arXiv AI

From Monte Carlo to neural networks approximations of boundary value problems

arXiv:2209. 01432v4 Announce Type: replace-cross Abstract: In this paper we study probabilistic and neural network approximations for solutions to Poisson equation subject to Holder data in general bounded domains of $\mathbb{R}^d$.

arXiv Machine Learning
5d ago

Deep-Learning Solvers and Surrogates for Infinity and p-Laplace Problems

The paper explores neural network solvers for infinity and p‑Laplace problems, employing Physics‑Informed Neural Networks (PINNs) and Deep Operator Networks (DeepONets). It addresses computational challenges for large p values (2 to 1000) across 2D and 3D domains, showing advantages over traditional mesh‑based solvers, especially in three dimensions. The authors provide conditional convergence results for PINNs, a universal approximation theorem for DeepONet on the parametric p‑Poisson problem, and validate their methods with numerical experiments comparing performance to conventional approaches.

By Tak Shing Au Yeung, Ka Chun Cheung, Hannah Potgieter, Steven J. Ruuth, Simon See
arXiv Machine Learning
Sep 2

Rigorous Error Certification for Neural PDE Solvers: From Empirical Residuals to Solution Guarantees

The paper presents a theoretical framework for certifying the accuracy of physics‑informed neural networks (PINNs) used to solve partial differential equations. It derives generalization bounds that link the residual loss minimized during training to the actual error in the solution space, showing that if the neural approximation stays within a compact subset, a vanishing residual guarantees convergence to the true solution. Deterministic and probabilistic convergence results are provided, offering explicit error guarantees based on residual, boundary, and initial condition errors.

By Amartya Mukherjee, Maxwell Fitzsimmons, David C. Del Rey Fern\'andez, Jun Liu
arXiv Machine Learning
Jul 22

Boundary-Adapted PINNs for Elliptic Dirichlet Problems: $H^2(\Omega)$ A Priori Error Bounds with Application to Mean Escape Time Computation

arXiv:2607. 19167v1 Announce Type: cross Abstract: Motivated by the numerical computation of the Mean Escape Time (MET) $\tau:\Omega\to\mathbb{R}$ of a stochastic process from a bounded domain $\Omega\subseteq\mathbb{R}^d$, we study elliptic Dirichlet boundary value problems (BVPs) using boundary-enforced Physics-Informed Neural Networks (PINNs), in which the Dirichlet condition is imposed exactly by multiplying the network output with a predefined distance-to-boundary approximation $\rho$.

By Nathanael Tepakbong, Jun Fan, Xiang Zhou, Ding-Xuan Zhou
arXiv Machine Learning
Jun 25

A Zeroth-Order Deep Learning Method for Fully Nonlinear Parabolic Partial Differential Equations with Unknown Coefficients

arXiv:2606. 24999v1 Announce Type: new Abstract: High-dimensional partial differential equations (PDEs) with unknown coefficients arise widely in scientific machine learning, including continuous-time reinforcement learning, yet solving them efficiently in a data-driven way remains challenging.

By Yanwei Jia, Du Ouyang, Huy\^en Pham, Xun Yu Zhou
arXiv Machine Learning
Aug 28

Enforcing Dirichlet Boundary Conditions in Operator Learning

The paper introduces a neural operator architecture that inherently satisfies homogeneous Dirichlet boundary conditions by constraining each layer’s output to lie within the span of selected Dirichlet eigenfunctions of the Laplacian. This design works for any bounded domain with a Lipschitz boundary and any discretization, avoiding the restrictions of previous methods. The authors prove universal approximation for their architecture and demonstrate its effectiveness on Darcy flow and Helmholtz equation problems.

By Andrew M. Stuart, Margaret Trautner
arXiv Machine Learning
Aug 27

Improved Analysis for Hessian-free High-resolution Monte Carlo Sampling

The paper introduces Hessian-free high-resolution (HFHR) dynamics, an extension of underdamped Langevin dynamics that incorporates reversible position diffusion for sampling in machine learning. It provides an explicit quantitative contraction rate under a position Poincaré inequality, weighted Hessian and Laplacian bounds, and a compact Sobolev embedding, even when the potential is non‑convex. For the HFHR Monte Carlo algorithm, a path‑space Girsanov argument yields a non‑asymptotic convergence bound and an explicit iteration complexity in total variation distance, improving on previous HFHR results and demonstrating benefits of a positive diffusion parameter through numerical experiments.

By Wujun Lv, Xiaoyu Wang, Yingli Wang, Lingjiong Zhu