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We develop a neural-network framework for multi-period risk--reward stochastic control problems with constrained two-step feedback policies that may be discontinuous in the state. We allow a broad class of objectives built on a…

Computational Finance · Quantitative Finance 2026-03-09 Chang Chen , Duy-Minh Dang

In recent years, scientific machine learning, particularly physic-informed neural networks (PINNs), has introduced new innovative methods to understanding the differential equations that describe power system dynamics, providing a more…

Systems and Control · Electrical Eng. & Systems 2024-03-12 Huynh T. T. Tran , Hieu T. Nguyen

Domain-decomposed variants of physics-informed neural networks (PINNs) such as finite basis PINNs (FBPINNs) mitigate some of PINNs' issues like slow convergence and spectral bias through localisation, but still rely on iterative nonlinear…

Numerical Analysis · Mathematics 2026-05-20 Samuel Anderson , Victorita Dolean , Ben Moseley , Jennifer Pestana

This paper focuses on the PINNs algorithm by proposing the ALM-PINNs computational framework to solve various nonlinear partial differential equations and corresponding parameters identification problems. The numerical solutions obtained by…

Numerical Analysis · Mathematics 2024-10-15 Yimeng Tian , Dinghua Xu

We propose a new physics-informed neural network framework, IDPINN, based on the enhancement of initialization and domain decomposition to improve prediction accuracy. We train a PINN using a small dataset to obtain an initial network…

Machine Learning · Computer Science 2024-06-06 Chenhao Si , Ming Yan

When training neural networks with custom objectives, such as ranking losses and shortest-path losses, a common problem is that they are, per se, non-differentiable. A popular approach is to continuously relax the objectives to provide…

Machine Learning · Computer Science 2024-10-28 Felix Petersen , Christian Borgelt , Tobias Sutter , Hilde Kuehne , Oliver Deussen , Stefano Ermon

Physics--informed neural networks (PINN) have shown their potential in solving both direct and inverse problems of partial differential equations. In this paper, we introduce a PINN-based deep learning approach to reconstruct…

Computational Engineering, Finance, and Science · Computer Science 2024-04-24 Yuxuan Chen , Ce Wang , Yuan Hui , Mark Spivack

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 many classification problems a classifier should be robust to small variations in the input vector. This is a desired property not only for particular transformations, such as translation and rotation in image classification problems,…

Machine Learning · Statistics 2016-01-18 Sergey Demyanov , James Bailey , Ramamohanarao Kotagiri , Christopher Leckie

Low-rank approximation is an effective model compression technique to not only reduce parameter storage requirements, but to also reduce computations. For convolutional neural networks (CNNs), however, well-known low-rank approximation…

Machine Learning · Computer Science 2019-05-27 Dongsoo Lee , Se Jung Kwon , Byeongwook Kim , Gu-Yeon Wei

In the context of over-parameterization, there is a line of work demonstrating that randomly initialized (stochastic) gradient descent (GD) converges to a globally optimal solution at a linear convergence rate for the quadratic loss…

Machine Learning · Computer Science 2025-06-16 Xianliang Xu , Ting Du , Wang Kong , Bin Shan , Ye Li , Zhongyi Huang

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

Physics-informed neural networks (PINN) have recently emerged as a promising application of deep learning in a wide range of engineering and scientific problems based on partial differential equation (PDE) models. However, evidence shows…

Machine Learning · Computer Science 2022-10-24 Caio Davi , Ulisses Braga-Neto

This paper explores the difficulties in solving partial differential equations (PDEs) using physics-informed neural networks (PINNs). PINNs use physics as a regularization term in the objective function. However, a drawback of this approach…

Machine Learning · Computer Science 2023-06-21 Shamsulhaq Basir

A novel neural network (NN) approach is proposed for constrained optimization. The proposed method uses a specially designed NN architecture and training/optimization procedure called Neural Optimization Machine (NOM). The objective…

Machine Learning · Statistics 2022-08-10 Jie Chen , Yongming Liu

The potential of learned models for fundamental scientific research and discovery is drawing increasing attention worldwide. Physics-informed neural networks (PINNs), where the loss function directly embeds governing equations of scientific…

Neural and Evolutionary Computing · Computer Science 2023-12-07 Nicholas Sung Wei Yong , Jian Cheng Wong , Pao-Hsiung Chiu , Abhishek Gupta , Chinchun Ooi , Yew-Soon Ong

For most deep learning algorithms training is notoriously time consuming. Since most of the computation in training neural networks is typically spent on floating point multiplications, we investigate an approach to training that eliminates…

Machine Learning · Computer Science 2016-02-29 Zhouhan Lin , Matthieu Courbariaux , Roland Memisevic , Yoshua Bengio

Physics-informed neural networks (PINNs) have been increasingly employed due to their capability of modeling complex physics systems. To achieve better expressiveness, increasingly larger network sizes are required in many problems. This…

Machine Learning · Computer Science 2023-02-28 Ziyue Liu , Xinling Yu , Zheng Zhang

Training a neural network using backpropagation algorithm requires passing error gradients sequentially through the network. The backward locking prevents us from updating network layers in parallel and fully leveraging the computing…

Machine Learning · Computer Science 2019-05-30 Zhouyuan Huo , Bin Gu , Heng Huang

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