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The Gerber-Shiu function provides a unified framework for the evaluation of a variety of risk quantities. Ever since its establishment, it has attracted constantly increasing interests in actuarial science, whereas the conventional research…

Risk Management · Quantitative Finance 2023-04-11 Yue He , Reiichiro Kawai , Yasutaka Shimizu , Kazutoshi Yamazaki

The Gerber-Shiu function is a classical research topic in actuarial science.However, exact solutions are only available in the literature for very specific cases where the claim amounts follow distributions such as the exponential…

Applications · Statistics 2023-12-27 Zan Yu , Lianzeng Zhang

A method is presented that allows to reduce a problem described by differential equations with initial and boundary conditions to the problem described only by differential equations. The advantage of using the modified problem for…

Physically informed neural networks (PINNs) are a promising emerging method for solving differential equations. As in many other deep learning approaches, the choice of PINN design and training protocol requires careful craftsmanship. Here,…

Machine Learning · Statistics 2023-10-09 Inbar Seroussi , Asaf Miron , Zohar Ringel

Physics-informed neural networks (PINNs) [31] use automatic differentiation to solve partial differential equations (PDEs) by penalizing the PDE in the loss function at a random set of points in the domain of interest. Here, we develop a…

Neural and Evolutionary Computing · Computer Science 2019-12-03 E. Kharazmi , Z. Zhang , G. E. Karniadakis

In recent engineering applications using deep learning, physics-informed neural network (PINN) is a new development as it can exploit the underlying physics of engineering systems. The novelty of PINN lies in the use of partial differential…

Computational Engineering, Finance, and Science · Computer Science 2026-02-26 Kart Leong Lim , Rahul Dutta , Mihai Rotaru

Physics-informed neural networks have attracted significant attention in scientific machine learning for their capability to solve forward and inverse problems governed by partial differential equations. However, the accuracy of PINN…

Machine Learning · Computer Science 2025-11-06 Shota Deguchi , Mitsuteru Asai

We introduce a new approach for solving forward systems of differential equations using a combination of splitting methods and physics-informed neural networks (PINNs). The proposed method, splitting PINN, effectively addresses the…

Numerical Analysis · Mathematics 2024-04-02 Simin Shekarpaz , Fanhai Zeng , George Karniadakis

Physics-informed neural networks (PINNs) are employed to solve the Dyson--Schwinger equations of quantum electrodynamics (QED) in Euclidean space, with a focus on the non-perturbative generation of the fermion's dynamical mass function in…

High Energy Physics - Phenomenology · Physics 2025-08-20 Rodrigo Carmo Terin

As a typical application of deep learning, physics-informed neural network (PINN) {has been} successfully used to find numerical solutions of partial differential equations (PDEs), but how to improve the limited accuracy is still a great…

Machine Learning · Computer Science 2022-08-09 Zhi-Yong Zhang , Hui Zhang , Li-Sheng Zhang , Lei-Lei Guo

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…

Machine Learning · Computer Science 2024-04-11 Qi Zeng , Yash Kothari , Spencer H. Bryngelson , Florian Schäfer

Over the past few years, neural network methods have evolved in various directions for approximating partial differential equations (PDEs). A promising new development is the integration of neural networks with classical numerical…

Numerical Analysis · Mathematics 2025-07-10 Georgios Grekas , Charalambos G. Makridakis , Tristan Pryer

Motivated by recent research on Physics-Informed Neural Networks (PINNs), we make the first attempt to introduce the PINNs for numerical simulation of the elliptic Partial Differential Equations (PDEs) on 3D manifolds. PINNs are one of the…

Numerical Analysis · Mathematics 2021-03-05 Zhuochao Tang , Zhuojia Fu

Physics-informed neural networks (PINNs) provide a deep learning framework for numerically solving partial differential equations (PDEs), and have been widely used in a variety of PDE problems. However, there still remain some challenges in…

Machine Learning · Computer Science 2022-05-19 Wensheng Li , Chao Zhang , Chuncheng Wang , Hanting Guan , Dacheng Tao

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 revisit the original approach of using deep learning and neural networks to solve differential equations by incorporating the knowledge of the equation. This is done by adding a dedicated term to the loss function during the optimization…

Machine Learning · Computer Science 2023-04-05 Hubert Baty , Leo Baty

Deep learning has been shown to be an effective tool in solving partial differential equations (PDEs) through physics-informed neural networks (PINNs). PINNs embed the PDE residual into the loss function of the neural network, and have been…

Machine Learning · Computer Science 2022-04-06 Jeremy Yu , Lu Lu , Xuhui Meng , George Em Karniadakis

We propose to compute the time-dependent Dirac equation using physics-informed neural networks (PINNs), a new powerful tool in scientific machine learning avoiding the use of approximate derivatives of differential operators. PINNs search…

Computational Physics · Physics 2022-04-07 Emmanuel Lorin , Xu Yang

With growing investigations into solving partial differential equations by physics-informed neural networks (PINNs), more accurate and efficient PINNs are required to meet the practical demands of scientific computing. One bottleneck of…

Machine Learning · Computer Science 2025-10-29 Tianchi Yu , Yiming Qi , Ivan Oseledets , Shiyi Chen

Differential equations are indispensable to engineering and hence to innovation. In recent years, physics-informed neural networks (PINN) have emerged as a novel method for solving differential equations. PINN method has the advantage of…

Computational Engineering, Finance, and Science · Computer Science 2022-01-07 Mayank Raj , Pramod Kumbhar , Ratna Kumar Annabattula
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