arXiv:2601. 12704v2 Announce Type: replace Abstract: The present study investigates the numerical solution of Black-Scholes partial differential equation (PDE) for option valuation with multiple underlying assets.
arXiv:2608. 02778v1 Announce Type: new Abstract: We present a novel application of Neural Networks with Local Converging Inputs (NNLCI) to improve the efficiency of existing numerical methods for pricing multi-asset options.
arXiv:2608. 14619v1 Announce Type: new Abstract: This work proposes a new interpretable neural operator framework, termed the Physics Informed Kernel Function Neural Operator (PIKFNO), which explicitly incorporates physics informed kernel functions derived from governing equations into the neural operator architecture.
arXiv:2607. 25608v1 Announce Type: cross Abstract: Physics-informed neural networks (PINNs) have emerged as a powerful paradigm for solving partial differential equations (PDEs) by embedding governing physical laws into deep neural networks.
arXiv:2606. 19754v1 Announce Type: new Abstract: Partial differential equations (PDEs) play a central role in modeling complex physical, biological, and engineering systems.
arXiv:2606. 16510v1 Announce Type: cross Abstract: This study proposes a Petrov-Galerkin based Variational Physics-Informed Neural Network (VPINN) for efficiently solving two-dimensional singularly perturbed problems (SPPs) with one and two small perturbation parameters.
arXiv:2605. 31027v2 Announce Type: replace Abstract: We propose a novel neural network architecture, termed Multi-Scale Separable Fourier Neural Networks (MS-SFNN), for the accurate and efficient solution of linear and nonlinear high-frequency partial differential equations (PDEs).
arXiv:2602. 12706v2 Announce Type: replace Abstract: Neural operators have emerged as fast surrogate solvers for parametric partial differential equations (PDEs).
arXiv:2607. 15751v1 Announce Type: new Abstract: This work introduces Physics-Informed Splines (PI-Splines), a structured spline-based architecture for physics-informed learning.
arXiv:2608. 05892v1 Announce Type: new Abstract: Physics-informed neural networks (PINNs) often fail to accurately resolve partial differential equations (PDEs) with high-frequency or multi-scale solutions, as well as strongly nonlinear problems.
arXiv:2601. 20361v2 Announce Type: replace Abstract: Physics-informed neural networks (PINNs) solve time-dependent partial differential equations (PDEs) by learning a mesh-free, differentiable solution that can be evaluated anywhere in space and time.
arXiv:2608. 17342v1 Announce Type: cross Abstract: Forecasting cryptocurrency prices remains a formidable challenge due to inherent non-stationarity, abrupt regime shifts, and multi-scale stochastic dependencies.
arXiv:2503. 05598v2 Announce Type: replace-cross Abstract: This review examines neural operator architectures for learning solution operators of parametric partial differential equations (PDEs), with an emphasis on conceptual clarity and practical implementation.