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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…

Machine Learning · Computer Science 2023-07-11 Rajat Arora

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…

Computational Finance · Quantitative Finance 2022-07-04 Weilong Fu , Ali Hirsa

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…

Machine Learning · Statistics 2018-01-23 Maziar Raissi

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…

Optimization and Control · Mathematics 2020-08-26 Guozhi Dong , Michael Hintermueller , Kostas Papafitsoros

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,…

Numerical Analysis · Mathematics 2022-12-13 Moritz Reh , Martin Gärttner

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…

Computational Physics · Physics 2021-10-13 Yifan Du , Tamer A. Zaki

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…

Robotics · Computer Science 2021-07-12 Marcus Pereira , Ziyi Wang , Ioannis Exarchos , Evangelos A. Theodorou

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…

Numerical Analysis · Mathematics 2021-02-10 Eduardo Abreu , Joao B. Florindo

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…

Optimization and Control · Mathematics 2020-04-03 Harbir Antil , Ratna Khatri , Rainald Löhner , Deepanshu Verma

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…

Machine Learning · Statistics 2021-11-01 Alexander Robey , Luiz F. O. Chamon , George J. Pappas , Hamed Hassani , Alejandro Ribeiro

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…

Machine Learning · Computer Science 2019-04-12 Leah Bar , Nir Sochen

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…

Machine Learning · Computer Science 2022-03-02 Zhijie Chen , Mingquan Feng , Junchi Yan , Hongyuan Zha

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…

Numerical Analysis · Mathematics 2023-03-07 Yiqi Gu , Michael K. Ng

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…

Optimization and Control · Mathematics 2020-05-05 Jacob H. Seidman , Mahyar Fazlyab , Victor M. Preciado , George J. Pappas

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…

Optimization and Control · Mathematics 2020-07-21 Weinan E , Jiequn Han , Qianxiao Li

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)…

Dynamical Systems · Mathematics 2025-07-08 Dennis Chemnitz , Maximilian Engel , Christian Kuehn , Sara-Viola Kuntz

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…

Optimization and Control · Mathematics 2022-10-28 Patrick L. Combettes , Jean-Christophe Pesquet , Audrey Repetti

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,…

Numerical Analysis · Mathematics 2026-01-27 Wenzhong Zhang , Zheyuan Hu , Wei Cai , George EM Karniadakis

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…

Numerical Analysis · Mathematics 2021-04-21 Cheng Chang , Liu Liu , Tieyong Zeng

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…

Computer Vision and Pattern Recognition · Computer Science 2018-11-27 Linan Zhang , Hayden Schaeffer