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(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…

机器学习 · 计算机科学 2025-03-11 Viggo Moro , Luiz F. O. Chamon

In this paper we establish a connection between non-convex optimization methods for training deep neural networks and nonlinear partial differential equations (PDEs). Relaxation techniques arising in statistical physics which have already…

机器学习 · 计算机科学 2017-06-05 Pratik Chaudhari , Adam Oberman , Stanley Osher , Stefano Soatto , Guillaume Carlier

Partial Differential Equations (PDEs) are used to model a variety of dynamical systems in science and engineering. Recent advances in deep learning have enabled us to solve them in a higher dimension by addressing the curse of…

Recent work in deep learning focuses on solving physical systems in the Ordinary Differential Equation or Partial Differential Equation. This current work proposed a variant of Convolutional Neural Networks (CNNs) that can learn the hidden…

机器学习 · 计算机科学 2021-11-02 Mansura Habiba , Barak A. Pearlmutter

Recent work on Path-Dependent Partial Differential Equations (PPDEs) has shown that PPDE solutions can be approximated by a probabilistic representation, implemented in the literature by the estimation of conditional expectations using…

机器学习 · 计算机科学 2022-10-05 Jiang Yu Nguwi , Nicolas Privault

In recent years, deep learning technology has been used to solve partial differential equations (PDEs), among which the physics-informed neural networks (PINNs) emerges to be a promising method for solving both forward and inverse PDE…

We develop a framework for estimating unknown partial differential equations from noisy data, using a deep learning approach. Given noisy samples of a solution to an unknown PDE, our method interpolates the samples using a neural network,…

机器学习 · 计算机科学 2019-10-24 Ali Hasan , João M. Pereira , Robert Ravier , Sina Farsiu , Vahid Tarokh

Partial differential equations (PDEs) that fit scientific data can represent physical laws with explainable mechanisms for various mathematically-oriented subjects, such as physics and finance. The data-driven discovery of PDEs from…

机器学习 · 计算机科学 2023-05-29 Yingtao Luo , Qiang Liu , Yuntian Chen , Wenbo Hu , Tian Tian , Jun Zhu

In recent years, there has been a growing interest in leveraging deep learning and neural networks to address scientific problems, particularly in solving partial differential equations (PDEs). However, many neural network-based methods…

机器学习 · 计算机科学 2024-04-24 Adrian Celaya , Keegan Kirk , David Fuentes , Beatrice Riviere

We propose a quantum machine learning framework for approximating solutions to high-dimensional parabolic partial differential equations (PDEs) that can be reformulated as backward stochastic differential equations (BSDEs). In contrast to…

数理金融 · 定量金融 2025-09-04 Howard Su , Huan-Hsin Tseng

In recent years, Scientific Machine Learning (SciML) methods for solving partial differential equations (PDEs) have gained increasing popularity. Within such a paradigm, Physics-Informed Neural Networks (PINNs) are novel deep learning…

数值分析 · 数学 2024-04-25 Pasquale Ambrosio , Salvatore Cuomo , Mariapia De Rosa

Deep learning has become a popular tool across many scientific fields, including the study of differential equations, particularly partial differential equations. This work introduces the basic principles of deep learning and the Deep…

机器学习 · 计算机科学 2026-01-09 Georgios Is. Detorakis

In this paper, a highly parallel and derivative-free martingale neural network learning method is proposed to solve Hamilton-Jacobi-Bellman (HJB) equations arising from stochastic optimal control problems (SOCPs), as well as general…

最优化与控制 · 数学 2024-12-23 Wei Cai , Shuixin Fang , Wenzhong Zhang , Tao Zhou

This research introduces a new method for the transition from partial to ordinary differential equations that is based on the Kolmogorov superposition theorem. In this paper, we discuss the numerical implementation of the Kolmogorov theorem…

数值分析 · 数学 2021-11-02 Korney Tomashchuk

We introduce a method that combines neural operators, physics-informed machine learning, and standard numerical methods for solving PDEs. The proposed approach extends each of the aforementioned methods and unifies them within a single…

计算工程、金融与科学 · 计算机科学 2025-12-02 Shahed Rezaei , Reza Najian Asl , Kianoosh Taghikhani , Ahmad Moeineddin , Michael Kaliske , Markus Apel

In recent years residual neural networks (ResNets) as introduced by [He, K., Zhang, X., Ren, S., and Sun, J., Proceedings of the IEEE conference on computer vision and pattern recognition (2016), 770-778] have become very popular in a large…

数值分析 · 数学 2021-11-02 Jonas Baggenstos , Diyora Salimova

Partial differential equations (PDEs) are important tools to model physical systems and including them into machine learning models is an important way of incorporating physical knowledge. Given any system of linear PDEs with constant…

机器学习 · 统计学 2023-11-03 Marc Härkönen , Markus Lange-Hegermann , Bogdan Raiţă

We present the Deep Picard Iteration (DPI) method, a new deep learning approach for solving high-dimensional partial differential equations (PDEs). The core innovation of DPI lies in its use of Picard iteration to reformulate the typically…

数值分析 · 数学 2025-07-08 Jiequn Han , Wei Hu , Jihao Long , Yue Zhao

It is a challenging topic in applied mathematics to solve high-dimensional nonlinear partial differential equations (PDEs). Standard approximation methods for nonlinear PDEs suffer under the curse of dimensionality (COD) in the sense that…

机器学习 · 计算机科学 2024-06-18 Julia Ackermann , Arnulf Jentzen , Benno Kuckuck , Joshua Lee Padgett

Partial differential equations play a fundamental role in the mathematical modelling of many processes and systems in physical, biological and other sciences. To simulate such processes and systems, the solutions of PDEs often need to be…