Related papers: Selection dynamics for deep neural networks
Physics informed neural networks (PINNs) have emerged as a powerful tool to provide robust and accurate approximations of solutions to partial differential equations (PDEs). However, PINNs face serious difficulties and challenges when…
We develop an unsupervised deep learning method to solve the barrier options under the Bergomi model. The neural networks serve as the approximate option surfaces and are trained to satisfy the PDE as well as the boundary conditions. Two…
A long-standing problem at the interface of artificial intelligence and applied mathematics is to devise an algorithm capable of achieving human level or even superhuman proficiency in transforming observed data into predictive mathematical…
Inspired by applications in optimal control of semilinear elliptic partial differential equations and physics-integrated imaging, differential equation constrained optimization problems with constituents that are only accessible through…
The accurate numerical solution of partial differential equations is a central task in numerical analysis allowing to model a wide range of natural phenomena by employing specialized solvers depending on the scenario of application. Here,…
The notion of an Evolutional Deep Neural Network (EDNN) is introduced for the solution of partial differential equations (PDE). The parameters of the network are trained to represent the initial state of the system only, and are…
In this paper we propose a new methodology for decision-making under uncertainty using recent advancements in the areas of nonlinear stochastic optimal control theory, applied mathematics, and machine learning. Grounded on the fundamental…
In this work we present an application of modern deep learning methodologies to the numerical solution of partial differential equations in transport models. More specifically, we employ a supervised deep neural network that takes into…
This paper introduces a novel algorithmic framework for a deep neural network (DNN), which in a mathematically rigorous manner, allows us to incorporate history (or memory) into the network -- it ensures all layers are connected to one…
Despite strong performance in numerous applications, the fragility of deep learning to input perturbations has raised serious questions about its use in safety-critical domains. While adversarial training can mitigate this issue in…
We propose a neural network-based algorithm for solving forward and inverse problems for partial differential equations in unsupervised fashion. The solution is approximated by a deep neural network which is the minimizer of a cost…
The past few years have witnessed an increased interest in learning Hamiltonian dynamics in deep learning frameworks. As an inductive bias based on physical laws, Hamiltonian dynamics endow neural networks with accurate long-term…
This paper studies deep neural networks for solving extremely large linear systems arising from highdimensional problems. Because of the curse of dimensionality, it is expensive to store both the solution and right-hand side vector in such…
The fragility of deep neural networks to adversarially-chosen inputs has motivated the need to revisit deep learning algorithms. Including adversarial examples during training is a popular defense mechanism against adversarial attacks. This…
Recent work linking deep neural networks and dynamical systems opened up new avenues to analyze deep learning. In particular, it is observed that new insights can be obtained by recasting deep learning as an optimal control problem on…
In this chapter, we utilize dynamical systems to analyze several aspects of machine learning algorithms. As an expository contribution we demonstrate how to re-formulate a wide variety of challenges from deep neural networks, (stochastic)…
Neural networks have become ubiquitous tools for solving signal and image processing problems, and they often outperform standard approaches. Nevertheless, training neural networks is a challenging task in many applications. The prevalent…
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,…
There has been an arising trend of adopting deep learning methods to study partial differential equations (PDEs). In this paper, we introduce a deep recurrent framework for solving time-dependent PDEs without generating large scale data…
The residual neural network (ResNet) is a popular deep network architecture which has the ability to obtain high-accuracy results on several image processing problems. In order to analyze the behavior and structure of ResNet, recent work…