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相关论文: INEUS: Iterative Neural Solver for High-Dimensiona…

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This paper focuses on proposing a deep learning initialized iterative method (Int-Deep) for low-dimensional nonlinear partial differential equations (PDEs). The corresponding framework consists of two phases. In the first phase, an…

数值分析 · 数学 2020-08-26 Jianguo Huang , Haoqin Wang , Haizhao Yang

Solving partial differential equations (PDE) is an indispensable part of many branches of science as many processes can be modelled in terms of PDEs. However, recent numerical solvers require manual discretization of the underlying equation…

Physics-informed neural networks (PINNs) have recently become a powerful tool for solving partial differential equations (PDEs). However, finding a set of neural network parameters that lead to fulfilling a PDE can be challenging and…

机器学习 · 计算机科学 2023-04-12 Aleksandr Dekhovich , Marcel H. F. Sluiter , David M. J. Tax , Miguel A. Bessa

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

We investigate solving partial integro-differential equations (PIDEs) using unsupervised deep learning in this paper. To price options, assuming underlying processes follow Levy processes, we require to solve PIDEs. In supervised deep…

计算金融 · 定量金融 2022-07-04 Ali Hirsa , Weilong Fu

Solving high dimensional partial differential equations (PDEs) has historically posed a considerable challenge when utilizing conventional numerical methods, such as those involving domain meshes. Recent advancements in the field have seen…

数值分析 · 数学 2024-02-05 Xiaokai Huo , Hailiang Liu

The recently developed physics-informed machine learning has made great progress for solving nonlinear partial differential equations (PDEs), however, it may fail to provide reasonable approximations to the PDEs with discontinuous…

数值分析 · 数学 2021-12-06 Chunyue Lv , Lei Wang , Chenming Xie

Partial differential equations (PDEs) on surfaces are fundamental to scientific computing and geometry processing. A popular approach to solving PDEs on surfaces is the finite element method (FEM), where the surface is divided into discrete…

图形学 · 计算机科学 2026-05-27 Pranav Jain , Navami Kairanda , Peter Yichen Chen , Oded Stein

Partial differential equations (PDEs) are widely used across the physical and computational sciences. Decades of research and engineering went into designing fast iterative solution methods. Existing solvers are general purpose, but may be…

数值分析 · 数学 2024-09-23 Jun-Ting Hsieh , Shengjia Zhao , Stephan Eismann , Lucia Mirabella , Stefano Ermon

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…

Physics-informed neural networks (PINNs) have shown to be an effective tool for solving forward and inverse problems of partial differential equations (PDEs). PINNs embed the PDEs into the loss of the neural network, and this PDE loss is…

计算物理 · 物理学 2023-07-19 Chenxi Wu , Min Zhu , Qinyang Tan , Yadhu Kartha , Lu Lu

We propose a numerical method for solving high dimensional fully nonlinear partial differential equations (PDEs). Our algorithm estimates simultaneously by backward time induction the solution and its gradient by multi-layer neural…

最优化与控制 · 数学 2021-01-27 Huyen Pham , Xavier Warin , Maximilien Germain

In this paper, we propose a deep learning framework for solving high-dimensional partial integro-differential equations (PIDEs) based on the temporal difference learning. We introduce a set of Levy processes and construct a corresponding…

数值分析 · 数学 2024-04-01 Liwei Lu , Hailong Guo , Xu Yang , Yi Zhu

In this work, we study physics-informed neural networks (PINNs) constrained by partial differential equations (PDEs) and their application in approximating PDEs with two characteristic scales. From a continuous perspective, our formulation…

最优化与控制 · 数学 2024-09-06 Michael Hintermüller , Denis Korolev

Motivated by recent research on Physics-Informed Neural Networks (PINNs), we make the first attempt to introduce the PINNs for numerical simulation of the elliptic Partial Differential Equations (PDEs) on 3D manifolds. PINNs are one of the…

数值分析 · 数学 2021-03-05 Zhuochao Tang , Zhuojia Fu

We propose new machine learning schemes for solving high dimensional nonlinear partial differential equations (PDEs). Relying on the classical backward stochastic differential equation (BSDE) representation of PDEs, our algorithms estimate…

概率论 · 数学 2020-06-08 Côme Huré , Huyên Pham , Xavier Warin

This paper introduces PDEformer, a neural solver for partial differential equations (PDEs) capable of simultaneously addressing various types of PDEs. We propose to represent the PDE in the form of a computational graph, facilitating the…

数值分析 · 数学 2025-01-28 Zhanhong Ye , Xiang Huang , Leheng Chen , Hongsheng Liu , Zidong Wang , Bin Dong

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…

The great success of Physics-Informed Neural Networks (PINN) in solving partial differential equations (PDEs) has significantly advanced our simulation and understanding of complex physical systems in science and engineering. However, many…

数值分析 · 数学 2024-09-10 Hao Zhang , Longxiang Jiang , Xinkun Chu , Yong Wen , Luxiong Li , Yonghao Xiao , Liyuan Wang

Physics-informed neural networks (PINNs) solve time-dependent partial differential equations (PDEs) by learning a mesh-free, differentiable solution that can be evaluated anywhere in space and time. However, standard space--time PINNs take…

机器学习 · 计算机科学 2026-01-29 Chen-Yang Dai , Che-Chia Chang , Te-Sheng Lin , Ming-Chih Lai , Chieh-Hsin Lai
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