相关论文: Score-Based Physics-Informed Neural Networks for H…

This paper proposes two efficient approximation methods to solve high-dimensional fully nonlinear partial differential equations (NPDEs) and second-order backward stochastic differential equations (2BSDEs), where such high-dimensional fully…

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…

Stochastic differential equations (SDEs) and the Kolmogorov partial differential equations (PDEs) associated to them have been widely used in models from engineering, finance, and the natural sciences. In particular, SDEs and Kolmogorov…

In this paper, we propose a refinement strategy to the well-known Physics-Informed Neural Networks (PINNs) for solving partial differential equations (PDEs) based on the concept of Optimal Transport (OT). Conventional black-box PINNs…

Physics-Informed Neural Networks (PINNs) have emerged as a powerful framework for solving partial differential equations (PDEs) by embedding physical constraints into the loss function. However, standard optimizers such as Adam often…

We introduce a novel numerical scheme for solving the Fokker-Planck equation of discretized Dean-Kawasaki models with a functional tensor network ansatz. The Dean-Kawasaki model describes density fluctuations of interacting particle…

Physics-Informed Neural Networks (PINNs) have shown continuous and increasing promise in approximating partial differential equations (PDEs), although they remain constrained by the curse of dimensionality. In this paper, we propose a…

A neural stochastic differential equation (SDE) is an SDE with drift and diffusion terms parametrized by neural networks. The training procedure for neural SDEs consists of optimizing the SDE vector field (neural network) parameters to…

Backward stochastic differential equation (BSDE)-based deep learning methods provide an alternative to Physics-Informed Neural Networks (PINNs) for solving high-dimensional partial differential equations (PDEs), offering potential…

In recent years, tremendous progress has been made on numerical algorithms for solving partial differential equations (PDEs) in a very high dimension, using ideas from either nonlinear (multilevel) Monte Carlo or deep learning. They are…

Physics-informed neural networks (PINNs) have been widely utilized for solving a range of partial differential equations (PDEs) in various scientific and engineering disciplines. This paper presents a Fourier heuristic-enhanced PINN (termed…

We consider the use of Gaussian Processes (GPs) or Neural Networks (NNs) to numerically approximate the solutions to nonlinear partial differential equations (PDEs) with rough forcing or source terms, which commonly arise as pathwise…

The Fokker-Plank-Kolmogorov (FPK) equation is an idealized model representing many stochastic systems commonly encountered in the analysis of stochastic structures as well as many other applications. Its solution thus provides an invaluable…

The emergence of neural networks constrained by physical governing equations has sparked a new trend in deep learning research, which is known as Physics-Informed Neural Networks (PINNs). However, solving high-dimensional problems with…

We present a multidimensional deep learning implementation of a stochastic branching algorithm for the numerical solution of fully nonlinear PDEs. This approach is designed to tackle functional nonlinearities involving gradient terms of any…

In this article, we introduce and analyze a deep learning based approximation algorithm for SPDEs. Our approach employs neural networks to approximate the solutions of SPDEs along given realizations of the driving noise process. If applied…

This paper aims to investigate the numerical approximation of a general second order parabolic stochastic partial differential equation(SPDE) driven by multiplicative and additive noise. Our main interest is on such SPDEs where the…

Physics-Informed Neural Networks (PINNs) combine deep learning with physical constraints for solving partial differential equations (PDEs), and are widely applied in fluid mechanics, heat transfer, and solid mechanics. However, PINN…

This paper introduces a novel methodology for solving distributed-order fractional differential equations using a physics-informed machine learning framework. The core of this approach involves extending the support vector regression (SVR)…

We present DeepFDM, a differentiable finite-difference framework for learning spatially varying coefficients in time-dependent partial differential equations (PDEs). By embedding a classical forward-Euler discretization into a convolutional…