Three ways to solve partial differential equations with neural networks—A review

J Blechschmidt, OG Ernst - GAMM‐Mitteilungen, 2021 - Wiley Online Library
Neural networks are increasingly used to construct numerical solution methods for partial
differential equations. In this expository review, we introduce and contrast three important …

An overview on deep learning-based approximation methods for partial differential equations

C Beck, M Hutzenthaler, A Jentzen… - arXiv preprint arXiv …, 2020 - arxiv.org
It is one of the most challenging problems in applied mathematics to approximatively solve
high-dimensional partial differential equations (PDEs). Recently, several deep learning …

[HTML][HTML] Tackling the curse of dimensionality with physics-informed neural networks

Z Hu, K Shukla, GE Karniadakis, K Kawaguchi - Neural Networks, 2024 - Elsevier
The curse-of-dimensionality taxes computational resources heavily with exponentially
increasing computational cost as the dimension increases. This poses great challenges in …

Generic bounds on the approximation error for physics-informed (and) operator learning

T De Ryck, S Mishra - Advances in Neural Information …, 2022 - proceedings.neurips.cc
We propose a very general framework for deriving rigorous bounds on the approximation
error for physics-informed neural networks (PINNs) and operator learning architectures such …

Algorithms for solving high dimensional PDEs: from nonlinear Monte Carlo to machine learning

E Weinan, J Han, A Jentzen - Nonlinearity, 2021 - iopscience.iop.org
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 …

A proof that rectified deep neural networks overcome the curse of dimensionality in the numerical approximation of semilinear heat equations

M Hutzenthaler, A Jentzen, T Kruse… - SN partial differential …, 2020 - Springer
Deep neural networks and other deep learning methods have very successfully been
applied to the numerical approximation of high-dimensional nonlinear parabolic partial …

[HTML][HTML] Hutchinson trace estimation for high-dimensional and high-order physics-informed neural networks

Z Hu, Z Shi, GE Karniadakis, K Kawaguchi - Computer Methods in Applied …, 2024 - Elsevier
Abstract Physics-Informed Neural Networks (PINNs) have proven effective in solving partial
differential equations (PDEs), especially when some data are available by seamlessly …

Solving high-dimensional Hamilton–Jacobi–Bellman PDEs using neural networks: perspectives from the theory of controlled diffusions and measures on path space

N Nüsken, L Richter - Partial differential equations and applications, 2021 - Springer
Optimal control of diffusion processes is intimately connected to the problem of solving
certain Hamilton–Jacobi–Bellman equations. Building on recent machine learning inspired …

Overcoming the curse of dimensionality in the numerical approximation of semilinear parabolic partial differential equations

M Hutzenthaler, A Jentzen, T Kruse… - … of the Royal …, 2020 - royalsocietypublishing.org
For a long time it has been well-known that high-dimensional linear parabolic partial
differential equations (PDEs) can be approximated by Monte Carlo methods with a …

Bias-variance trade-off in physics-informed neural networks with randomized smoothing for high-dimensional PDEs

Z Hu, Z Yang, Y Wang, GE Karniadakis… - arXiv preprint arXiv …, 2023 - arxiv.org
While physics-informed neural networks (PINNs) have been proven effective for low-
dimensional partial differential equations (PDEs), the computational cost remains a hurdle in …