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Physics-Informed Machine Learning (PIML) offers a powerful paradigm of integrating data with physical laws to address important scientific problems, such as parameter estimation, inferring hidden physics, equation discovery, and state…

Computational Engineering, Finance, and Science · Computer Science 2025-10-31 Letian Yi , Siyuan Yang , Ying Cui , Zhilu Lai

Many core problems in robotics can be framed as constrained optimization problems. Often on these problems, the robotic system has uncertainty, or it would be advantageous to identify multiple high quality feasible solutions. To enable…

Robotics · Computer Science 2025-06-03 Griffin Tabor , Tucker Hermans

In this work, we introduce a learning model designed to meet the needs of applications in which computational resources are limited, and robustness and interpretability are prioritized. Learning problems can be formulated as constrained…

Systems and Control · Electrical Eng. & Systems 2025-09-26 Christos Mavridis , John Baras

Enabling low precision implementations of deep learning models, without considerable performance degradation, is necessary in resource and latency constrained settings. Moreover, exploiting the differences in sensitivity to quantization…

Machine Learning · Computer Science 2022-10-28 Ignacio Hounie , Juan Elenter , Alejandro Ribeiro

This paper is concerned with the approximation of the solution of partial differential equations by means of artificial neural networks. Here a feedforward neural network is used to approximate the solution of the partial differential…

Numerical Analysis · Mathematics 2019-04-10 Henri Calandra , Serge Gratton , Elisa Riccietti , Xavier Vasseur

This article is an overview of supervised machine learning problems for regression and classification. Topics include: kernel methods, training by stochastic gradient descent, deep learning architecture, losses for classification,…

Machine Learning · Computer Science 2019-10-04 Adam M Oberman

An algorithm is proposed, analyzed, and tested experimentally for solving stochastic optimization problems in which the decision variables are constrained to satisfy equations defined by deterministic, smooth, and nonlinear functions. It is…

Optimization and Control · Mathematics 2021-07-09 Frank E. Curtis , Daniel P. Robinson , Baoyu Zhou

Many key problems in machine learning and data science are routinely modeled as optimization problems and solved via optimization algorithms. With the increase of the volume of data and the size and complexity of the statistical models used…

Optimization and Control · Mathematics 2020-08-28 Filip Hanzely

We use differential equations based approaches to provide some {\it \textbf{physics}} insights into analyzing the dynamics of popular optimization algorithms in machine learning. In particular, we study gradient descent, proximal gradient…

Machine Learning · Computer Science 2018-10-26 Lin F. Yang , R. Arora , V. Braverman , Tuo Zhao

Recently, physics informed neural networks have successfully been applied to a broad variety of problems in applied mathematics and engineering. The principle idea is to use a neural network as a global ansatz function to partial…

Machine Learning · Computer Science 2022-03-28 Alexander Henkes , Henning Wessels , Rolf Mahnken

In insurance mathematics optimal control problems over an infinite time horizon arise when computing risk measures. Their solutions correspond to solutions of deterministic semilinear (degenerate) elliptic partial differential equations. In…

Mathematical Finance · Quantitative Finance 2020-12-11 Stefan Kremsner , Alexander Steinicke , Michaela Szölgyenyi

We consider a one dimensional elliptic distributed optimal control problem with pointwise constraints on the derivative of the state. By exploiting the variational inequality satisfied by the derivative of the optimal state, we obtain…

Numerical Analysis · Mathematics 2021-06-18 Susanne C. Brenner , Li-yeng Sung , Winnifried Wollner

We investigate finite-dimensional constrained structured optimization problems, featuring composite objective functions and set-membership constraints. Offering an expressive yet simple language, this problem class provides a modeling…

Optimization and Control · Mathematics 2023-02-09 Alberto De Marchi , Xiaoxi Jia , Christian Kanzow , Patrick Mehlitz

We present an end-to-end framework to learn partial differential equations that brings together initial data production, selection of boundary conditions, and the use of physics-informed neural operators to solve partial differential…

Computational Physics · Physics 2023-08-21 Shawn G. Rosofsky , Hani Al Majed , E. A. Huerta

Ordinary Differential Equations are generally too complex to be solved analytically. Approximations thereof can be obtained by general purpose numerical methods. However, even though accurate schemes have been developed, they remain…

Numerical Analysis · Mathematics 2023-04-19 Maxime Bouchereau , Philippe Chartier , Mohammed Lemou , Florian Méhats

Physics-informed neural networks (PINNs) have been proposed to learn the solution of partial differential equations (PDE). In PINNs, the residual form of the PDE of interest and its boundary conditions are lumped into a composite objective…

Computational Physics · Physics 2022-05-24 Shamsulhaq Basir , Inanc Senocak

Constrained Optimization solution algorithms are restricted to point based solutions. In practice, single or multiple objectives must be satisfied, wherein both the objective function and constraints can be non-convex resulting in multiple…

Neural and Evolutionary Computing · Computer Science 2021-01-05 Gurpreet Singh , Soumyajit Gupta , Matthew Lease

Optimization problems with an auxiliary latent variable structure in addition to the main model parameters occur frequently in computer vision and machine learning. The additional latent variables make the underlying optimization task…

Machine Learning · Computer Science 2020-03-13 Christopher Zach , Huu Le

In this paper we discuss the numerical solution of elliptic distributed optimal control problems with state or control constraints when the control is considered in the energy norm. As in the unconstrained case we can relate the…

Numerical Analysis · Mathematics 2023-06-28 Peter Gangl , Richard Löscher , Olaf Steinbach

Physics Informed Neural Networks is a numerical method which uses neural networks to approximate solutions of partial differential equations. It has received a lot of attention and is currently used in numerous physical and engineering…

Numerical Analysis · Mathematics 2025-07-10 Dimitrios Gazoulis , Ioannis Gkanis , Charalambos G. Makridakis