English
Related papers

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

200 papers

Physics-informed Neural Networks (PINNs) have been shown to be effective in solving partial differential equations by capturing the physics induced constraints as a part of the training loss function. This paper shows that a PINN can be…

Machine Learning · Computer Science 2023-05-08 Chandrajit Bajaj , Luke McLennan , Timothy Andeen , Avik Roy

This paper considers an insurance surplus process modeled by a spectrally negative L\'{e}vy process. Instead of the time of ruin in the traditional setting, we apply the time of drawdown as the risk indicator in this paper. We study the…

Pricing of Securities · Quantitative Finance 2019-06-05 Wenyuan Wang , Ping Chen , Shuanming Li

Differential equations are involved in modeling many engineering problems. Many efforts have been devoted to solving differential equations. Due to the flexibility of neural networks, Physics Informed Neural Networks (PINNs) have recently…

Computational Engineering, Finance, and Science · Computer Science 2025-09-22 Siyuan Yang , Cheng Song , Zhilu Lai , Wenjia Wang

In this paper, we numerically examine the precision challenges that emerge in automatic differentiation and numerical integration in various tasks now tackled by physics-informed neural networks (PINNs). Specifically, we illustrate how…

Numerical Analysis · Mathematics 2025-07-29 Josef Daněk , Jan Pospíšil

The use of neural networks to solve differential equations, as an alternative to traditional numerical solvers, has increased recently. However, error bounds for the obtained solutions have only been developed for certain equations. In this…

Machine Learning · Computer Science 2024-11-22 Augusto T. Chantada , Pavlos Protopapas , Luca Gomez Bachar , Susana J. Landau , Claudia G. Scóccola

Physics-informed neural networks (PINNs) have emerged as a promising approach to solving partial differential equations (PDEs) using neural networks, particularly in data-scarce scenarios, due to their unsupervised training capability.…

Machine Learning · Computer Science 2025-03-25 Edgar Torres , Jonathan Schiefer , Mathias Niepert

Physics-Informed Neural Networks (PINNs) are a class of deep learning models aiming to approximate solutions of PDEs by training neural networks to minimize the residual of the equation. Focusing on non-equilibrium fluctuating systems, we…

Machine Learning · Computer Science 2025-09-25 Javier Castro , Benjamin Gess

This paper investigates a numerical solution of Allen-Cahn equation with constant and degenerate mobility, with polynomial and logarithmic energy functionals, with deterministic and random initial functions, and with advective term in one,…

Numerical Analysis · Mathematics 2025-03-13 Mustafa Kütük , Hamdullah Yücel

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…

Systems and Control · Electrical Eng. & Systems 2023-11-13 Jochen Stiasny , Spyros Chatzivasileiadis

Although physics-informed neural networks (PINNs) have shown great potential in dealing with nonlinear partial differential equations (PDEs), it is common that PINNs will suffer from the problem of insufficient precision or obtaining…

Machine Learning · Computer Science 2024-10-07 Feilong Jiang , Xiaonan Hou , Min Xia

Fractional physics-informed neural networks (fPINNs) have been successfully introduced in [Pang, Lu and Karniadakis, SIAM J. Sci. Comput. 41 (2019) A2603-A2626], which observe relative errors of $10^{-3} \, \sim \, 10^{-4}$ for the…

Numerical Analysis · Mathematics 2025-05-29 Na Xue , Minghua Chen

A physics-informed neural network (PINN), which has been recently proposed by Raissi et al [J. Comp. Phys. 378, pp. 686-707 (2019)], is applied to the partial differential equation (PDE) of liquid film flows. The PDE considered is the time…

Physics-Informed Neural Networks (PINNs) represent a groundbreaking paradigm in scientific computing, seamlessly integrating the robust framework of deep learning with fundamental physical laws. This paper meticulously applies the standard…

Numerical Analysis · Mathematics 2026-01-19 Ahmed Aberqi , Ahmed Miloudi

Addressing high-dimensional partial differential equations to derive effective actions within the functional renormalization group is formidable, especially when considering various field configurations, including inhomogeneous states, even…

Disordered Systems and Neural Networks · Physics 2024-08-05 Takeru Yokota

In this paper, we developed a new PINN-based model to predict the potential of point-charged particles surrounded by conductive walls. As a result of the proposed physics-informed neural network model, the mean square error and R2 score are…

Computational Physics · Physics 2023-01-06 Fatemeh Hafezianzade , Morad Biagooi , SeyedEhsan Nedaaee Oskoee

Mathematical models in neural networks are powerful tools for solving complex differential equations and optimizing their parameters; that is, solving the forward and inverse problems, respectively. A forward problem predicts the output of…

Machine Learning · Computer Science 2025-07-29 Aarush Gupta , Kendric Hsu , Syna Mathod

Physics-Informed Neural Networks (PINNs) have become a promising research direction in the field of solving Partial Differential Equations (PDEs). Dealing with singular perturbation problems continues to be a difficult challenge in the…

Machine Learning · Computer Science 2024-08-28 Sen Wang , Peizhi Zhao , Qinglong Ma , Tao Song

The physics-informed neural network (PINN) is effective in solving the partial differential equation (PDE) by capturing the physics constraints as a part of the training loss function through the Automatic Differentiation (AD). This study…

Computational Physics · Physics 2022-02-17 Zixue Xiang , Wei Peng , Weien Zhou , Wen Yao

We propose Gradient Informed Neural Networks (GradINNs), a methodology inspired by Physics Informed Neural Networks (PINNs) that can be used to efficiently approximate a wide range of physical systems for which the underlying governing…

Machine Learning · Computer Science 2024-09-04 Filippo Aglietti , Francesco Della Santa , Andrea Piano , Virginia Aglietti

This paper employs physics-informed neural networks (PINNs) to solve Fisher's equation, a fundamental reaction-diffusion system with both simplicity and significance. The focus is on investigating Fisher's equation under conditions of large…

Machine Learning · Computer Science 2024-11-20 Franz M. Rohrhofer , Stefan Posch , Clemens Gößnitzer , Bernhard C. Geiger