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Partial differential equations (PDEs) are central to describing complex physical system simulations. Their expensive solution techniques have led to an increased interest in deep neural network based surrogates. However, the practical…

Machine Learning · Computer Science 2022-11-17 Jayesh K. Gupta , Johannes Brandstetter

We consider constrained bilinear optimal control of second-order linear evolution partial differential equations (PDEs) with a reaction term on the half line, where control arises as a time-dependent reaction coefficient and constraints are…

Computational Physics · Physics 2025-11-20 Zhexian Li , Felipe de Barros , Ketan Savla

Partial differential equations (PDEs) play a crucial role in financial mathematics, particularly in portfolio optimization, and solving them using classical numerical or neural network methods has always posed significant challenges. Here,…

Quantum Physics · Physics 2026-04-07 Letao Wang , Abdel Lisser , Sreejith Sreekumar , Zeno Toffano

PYROBOCOP is a lightweight Python-based package for control and optimization of robotic systems described by nonlinear Differential Algebraic Equations (DAEs). In particular, the package can handle systems with contacts that are described…

Robotics · Computer Science 2021-06-08 Arvind U. Raghunathan , Devesh K. Jha , Diego Romeres

We propose a partial differential-integral equation (PDE) framework for deep neural networks (DNNs) and their associated learning problem by taking the continuum limits of both network width and depth. The proposed model captures the…

Optimization and Control · Mathematics 2024-11-12 Peter Markowich , Simone Portaro

We introduce a practical method to enforce partial differential equation (PDE) constraints for functions defined by neural networks (NNs), with a high degree of accuracy and up to a desired tolerance. We develop a differentiable…

Machine Learning · Computer Science 2023-04-19 Geoffrey Négiar , Michael W. Mahoney , Aditi S. Krishnapriyan

Enhancing neural networks with knowledge of physical equations has become an efficient way of solving various physics problems, from fluid flow to electromagnetism. Graph neural networks show promise in accurately representing irregularly…

Machine Learning · Computer Science 2022-04-01 Mike Y. Michelis , Robert K. Katzschmann

In this paper, a local-global model reduction method is presented to solve stochastic optimal control problems governed by partial differential equations (PDEs). If the optimal control problems involve uncertainty, we need to use a few…

Numerical Analysis · Mathematics 2018-07-04 Lingling Ma , Qiuqi Li , Lijian Jiang

Neural networks have been applied to control problems, typically by combining data, differential equation residuals, and objective costs in the training loss or by incorporating auxiliary architectural components. Instead, we propose a…

Optimization and Control · Mathematics 2026-04-10 Oliver G. S. Lundqvist , Fabricio Oliveira

In this work, we study physics-informed neural networks (PINNs) constrained by partial differential equations (PDEs) and their application in approximating PDEs with two characteristic scales. From a continuous perspective, our formulation…

Optimization and Control · Mathematics 2024-09-06 Michael Hintermüller , Denis Korolev

The implementation of efficient multigrid preconditioners for elliptic partial differential equations (PDEs) is a challenge due to the complexity of the resulting algorithms and corresponding computer code. For sophisticated finite element…

Mathematical Software · Computer Science 2016-10-07 Lawrence Mitchell , Eike Hermann Müller

Partial Differential Equations (PDEs) describe several problems relevant to many fields of applied sciences, and their discrete counterparts typically involve the solution of sparse linear systems. In this context, we focus on the analysis…

Numerical Analysis · Mathematics 2022-01-17 Antonella Galizia , Simone Cammarasana , Andrea Clematis , Giuseppe Patane'

Neural networks have shown promising potential in accelerating the numerical simulation of systems governed by partial differential equations (PDEs). Different from many existing neural network surrogates operating on high-dimensional…

Machine Learning · Computer Science 2025-01-09 Zijie Li , Saurabh Patil , Francis Ogoke , Dule Shu , Wilson Zhen , Michael Schneier , John R. Buchanan, , Amir Barati Farimani

The solution of optimization problems constrained by partial differential equations (PDEs) plays an important role in many areas of science and industry. In this work we present cashocs, a new software package written in Python, which…

Optimization and Control · Mathematics 2025-10-14 Sebastian Blauth

Partial differential equations (PDEs) are widely used across the physical and computational sciences. Decades of research and engineering went into designing fast iterative solution methods. Existing solvers are general purpose, but may be…

Numerical Analysis · Mathematics 2024-09-23 Jun-Ting Hsieh , Shengjia Zhao , Stephan Eismann , Lucia Mirabella , Stefano Ermon

TorchOptics is an open-source Python library for differentiable Fourier optics simulations, developed using PyTorch to enable GPU-accelerated tensor computations and automatic differentiation. It provides a comprehensive framework for…

Optics · Physics 2024-11-28 Matthew J. Filipovich , A. I. Lvovsky

We propose and analyze a numerical algorithm for solving a class of optimal control problems for learning-informed semilinear partial differential equations. The latter is a class of PDEs with constituents that are in principle unknown and…

Optimization and Control · Mathematics 2022-10-17 Guozhi Dong , Michael Hintermüller , Kostas Papafitsoros

Nonlinear model predictive control (NMPC) often requires real-time solution to optimization problems. However, in cases where the mathematical model is of high dimension in the solution space, e.g. for solution of partial differential…

We introduce a deep neural network based method for solving a class of elliptic partial differential equations. We approximate the solution of the PDE with a deep neural network which is trained under the guidance of a probabilistic…

Machine Learning · Computer Science 2020-08-26 Jihun Han , Mihai Nica , Adam R Stinchcombe

This paper focuses on optimal control problem for a class of discrete-time nonlinear systems. In practical applications, computation time is a crucial consideration when solving nonlinear optimal control problems, especially under real-time…

Optimization and Control · Mathematics 2025-04-01 Chuanzhi Lv , Xunmin Yin , Hongdan Li , Huanshui Zhang