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This paper presents a novel partially distributed outer approximation algorithm, named PaDOA, for solving a class of structured mixed integer convex programming (MICP) problems to global optimality. The proposed scheme uses an iterative…

Optimization and Control · Mathematics 2019-11-20 Alexander Murray , Timm Faulwasser , Veit Hagenmeyer , Mario E. Villanueva , Boris Houska

Partial differential equations (PDEs) are at the heart of many mathematical and scientific advances. While great progress has been made on the theory of PDEs of standard types during the last eight decades, the analysis of nonlinear PDEs of…

Analysis of PDEs · Mathematics 2022-08-16 Gui-Qiang G. Chen

Recent works have shown that deep neural networks can be employed to solve partial differential equations, giving rise to the framework of physics informed neural networks. We introduce a generalization for these methods that manifests as a…

Numerical Analysis · Mathematics 2021-03-25 Remco van der Meer , Cornelis Oosterlee , Anastasia Borovykh

We present a lightweighted neural PDE representation to discover the hidden structure and predict the solution of different nonlinear PDEs. Our key idea is to leverage the prior of ``translational similarity'' of numerical PDE differential…

Machine Learning · Computer Science 2023-03-14 Ziqian Wu , Xingzhe He , Yijun Li , Cheng Yang , Rui Liu , Shiying Xiong , Bo Zhu

Whether integrable, partially integrable or nonintegrable, nonlinear partial differential equations (PDEs) can be handled from scratch with essentially the same toolbox, when one looks for analytic solutions in closed form. The basic tool…

Exactly Solvable and Integrable Systems · Physics 2017-10-16 Robert Conte

We propose a framework for training neural networks that are coupled with partial differential equations (PDEs) in a parallel computing environment. Unlike most distributed computing frameworks for deep neural networks, our focus is to…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-11-25 Kailai Xu , Weiqiang Zhu , Eric Darve

We propose machine learning methods for solving fully nonlinear partial differential equations (PDEs) with convex Hamiltonian. Our algorithms are conducted in two steps. First the PDE is rewritten in its dual stochastic control…

Computational Finance · Quantitative Finance 2022-05-23 William Lefebvre , Grégoire Loeper , Huyên Pham

Many physical processes such as weather phenomena or fluid mechanics are governed by partial differential equations (PDEs). Modelling such dynamical systems using Neural Networks is an active research field. However, current methods are…

Machine Learning · Computer Science 2022-10-12 Andrzej Dulny , Andreas Hotho , Anna Krause

Many computer vision and image processing problems can be posed as solving partial differential equations (PDEs). However, designing PDE system usually requires high mathematical skills and good insight into the problems. In this paper, we…

Computer Vision and Pattern Recognition · Computer Science 2011-09-07 Risheng Liu , Zhouchen Lin , Wei Zhang , Kewei Tang , Zhixun Su

Ordinary differential equations (ODEs) are widely used to model biological, (bio-)chemical and technical processes. The parameters of these ODEs are often estimated from experimental data using ODE-constrained optimisation. This article…

Optimization and Control · Mathematics 2015-11-06 Anna Fiedler , Fabian J. Theis , Jan Hasenauer

Computing has revolutionised the study of complex nonlinear systems, both by allowing us to solve previously intractable models and through the ability to visualise solutions in different ways. Using ubiquitous computing infrastructure, we…

Physics Education · Physics 2023-10-18 Benjamin J. Walker , Adam K. Townsend , Alexander K. Chudasama , Andrew L. Krause

In this work, we consider alternative discretizations for PDEs which use expansions involving integral operators to approximate spatial derivatives. These constructions use explicit information within the integral terms, but treat boundary…

Computational Physics · Physics 2024-11-12 Andrew J. Christlieb , Pierson T. Guthrey , William A. Sands , Mathialakan Thavappiragasm

In this paper, we consider the dynamics of solutions to complex-valued evolutionary partial differential equations (PDEs) and show existence of heteroclinic orbits from nontrivial equilibria to zero via computer-assisted proofs. We also…

Dynamical Systems · Mathematics 2022-03-02 Jonathan Jaquette , Jean-Philippe Lessard , Akitoshi Takayasu

In multi-phase fluid flow, fluid-structure interaction, and other applications, partial differential equations (PDEs) often arise with discontinuous coefficients and singular sources (e.g., Dirac delta functions). These complexities arise…

Numerical Analysis · Mathematics 2019-07-24 Chung-Nan Tzou , Samuel Stechmann

In this paper, we consider input-output properties of linear systems consisting of PDEs on a finite domain coupled with ODEs through the boundary conditions of the PDE. This framework can be used to represent e.g. a lumped mass fixed to a…

Analysis of PDEs · Mathematics 2020-05-01 Sachin Shivakumar , Amritam Das , Siep Weiland , Matthew M. Peet

In this work, we study physics-informed neural networks (PINNs) constrained by partial differential equations (PDEs) and their application in approximating PDEs with two characteristic scales. From a continuous perspective, our formulation…

Optimization and Control · Mathematics 2024-09-06 Michael Hintermüller , Denis Korolev

Solving Partial Differential Equations (PDEs) is the core of many fields of science and engineering. While classical approaches are often prohibitively slow, machine learning models often fail to incorporate complete system information.…

Machine Learning · Computer Science 2024-02-13 Cooper Lorsung , Zijie Li , Amir Barati Farimani

Partial differential equations (PDEs) are commonly employed to model complex industrial systems characterized by multivariable dependence. Existing physics-informed neural networks (PINNs) excel in solving PDEs in a homogeneous medium.…

Machine Learning · Computer Science 2024-01-29 Aina Wang , Pan Qin , Xi-Ming Sun

Partial Differential Equations (PDEs) with high dimensionality are commonly encountered in computational physics and engineering. However, finding solutions for these PDEs can be computationally expensive, making model-order reduction…

Machine Learning · Statistics 2023-03-07 Sebastian Kaltenbach , Phaedon-Stelios Koutsourelakis , Petros Koumoutsakos

There has been rapid progress recently on the application of deep networks to the solution of partial differential equations, collectively labelled as Physics Informed Neural Networks (PINNs). In this paper, we develop Physics Informed…

Machine Learning · Computer Science 2019-07-09 Vikas Dwivedi , Balaji Srinivasan