English
Related papers

Related papers: Computing the Gerber-Shiu function with interest a…

200 papers

Physics-informed neural networks (PINNs) show great advantages in solving partial differential equations. In this paper, we for the first time propose to study conformable time fractional diffusion equations by using PINNs. By solving the…

Numerical Analysis · Mathematics 2021-08-18 Yinlin Ye , Yajing Li , Hongtao Fan , Xinyi Liu , Hongbing Zhang

The computation of the seismic wavefield by solving the Helmholtz equation is crucial to many practical applications, e.g., full waveform inversion. Physics-informed neural networks (PINNs) provide functional wavefield solutions represented…

Geophysics · Physics 2024-08-29 Xinquan Huang , Tariq Alkhalifah

Physics-informed neural networks (PINNs) are an increasingly powerful way to solve partial differential equations, generate digital twins, and create neural surrogates of physical models. In this manuscript we detail the inner workings of…

In this study, novel physics-informed neural network (PINN) methods for coupling neighboring support points and their derivative terms which are obtained by automatic differentiation (AD), are proposed to allow efficient training with…

Machine Learning · Computer Science 2022-12-16 Pao-Hsiung Chiu , Jian Cheng Wong , Chinchun Ooi , My Ha Dao , Yew-Soon Ong

Neural networks are universal approximators and are studied for their use in solving differential equations. However, a major criticism is the lack of error bounds for obtained solutions. This paper proposes a technique to rigorously…

Computational Engineering, Finance, and Science · Computer Science 2023-06-07 Shuheng Liu , Xiyue Huang , Pavlos Protopapas

This work addresses the development of a physics-informed neural network (PINN) with a loss term derived from a discretized time-dependent reduced-order system. In this work, first, the governing equations are discretized using a finite…

Numerical Analysis · Mathematics 2024-01-30 Rahul Halder , Giovanni Stabile , Gianluigi Rozza

We present a new technique for the accelerated training of physics-informed neural networks (PINNs): discretely-trained PINNs (DT-PINNs). The repeated computation of partial derivative terms in the PINN loss functions via automatic…

Machine Learning · Computer Science 2023-01-31 Ramansh Sharma , Varun Shankar

We proposed the boundary-integral type neural networks (BINN) for the boundary value problems in computational mechanics. The boundary integral equations are employed to transfer all the unknowns to the boundary, then the unknowns are…

Machine Learning · Computer Science 2023-05-26 Jia Sun , Yinghua Liu , Yizheng Wang , Zhenhan Yao , Xiaoping Zheng

We introduce conditional PINNs (physics informed neural networks) for estimating the solution of classes of eigenvalue problems. The concept of PINNs is expanded to learn not only the solution of one particular differential equation but the…

Physics-Informed Neural Networks (PINN) has evolved into a powerful tool for solving partial differential equations, which has been applied to various fields such as energy, environment, en-gineering, etc. When utilizing PINN to solve…

Fluid Dynamics · Physics 2024-11-27 Zijie Su , Yunpu Liu , Sheng Pan , Zheng Li , Changyu Shen

Deep learning techniques with neural networks have been used effectively in computational fluid dynamics (CFD) to obtain solutions to nonlinear differential equations. This paper presents a physics-informed neural network (PINN) approach to…

Machine Learning · Computer Science 2023-07-25 Greeshma Krishna , Malavika S Nair , Pramod P Nair , Anil Lal S

We propose a stochastic projection-based gradient free physics-informed neural network. The proposed approach, referred to as the stochastic projection based physics informed neural network (SP-PINN), blends upscaled stochastic projection…

Computational Engineering, Finance, and Science · Computer Science 2022-09-29 Navaneeth N , Souvik Chakraborty

Physics-informed neural networks (PINNs) represent a significant advancement in scientific machine learning by integrating fundamental physical laws into their architecture through loss functions. PINNs have been successfully applied to…

Machine Learning · Computer Science 2024-07-16 Wei Zhou , Y. F. Xu

Physics-informed neural networks (PINNs) are a versatile tool in the burgeoning field of scientific machine learning for solving partial differential equations (PDEs). However, determining suitable training strategies for them is not…

Numerical Analysis · Mathematics 2026-03-09 Saad Qadeer , Panos Stinis

Physics-informed neural networks (PINNs) are one popular approach to incorporate a priori knowledge about physical systems into the learning framework. PINNs are known to be robust for smaller training sets, derive better generalization…

Machine Learning · Computer Science 2024-06-19 Birgit Hillebrecht , Benjamin Unger

In this paper, physics-informed neural network (PINN) based on characteristic-based split (CBS) is proposed, which can be used to solve the time-dependent Navier-Stokes equations (N-S equations). In this method, The output parameters and…

Fluid Dynamics · Physics 2023-08-08 Shuang Hu , Meiqin Liu , Senlin Zhang , Shanling Dong , Ronghao Zheng

We consider in this paper a general two-sided jump-diffusion risk model that allows for risky investments as well as for correlation between the two Brownian motions driving insurance risk and investment return. We first introduce the model…

Computational Finance · Quantitative Finance 2013-02-28 Chuancun Yin , Yuzhen Wen

Physics informed neural network (PINN) based solution methods for differential equations have recently shown success in a variety of scientific computing applications. Several authors have reported difficulties, however, when using PINNs to…

Numerical Analysis · Mathematics 2023-10-16 Arnav Gangal , Luis Kim , Sean P. Carney

This short note describes the concept of guided training of deep neural networks (DNNs) to learn physically reasonable solutions. DNNs are being widely used to predict phenomena in physics and mechanics. One of the issues of DNNs is that…

Machine Learning · Computer Science 2023-04-25 Kazuo Yonekura

It is often useful to perform integration over learned functions represented by neural networks. However, this integration is usually performed numerically, as analytical integration over learned functions (especially neural networks) is…

Machine Learning · Computer Science 2023-12-27 Ryan Kortvelesy