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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 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

Usually, the systems of partial differential equations (PDEs) are discovered from observational data in the single vector equation form. However, this approach restricts the application to the real cases, where, for example, the form of the…

神经与进化计算 · 计算机科学 2021-08-13 Mikhail Maslyaev , Alexander Hvatov

Nonlinear differential equations (DEs) are used in a wide range of scientific problems to model complex dynamic systems. The differential equations often contain unknown parameters that are of scientific interest, which have to be estimated…

统计计算 · 统计学 2021-09-07 Shijia Wang , Shufei Ge , Renny Doig , Liangliang Wang

We present a new scientific machine learning method that learns from data a computationally inexpensive surrogate model for predicting the evolution of a system governed by a time-dependent nonlinear partial differential equation (PDE), an…

数值分析 · 数学 2022-02-28 Elizabeth Qian , Ionut-Gabriel Farcas , Karen Willcox

This paper aims to devise an adaptive neural network basis method for numerically solving a second-order semilinear partial differential equation (PDE) with low-regular solutions in two/three dimensions. The method is obtained by combining…

数值分析 · 数学 2024-11-05 Jianguo Huang , Haohao Wu , Tao Zhou

Differential-elimination algorithms apply a finite number of differentiations and eliminations to systems of partial differential equations. For systems that are polynomially nonlinear with rational number coefficients, they guarantee the…

符号计算 · 计算机科学 2024-10-17 Siyuan Deng , Michelle Hatzel , Gregory Reid , Wenqiang Yang , Wenyuan Wu

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

We present Mechanistic PDE Networks -- a model for discovery of governing partial differential equations from data. Mechanistic PDE Networks represent spatiotemporal data as space-time dependent linear partial differential equations in…

机器学习 · 计算机科学 2025-06-12 Adeel Pervez , Efstratios Gavves , Francesco Locatello

A nonlinear inequality is formulated in the paper. An estimate of the rate of decay of solutions to this inequality is obtained. This inequality is of interest in a study of dynamical systems and nonlinear evolution equations. It can be…

经典分析与常微分方程 · 数学 2009-03-05 N. S. Hoang , A. G. Ramm

Delayed neural field models can be viewed as a dynamical system in an appropriate functional analytic setting. On two dimensional rectangular space domains, and for a special class of connectivity and delay functions, we describe the…

动力系统 · 数学 2022-07-01 L. Spek , M. Polner , K. Dijkstra , S. A. van Gils

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…

数值分析 · 数学 2023-09-12 Jiang Yu Nguwi , Guillaume Penent , Nicolas Privault

The Riemann-Hilbert problem associated with the integrable PDE is used as a nonlinear transformation of the nearly integrable PDE to the spectral space. The temporal evolution of the spectral data is derived with account for arbitrary…

可精确求解与可积系统 · 物理学 2015-06-26 V. S. Shchesnovich

A comparison is made between bispectral systems and dual isomonodromic deformation equations. A number of examples are given, showing how bispectral systems may be embedded into isomonodromic ones. Sufficiency conditions are given for the…

solv-int · 物理学 2009-01-21 J. Harnad

High-dimensional partial differential equations (PDEs) pose significant challenges for numerical computation due to the curse of dimensionality, which limits the applicability of traditional mesh-based methods. Since 2017, the Deep BSDE…

数值分析 · 数学 2025-05-26 Jiequn Han , Arnulf Jentzen , Weinan E

In the past, we have presented a systematic computational framework for analyzing self-similar and traveling wave dynamics in nonlinear partial differential equations (PDEs) by dynamically factoring out continuous symmetries such as…

In this paper, we introduce a new finite expression method (FEX) to solve high-dimensional partial integro-differential equations (PIDEs). This approach builds upon the original FEX and its inherent advantages with new advances: 1) A novel…

数值分析 · 数学 2025-06-19 Gareth Hardwick , Senwei Liang , Haizhao Yang

In this study, we propose parameter-varying neural ordinary differential equations (NODEs) where the evolution of model parameters is represented by partition-of-unity networks (POUNets), a mixture of experts architecture. The proposed…

机器学习 · 计算机科学 2022-10-04 Kookjin Lee , Nathaniel Trask

We present a short review of the evolution of the methodology of the Method of simplest equation for obtaining exact particular solutions of nonlinear partial differential equations (NPDEs) and the recent extension of a version of this…

可精确求解与可积系统 · 物理学 2019-06-20 Nikolay K. Vitanov

In this work, we present a hybrid numerical method for solving evolution partial differential equations (PDEs) by merging the time finite element method with deep neural networks. In contrast to the conventional deep learning-based…

数值分析 · 数学 2024-09-05 Xiaodong Feng , Haojiong Shangguan , Tao Tang , Xiaoliang Wan , Tao Zhou