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The solution of partial differential equations (PDEs) plays a central role in numerous applications in science and engineering, particularly those involving multiphase flow in porous media. Complex, nonlinear systems govern these problems…
We study the dynamic portfolio selection of an investor who uses deep learning methods to forecast stock market excess returns. In a two-asset allocation problem, deep neural networks -- both feedforward and long short-term memory (LSTM)…
The reservoir computing scheme is a machine learning mechanism which utilizes the naturally occuring computational capabilities of dynamical systems. One important subset of systems that has proven powerful both in experiments and theory…
The current energy transition promotes the convergence of operation between the power and natural gas systems. In that direction, it becomes paramount to improve the modeling of non-convex natural gas flow dynamics within the coordinated…
Streaming Data-Driven Optimization (SDDO) problems arise in many applications where data arrive continuously and the optimization environment evolves over time. Concept drift produces non-stationary landscapes, making optimization methods…
We propose a novel approach for loss reserving based on deep neural networks. The approach allows for joint modeling of paid losses and claims outstanding, and incorporation of heterogeneous inputs. We validate the models on loss reserving…
Plastic injection molding remains essential to modern manufacturing. However, optimizing process parameters to balance product quality and profitability under dynamic environmental and economic conditions remains a persistent challenge.…
Topology optimization has emerged as a popular approach to refine a component's design and increase its performance. However, current state-of-the-art topology optimization frameworks are compute-intensive, mainly due to multiple finite…
In the present work, a generative deep learning framework combining a Co-optimized Variational Autoencoder (Co-VAE) architecture with quantitative structure-property relationship (QSPR) techniques is developed to enable accelerated inverse…
The prediction of time series is a challenging task relevant in such diverse applications as analyzing financial data, forecasting flow dynamics or understanding biological processes. Especially chaotic time series that depend on a long…
Reservoir computing is a machine learning paradigm that uses a high-dimensional dynamical system, or \emph{reservoir}, to approximate and predict time series data. The scale, speed and power usage of reservoir computers could be enhanced by…
The prediction of stochastic dynamical systems and the capture of dynamical behaviors are profound problems. In this article, we propose a data-driven framework combining Reservoir Computing and Normalizing Flow to study this issue, which…
The block-based coding structure in the hybrid video coding framework inevitably introduces compression artifacts such as blocking, ringing, etc. To compensate for those artifacts, extensive filtering techniques were proposed in the loop of…
Recent advances in reservoir simulation increasingly utilize hybrid approaches that couple physics-based simulators with machine-learning (ML) components. ML components offer high fidelity to training data and fast inference, enabling…
Despite their success in massive engineering applications, deep neural networks are vulnerable to various perturbations due to their black-box nature. Recent study has shown that a deep neural network can misclassify the data even if the…
Physical reservoir computing is a computational framework that offers an energy- and computation-efficient alternative to conventional training of neural networks. In reservoir computing, input signals are mapped into the high-dimensional…
The objective of this paper is to design novel multi-layer neural network architectures for multiscale simulations of flows taking into account the observed data and physical modeling concepts. Our approaches use deep learning concepts…
Reservoir computing (RC) is a machine learning algorithm that can learn complex time series from data very rapidly based on the use of high-dimensional dynamical systems, such as random networks of neurons, called "reservoirs." To implement…
This paper proposes a novel approach to improve the performance of distributed nonlinear control systems while preserving stability by leveraging Deep Neural Networks (DNNs). We build upon the Neural System Level Synthesis (Neur-SLS)…
The optimal control of a water reservoir systems represents a challenging problem, due to uncertain hydrologic inputs and the need to adapt to changing environment and varying control objectives. In this work, we propose a real-time…