A Physics-Informed Neural Network Framework for Tumor-Immune Interactions, Metastatic Invasion, and Haptotaxis Systems Aayushman Raina, Srinivasan Natesan Mathematical Methods in the Applied Sciences, 2026 Cancer and tumor growth are complex biological processes that can be modeled using systems of ordinary differential equations (ODEs) and partial differential equations (PDEs). These models capture the dynamics of tumor progression, interactions with the immune system, and responses to treatments. However, solving these equations accurately and efficiently remains a challenge, particularly when dealing with patient‐specific data and complex spatial distributions. This paper proposes the use of physics‐informed neural networks (PINNs) as a novel approach to solve ODE and PDE models of cancer and tumor growth. PINNs embed physical laws directly within the architecture of the neural network, enabling accurate predictions while leveraging the flexibility of deep learning techniques. We demonstrate the effectiveness of PINNs in modeling various aspects of tumor dynamics, including growth patterns, immune interactions, and treatment responses. Furthermore, we derive bounds on the generalization error, linking training residuals to quadrature errors and validating PINNs' reliability for coupled biological systems.
Reliable Numerical Pricing of Multi–Asset European Options Using a Weak Galerkin FEM for Generalized Black–Scholes Models Sachin Kumar, Srinivasan Natesan Numerical Methods for Partial Differential Equations, 2026 In this study, we present a weak Galerkin finite element method (WGFEM) for numerically solving the two–dimensional Black–Scholes model governing multi‐asset European options. The model's complexity stems from a non‐zero cross‐derivative factor representing asset correlation. The proposed WGFEM framework is tailored to handle this complexity by utilizing discrete weak gradients on triangular meshes, providing flexibility and accuracy. We use implicit time discretization to ensure the fully‐discrete scheme is stable. This method is formulated to accommodate the correlation term without artificial stabilization, maintaining consistency with the continuous model. Numerical experiments on basket option payoffs demonstrate the scheme's effectiveness, confirming optimal convergence rates and robustness. Its real‐world viability is shown through two market‐oriented case studies: pricing a multi‐asset ETF basket option using historical data and validating the fundamental Black–Scholes model against market dynamics. The proposed approach offers a reliable tool for high‐dimensional option pricing, laying the groundwork for future extensions to American and path‐dependent options.
Experimenting with Assamese Handwritten Character Recognition Jaisal Singh, Srinivasan Natesan, Marcin Paprzycki, Maria Ganzha Lecture Notes in Computer Science Including Subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics, 2022
Numerical solution of a system of singularly perturbed convection-diffusion boundary-value problems using mesh equidistribution technique Australian Journal of Mathematical Analysis and Applications, 2013
Richardson extrapolation method for singularly perturbed convection-diffusion problems on adaptively generated mesh CMES Computer Modeling in Engineering and Sciences, 2013
Robust numerical scheme for singularly perturbed parabolic initial-boundary-value problems on equidistributed mesh CMES Computer Modeling in Engineering and Sciences, 2012
Richardson extrapolation method for singularly perturbed coupled system of convection-diffusion boundary-value problems CMES Computer Modeling in Engineering and Sciences, 2008
Uniformly convergent second-order numerical method for singularly perturbed delay differential equations Neural Parallel and Scientific Computations, 2008
A robust numerical scheme for singularly perturbed parabolic reaction-diffusion problems Neural Parallel and Scientific Computations, 2008
An efficient numerical scheme for singularly perturbed parabolic problems with interior layer Neural Parallel and Scientific Computations, 2008
Second-order numerical scheme for singularly perturbed reaction-diffusion robin problems Journal of Numerical Analysis Industrial and Applied Mathematics, 2007
An accurate finite-difference scheme for the numerical solution of a fractional differential equation A Seal, S Natesan Computational Methods for Differential Equations 14 (1), 165-187 , 2026 2026
Uniform convergence analysis of dimensional-splitting weak Galerkin FEM and classical weak Galerkin FEM for singularly perturbed 2D nonlinear parabolic PDEs A Pal, S Natesan Communications in Nonlinear Science and Numerical Simulation 158, 109834 , 2026 2026
Physics informed neural network framework for modified kawahara equations S Anand, S Natesan, Ş Toprakseven Advances in Computational Science and Engineering 8, 50-73 , 2026 2026
Error estimates of the weak Galerkin method for singularly perturbed fourth-order reaction-diffusion problems S Toprakseven, S Natesan Numerical Algorithms, 1-32 , 2026 2026
A PINN-enhanced SUPG-stabilized hybrid finite element framework with shock-capturing for computing steady convection-dominated flows S Cengizci, Ö Uğur, S Natesan Advances in Engineering Software 216, 104135 , 2026 2026 Citations: 3
Application of PINN to obtain solution of boundary layer problems arising in fluid dynamics A Raina, S Badireddi, S Natesan Mathematical Foundations of Computing 10, 89-108 , 2026 2026 Citations: 9
A Physics‐Informed Neural Network Framework for Tumor‐Immune Interactions, Metastatic Invasion, and Haptotaxis Systems A Raina, S Natesan Mathematical Methods in the Applied Sciences 49 (5), 4450-4475 , 2026 2026
Physics-informed post-processing of stabilized finite element solutions for transient convection-dominated problems S Cengizci, Ö Uğur, S Natesan arXiv preprint arXiv:2603.03259 , 2026 2026 Citations: 1
Stability and robust error analysis of an L1-NIPG method for time-fractional singularly perturbed differential equations V Santhanakumar, S Maji, S Natesan Journal of Applied Mathematics and Computing 72 (2), 91 , 2026 2026
A weak Galerkin finite element method for singularly perturbed 2D elliptic boundary-value problems of reaction-diffusion type with exponentially graded mesh A Raina, S Natesan International Journal of Computer Mathematics 103 (2), 304-320 , 2026 2026
An Effective Dimension-Reducing Technique for Two-Dimensional Nonlinear Space-Fractional Diffusion Equation A Seal, S Natesan Communications on Applied Mathematics and Computation, 1-15 , 2026 2026
Robust error estimates for weak Galerkin finite element method for singularly perturbed 2D reaction-diffusion elliptic boundary-value problems on various layer-adapted meshes A Pal, S Natesan Numerical Algorithms, 1-40 , 2026 2026
Reliable Numerical Pricing of Multi–Asset European Options Using a Weak Galerkin FEM for Generalized Black–Scholes Models S Kumar, S Natesan Numerical Methods for Partial Differential Equations 42 (1), e70063 , 2026 2026 Citations: 1
Physics-informed neural network for option pricing weather derivatives model S Bansal, P Boro, S Natesan Computers & Mathematics with Applications 200, 1-21 , 2025 2025 Citations: 2
Analysis of an Accurate Weak Galerkin Finite Element Method for the PDEs Arising in Zero-Coupon Bond Pricing S Kumar, S Natesan Computational Economics, 1-27 , 2025 2025
A discontinuous Galerkin time-stepping based NIPG framework for Black-Scholes option pricing and validation with real market data. J Kaur, S Natesan Advances in Computational Science & Engineering (ACSE) 6 , 2025 2025
An efficient and robust computational approach to passport option pricing PDEs: S. Bansal, S. Natesan S Bansal, S Natesan Decisions in Economics and Finance 48 (2), 1931-1956 , 2025 2025
Robust computing technique for reaction diffusion 2D parabolic problems with shift V Subburayan, S Natesan Mathematical Modelling and Analysis 30 (4), 664-684 , 2025 2025
Application of physics informed neural networks to partial integro-differential equations in financial modeling and decision making S Bansal, P Boro, N Srinivasan Applied Soft Computing, 114208 , 2025 2025 Citations: 3
A discontinuity-capturing SUPG finite element framework for simulating haptotaxis-driven cancer invasion S Cengizci, HF Öztop, N Srinivasan Mathematics and Computers in Simulation , 2025 2025 Citations: 2
MOST CITED SCHOLAR PUBLICATIONS
Arbitrary Lagrangian–Eulerian method for Navier–Stokes equations with moving boundaries F Duarte, R Gormaz, S Natesan Computer methods in applied mechanics and engineering 193 (45-47), 4819-4836 , 2004 2004 Citations: 243
A parallel boundary value technique for singularly perturbed two-point boundary value problems J Vigo-Aguiar, S Natesan The journal of Supercomputing 27 (2), 195-206 , 2004 2004 Citations: 128
Uniformly convergent hybrid numerical scheme for singularly perturbed delay parabolic convection–diffusion problems on Shishkin mesh A Das, S Natesan Applied Mathematics and Computation 271, 168-186 , 2015 2015 Citations: 106
Optimal error estimate using mesh equidistribution technique for singularly perturbed system of reaction–diffusion boundary-value problems P Das, S Natesan Applied mathematics and computation 249, 265-277 , 2014 2014 Citations: 105
ε-Uniformly convergent numerical scheme for singularly perturbed delay parabolic partial differential equations S Gowrisankar, S Natesan International Journal of Computer Mathematics 94 (5), 902-921 , 2017 2017 Citations: 91
An efficient numerical method for singular perturbation problems J Vigo-Aguiar, S Natesan Journal of Computational and Applied Mathematics 192 (1), 132-141 , 2006 2006 Citations: 89
A uniformly convergent hybrid scheme for singularly perturbed system of reaction-diffusion Robin type boundary-value problems P Das, S Natesan Journal of Applied Mathematics and Computing 41 (1), 447-471 , 2013 2013 Citations: 88
Parameter uniform numerical method for singularly perturbed turning point problems exhibiting boundary layers S Natesan, J Jayakumar, J Vigo-Aguiar Journal of Computational and Applied Mathematics 158 (1), 121-134 , 2003 2003 Citations: 81
Higher-order parameter uniform convergent schemes for Robin type reaction-diffusion problems using adaptively generated grid P Das, S Natesan International Journal of Computational Methods 9 (04), 1250052 , 2012 2012 Citations: 76
A numerical algorithm for singular perturbation problems exhibiting weak boundary layers S Natesan, J Vigo-Aguiar, N Ramanujam Computers & mathematics with applications 45 (1-3), 469-479 , 2003 2003 Citations: 65
Adaptive mesh generation for singularly perturbed fourth-order ordinary differential equations P Das, S Natesan International Journal of Computer Mathematics 92 (3), 562-578 , 2015 2015 Citations: 62
A computational method for solving singularly perturbed turning point problems exhibiting twin boundary layers S Natesan, N Ramanujam Applied Mathematics and computation 93 (2-3), 259-275 , 1998 1998 Citations: 60
Richardson extrapolation method for singularly perturbed convection-diffusion problems on adaptively generated mesh P Das, S Natesan Computer Modeling in Engineering & Sciences 90 (6), 463 , 2013 2013 Citations: 57
Richardson extrapolation technique for singularly perturbed parabolic convection–diffusion problems K Mukherjee, S Natesan Computing 92 (1), 1-32 , 2011 2011 Citations: 55
Parameter-uniform hybrid numerical scheme for time-dependent convection-dominated initial-boundary-value problems K Mukherjee, S Natesan Computing 84 (3), 209-230 , 2009 2009 Citations: 53
Fitted mesh method for singularly perturbed reaction-convection-diffusion problems with boundary and interior layers V Shanthi, N Ramanujam, S Natesan Journal of Applied Mathematics and Computing 22 (1), 49-65 , 2006 2006 Citations: 53
Numerical solution of nonlinear singularly perturbed problems on nonuniform meshes by using a non-standard algorithm H Ramos, J Vigo-Aguiar, S Natesan, R Garcia-Rubio, MA Queiruga Journal of mathematical chemistry 48 (1), 38-54 , 2010 2010 Citations: 52
Second-order uniformly convergent numerical method for singularly perturbed delay parabolic partial differential equations A Das, S Natesan International Journal of Computer Mathematics 95 (3), 490-510 , 2018 2018 Citations: 50
A robust numerical scheme for singularly perturbed delay parabolic initial-boundary-value problems on equidistributed grids S Gowrisankar, S Natesan Electron. Trans. Numer. Anal 41, 376-395 , 2014 2014 Citations: 50
ε -Uniform error estimate of hybrid numerical scheme for singularly perturbed parabolic problems with nterior layers K Mukherjee, S Natesan Numerical Algorithms 58 (1), 103-141 , 2011 2011 Citations: 46