PDE Solving

PDE: Partial Differential Equation

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PDE solving seeks approximate solutions to equations describing processes such as heat flow, fluids, waves, and diffusion, where exact solutions are often unavailable. Classical approaches include finite difference, finite element, finite volume, spectral, and domain-decomposition methods; learning-based approaches include physics-informed neural networks, neural operators, and randomized or basis-based solvers. Current work also combines these methods, using learned models for acceleration, adaptive refinement, or surrogate prediction while retaining numerical constraints such as conservation and boundary conditions. A central challenge is balancing speed and flexibility with accuracy, stability, reliable generalization, and guarantees that residual errors reflect true solution errors.

Latest papers

255 papers30 papers in the last four weeks, up 20% on the four weeks before. 0.2% of all new papers.

Jan 19, 2026

Adaptively trained Physics-informed Radial Basis Function Neural Networks for Solving Multi-asset Option Pricing Problems

The present study investigates the numerical solution of Black-Scholes partial differential equation (PDE) for option valuation with multiple underlying assets. We develop a physics-informed (PI) machine learning algorithm based on a radial basis function neural network (RBFNN) that concurrently optimizes the network architecture and predicts the target option price. The physics-informed radial basis function neural network (PIRBFNN) combines the strengths of the traditional radial basis function collocation method and the physics-informed neural network machine learning approach to effectively solve PDE problems in the financial context. By employing a PDE residual-based technique to adaptively refine the distribution of hidden neurons during the training process, the PIRBFNN facilitates accurate and efficient handling of multidimensional option pricing models featuring non-smooth payoff conditions. The validity of the proposed method is demonstrated through a set of experiments encompassing a single-asset European put option, a double-asset exchange option, and a four-asset basket call option.

Yan Ma, Yumeng Ren, Elisabeth Larsson

aCollege of Mathematics and Statistics, Northwest Normal University, Lanzhou, China · bDepartment of Mathematics, City University of Hong Kong, Hong Kong SAR, China · cDepartment of Information Technology, Uppsala University, Sweden

Quantitative Finance PDE Solving Physics-Informed ML

Dec 22, 2025

Adaptive Probability Flow Residual Minimization for High-Dimensional Fokker-Planck Equations

Solving high-dimensional Fokker-Planck (FP) equations remains a challenging problem in computational physics and stochastic dynamics, due to the curse of dimensionality, unbounded domains, and complex probability landscapes. In this work, we propose an adaptive probability flow residual minimization (A-PFRM) method for this problem. The second-order FP equation is reformulated as an equivalent first-order continuity equation associated with the probability flow ordinary differential equation, based on which a loss function is constructed to train neural network approximations without Hessian computation. To further improve the computational efficiency, the Hutchinson trace estimator is applied to compute the divergence in the corresponding score function, such that the training time can be dimension-independent on GPUs. Adaptive sampling strategies are employed to generate the collocation points, and our analysis shows that the Kullback-Leibler divergence between our A-PFRM approximation and the exact solution is bounded by the residual loss weighted by the estimated density function. Numerical experiments are presented to demonstrate the performance of A-PFRM, which include Ornstein-Uhlenbeck (OU) processes problems, Brownian motions with time-varying diffusion, and Geometric OU processes featuring non-Gaussian solutions up to one hundred dimensions.

Xiaolong Wu, Qifeng Liao

School of Information Science and Technology, ShanghaiTech University, Shanghai, 201210, China

Neural PDE Solvers PDE Solving Adaptive Sampling Fokker–Planck Equation

Dec 3, 2025

Quantum-Classical Physics-Informed Neural Networks for Solving Reservoir Seepage Equations

Solving reservoir seepage partial differential equations (PDEs) is critical for hydrocarbon development optimization and production forecasting. Conventional numerical solvers suffer from mesh errors and high computational cost. Standard Physics-Informed Neural Networks (PINNs) are limited by inefficient parameters. They also face weak high-dimensional representation and poor nonlinear fitting ability. We adapt the Discrete Variable (DV)-Circuit Quantum-Classical Physics-Informed Neural Network (QCPINN) to tackle these drawbacks. This work applies the method to four representative reservoir seepage models. The models cover heterogeneous single-phase pressure diffusion. They also include nonlinear Buckley-Leverett two-phase waterflooding. Another case is adsorption-coupled convection-diffusion compositional flow. The last one refers to fully coupled pressure-saturation two-phase flow with exponential permeability heterogeneity. The QCPINN combines classical preprocessing and postprocessing networks with a DV quantum core. It leverages quantum entanglement and superposition to boost high-dimensional feature mapping. Physical constraints are embedded within the framework to guarantee physically consistent solutions. We evaluate three quantum circuit topologies including Cascade, Cross-mesh and Alternate. Numerical tests prove QCPINNs outperform classical PINNs in prediction accuracy, and the circuit topologies show case-specific performance with clear applicable ranges. This work verifies QCPINN's practicability for reservoir engineering. It bridges quantum computing research with oilfield industrial applications.

Xiang Rao, Yina Liu, Yuxuan Shen

School of Petroleum Engineering, Yangtze University, Wuhan 430100, China · College of Future Technology, Yangtze University, Wuhan 430100, China · State Key Laboratory of Low Carbon Catalysis and Carbon Dioxide Utilization (Yangtze University), Wuhan 430100, China +2

PDE Solving Physics-Informed ML Hybrid Quantum-Classical ML

Nov 20, 2025

Hybrid coupling with operator inference and the overlapping Schwarz alternating method

This paper presents a novel hybrid approach for coupling subdomain-local non-intrusive Operator Inference (OpInf) reduced order models (ROMs) with each other and with subdomain-local high-fidelity full order models (FOMs) with using the overlapping Schwarz alternating method (O-SAM). The proposed methodology addresses significant challenges in multiscale modeling and simulation, particularly the long runtime and complex mesh generation requirements associated with traditional high-fidelity simulations. By leveraging the flexibility of O-SAM, we enable the seamless integration of disparate models, meshes, and time integration schemes, enhancing computational efficiency while maintaining high accuracy. Our approach is demonstrated through a series of numerical experiments on complex three-dimensional (3D) solid dynamics problems, showcasing speedups of up to 106x compared to conventional FOM-FOM couplings. This work paves the way for more efficient simulation workflows in engineering applications, with potential extensions to a wide range of partial differential equations.

Irina Tezaur, Eric Parish, Anthony Gruber +3

Sandia National Laboratories, Livermore, CA and Albuquerque, NM, USA · Rice University, Houston, TX, USA

PDE Solving Reduced-Order Modeling Domain Decomposition Methods

Nov 19, 2025

Neural network-driven domain decomposition for efficient solutions to the Helmholtz equation

Accurately simulating wave propagation is crucial in fields such as acoustics, electromagnetism, and seismic analysis. Traditional numerical methods, like finite difference and finite element approaches, are widely used to solve governing partial differential equations (PDEs) such as the Helmholtz equation. However, these methods face significant computational challenges when applied to high-frequency wave problems in complex two-dimensional domains. This work investigates Finite Basis Physics-Informed Neural Networks (FBPINNs) and their multilevel extensions as a promising alternative. These methods leverage domain decomposition, partitioning the computational domain into overlapping sub-domains, each governed by a local neural network. We assess their accuracy and computational efficiency in solving the Helmholtz equation for the homogeneous case, demonstrating their potential to mitigate the limitations of traditional approaches.

Victorita Dolean, Daria Hrebenshchykova, Stéphane Lanteri +1

Department of Mathematics and Computer Science, Eindhoven University of Technology, The Netherlands · Atlantis project-team, Inria Research Center at Université Côte d’Azur, France · MACARON project-team, Université de Strasbourg, CNRS, Inria, IRMA, France

Neural PDE Solvers PDE Solving Domain Decomposition Methods Physics-Informed ML

Oct 29, 2025

LieSolver: PDE-Constrained Learning for IBVPs via Lie Symmetries

Initial-boundary value problems (IBVPs) provide the essential framework for modelling a wide range of phenomena in physics and engineering. We introduce a novel method for efficiently solving IBVPs using Lie symmetries to enforce the associated partial differential equation (PDE) exactly by construction. By leveraging symmetry transformations, our model embeds the underlying physical laws and learns the solution solely from initial and boundary data. Consequently, the boundary loss directly quantifies domain-wide error, enabling rigorous error estimation for well-posed IBVPs. We implement LieSolver and demonstrate its application to linear homogeneous PDEs, showing that it outperforms physics-informed neural networks (PINNs) in both speed and accuracy while yielding compact models. Overall, our approach significantly enhances the efficiency and reliability of predictions for PDE-constrained problems.

René P. Klausen, Ivan Timofeev, Jonas Naujoks +4

Department of Artificial Intelligence, Fraunhofer Heinrich Hertz Institute, Berlin, Germany · Department of Electrical Engineering and Computer Science, Technische Universität Berlin, Germany · BIFOLD Berlin Institute for the Foundations of Learning and Data, Berlin, Germany +1

Neural PDE Solvers PDE Solving Physics-Informed ML

Sep 29, 2025

A Greedy PDE Router for Blending Neural Operators and Classical Methods

When solving PDEs, classical numerical solvers are often computationally expensive, while machine learning methods can suffer from spectral bias, failing to capture high-frequency components. Designing an optimal hybrid iterative solver--where, at each iteration, a solver is selected from an ensemble of solvers to leverage their complementary strengths--poses a challenging combinatorial problem. While greedy selection is desirable for its constant-factor approximation guarantee to the optimal solution under Lipschitz assumptions, it requires knowledge of the true error at each step, which is unavailable in practice. We address this by proposing an approximate greedy router that efficiently mimics a greedy approach to solver selection. Empirical results on the Poisson, convection-diffusion, and anisotropic diffusion equations show that our method consistently reduces time-to-solution relative to single-solver baselines and existing hybrid approaches such as HINTS.

Sahana Rayan, Yash Patel, Ambuj Tewari

Department of Statistics University of Michigan Ann Arbor, MI 48104, USA

Sep 19, 2025

A Flow-rate-conserving CNN-based Domain Decomposition Method for Blood Flow Simulations

This work aims to predict blood flow with non-Newtonian viscosity in stenosed arteries using convolutional neural network (CNN) surrogate models. An alternating Schwarz domain decomposition method is proposed which uses CNN-based subdomain solvers. A universal subdomain solver (USDS) is trained on a single, fixed geometry and then applied for each subdomain solve in the Schwarz method. Results for two-dimensional stenotic arteries of varying shape and length for different inflow conditions are presented and statistically evaluated. One key finding, when using a limited amount of training data, is that incorporating a physics-aware constraint, as, in our case, flow rate conservation, into the USDS improves the prediction accuracy and convergence behavior of the Schwarz method compared to a purely data-driven USDS. As the USDS is a data-driven, inexact subdomain solver, admissible parameter ranges for the geometry and inflow configurations must be defined and tested.

Simon Klaes, Axel Klawonn, Natalie Kubicki +4

Department of Mathematics and Computer Science, University of Cologne, Germany · Center for Data and Simulation Science, University of Cologne, Germany · Institute for Advanced Simulation (IAS-2), Forschungszentrum Jülich, Germany +1

PDE Solving PDE Surrogate Modeling Domain Decomposition Methods Physics-Informed ML Convolutional Neural Networks Computational Fluid Dynamics

Aug 29, 2025

Convergence of Stochastic Gradient Methods for Wide Two-Layer Physics-Informed Neural Networks for the Poisson Equation

Physics informed neural networks (PINNs) represent a very popular class of neural solvers for partial differential equations. In practice, one often employs stochastic gradient descent type algorithms to train the neural network. Therefore, the convergence guarantee of stochastic gradient descent is of fundamental importance. In this work, we establish the linear convergence of stochastic gradient descent / flow in training over-parameterized two layer PINNs with a general class of activation functions for solving one model second-order elliptic problem, i.e., the Poisson equation, in the sense of high probability. These results extend the existing result [20] in which gradient descent was analyzed. The challenge of the analysis lies in handling the dynamic randomness introduced by stochastic optimization methods. The key of the analysis lies in ensuring the positive definiteness of suitable Gram matrices during the training. The analysis sheds insight into the dynamics of the optimization process, and provides guarantees on physics informed neural networks trained by stochastic algorithms.

Bangti Jin, Longjun Wu

Department of Mathematics, The Chinese University of Hong Kong, Shatin, N.T., Hong Kong, P.R. China

Neural PDE Solvers PDE Solving Stochastic Optimization Convergence Physics-Informed ML Stochastic Gradient Descent

Jun 23, 2025

DPG loss functions for learning parameter-to-solution maps by neural networks

We develop, analyze, and experimentally explore residual-based loss functions for machine learning of parameter-to-solution maps in the context of parameter-dependent families of partial differential equations (PDEs). Our primary concern is on rigorous accuracy certification to enhance the prediction capability of the resulting deep neural network reduced models. This is achieved by the use of variationally correct loss functions. Through one specific example of an elliptic PDE, details for establishing the variational correctness of a loss function from an ultraweak Discontinuous Petrov Galerkin (DPG) discretization are worked out. Despite the focus on the example, the proposed concepts apply to a much wider scope of problems, namely problems for which stable DPG formulations are available. The issue of high-contrast diffusion fields and ensuing difficulties with degrading ellipticity are discussed. Both numerical results and theoretical arguments illustrate that for high-contrast diffusion parameters the proposed DPG loss functions deliver much more robust performance than simpler least-squares losses.

Pablo Cortés Castillo, Wolfgang Dahmen, Jay Gopalakrishnan

PDE Solving PDE Surrogate Modeling Robust Loss Functions PDE Operator Learning Physics-Informed ML

Feb 24, 2025

Gabor-Enhanced Physics-Informed Neural Networks for Fast Simulations of Acoustic Wavefields

Physics-Informed Neural Networks (PINNs) have gained attention for solving partial differential equations, including the scattered Helmholtz equation, due to their flexibility and mesh-free formulation. However, their performance suffers from low-frequency bias, particularly in high-frequency wavefield simulations, limiting convergence speed and accuracy. To address this, we propose a novel and simplified PINN framework that incorporates explicit, trainable Gabor basis functions to efficiently capture the localized and oscillatory nature of wavefields. Unlike previous Gabor-based PINNs that rely on multiplicative filters or auxiliary networks to learn Gabor parameters, our approach redefines the network's task as learning a nonlinear mapping from input coordinates to a custom Gabor coordinate system, where a Gabor function captures the dominant oscillatory behavior of the wavefield. This formulation absorbs the effect of two Gabor parameters into the learned mapping, reducing computational complexity and eliminating the need for manual tuning of hyperparameters. We also present an efficient formulation for incorporating a Perfectly Matched Layer (PML) into the training by deriving real-valued loss components and introducing an analytical expression for the background wavefield. Numerical experiments on various velocity models show that our Gabor-PINN achieves faster convergence, higher accuracy, and greater robustness to architectural design and initialization compared to both traditional PINNs and prior Gabor-based methods. The improvement lies not in adding architectural complexity --as is common in enhanced PINNs -- but in absorbing this complexity into the learned coordinate transformation, making the method both simpler and more effective. Our implementation is publicly available to support reproducibility and future research.

Mohammad Mahdi Abedi, David Pardo, Tariq Alkhalifah

Basque Center for Applied Mathematics, Bilbao, Spain · University of the Basque Country, Department of Mathematics, Spain · Ikerbasque, Basque Foundation for Science, Bilbao, Spain +1

Neural PDE Solvers PDE Solving Physics-Informed ML

Oct 18, 2024

Polynomial Scaling is Possible For Neural Operator Approximations of Structured Families of BSDEs

Neural operator (NO) architectures learn nonlinear maps between infinite-dimensional function spaces and are widely used to accelerate simulation and enable data-driven model discovery. While universality results ensure expressivity, they do not address complexity: for broad operator classes described only through regularity (e.g.\ uniform continuity or

C^r

-regularity), information-theoretic lower bounds imply that minimax-optimal NO approximation rates scale exponentially in the reciprocal accuracy

1/\varepsilon

. This has shifted the focus of NO theory toward identifying additional problem-specific structure, beyond regularity, under which suitably tailored NO architectures can leverage to unlock polynomial scaling in

1/\varepsilon

. We exhibit the first polynomial-scaling regime for NO approximations of solution operators in stochastic analysis; by identifying structured families of non-Markovian BSDEs with randomized terminal condition parameterized by the Sobolev-regular terminal condition and by Sobolev-regular additive nonlinear perturbations of the generator. We prove that their solution operator can be approximated (uniformly over the family) by a tailored NO whose number of trainable parameters grows polynomially in

1/\varepsilon

. We unlock this polynomial scaling regime by informing the NO's inductive bias by factoring out the singular part of the associated semilinear elliptic PDE Green's function and by incorporating the Doléans--Dade exponential of the BSDE's common non-Markovian factor into the NO's decoding layers. As a byproduct, we extend polynomial-scaling guarantees from families of linear elliptic PDEs on regular domains to the semilinear setting.

Takashi Furuya, Anastasis Kratsios

Doshisha University, Japan · Department of Mathematics McMaster University and Vector Institute, Canada

Stochastic Differential Equations PDE Solving Neural Network Approximation Theory Neural Operators

Nov 29, 2022

FC-PINO: High Precision Physics-Informed Neural Operators via Fourier Continuation

The physics-informed neural operator (PINO) is a machine learning paradigm that has demonstrated promising results for learning solutions to partial differential equations (PDEs). It leverages the Fourier Neural Operator to learn solution operators in function spaces and leverages physics losses during training to penalize deviations from known physics laws. Spectral differentiation provides an efficient way to compute derivatives for the physics losses, but it inherently assumes periodicity. When applied to non-periodic functions, this assumption can lead to significant errors, including Gibbs phenomena near domain boundaries which degrade the accuracy of both function representations and derivative computations. To overcome this limitation, we introduce the FC-PINO (Fourier-Continuation-based Physics-Informed Neural Operator) architecture which extends the accuracy and efficiency of PINO and spectral differentiation to non-periodic and non-smooth PDEs. In FC-PINO, we propose integrating Fourier continuation into the PINO framework, and test two different continuation approaches: FC-Legendre and FC-Gram. By transforming non-periodic signals into periodic functions on extended domains in a well-conditioned manner, Fourier continuation enables fast and accurate derivative computations. This approach avoids the discretization sensitivity of finite differences and the memory overhead of automatic differentiation. We demonstrate that standard PINO fails (without padding) or struggles (even with padding) to solve non-periodic and non-smooth PDEs with high precision, across challenging benchmarks. In contrast, the proposed FC-PINO provides accurate, robust, and scalable solutions, substantially outperforming PINO alternatives, and demonstrating that Fourier continuation is critical for extending PINO to a wider range of PDE problems when high-precision solutions are needed.

Adarsh Ganeshram, Valentin Duruisseaux, Haydn Maust +6

Computing and Mathematical Sciences, California Institute of Technology, Pasadena, CA, USA

Physics-Informed Neural Operators PDE Solving Fourier Neural Operator Spectral Methods

Dec 15, 2021

Exponential Convergence of Deep Operator Networks for Elliptic Partial Differential Equations

We construct and analyze approximation rates of deep operator networks (ONets) between infinite-dimensional spaces that emulate with an exponential rate of convergence the coefficient-to-solution map of elliptic second-order partial differential equations. In particular, we consider problems set in

d

-dimensional periodic domains,

d=1, 2, \dots

, and with analytic right-hand sides and coefficients. Our analysis covers linear, elliptic second order divergence-form PDEs as, e.g., diffusion-reaction problems, parametric diffusion equations, and elliptic systems such as linear isotropic elastostatics in heterogeneous materials. We leverage the exponential convergence of spectral collocation methods for boundary value problems whose solutions are analytic. In the present periodic and analytic setting, this follows from classical elliptic regularity. Within the ONet branch and trunk construction of [Chen and Chen, 1993] and of [Lu et al., 2021], we show the existence of deep ONets which emulate the coefficient-to-solution map to a desired accuracy in the

H^1

norm, uniformly over the coefficient set. We prove that the neural networks in the ONet have size

\mathcal{O}(\left|\log(\varepsilon)\right|^κ)

, where

\varepsilon>0

is the approximation accuracy, for some

κ>0

depending on the physical space dimension.

Carlo Marcati, Christoph Schwab

Seminar for Applied Mathematics, ETH Zurich, Switzerland

PDE Solving PDE Operator Learning Neural Network Approximation Theory Deep Operator Networks

Dec 2, 2020

Deep learning based numerical approximation algorithms for stochastic partial differential equations

In this article, we introduce a deep learning based approximation algorithm for SPDEs. Our approach employs neural networks to approximate the solutions of SPDEs along given realizations of the driving noise process. If applied to a set of simulated noise trajectories, it yields empirical distributions of SPDE solutions, from which functionals like the mean and variance can be estimated. We test the performance of the method on stochastic heat equations with additive and multiplicative noise as well as stochastic Black-Scholes equations with multiplicative noise and Zakai equations from nonlinear filtering theory. In all cases, the proposed algorithm yields accurate results with short runtimes in up to 100 space dimensions.

Christian Beck, Sebastian Becker, Patrick Cheridito +2

Department of Mathematics, ETH Zurich · School of Data Science and School of Artificial Intelligence,2025 The Chinese University of Hong Kong, Shenzhen (CUHK-Shenhen) · Applied Mathematics: Institute for Analysis and Numerics, University of Münster +1

Stochastic Differential Equations Neural PDE Solvers PDE Solving Stochastic PDEs Partial Differential Equations