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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,657 papers · 148 categories

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295786114 · May 202619922001200920172026
48 results for PDE residuals

PRISMA uses PDE residuals for fast, robust, and accurate inference.

problem Slow gradient-based optimization and instability in PDE residual-based methods.
method Integrates PDE residuals directly into the model's architecture via attention mechanisms in the spectral domain.
result Competitive accuracy with significantly lower inference costs and faster speeds.

Deep learning for HJB PDEs using synthetic data and residual minimization.

problem Solving Hamilton-Jacobi-Bellman PDEs for optimal control problems.
method Gradient-augmented synthetic dataset for supervised learning, residual minimization.
result Improves accuracy and efficiency of deep learning for HJB PDEs.

A new principle minimizes residual and introduces momentum to improve PDE solution dynamics.

problem Ill-conditioning in Dirac-Frenkel residual minimization leads to non-unique parameter dynamics.
method Introduces a history variable (momentum) to select better-conditioned parameter velocities, preserving residual minimization while promoting smooth parameter evolutions.
result The approach leads to increased robustness in singular and near-singular PDE solution regimes.

AAS optimizes neural network PDE approximations by adaptively sampling.

problem Statistical errors from random samples in neural network PDE approximations.
method Minmax formulation to optimize neural network and training set samples.
result Reduces Monte Carlo approximation error for a given sample size.

Neural operators correct PDE residuals to improve BIP solutions.

problem Reducing error in infinite-dimensional Bayesian inverse problems with neural operators.
method Error correction using PDE residuals to improve neural operator approximation.
result Trained neural operators with error correction achieve a quadratic reduction in approximation error.

D2SRM solves complex PDEs using deep learning.

problem High-dimensional, Hessian-dependent fully nonlinear parabolic PDEs.
method Single scalar space-time network generating derivative-consistent approximations trained through residuals and penalties.
result Well-posedness and convergence theory established for globally Lipschitz equations.

DAS-PINNs uses deep learning to solve complex PDEs more accurately.

problem Solving high-dimensional PDEs with high accuracy.
method Deep neural networks and generative models for adaptive sampling.
result DAS-PINNs significantly improves solution accuracy for low regularity and high-dimensional problems.

In this paper, we propose the idea of radial scaling in frequency domain and activation functions with compact support to produce a multi-scale DNN (MscaleDNN), which will have the multi-scale capability in approximating high frequency and high dimensional functions and speeding up the solution of high dimensional PDEs…

2019-10-25abs ↗pdf ↗

Physics-informed deep learning for PDEs solves forward and inverse problems efficiently.

problem Solving forward and inverse problems in parametric PDEs efficiently and accurately.
method Physics-informed deep latent variable model (PDDLVM) combining deep neural networks, probabilistic modelling, and variational inference.
result Achieves up to three orders of magnitude speed-up compared to traditional FEM while providing coherent uncertainty estimates.

New method learns PDE solutions from low-fidelity data.

problem Challenges in learning PDE surrogates with scarce data.
method Flow matching in infinite-dimensional space with conditional neural operators.
result Accurately learns PDE solutions across different resolutions and fidelities.

A new method uses deep learning to efficiently solve complex physics equations in high dimensions.

problem Efficiently solving high-dimensional time-dependent PDEs with dynamic solutions.
method Deep adaptive sampling framework for PINNs extended to spacetime domains using normalizing flows.
result The method effectively identifies and tracks high-residual regions in both space and time.

PINNs struggle with data-to-PDE inconsistencies, limiting their accuracy.

problem Data inconsistency in PINNs affects their accuracy and convergence.
method Systematic analysis of PINNs with varying data fidelity and residual errors.
result PINNs saturate at an error level dictated by data inconsistency.

PANIS learns PDE surrogates for heterogeneous materials without solving the PDE.

problem Learning surrogates for parametrized PDEs in heterogeneous media.
method Physics-aware neural implicit solvers combining probabilistic learning and physics-informed discretization.
result Learned surrogates for effective solutions in heterogeneous materials without solving the reference problem.

FM4PDE learns PDE solutions from sparse data.

problem Reconstructing PDE solutions from limited observations.
method Flow-matching generative framework that learns PDE coefficients and solutions.
result Error guarantees for guided procedures, including deterministic and stochastic samplers.

In this paper, we present an initial attempt to learn evolution PDEs from data. Inspired by the latest development of neural network designs in deep learning, we propose a new feed-forward deep network, called PDE-Net, to fulfill two objectives at the same time: to accurately predict dynamics of complex systems and to …

2017-10-26abs ↗pdf ↗

This work introduces a new loss function to improve the efficiency of optimization-based PDE solvers.

problem Optimization-based PDE solvers converge slowly and are inefficient compared to classical iterative solvers.
method Proposes a novel Stabilized Gradient Residual (SGR) loss function to modulate the condition number.
result The SGR loss achieves orders-of-magnitude faster convergence than the MSE loss in both ODIL and PINNs frameworks.

DCGD improves training of PINNs by adjusting gradients to avoid negative inner products.

problem Pathological behaviors in PINNs training, especially gradient imbalance.
method Dual Cone Gradient Descent (DCGD) framework to adjust gradient direction.
result DCGD outperforms other optimization algorithms in various evaluation metrics.

Partial differential equations (PDEs) are indispensable for modeling many physical phenomena and also commonly used for solving image processing tasks. In the latter area, PDE-based approaches interpret image data as discretizations of multivariate functions and the output of image processing algorithms as solutions to…

2018-04-12abs ↗pdf ↗

Neural IVP solves IVPs with neural networks, overcoming scaling and conditioning issues.

problem Solving initial value PDEs with neural networks is challenging due to numerical errors and limited scalability.
method Developed an ODE-based approach to solve IVPs with neural networks, preventing ill-conditioning and scaling issues.
result Neural IVP solves challenging PDEs with neural networks efficiently and accurately.

Unified framework for forward and inverse PDE problems in multiphase media.

problem Non-differentiable inverse problems in discrete-valued material fields.
method GenPANIS: Latent-variable generative framework preserving discrete microstructures.
result Unified bidirectional inference with minimal labeled pairs and physics-aware decoder.

HTE improves PINNs for high-dimensional, high-order PDEs by reducing computational cost and memory usage.

problem Challenges in solving high-dimensional, high-order PDEs with PINNs due to computational cost and memory constraints.
method Introduces Hutchinson Trace Estimation (HTE) to transform Hessian matrix calculations into Hessian vector products (HVP), reducing computational cost and memory usage.
result HTE significantly reduces memory consumption and computational cost, enabling faster and more efficient solution of high-dimensional and high-order PDEs.

We develop DTs for PDE models using KL-NN and TL, analyzing TL's moment equations and one-shot learning for exactness.

problem Creating accurate digital twins for systems governed by PDEs under changing conditions.
method We use KL-NN surrogate models and transfer learning to construct DTs, analyzing the moment equations and proposing one-shot and few-shot learning methods.
result For linear PDEs, one-shot TL is exact; for nonlinear PDEs, some parameters can be transferred with minimal error.

Deep learning has achieved remarkable success in diverse applications; however, its use in solving partial differential equations (PDEs) has emerged only recently. Here, we present an overview of physics-informed neural networks (PINNs), which embed a PDE into the loss of the neural network using automatic differentiat…

2019-07-10abs ↗pdf ↗

DeepSVM learns SVMs without PDE solving, achieving high pricing accuracy.

problem Computational bottleneck in real-time calibration of stochastic volatility models.
method Physics-informed Deep Operator Network (PI-DeepONet) that enforces terminal payoffs and no-arbitrage conditions.
result DeepSVM achieves high pricing accuracy across various market dynamics.

The paper defines and computes volumes of meromorphic differentials with simple poles.

problem Defining and computing volumes of strata of meromorphic differentials with simple poles.
method Definition of volume as an integral of a tautological class, computation by induction, and solution of an integrable system.
result Algebraic constants of volumes can be computed and shown to be solutions of integrable systems.

PLoM learns stochastic solutions to PDEs with limited data.

problem Synthesizing solutions to nonlinear PDEs with scarce data.
method Probabilistic Learning on Manifolds constrained by PDEs.
result Learned stochastic solutions minimize PDE residuals.

New method improves training of PINNs for PDEs by adding noisy supervision terms.

problem Slow or failed convergence of PINNs on challenging PDEs.
method Operator preconditioning using Feynman-Kac supervision and non-asymptotic error bounds.
result Non-asymptotic error bounds for FK-PINNs, showing improved performance over standard PINNs.

Framework uses deep learning and statistical models to solve PDEs with discontinuous coefficients.

problem Solving PDEs with discontinuous coefficients.
method Two-stage physics-informed deep learning and statistical mixture models.
result Framework achieves adaptability and accurate parameter identification.

Our main results are: (1) The complex a Lagrangian points of a non-complex Lagrangian 2n2n-dimensional submanifold $F:M\ra N$, immersed with parallel mean curvature and with equal Kaehler angles into a Kaehler-Einstein manifold (N,J,g)(N,J,g) of complex dimension 2n2n, are zeros of finite order of sin2θ\sin^2θ and cos2θ\cos^2θ re…

2004-08-16abs ↗pdf ↗

A neural network solves Black-Scholes PDE for option pricing with uncertainty quantification.

problem Solving the Black-Scholes equation for option pricing with uncertainty.
method Physics-informed neural network (PINN) that embeds BS operator and conditions, handles early exercise via relaxation, and uses anchored-ensemble fine-tuning for uncertainty quantification.
result The method achieves low errors and accurate predictions for European and American options, outperforming data-driven baselines.

This paper proposes an unsupervised learning method to solve heat equations on chips.

problem Critical need for solving heat transfer equations on chips for 5G and AI.
method Hybrid framework of Auto Encoder and Image Gradient for unsupervised learning.
result Framework can solve heat transfer problems with a single training process and predict unseen cases.

This work analyzes PINNs for advection-diffusion equations using NTK theory.

problem Understanding and resolving the training difficulties of PINNs for advection-diffusion equations.
method Neural Tangent Kernel (NTK) analysis of PINNs for the linear advection-diffusion equation (LAD).
result PINNs struggle due to spectral bias and convergence rate disparity, especially in advection-dominated and diffusion-dominated regimes.

Develops PAC-Bayesian framework for physics-informed machine learning.

problem Lack of statistical generalisation understanding for PIML models.
method PAC-Bayesian framework with multi-task perspective, incorporating physical structure.
result High-probability generalisation guarantees with unbounded losses.