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In this work, we propose a robust approach to design distributed controllers for unknown-but-sparse linear and time-invariant systems. By leveraging modern techniques in distributed controller synthesis and structured linear inverse…

Optimization and Control · Mathematics 2019-10-14 Salar Fattahi , Nikolai Matni , Somayeh Sojoudi

Semidefinite programming (SDP) is a unifying framework that generalizes both linear programming and quadratically-constrained quadratic programming, while also yielding efficient solvers, both in theory and in practice. However, there exist…

Data Structures and Algorithms · Computer Science 2022-10-24 Elena Grigorescu , Young-San Lin , Sandeep Silwal , Maoyuan Song , Samson Zhou

In recent years a large literature on deep learning based methods for the numerical solution partial differential equations has emerged; results for integro-differential equations on the other hand are scarce. In this paper we study deep…

Numerical Analysis · Mathematics 2021-09-27 Rüdiger Frey , Verena Köck

Dimensionality reduction is the essence of many data processing problems, including filtering, data compression, reduced-order modeling and pattern analysis. While traditionally tackled using linear tools in the fluid dynamics community,…

Fluid Dynamics · Physics 2023-02-01 Miguel A. Mendez

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

A universal rule-based self-learning approach using deep reinforcement learning (DRL) is proposed for the first time to solve nonlinear ordinary differential equations and partial differential equations. The solver consists of a deep neural…

Machine Learning · Computer Science 2019-05-30 Shiyin Wei , Xiaowei Jin , Hui Li

In this paper we establish a connection between non-convex optimization methods for training deep neural networks and nonlinear partial differential equations (PDEs). Relaxation techniques arising in statistical physics which have already…

Machine Learning · Computer Science 2017-06-05 Pratik Chaudhari , Adam Oberman , Stanley Osher , Stefano Soatto , Guillaume Carlier

We propose a novel type of nonlinear solver acceleration for systems of nonlinear partial differential equations (PDEs) that is based on online/adaptive learning. It is applied in the context of multiphase flow in porous media. The proposed…

Machine Learning · Computer Science 2025-04-28 Vinicius L S Silva , Pablo Salinas , Claire E Heaney , Matthew Jackson , Christopher C Pain

Recent years have witnessed a growth in mathematics for deep learning--which seeks a deeper understanding of the concepts of deep learning with mathematics and explores how to make it more robust--and deep learning for mathematics, where…

Machine Learning · Computer Science 2023-10-31 Derick Nganyu Tanyu , Jianfeng Ning , Tom Freudenberg , Nick Heilenkötter , Andreas Rademacher , Uwe Iben , Peter Maass

Iterative optimization algorithms depend on access to information about the objective function. In a differentiable programming framework, this information, such as gradients, can be automatically derived from the computational graph. We…

Optimization and Control · Mathematics 2025-07-08 Vincent Roulet , Siddhartha Srinivasa , Maryam Fazel , Zaid Harchaoui

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

Traditional data-driven deep learning models often struggle with high training costs, error accumulation, and poor generalizability in complex physical processes. Physics-informed deep learning (PiDL) addresses these challenges by…

Machine Learning · Computer Science 2024-01-17 Xin-Yang Liu , Min Zhu , Lu Lu , Hao Sun , Jian-Xun Wang

Training a deep neural network to maximize a target objective has become the standard recipe for successful machine learning over the last decade. These networks can be optimized with supervised learning, if the target objective is…

Machine Learning · Computer Science 2025-05-12 Bernhard Jaeger , Andreas Geiger

Dense depth estimation from a single image is a key problem in computer vision, with exciting applications in a multitude of robotic tasks. Initially viewed as a direct regression problem, requiring annotated labels as supervision at…

Computer Vision and Pattern Recognition · Computer Science 2019-11-20 Vitor Guizilini , Jie Li , Rares Ambrus , Sudeep Pillai , Adrien Gaidon

We develop new dynamically orthogonal tensor methods to approximate multivariate functions and the solution of high-dimensional time-dependent nonlinear partial differential equations (PDEs). The key idea relies on a hierarchical…

Numerical Analysis · Mathematics 2020-01-29 Alec Dektor , Daniele Venturi

We propose a deep learning algorithm for high dimensional optimal stopping problems. Our method is inspired by the penalty method for solving free boundary PDEs. Within our approach, the penalized PDE is approximated using the Deep BSDE…

Mathematical Finance · Quantitative Finance 2026-04-07 Yunfei Peng , Pengyu Wei , Wei Wei

This paper proposes a domain decomposition subspace neural network method for efficiently solving linear and nonlinear partial differential equations. By combining the principles of domain decomposition and subspace neural networks, the…

Numerical Analysis · Mathematics 2025-05-28 Zhenxing Fu , Hongliang Liu , Zhiqiang Sheng , Baixue Xing

Interface problems depict many fundamental physical phenomena and widely apply in the engineering. However, it is challenging to develop efficient fully decoupled numerical methods for solving degenerate interface problems in which the…

Numerical Analysis · Mathematics 2023-06-06 Chen Fan , Zhiyue Zhang

Dynamic games arise when multiple agents with differing objectives choose control inputs to a dynamic system. Dynamic games model a wide variety of applications in economics, defense, and energy systems. However, compared to single-agent…

Optimization and Control · Mathematics 2018-09-25 Bolei Di , Andrew Lamperski

We present a multidimensional deep learning implementation of a stochastic branching algorithm for the numerical solution of fully nonlinear PDEs. This approach is designed to tackle functional nonlinearities involving gradient terms of any…

Numerical Analysis · Mathematics 2023-09-12 Jiang Yu Nguwi , Guillaume Penent , Nicolas Privault