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An automated framework is presented for the numerical solution of optimal control problems with PDEs as constraints, in both the stationary and instationary settings. The associated code can solve both linear and non-linear problems, and…

Numerical Analysis · Mathematics 2024-09-02 Santolo Leveque , James R. Maddison , John W. Pearson

The combination of machine learning and physical laws has shown immense potential for solving scientific problems driven by partial differential equations (PDEs) with the promise of fast inference, zero-shot generalisation, and the ability…

Machine Learning · Computer Science 2024-09-11 Nacime Bouziani , David A. Ham , Ado Farsi

Solving differential equations is a critical challenge across a host of domains. While many software packages efficiently solve these equations using classical numerical approaches, there has been less effort in developing a library for…

Machine Learning · Computer Science 2025-02-19 Shuheng Liu , Pavlos Protopapas , David Sondak , Feiyu Chen

Physics-informed neural networks (PINNs) have recently become a popular method for solving forward and inverse problems governed by partial differential equations (PDEs). By incorporating the residual of the PDE into the loss function of a…

Optimization and Control · Mathematics 2022-11-07 Saviz Mowlavi , Saleh Nabi

This work presents an end-to-end strategy for solving inverse problems constrained by Partial Differential Equations within a fully differentiable Machine Learning framework. The proposed formulation provides a unified and user-friendly…

Computational Engineering, Finance, and Science · Computer Science 2026-05-29 Luca Saverio , Michele Alessandro Bucci , Gianmarco Farro , Cédric Content , Denis Sipp

The efficient solution of discretisations of coupled systems of partial differential equations (PDEs) is at the core of much of numerical simulation. Significant effort has been expended on scalable algorithms to precondition Krylov…

Mathematical Software · Computer Science 2018-02-22 Robert C. Kirby , Lawrence Mitchell

Partial differential equations (PDEs) are central to describing and modelling complex physical systems that arise in many disciplines across science and engineering. However, in many realistic applications PDE modelling provides an…

Machine Learning · Computer Science 2023-04-04 Nacime Bouziani , David A. Ham

Predicting outcomes and planning interactions with the physical world are long-standing goals for machine learning. A variety of such tasks involves continuous physical systems, which can be described by partial differential equations…

Machine Learning · Computer Science 2020-01-22 Philipp Holl , Vladlen Koltun , Nils Thuerey

Although there is a substantial body of literature on control and optimization problems for parabolic and hyperbolic systems, the specific problem of controlling and optimizing the coefficients of the associated operators within such…

Optimization and Control · Mathematics 2026-05-21 Alain Bensoussan , Minh-Binh Tran , Bangjie Wang

We study optimal control problems that are governed by semilinear elliptic partial differential equations that involve non-Lipschitzian nonlinearities. It is shown that, for a certain class of such PDEs, the solution map is Fr\'{e}chet…

Optimization and Control · Mathematics 2024-12-03 Constantin Christof

This work deals with optimal control problems as a strategy to drive bifurcating solution of nonlinear parametrized partial differential equations towards a desired branch. Indeed, for these governing equations, multiple solution…

Numerical Analysis · Mathematics 2023-08-08 Federico Pichi , Maria Strazzullo , Francesco Ballarin , Gianluigi Rozza

Finding accurate solutions to partial differential equations (PDEs) is a crucial task in all scientific and engineering disciplines. It has recently been shown that machine learning methods can improve the solution accuracy by correcting…

Computational Physics · Physics 2021-01-06 Kiwon Um , Robert Brand , Yun , Fei , Philipp Holl , Nils Thuerey

Partial differential equations (PDEs) are used to describe a variety of physical phenomena. Often these equations do not have analytical solutions and numerical approximations are used instead. One of the common methods to solve PDEs is the…

Mathematical Software · Computer Science 2023-09-15 Ivan Yashchuk

Recently, a lot of papers proposed to use neural networks to approximately solve partial differential equations (PDEs). Yet, there has been a lack of flexible framework for convenient experimentation. In an attempt to fill the gap, we…

Machine Learning · Computer Science 2019-09-26 Alexander Koryagin , Roman Khudorozkov , Sergey Tsimfer

We propose a neural network-based meta-learning method to efficiently solve partial differential equation (PDE) problems. The proposed method is designed to meta-learn how to solve a wide variety of PDE problems, and uses the knowledge for…

Machine Learning · Statistics 2023-10-23 Tomoharu Iwata , Yusuke Tanaka , Naonori Ueda

Finite-time linear-quadratic control of partial differential-algebraic equations (PDAEs) is considered. The discussion is restricted to those that are radial with index $0$; this corresponds to a nilpotency degree of 1. We establish the…

Optimization and Control · Mathematics 2024-04-08 Ala' Alalabi , Kirsten Morris

Solving nonlinear optimal control problems is a challenging task, particularly for high-dimensional problems. We propose algorithms for model-based policy iterations to solve nonlinear optimal control problems with convergence guarantees.…

Systems and Control · Electrical Eng. & Systems 2026-03-17 Yiming Meng , Ruikun Zhou , Amartya Mukherjee , Maxwell Fitzsimmons , Christopher Song , Jun Liu

Continuous-depth learning has recently emerged as a novel perspective on deep learning, improving performance in tasks related to dynamical systems and density estimation. Core to these approaches is the neural differential equation, whose…

Machine Learning · Computer Science 2020-09-22 Michael Poli , Stefano Massaroli , Atsushi Yamashita , Hajime Asama , Jinkyoo Park

Partial differential equation (PDE)-constrained optimization arises in many scientific and engineering domains, such as energy systems, fluid dynamics and material design. In these problems, the decision variables (e.g., control inputs or…

Machine Learning · Computer Science 2026-01-21 Yusuf Guven , Vincenzo Di Vito , Ferdinando Fioretto

We propose machine learning methods for solving fully nonlinear partial differential equations (PDEs) with convex Hamiltonian. Our algorithms are conducted in two steps. First the PDE is rewritten in its dual stochastic control…

Computational Finance · Quantitative Finance 2022-05-23 William Lefebvre , Grégoire Loeper , Huyên Pham
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