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We present FractalPINN-Flow, an unsupervised deep learning framework for dense optical flow estimation that learns directly from consecutive grayscale frames without requiring ground truth. The architecture centers on the Fractal…
We present a deep learning framework for pricing options based on market-implied volatility surfaces. Using end-of-day S\&P 500 index options quotes from 2018-2023, we construct arbitrage-free volatility surfaces and generate training data…
In this work, we propose the Residual-Weighted Physics-Informed Neural Network (RW-PINN), a new method designed to enhance the accuracy of Physics-Informed Neural Network (PINN) based algorithms. We construct a deep learning framework with…
Over the past few years, neural network methods have evolved in various directions for approximating partial differential equations (PDEs). A promising new development is the integration of neural networks with classical numerical…
In recent engineering applications using deep learning, physics-informed neural network (PINN) is a new development as it can exploit the underlying physics of engineering systems. The novelty of PINN lies in the use of partial differential…
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…
We develop a self-adaptive physics-informed neural network (PINN) framework that reliably solves forward Darcy flow and performs accurate permeability inversion in heterogeneous porous media. In the forward setting, the PINN predicts…
The reconstruction of deep ocean currents is a major challenge in data assimilation due to the scarcity of interior data. In this work, we present a proof of concept for deep ocean flow reconstruction using a Physics-Informed Neural Network…
Physics-informed neural networks (PINNs) are capable of finding the solution for a given boundary value problem. We employ several ideas from the finite element method (FEM) to enhance the performance of existing PINNs in engineering…
We propose a physics-informed neural network policy iteration (PINN-PI) framework for solving stochastic optimal control problems governed by second-order Hamilton--Jacobi--Bellman (HJB) equations. At each iteration, a neural network is…
Physics-Informed Neural Networks (PINN) are a machine learning tool that can be used to solve direct and inverse problems related to models described by Partial Differential Equations. This paper proposes an adaptive inverse PINN applied to…
Solving for the frequency-domain scattered wavefield via physics-informed neural network (PINN) has great potential in seismic modeling and inversion. However, when dealing with high-frequency wavefields, its accuracy and training cost…
In incomplete financial markets, pricing and hedging European options lack a unique no-arbitrage solution due to unhedgeable risks. This paper introduces a constrained deep learning approach to determine option prices and hedging strategies…
PINN models have demonstrated capabilities in addressing fluid PDE problems, and their potential in solid mechanics is beginning to emerge. This study identifies two key challenges when using PINN to solve general solid mechanics problems.…
For Prognostics and Health Management (PHM) of Lithium-ion (Li-ion) batteries, many models have been established to characterize their degradation process. The existing empirical or physical models can reveal important information regarding…
Physics-informed deep learning has drawn tremendous interest in recent years to solve computational physics problems, whose basic concept is to embed physical laws to constrain/inform neural networks, with the need of less data for training…
Physics-informed neural networks (PINNs) integrate fundamental physical principles with advanced data-driven techniques, driving significant advancements in scientific computing. However, PINNs face persistent challenges with stiffness in…
In this paper, we develop a deep learning approach for the accurate solution of challenging problems of near-field microscopy that leverages the powerful framework of physics-informed neural networks (PINNs) for the inversion of the complex…
Adoption of deep neural networks in fields such as economics or finance has been constrained by the lack of interpretability of model outcomes. This paper proposes a generative neural network architecture - the parameter encoder neural…
Physics-informed neural networks (PINNs) typically minimize average residuals, which can conceal large, localized errors. We propose Residual Risk-Aware Physics-Informed Neural Networks PINNs (RRaPINNs), a single-network framework that…