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Solving analytically intractable partial differential equations (PDEs) that involve at least one variable defined on an unbounded domain arises in numerous physical applications. Accurately solving unbounded domain PDEs requires efficient…

Machine Learning · Computer Science 2026-05-12 Mingtao Xia , Lucas Böttcher , Tom Chou

Physics-informed neural networks (PINNs) have recently emerged as a promising way to compute the solutions of partial differential equations (PDEs) using deep neural networks. However, despite their significant success in various fields, it…

Numerical Analysis · Mathematics 2024-07-15 Seungchan Ko , Sang Hyeon Park

In this paper, we propose a new policy iteration algorithm to compute the value function and the optimal controls of continuous time stochastic control problems. The algorithm relies on successive approximations using linear-quadratic…

Optimization and Control · Mathematics 2024-09-09 Dylan Possamaï , Ludovic Tangpi

The present work is focused on exploring convergence of Physics-informed Neural Networks (PINNs) when applied to a specific class of second-order fully nonlinear Partial Differential Equations (PDEs). It is well-known that as the number of…

Numerical Analysis · Mathematics 2025-01-09 Avetik Arakelyan , Rafayel Barkhudaryan

Physics-informed neural networks (PINNs) have recently become a powerful tool for solving partial differential equations (PDEs). However, finding a set of neural network parameters that lead to fulfilling a PDE can be challenging and…

Machine Learning · Computer Science 2023-04-12 Aleksandr Dekhovich , Marcel H. F. Sluiter , David M. J. Tax , Miguel A. Bessa

Inverse problems arise almost everywhere in science and engineering where we need to infer on a quantity from indirect observation. The cases of medical, biomedical, and industrial imaging systems are the typical examples. A very high…

Machine Learning · Computer Science 2025-02-20 Ali Mohammad-Djafari

Physics-informed neural networks (PINNs) have emerged as a promising numerical method based on deep learning for modeling boundary value problems, showcasing promising results in various fields. In this work, we use PINNs to discretize…

Computational Physics · Physics 2024-06-10 Michel Nohra , Steven Dufour

Constrained optimization problems appear in a wide variety of challenging real-world problems, where constraints often capture the physics of the underlying system. Classic methods for solving these problems rely on iterative algorithms…

Systems and Control · Electrical Eng. & Systems 2023-06-13 Meiyi Li , Soheil Kolouri , Javad Mohammadi

We propose a numerical method for solving high dimensional fully nonlinear partial differential equations (PDEs). Our algorithm estimates simultaneously by backward time induction the solution and its gradient by multi-layer neural…

Optimization and Control · Mathematics 2021-01-27 Huyen Pham , Xavier Warin , Maximilien Germain

Fast and accurate solution of time-dependent partial differential equations (PDEs) is of key interest in many research fields including physics, engineering, and biology. Generally, implicit schemes are preferred over the explicit ones for…

Numerical Analysis · Mathematics 2019-11-28 Suprosanna Shit , Abinav Ravi Venkatakrishnan , Ivan Ezhov , Jana Lipkova , Marie Piraud , Bjoern Menze

Physics informed neural networks (PINNs) have emerged as a powerful tool to provide robust and accurate approximations of solutions to partial differential equations (PDEs). However, PINNs face serious difficulties and challenges when…

Machine Learning · Computer Science 2023-07-11 Rajat Arora

In this paper, we propose a refinement strategy to the well-known Physics-Informed Neural Networks (PINNs) for solving partial differential equations (PDEs) based on the concept of Optimal Transport (OT). Conventional black-box PINNs…

Computational Engineering, Finance, and Science · Computer Science 2021-05-31 Vaishnav Tadiparthi , Raktim Bhattacharya

Physics-informed neural networks (PINNs) were recently proposed in [1] as an alternative way to solve partial differential equations (PDEs). A neural network (NN) represents the solution while a PDE-induced NN is coupled to the solution NN,…

Computational Physics · Physics 2019-10-22 Xiaoli Chen , Jinqiao Duan , George Em Karniadakis

In this article, we discuss two algorithms tailored to discrete-time deterministic finite-horizon nonlinear optimal control problems or so-called deterministic trajectory optimization problems. Both algorithms can be derived from an…

Optimization and Control · Mathematics 2024-12-10 Mohammad Mahmoudi Filabadi , Tom Lefebvre , Guillaume Crevecoeur

Efficient and robust optimization is essential for neural networks, enabling scientific machine learning models to converge rapidly to very high accuracy -- faithfully capturing complex physical behavior governed by differential equations.…

Physics-informed neural networks (PINNs) are extensively employed to solve partial differential equations (PDEs) by ensuring that the outputs and gradients of deep learning models adhere to the governing equations. However, constrained by…

Machine Learning · Computer Science 2025-07-21 Chenhao Si , Ming Yan

Optimal control problems are inherently hard to solve as the optimization must be performed simultaneously with updating the underlying system. Starting from an initial guess, Howard's policy improvement algorithm separates the step of…

Optimization and Control · Mathematics 2020-05-25 B. Kerimkulov , D. Šiška , Ł. Szpruch

As an emerging technology in deep learning, physics-informed neural networks (PINNs) have been widely used to solve various partial differential equations (PDEs) in engineering. However, PDEs based on practical considerations contain…

Machine Learning · Computer Science 2021-11-11 Yuhao Huang

We propose a novel algorithm, based on physics-informed neural networks (PINNs) to efficiently approximate solutions of nonlinear dispersive PDEs such as the KdV-Kawahara, Camassa-Holm and Benjamin-Ono equations. The stability of solutions…

Numerical Analysis · Mathematics 2022-05-19 Genming Bai , Ujjwal Koley , Siddhartha Mishra , Roberto Molinaro

Physics-informed neural network (PINN) is a data-driven solver for partial and ordinary differential equations(ODEs/PDEs). It provides a unified framework to address both forward and inverse problems. However, the complexity of the…

Machine Learning · Computer Science 2024-01-17 Abdul Hannan Mustajab , Hao Lyu , Zarghaam Rizvi , Frank Wuttke