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The use of neural networks to solve differential equations, as an alternative to traditional numerical solvers, has increased recently. However, error bounds for the obtained solutions have only been developed for certain equations. In this…

We present an uncertainty-aware, physics-informed neural network (PINN) for option pricing that solves the Black--Scholes (BS) partial differential equation (PDE) as a mesh-free, global surrogate over $(S,t)$. The model embeds the BS…

计算金融 · 定量金融 2025-11-11 Sina Kazemian , Ghazal Farhani , Amirhessam Yazdi

Physics-Informed Neural Networks (PINNs) have emerged as powerful tools for solving partial differential equations (PDEs). However, training PINNs from scratch is often computationally intensive and time-consuming. To address this problem,…

数值分析 · 数学 2024-10-21 Sidi Wu

Partial differential equations (PDEs) serve as the cornerstone of mathematical physics. In recent years, Physics-Informed Neural Networks (PINNs) have significantly reduced the dependence on large datasets by embedding physical laws…

机器学习 · 计算机科学 2025-06-09 Wenxuan Huo , Qiang He , Gang Zhu , Weifeng Huang

In recent years, Physics-Informed Neural Networks (PINNs) have emerged as a powerful and robust framework for solving nonlinear differential equations across a wide range of scientific and engineering disciplines, including biology,…

流体动力学 · 物理学 2025-11-19 Ritik Pal , Soubhik Mukherjee , Urmi Dutta , Arghya Choudhury

Physics-Informed Neural Networks (PINNs) have been recognized as a mesh-free alternative to solve partial differential equations where physics information is incorporated. However, in dealing with problems characterized by high stiffness or…

机器学习 · 计算机科学 2026-03-04 Divyavardhan Singh , Shubham Kamble , Dimple Sonone , Kishor Upla

I present a simple hybrid framework that combines physics informed neural networks (PINNs) with features generated from small quantum circuits. As a proof of concept, a first-order equation is solved by feeding quantum measurement…

量子物理 · 物理学 2025-09-23 Rachana Soni

In this work, we propose a learning method for solving the linear transport equation under the diffusive scaling. Due to the multiscale nature of our model equation, the model is challenging to solve by using conventional methods. We employ…

数值分析 · 数学 2021-02-25 Liu Liu , Tieyong Zeng , Zecheng Zhang

Physics-Informed Neural Networks (PINNs) have become a prominent application of deep learning in scientific computation, as they are powerful approximators of solutions to nonlinear partial differential equations (PDEs). There have been…

机器学习 · 计算机科学 2023-06-01 Hwijae Son , Sung Woong Cho , Hyung Ju Hwang

Physics-informed neural networks (PINNs) are capable of finding the solution for a given boundary value problem. We employ several ideas from the finite element method (FEM) to enhance the performance of existing PINNs in engineering…

计算工程、金融与科学 · 计算机科学 2022-10-05 Shahed Rezaei , Ali Harandi , Ahmad Moeineddin , Bai-Xiang Xu , Stefanie Reese

Physics-informed deep learning has emerged as a promising framework for solving partial differential equations (PDEs). Nevertheless, training these models on complex problems remains challenging, often leading to limited accuracy and…

机器学习 · 统计学 2025-11-13 Wenqian Chen , Amanda Howard , Panos Stinis

Phase field models, in particular, the Allen-Cahn type and Cahn-Hilliard type equations, have been widely used to investigate interfacial dynamic problems. Designing accurate, efficient, and stable numerical algorithms for solving the phase…

数值分析 · 数学 2020-07-10 Colby L. Wight , Jia Zhao

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…

Physics-Informed Neural Networks (PINNs) are a novel computational approach for solving partial differential equations (PDEs) with noisy and sparse initial and boundary data. Although, efficient quantification of epistemic and aleatoric…

Parameter estimation remains a challenging task across many areas of engineering. Because data acquisition can often be costly, limited, or prone to inaccuracies (noise, uncertainty) it is crucial to identify sensor configurations that…

机器学习 · 统计学 2025-11-20 Georgios Venianakis , Constantinos Theodoropoulos , Michail Kavousanakis

Physics-Informed Neural Networks (PINN) has evolved into a powerful tool for solving partial differential equations, which has been applied to various fields such as energy, environment, en-gineering, etc. When utilizing PINN to solve…

流体动力学 · 物理学 2024-11-27 Zijie Su , Yunpu Liu , Sheng Pan , Zheng Li , Changyu Shen

We present a Physics-Informed Neural Network (PINN) to simulate the thermochemical evolution of a composite material on a tool undergoing cure in an autoclave. In particular, we solve the governing coupled system of differential equations…

机器学习 · 计算机科学 2021-06-16 Sina Amini Niaki , Ehsan Haghighat , Trevor Campbell , Anoush Poursartip , Reza Vaziri

Physics-informed Neural Networks (PINNs) have been shown to be effective in solving partial differential equations by capturing the physics induced constraints as a part of the training loss function. This paper shows that a PINN can be…

机器学习 · 计算机科学 2023-05-08 Chandrajit Bajaj , Luke McLennan , Timothy Andeen , Avik Roy

Recent advancements in physics-informed neural networks (PINNs) and their variants have garnered substantial focus from researchers due to their effectiveness in solving both forward and inverse problems governed by differential equations.…

机器学习 · 计算机科学 2026-01-06 Shivani Saini , Ramesh Kumar Vats , Arup Kumar Sahoo

In this research, the application of the Physics-Informed Neural Network (PINN) model is explored to solve transport equation-based Partial Differential Equations (PDEs). The primary objective is to analyze the impact of different…

机器学习 · 计算机科学 2023-12-04 Akshansh Mishra