Related papers: Pontryagin Neural Operator for Solving Parametric …

Zero-sum Dynkin games under Poisson constraints, where players can only stop at the event times of a Poisson process, have been studied widely in the recent literature. The constraint can be modelled in two ways: either both players share…

The simulation of power system dynamics poses a computationally expensive task. Considering the growing uncertainty of generation and demand patterns, thousands of scenarios need to be continuously assessed to ensure the safety of power…

Physics-Informed Neural Networks (PINNs) have been recognized as a mesh-free alternative to solve partial differential equations where physics information is incorporated. However, in dealing with problems characterized by high stiffness or…

Neural networks can be trained to solve partial differential equations (PDEs) by using the PDE residual as the loss function. This strategy is called "physics-informed neural networks" (PINNs), but it currently cannot produce high-accuracy…

We apply physics-informed neural networks (PINNs) to first-order two-scale periodic asymptotic homogenization of the property tensor in a generic elliptic equation. The problem of lack of differentiability of property tensors at the sharp…

Learning the solution of partial differential equations (PDEs) with a neural network is an attractive alternative to traditional solvers due to its elegance, greater flexibility and the ease of incorporating observed data. However, training…

We propose a physics-informed neural networks (PINNs) framework to solve the infinite-horizon optimal control problem of nonlinear systems. In particular, since PINNs are generally able to solve a class of partial differential equations…

Physics-informed neural networks (PINNs) have recently emerged as effective methods for solving partial differential equations (PDEs) in various problems. Substantial research focuses on the failure modes of PINNs due to their frequent…

PDEs arise ubiquitously in science and engineering, where solutions depend on parameters (physical properties, boundary conditions, geometry). Traditional numerical methods require re-solving the PDE for each parameter, making parameter…

We propose a new semi-analytic physics informed neural network (PINN) to solve singularly perturbed boundary value problems. The PINN is a scientific machine learning framework that offers a promising perspective for finding numerical…

In this article, our goal is to solve two-parameter singular perturbation problems (SPPs) in one- and two-dimensions using an adapted Physics-Informed Neural Networks (PINNs) approach. Such problems are of major importance in engineering…

We study the complexity of computing stationary Nash equilibrium (NE) in n-player infinite-horizon general-sum stochastic games. We focus on the problem of computing NE in such stochastic games when each player is restricted to choosing a…

Zero-sum stochastic games provide a rich model for competitive decision making. However, under general forms of state uncertainty as considered in the Partially Observable Stochastic Game (POSG), such decision making problems are still not…

Probabilistic settings (e.g., vanishing-error channel coding) and non-probabilistic settings (e.g., zero-error channel coding and adversarial channels) were considered two related but different branches of information theory which do not…

Continuous-time empirical dynamic discrete choice games offer notable computational advantages over discrete-time models. This paper addresses remaining computational and econometric challenges to further improve both model solution and…

Soft- and hard-constrained Physics Informed Neural Networks (PINNs) have achieved great success in solving partial differential equations (PDEs). However, these methods still face great challenges when solving the Navier-Stokes equations…

The paper proposes a deep learning method specifically dealing with the forward and inverse problem of variable coefficient partial differential equations -- Variable Coefficient Physical Information Neural Network (VC-PINN). The shortcut…

Physics-Informed Neural Networks (PINNs) for high-dimensional and high-order partial differential equations (PDEs) are primarily constrained by the $\mathcal{O}(d^k)$ spatial derivative complexity and the $\mathcal{O}(P)$ memory overhead of…

Traditional mean-field game (MFG) solvers operate on an instance-by-instance basis, which becomes infeasible when many related problems must be solved (e.g., for seeking a robust description of the solution under perturbations of the…

We present a neural network approach for approximating the value function of high-dimensional stochastic control problems. Our training process simultaneously updates our value function estimate and identifies the part of the state space…