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] Numerical scheme and stability analysis of stochastic Fitzhugh–Nagumo model

MW Yasin, MS Iqbal, N Ahmed, A Akgül, A Raza… - Results in Physics, 2022 - Elsevier
This article deals with the Fitzhugh–Nagumo equation in the presence of stochastic function.
A numerical scheme has been developed for the solution of such equations which preserves …

Designing universal causal deep learning models: The case of infinite-dimensional dynamical systems from stochastic analysis

L Galimberti, A Kratsios, G Livieri - arXiv preprint arXiv:2210.13300, 2022 - arxiv.org
Causal operators (CO), such as various solution operators to stochastic differential
equations, play a central role in contemporary stochastic analysis; however, there is still no …

Multilevel Picard approximations overcome the curse of dimensionality in the numerical approximation of general semilinear PDEs with gradient-dependent …

A Neufeld, TA Nguyen, S Wu - arXiv preprint arXiv:2311.11579, 2023 - arxiv.org
Neufeld and Wu (arXiv: 2310.12545) developed a multilevel Picard (MLP) algorithm which
can approximately solve general semilinear parabolic PDEs with gradient-dependent …

Multilevel Picard algorithm for general semilinear parabolic PDEs with gradient-dependent nonlinearities

A Neufeld, S Wu - arXiv preprint arXiv:2310.12545, 2023 - arxiv.org
In this paper we introduce a multilevel Picard approximation algorithm for general semilinear
parabolic PDEs with gradient-dependent nonlinearities whose coefficient functions do not …

Differentiable physics: A position piece

B Ramsundar, D Krishnamurthy… - arXiv preprint arXiv …, 2021 - arxiv.org
Differentiable physics provides a new approach for modeling and understanding the
physical systems by pairing the new technology of differentiable programming with classical …

Rectified deep neural networks overcome the curse of dimensionality in the numerical approximation of gradient-dependent semilinear heat equations

A Neufeld, TA Nguyen - arXiv preprint arXiv:2403.09200, 2024 - arxiv.org
Numerical experiments indicate that deep learning algorithms overcome the curse of
dimensionality when approximating solutions of semilinear PDEs. For certain linear PDEs …

Geometry-aware neural solver for fast Bayesian calibration of brain tumor models

I Ezhov, T Mot, S Shit, J Lipkova… - … on Medical Imaging, 2021 - ieeexplore.ieee.org
Modeling of brain tumor dynamics has the potential to advance therapeutic planning.
Current modeling approaches resort to numerical solvers that simulate the tumor …

Physics-informed neural networks with parameter asymptotic strategy for learning singularly perturbed convection-dominated problem

F Cao, F Gao, X Guo, D Yuan - Computers & Mathematics with Applications, 2023 - Elsevier
Physics-informed neural networks (PINN) have proven their effectiveness in solving partial
differential equations (PDEs). Nevertheless, existing networks cannot model finely detailed …

Full error analysis of the random deep splitting method for nonlinear parabolic PDEs and PIDEs

A Neufeld, P Schmocker, S Wu - Communications in Nonlinear Science …, 2025 - Elsevier
In this paper, we present a randomized extension of the deep splitting algorithm introduced
in Beck et al.(2021) using random neural networks suitable to approximately solve both high …