arXiv subjects

Wenzhong Zhang

Publications and source records attributed to Wenzhong Zhang.

15 recordsLinked to original sources

arXiv2026

Time-Invariant Neural Operators with Applications in Solving Time-Dependent PDEs

The deep operator network (DeepONet) is one of the basic architectures for learning nonlinear operators with neural networks. However, for operators that describe the dynamic response of physical systems, DeepONet does not naturally respect fundamental time properties, including time causality and time invariance. We propose time-invariant neural operator (TINO) to overcome these limitations, by creating the connection between time-delay neural network (TDNN) and DeepONet. We then extend the proposal to solving time-dependent PDEs with initial values, which can be treated as truncated time-invariant systems, with spatial proper orthogonal decomposition (POD) implementation in the output function space. Various numerical tests comparing TINO, neural operators with time causality, and those without time properties justify the enhanced precision of the proposed neural operator frameworks.

math.NA↗

arXiv2026

On the computation of the dyadic Green's functions of Maxwell's equations in layered media

In this paper, two formulations for the computation of the dyadic Green's functions of Maxwell's equations in layered media are presented in details. The first formulation derived using TE/TM decomposition is well-known and intensively used in engineering community while the second formulation derived using vector potential and a matrix basis is recently used in establishing a fast multipole method. We significantly simplify the derivation of second formulation and show that it is equivalent to the first one while the derivation is more straightforward as the interface conditions are directly decoupled using the vector potential. The matrix basis is designed to split out all non-symmetric factors in the density functions which facilitates the derivation of far-field approximations for the dyadic Green's functions. Moreover, it can be applied to the computation of the dyadic Green's functions of elastic wave equation in layered media.

math-ph↗

arXiv2026

Deep Neural networks for solving high-dimensional parabolic partial differential equations

The numerical solution of high dimensional partial differential equations (PDEs) is severely constrained by the curse of dimensionality (CoD), rendering classical grid--based methods impractical beyond a few dimensions. In recent years, deep neural networks have emerged as a promising mesh free alternative, enabling the approximation of PDE solutions in tens to thousands of dimensions. This review provides a tutorial--oriented introduction to neural--network--based methods for solving high dimensional parabolic PDEs, emphasizing conceptual clarity and methodological connections. We organize the literature around three unifying paradigms: (i) PDE residual--based approaches, including physicsinformed neural networks and their high dimensional variants; (ii) stochastic methods derived from Feynman--Kac and backward stochastic differential equation formulations; and (iii) hybrid derivative--free random difference approaches designed to alleviate the computational cost of derivatives in high dimensions. For each paradigm, we outline the underlying mathematical formulation, algorithmic implementation, and practical strengths and limitations. Representative benchmark problems--including Hamilton--Jacobi--Bellman and Black--Scholes equations in up to 1000 dimensions --illustrate the scalability, effectiveness, and accuracy of the methods. The paper concludes with a discussion of open challenges and future directions for reliable and scalable solvers of high dimensional PDEs.

math.NA↗

arXiv2025

Fast multipole method for the Laplace equation in half plane with Robin boundary condition

In this paper, we present a fast multipole method (FMM) for solving the two-dimensional Laplace equation in a half-plane with Robin boundary conditions. The method is based on a novel expansion theory for the reaction component of the Green's function. By applying the Fourier transform, the reaction field component is obtained in a Sommerfeld-type integral form. We derive far-field approximations and corresponding shifting and translation operators from the Fourier integral representation. The FMM for the reaction component is then developed by using the new far-field approximations incorporated into the classic FMM framework in which the tree structure is constructed from the original and image charges. Combining this with the standard FMM for the free-space components, we develop a fast algorithm to compute the interaction of the half plane Laplace Green's function. We prove that the method exhibits exponential convergence, similar to the free-space FMM. Finally, numerical examples are presented to validate the theoretical results and demonstrate that the FMM achieves $O(N)$ computational complexity.

math.NA↗

arXiv2025

Fast Multipole Method for Maxwell's Equations in Layered Media

We present a fast multipole method (FMM) for solving Maxwell's equations in three-dimensional (3-D) layered media, based on the magnetic vector potential $\boldsymbol A$ under the Lorenz gauge, to derive the layered dyadic Green's function. The dyadic Green's function is represented using three scalar Helmholtz layered Green's functions, with all interface-induced reaction field components expressed through a unified integral representation. By introducing equivalent polarization images for sources and effective locations for targets to reflect the actual transmission distance of different reaction field components, multiple expansions (MEs) and local expansions (LEs) are derived for the far-field governed by actual transmission distance. To further enhance computational efficiency and numerical stability, we employ a Chebyshev polynomial expansion of the associated Legendre functions to speed up the calculation of multipole-to-local (M2L) expansion translations. Finally, leveraging the FMM framework of the Helmholtz equation in 3-D layered media, we develop a FMM for the dyadic Green's function of Maxwell's equations in layered media. Numerical experiments demonstrate the $\mathcal O(N\log N)$-complexity of the resulting FMM method, and rapid convergence for interactions of low-frequency electromagnetic wave sources in 3-D layered media.

math.NA↗

arXiv2025

A deep shotgun method for solving high-dimensional parabolic partial differential equations

Recent advances in deep learning makes solving parabolic partial differential equations (PDEs) in high dimensional spaces possible via forward-backward stochastic differential equation (FBSDE) formulations. The implementation of most existing methods requires simulating multiple trajectories of stochastic processes with a small step size of time discretization to ensure accuracy, hence having limited performance, especially when solving on a large time interval. To address such issue, we propose a deep "shotgun method" that does not exploit full trajectories, but only utilizes the data distribution of them. Numerical results including examples with dimensionality up to 10000 demonstrate the competitiveness of the proposed shotgun method in both performance and accuracy.

math.NA↗

arXiv2024

Martingale deep learning for very high dimensional quasi-linear partial differential equations and stochastic optimal controls

In this paper, a highly parallel and derivative-free martingale neural network learning method is proposed to solve Hamilton-Jacobi-Bellman (HJB) equations arising from stochastic optimal control problems (SOCPs), as well as general quasilinear parabolic partial differential equations (PDEs). In both cases, the PDEs are reformulated into a martingale formulation such that loss functions will not require the computation of the gradient or Hessian matrix of the PDE solution, while its implementation can be parallelized in both time and spatial domains. Moreover, the martingale conditions for the PDEs are enforced using a Galerkin method in conjunction with adversarial learning techniques, eliminating the need for direct computation of the conditional expectations associated with the martingale property. For SOCPs, a derivative-free implementation of the maximum principle for optimal controls is also introduced. The numerical results demonstrate the effectiveness and efficiency of the proposed method, which is capable of solving HJB and quasilinear parabolic PDEs accurately in dimensions as high as 10,000.

math.OC↗

arXiv2023

On Spectral Bias Reduction of Multi-scale Neural Networks for Regression Problems

In this paper, we derive diffusion equation models in the spectral domain for the evolution of training errors of two-layer multi-scale deep neural networks (MscaleDNN) \cite{caixu2019,liu2020multi}, designed to reduce the spectral bias of fully connected deep neural networks in approximating oscillatory functions. The diffusion models are obtained from the spectral form of the error equation of the MscaleDNN, derived with a neural tangent kernel approach and gradient descent training and a sine activation function, assuming a vanishing learning rate and infinite network width and domain size. The involved diffusion coefficients are shown to have larger supports if more scales are used in the MscaleDNN, and thus, the proposed diffusion equation models in the frequency domain explain the MscaleDNN's spectral bias reduction capability. Numerical results of the diffusion models for a two-layer MscaleDNN training match with the error evolution of actual gradient descent training with a reasonably large network width, thus validating the effectiveness of the diffusion models. Meanwhile, the numerical results for MscaleDNN show error decay over a wide frequency range and confirm the advantage of using the MscaleDNN in approximating functions with a wide range of frequencies.

math.NA↗

arXiv2021

FBSDE based Neural Network Algorithms for High-Dimensional Quasilinear Parabolic PDEs

In this paper, we propose forward and backward stochastic differential equations (FBSDEs) based deep neural network (DNN) learning algorithms for the solution of high dimensional quasilinear parabolic partial differential equations (PDEs), which are related to the FBSDEs by the Pardoux-Peng theory. The algorithms rely on a learning process by minimizing the pathwise difference between two discrete stochastic processes, defined by the time discretization of the FBSDEs and the DNN representation of the PDE solutions, respectively. The proposed algorithms are shown to generate DNN solutions for a 100-dimensional Black--Scholes--Barenblatt equation, accurate in a finite region in the solution space, and has a convergence rate similar to that of the Euler--Maruyama discretization used for the FBSDEs. As a result, a Richardson extrapolation technique over time discretizations can be used to enhance the accuracy of the DNN solutions. For time oscillatory solutions, a multiscale DNN is shown to improve the performance of the FBSDE DNN for high frequencies.

math.NA↗

arXiv2020

Multi-scale Deep Neural Network (MscaleDNN) Methods for Oscillatory Stokes Flows in Complex Domains

In this paper, we study a multi-scale deep neural network (MscaleDNN) as a meshless numerical method for computing oscillatory Stokes flows in complex domains. The MscaleDNN employs a multi-scale structure in the design of its DNN using radial scalings to convert the approximation of high frequency components of the highly oscillatory Stokes solution to one of lower frequencies. The MscaleDNN solution to the Stokes problem is obtained by minimizing a loss function in terms of L2 normof the residual of the Stokes equation. Three forms of loss functions are investigated based on vorticity-velocity-pressure, velocity-stress-pressure, and velocity-gradient of velocity-pressure formulations of the Stokes equation. We first conduct a systematic study of the MscaleDNN methods with various loss functions on the Kovasznay flow in comparison with normal fully connected DNNs. Then, Stokes flows with highly oscillatory solutions in a 2-D domain with six randomly placed holes are simulated by the MscaleDNN. The results show that MscaleDNN has faster convergence and consistent error decays in the simulation of Kovasznay flow for all four tested loss functions. More importantly, the MscaleDNN is capable of learning highly oscillatory solutions when the normal DNNs fail to converge.

math.NA↗

arXiv2020

A Matrix Basis Formulation For The Green's Functions Of Maxwell's Equations And The Elastic Wave Equations In Layered Media

A matrix basis formulation is introduced to represent the 3 x 3 dyadic Green's functions in the frequency domain for the Maxwell's equations and the elastic wave equation in layered media. The formulation can be used to decompose the Maxwell's Green's functions into independent TE and TM components, each satisfying a Helmholtz equation, and decompose the elastic wave Green's function into the S-wave and the P-wave components. In addition, a derived vector basis formulation is applied to the case for acoustic wave sources from a non-viscous fluid layer.

math-ph↗

arXiv2020

Exponential convergence for multipole and local expansions and their translations for sources in layered media: three-dimensional Laplace equation

In this paper, we prove the exponential convergence of the multipole and local expansions, shifting and translation operators used in fast multipole methods (FMMs) for 3-dimensional Laplace equations in layered media. These theoretical results ensure the exponential convergence of the FMM which has been shown by the numerical results recently reported in [9]. As the free space components are calculated by the classic FMM, this paper will focus on the analysis for the reaction components of the Green's function for the Laplace equation in layered media. We first prove that the density functions in the integral representations of the reaction components are analytic and bounded in the right half complex plane. Then, using the Cagniard-de Hoop transform and contour deformations, estimate for the remainder terms of the truncated expansions is given, and, as a result, the exponential convergence for the expansions and translation operators is proven.

math.NA↗

arXiv2019

Fast Multipole Method For 3-D Helmholtz Equation In Layered Media

In this paper, a fast multipole method (FMM) is proposed to compute long-range interactions of wave sources embedded in 3-D layered media. The layered media Green's function for the Helmholtz equation, which satisfies the transmission conditions at material interfaces, is decomposed into a free space component and four types of reaction field components arising from wave reflections and transmissions through the layered media. The proposed algorithm is a combination of the classic FMM for the free space component and FMMs specifically designed for the four types reaction components, made possible by new multipole expansions (MEs) and local expansions (LEs) as well as the multipole-to-local translation (M2L) operators for the reaction field components. { Moreover, equivalent polarization source can be defined for each reaction component based on the convergence analysis of its ME. The FMMs for the reaction components, implemented with the target particles and equivalent polarization sources, are found to be much more efficient than the classic FMM for the free space component due to the fact that the equivalent polarization sources and the target particles are always separated by a material interface.} As a result, the FMM algorithm developed for layered media has a similar computational cost as that for the free space. Numerical results validate the fast convergence of the MEs and the $O(N)$ complexity of the FMM for interactions of low-frequency wave sources in 3-D layered media.

math.NA↗

arXiv2019

Exponential convergence for multipole and local expansions and their translations for sources in layered media: 2-D acoustic wave

In this paper, we will first give a derivation of the multipole expansion (ME) and local expansion (LE) for the far field from sources in general 2-D layered media and the multipole-to-local translation (M2L) operator by using the generating function for Bessel functions. Then, we present a rigorous proof of the exponential convergence of the ME, LE, and M2L for 2-D Helmholtz equations in layered media. It is shown that the convergence of ME, LE, and M2L for the reaction field component of the Green's function depends on a polarized distance between the target and a polarized image of the source.

math.NA↗

arXiv2019

Taylor expansion based fast Multipole Methods for 3-D Helmholtz equations in Layered Media

In this paper, we develop fast multipole methods for 3D Helmholtz kernel in layered media. Two algorithms based on different forms of Taylor expansion of layered media Green's function are developed. A key component of the first algorithm is an efficient algorithm based on discrete complex image approximation and recurrence formula for the calculation of the layered media Green's function and its derivatives, which are given in terms of Sommerfeld integrals. The second algorithm uses symmetric derivatives in the Taylor expansion to reduce the size of precomputed tables for the derivatives of layered media Green's function. Numerical tests in layered media have validated the accuracy and O(N) complexity of the proposed algorithms.

math.NA↗