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We propose a deep neural network framework for computing prices and deltas of American options in high dimensions. The architecture of the framework is a sequence of neural networks, where each network learns the difference of the price…

Computational Finance · Quantitative Finance 2019-09-30 Yangang Chen , Justin W. L. Wan

Deep learning has enjoyed tremendous success in a variety of applications but its application to quantile regressions remains scarce. A major advantage of the deep learning approach is its flexibility to model complex data in a more…

Statistics Theory · Mathematics 2021-06-14 Qixian Zhong , Jane-Ling Wang

We present a hybrid approach combining isogeometric analysis with deep operator networks to solve electromagnetic scattering problems. The neural network takes a computer-aided design representation as input and predicts the electromagnetic…

Computational Engineering, Finance, and Science · Computer Science 2024-11-19 Merle Backmeyer , Stefan Kurz , Matthias Möller , Sebastian Schöps

Einstein field equations are notoriously challenging to solve due to their complex mathematical form, with few analytical solutions available in the absence of highly symmetric systems or ideal matter distribution. However, accurate…

General Relativity and Quantum Cosmology · Physics 2023-09-15 Zhi-Han Li , Chen-Qi Li , Long-Gang Pang

Estimation of optical aberrations from volumetric intensity images is a key step in sensorless adaptive optics for 3D microscopy. Recent approaches based on deep learning promise accurate results at fast processing speeds. However,…

Image and Video Processing · Electrical Eng. & Systems 2020-10-28 Debayan Saha , Uwe Schmidt , Qinrong Zhang , Aurelien Barbotin , Qi Hu , Na Ji , Martin J. Booth , Martin Weigert , Eugene W. Myers

The standard approach to the numerical evolution of black hole data using the ADM formulation with maximal slicing and vanishing shift is extended to non-symmetric black hole data containing black holes with linear momentum and spin by…

General Relativity and Quantum Cosmology · Physics 2008-11-26 Bernd Bruegmann

Implicit Neural Representations (INRs) have emerged as a powerful tool for geometric representation, yet their suitability for physics-based simulation remains underexplored. While metrics like Hausdorff distance quantify surface…

Computational Engineering, Finance, and Science · Computer Science 2026-02-03 Samundra Karki , Adarsh Krishnamurthy , Baskar Ganapathysubramanian

We calculate by a new way the two point function on the boundary of AdS spacetime in 1+2 dimensions for the massless conformal real scalar field. The result agrees with the answer provided by the Boundary-limit Holography and Witten recipe.…

High Energy Physics - Theory · Physics 2021-12-28 L. Ortíz

Physics-informed neural networks have gained growing interest. Specifically, they are used to solve partial differential equations governing several physical phenomena. However, physics-informed neural network models suffer from several…

Computational Engineering, Finance, and Science · Computer Science 2022-11-29 Diab W. Abueidda , Seid Koric , Erman Guleryuz , Nahil A. Sobh

Deep neural networks (DNNs) have demonstrated success for many supervised learning tasks, ranging from voice recognition, object detection, to image classification. However, their increasing complexity might yield poor generalization error…

Machine Learning · Statistics 2019-05-24 Mouloud Belbahri , Eyyüb Sari , Sajad Darabi , Vahid Partovi Nia

Thanks to their universal approximation properties and new efficient training strategies, Deep Neural Networks are becoming a valuable tool for the approximation of mathematical operators. In the present work, we introduce Mesh-Informed…

Numerical Analysis · Mathematics 2023-05-08 Nicola Rares Franco , Andrea Manzoni , Paolo Zunino

Physics-informed neural networks (PINNs) [4, 10] are an approach for solving boundary value problems based on differential equations (PDEs). The key idea of PINNs is to use a neural network to approximate the solution to the PDE and to…

Numerical Analysis · Mathematics 2023-05-23 Victorita Dolean , Alexander Heinlein , Siddhartha Mishra , Ben Moseley

We introduce a new library of 535,194 model images of the supermassive black holes and Event Horizon Telescope (EHT) targets Sgr A* and M87*, computed by performing general relativistic radiative transfer calculations on general…

High Energy Astrophysical Phenomena · Physics 2023-02-22 Richard Qiu , Angelo Ricarte , Ramesh Narayan , George N. Wong , Andrew Chael , Daniel Palumbo

In this work, we used deep neural networks (DNNs) to solve a fundamental problem in differential geometry. One can find many closed-form expressions for calculating curvature, length, and other geometric properties in the literature. As we…

Graphics · Computer Science 2021-02-04 Barak Or , Liam Hazan

Inspired by the recent advances in deep learning (DL), this work presents a deep neural network aided decoding algorithm for binary linear codes. Based on the concept of deep unfolding, we design a decoding network by unfolding the…

Information Theory · Computer Science 2020-02-19 Yi Wei , Ming-Min Zhao , Min-Jian Zhao , Ming Lei

Physics-informed neural networks (PINNs) have recently emerged as an alternative way of solving partial differential equations (PDEs) without the need of building elaborate grids, instead, using a straightforward implementation. In…

Analysis of PDEs · Mathematics 2019-09-04 Dongkun Zhang , Lu Lu , Ling Guo , George Em Karniadakis

Physics-informed neural networks (PINNs) effectively embed physical principles into machine learning, but often struggle with complex or alternating geometries. We propose a novel method for integrating geometric transformations within…

Machine Learning · Computer Science 2023-11-30 Samuel Burbulla

Deep learning techniques have been shown to be extremely effective for various classification and regression problems, but quantifying the uncertainty of their predictions and separating them into the epistemic and aleatoric fractions is…

Signal Processing · Electrical Eng. & Systems 2019-10-15 Augustin Prado , Ravinath Kausik , Lalitha Venkataramanan

In the last decade, deep learning has become a major component of artificial intelligence. The workhorse of deep learning is the optimization of loss functions by stochastic gradient descent (SGD). Traditionally in deep learning, neural…

Machine Learning · Computer Science 2021-04-27 Benjamin Scellier

Recent work has uncovered a correspondence between theories in anti-de Sitter space, and those on its boundary. This has important implications for black holes in string theory which have near-horizon AdS geometries. Using the effective…

High Energy Physics - Theory · Physics 2009-10-31 Edward Teo