Related papers: An energy-based deep splitting method for the nonl…
We propose a new algorithm for solving parabolic partial differential equations (PDEs) and backward stochastic differential equations (BSDEs) in high dimension, by making an analogy between the BSDE and reinforcement learning with the…
The splitting method is a powerful method for solving partial differential equations. Various splitting methods have been designed to separate different physics, nonlinearities, and so on. Recently, a new splitting approach has been…
The success of deep learning has been due, in no small part, to the availability of large annotated datasets. Thus, a major bottleneck in current learning pipelines is the time-consuming human annotation of data. In scenarios where such…
Nonlinear filtering is the problem of online estimation of a dynamic hidden variable from incoming data and has vast applications in different fields, ranging from engineering, machine learning, economic science and natural sciences. We…
The deep-learning-based least squares method has shown successful results in solving high-dimensional non-linear partial differential equations (PDEs). However, this method usually converges slowly. To speed up the convergence of this…
We study the problem of learning similarity by using nonlinear embedding models (e.g., neural networks) from all possible pairs. This problem is well-known for its difficulty of training with the extreme number of pairs. For the special…
We propose effective scheme of deep learning method for high-order nonlinear soliton equation and compare the activation function for high-order soliton equation. The neural network approximates the solution of the equation under the…
Machine learning techniques based on artificial neural networks have been successfully applied to solve many problems in science. One of the most interesting domains of machine learning, reinforcement learning, has natural applicability for…
The purpose of this article is to provide a perspective -- admittedly, a rather subjective one -- of recent developments at the interface of machine learning/data-driven methods and nonlinear wave studies. We review some recent pillars of…
Recent years have witnessed the outstanding success of deep learning in various fields such as vision and natural language processing. This success is largely indebted to the massive size of deep learning models that is expected to increase…
In this paper we develop a statistical theory and an implementation of deep learning models. We show that an elegant variable splitting scheme for the alternating direction method of multipliers optimises a deep learning objective. We allow…
This paper aims to accelerate the test-time computation of deep convolutional neural networks (CNNs). Unlike existing methods that are designed for approximating linear filters or linear responses, our method takes the nonlinear units into…
Probabilistic power flow (PPF) plays a critical role in power system analysis. However, the high computational burden makes it challenging for the practical implementation of PPF. This paper proposes a model-based deep learning approach to…
This work focuses on developing a data-driven framework using Koopman operator theory for system identification and linearization of nonlinear systems for control. Our proposed method presents a deep learning framework with recursive…
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…
Nonlinear differential equations are challenging to solve numerically and are important to understanding the dynamics of many physical systems. Deep neural networks have been applied to help alleviate the computational cost that is…
Despite the notable success of deep neural networks (DNNs) in solving complex tasks, the training process still remains considerable challenges. A primary obstacle is the substantial time required for training, particularly as high…
The identification of a nonlinear dynamic model is an open topic in control theory, especially from sparse input-output measurements. A fundamental challenge of this problem is that very few to zero prior knowledge is available on both the…
Machine learning is attracting surging interest across nearly all scientific areas by enabling the analysis of large datasets and the extraction of scientific information from incomplete data. Data-driven science is rapidly growing,…
We propose a novel small time approximation for the solution to the Zakai equation from nonlinear filtering theory. We prove that the unnormalized filtering density is well described over short time intervals by the solution of a…