John R. Kitchin , Carl D. Laird , Lorenz T. Biegler

PDE-Constrained Optimization (PDECO) problems can be accelerated significantly by employing gradient-based methods with surrogate models like neural operators compared to traditional numerical solvers. However, this approach faces two key…

Machine Learning · Computer Science 2025-06-17 Ze Cheng , Zhuoyu Li , Xiaoqiang Wang , Jianing Huang , Zhizhou Zhang , Zhongkai Hao , Hang Su

Fast and accurate solutions of time-dependent partial differential equations (PDEs) are of pivotal interest to many research fields, including physics, engineering, and biology. Generally, implicit/semi-implicit schemes are preferred over…

Option pricing, a fundamental problem in finance, often requires solving non-linear partial differential equations (PDEs). When dealing with multi-asset options, such as rainbow options, these PDEs become high-dimensional, leading to…

Computational Finance · Quantitative Finance 2023-11-14 Rawin Assabumrungrat , Kentaro Minami , Masanori Hirano

Accurately solving partial differential equations (PDEs) is critical to understanding complex scientific and engineering phenomena, yet traditional numerical solvers are computationally expensive. Surrogate models offer a more efficient…

Machine Learning · Computer Science 2026-04-17 Yegon Kim , Hyunsu Kim , Gyeonghoon Ko , Juho Lee

Recent progress in scientific machine learning (SciML) has opened up the possibility of training novel neural network architectures that solve complex partial differential equations (PDEs). Several (nearly data free) approaches have been…

The numerical solution of high dimensional partial differential equations (PDEs) is severely constrained by the curse of dimensionality (CoD), rendering classical grid--based methods impractical beyond a few dimensions. In recent years,…

Numerical Analysis · Mathematics 2026-01-27 Wenzhong Zhang , Zheyuan Hu , Wei Cai , George EM Karniadakis