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Neural Networks have been widely used to solve Partial Differential Equations. These methods require to approximate definite integrals using quadrature rules. Here, we illustrate via 1D numerical examples the quadrature problems that may…

Numerical Analysis · Mathematics 2022-03-09 Jon A. Rivera , Jamie M. Taylor , Ángel J. Omella , David Pardo

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

Neural operators have emerged as powerful surrogates for the solution of partial differential equations (PDEs), yet their ability to handle general, highly variable boundary conditions (BCs) remains limited. Existing approaches often fail…

Machine Learning · Computer Science 2026-05-14 Sepehr Mousavi , Siddhartha Mishra , Laura De Lorenzis

Multiscale and multiphysics problems need novel numerical methods in order for them to be solved correctly and predictively. To that end, we develop a wavelet based technique to solve a coupled system of nonlinear partial differential…

Numerical Analysis · Mathematics 2023-03-22 Cale Harnish , Luke Dalessandro , Karel Matous , Daniel Livescu

This study presents a two-level Deep Domain Decomposition Method (Deep-DDM) augmented with a coarse-level network for solving boundary value problems using physics-informed neural networks (PINNs). The addition of the coarse level network…

Machine Learning · Computer Science 2024-08-23 Victorita Dolean , Serge Gratton , Alexander Heinlein , Valentin Mercier

We develop an unsupervised deep learning method to solve the barrier options under the Bergomi model. The neural networks serve as the approximate option surfaces and are trained to satisfy the PDE as well as the boundary conditions. Two…

Computational Finance · Quantitative Finance 2022-07-04 Weilong Fu , Ali Hirsa

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

Partial differential equations (PDEs) are indispensable for modeling many physical phenomena and also commonly used for solving image processing tasks. In the latter area, PDE-based approaches interpret image data as discretizations of…

Machine Learning · Computer Science 2018-12-12 Lars Ruthotto , Eldad Haber

We consider the problem of solving partial differential equations (PDEs) in domains with complex microparticle geometry that is impractical, or intractable, to model explicitly. Drawing inspiration from volume rendering, we propose tackling…

Graphics · Computer Science 2025-06-11 Bailey Miller , Rohan Sawhney , Keenan Crane , Ioannis Gkioulekas

In this paper, we provide a theoretical analysis of the recently introduced weakly adversarial networks (WAN) method, used to approximate partial differential equations in high dimensions. We address the existence and stability of the…

Numerical Analysis · Mathematics 2024-01-31 Silvia Bertoluzza , Erik Burman , Cuiyu He

The solution of partial differential equations (PDES) on irregular domains has long been a subject of significant research interest. In this work, we present an approach utilizing physics-informed neural networks (PINNs) to achieve…

Computational Physics · Physics 2025-06-12 Cuizhi Zhou , Kaien Zhu

Partial differential equations (PDEs) are widely used to describe relevant phenomena in dynamical systems. In real-world applications, we commonly need to combine formal PDE models with (potentially noisy) observations. This is especially…

Machine Learning · Computer Science 2024-07-08 Monika Nagy-Huber , Volker Roth

Approximate solutions of partial differential equations (PDEs) obtained by neural networks are highly affected by hyper parameter settings. For instance, the model training strongly depends on loss function design, including the choice of…

Numerical Analysis · Mathematics 2025-03-13 Hee Jun Yang , Alexander Heinlein , Hyea Hyun Kim

In this paper, we propose simple numerical algorithms for partial differential equations (PDEs) defined on closed, smooth surfaces (or curves). In particular, we consider PDEs that originate from variational principles defined on the…

Numerical Analysis · Mathematics 2017-12-27 Jay Chu , Richard Tsai

This work addresses the accurate and efficient simulation of physical phenomena governed by parametric Partial Differential Equations (PDEs) characterized by varying boundary conditions, where parametric instances modify not only the…

Numerical Analysis · Mathematics 2026-03-10 Francesco Della Santa , Sandra Pieraccini , Maria Strazzullo

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

We use explicit representation formulas to show that solutions to certain partial differential equations lie in Barron spaces or multilayer spaces if the PDE data lie in such function spaces. Consequently, these solutions can be represented…

Analysis of PDEs · Mathematics 2021-06-07 Weinan E , Stephan Wojtowytsch

In this article, we describe an approach for solving partial differential equations with general boundary conditions imposed on arbitrarily shaped boundaries. A function that has a prescribed value on the domain in which a differential…

Mathematical Physics · Physics 2009-12-08 Hui-Chia Yu , Hsun-Yi Chen , K. Thornton

Linear differential equations and recurrences reveal many properties about their solutions. Therefore, these equations are well-suited for representing solutions and computing with special functions. We identify a large class of existing…

Symbolic Computation · Computer Science 2026-01-14 Louis Gaillard

A general setup for deterministic system identification problems on graphs with Dirichlet and Neumann boundary conditions is introduced. When control nodes are available along the boundary, we apply a discretize-then-optimize method to…

Machine Learning · Computer Science 2024-02-21 Mehdi Garrousian , Amirhossein Nouranizadeh
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