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We apply a physics-informed deep-learning approach the PINN approach to the Black-Scholes equation for pricing American and European options. We test our approach on both simulated as well as real market data, compare it to…

Pricing of Securities · Quantitative Finance 2023-12-13 Ashish Dhiman , Yibei Hu

While the prediction of AC losses during transients is critical for designing large-scale low-temperature superconducting (LTS) magnets, brute-force finite-element (FE) simulation of their detailed geometry down to the length scale of the…

We introduce a machine learning framework for moment-equation modeling of rarefied gas flows, addressing strongly non-equilibrium conditions inaccessible to conventional computational fluid dynamics. Our approach utilizes high-order moments…

Fluid Dynamics · Physics 2025-11-04 Hang Song , Satyvir Singh , Manuel Torrilhon , Semih Cayci

An important practical problem in the field of quantum metrology and sensors is to find the optimal sequences of controls for the quantum probe that realize optimal adaptive estimation. In Belliardo et al., arXiv:2312.16985 (2023), we…

Quantum Physics · Physics 2024-10-18 Federico Belliardo , Fabio Zoratti , Vittorio Giovannetti

We present our progress on the application of physics informed deep learning to reservoir simulation problems. The model is a neural network that is jointly trained to respect governing physical laws and match boundary conditions. The…

Fluid Dynamics · Physics 2021-04-26 Cedric Fraces Gasmi , Hamdi Tchelepi

The Non-Markovian Stochastic Schrodinger Equation (NMSSE) offers a promising approach for open quantum simulations, especially in large systems, owing to its low scaling complexity and suitability for parallel computing. However, its…

Quantum Physics · Physics 2024-11-26 Kaihan Lin , Xing Gao

The electron density is a key parameter to characterize any plasma. Most of the plasma applications and research in the area of low-temperature plasmas (LTPs) are based on the accurate estimations of plasma density and plasma temperature.…

We propose a non-intrusive Deep Learning-based Reduced Order Model (DL-ROM) capable of capturing the complex dynamics of mechanical systems showing inertia and geometric nonlinearities. In the first phase, a limited number of high fidelity…

Numerical Analysis · Mathematics 2021-11-25 Stefania Fresca , Giorgio Gobat , Patrick Fedeli , Attilio Frangi , Andrea Manzoni

We present a novel deep learning (DL) approach to produce highly accurate predictions of macroscopic physical properties of solid solution binary alloys and magnetic systems. The major idea is to make use of the correlations between…

Computational Physics · Physics 2021-01-29 Massimiliano Lupo Pasini , Ying Wai Li , Junqi Yin , Jiaxin Zhang , Kipton Barros , Markus Eisenbach

This report is concerned with the efficiency of numerical methods for simulating quantum spin systems, with the aim to implement an improved method for simulation of a time-dependent Hamiltonian that displays chirped pulses at a high…

Quantum Physics · Physics 2023-12-29 Danny Goodacre

Reinforcement Learning (RL) techniques have been increasingly applied in optimizing control systems. However, their application in quantum systems is hampered by the challenge of performing closed-loop control due to the difficulty in…

Quantum Physics · Physics 2024-02-08 Tanmay Neema , Susmit Jha , Tuhin Sahai

In this paper we design and use two Deep Learning models to generate the ground and excited wavefunctions of different Hamiltonians suitable for the study the vibrations of molecular systems. The generated neural networks are trained with…

Chemical Physics · Physics 2021-11-24 Laia Domingo , Florentino Borondo

This paper proposes a nonlinear magnetics model for Permanent Magnet Synchronous Machines (PMSMs) that accurately captures the effects of magnetic saturation in the machine iron and variations in rotor temperature on the permanent magnet…

Systems and Control · Electrical Eng. & Systems 2025-02-05 Kishan Srinivasan , Heath Hofmann , Jing Sun

Soft actuators offer a safe, adaptable approach to tasks like gentle grasping and dexterous manipulation. Creating accurate models to control such systems however is challenging due to the complex physics of deformable materials. Accurate…

Robotics · Computer Science 2022-07-19 Manu Lahariya , Craig Innes , Chris Develder , Subramanian Ramamoorthy

This study investigates the torsional mechanical properties of pristine iron (Fe) and carbon-doped iron (FeC) nanowires with [001] orientation through molecular dynamics simulations utilizing the Modified Embedded Atom Method (MEAM)…

Materials Science · Physics 2025-07-16 Charith L. Hirimuthugodage , Laalitha S. I. Liyanage , K. G. S. H. Gunawardana

One of the most intensely studied aspects of magnetic confinement fusion is edge plasma turbulence which is critical to reactor performance and operation. Drift-reduced Braginskii two-fluid theory has for decades been widely applied to…

Plasma Physics · Physics 2021-08-18 Abhilash Mathews , Manaure Francisquez , Jerry Hughes , David Hatch , Ben Zhu , Barrett Rogers

We present a computationally efficient general first-principles based method for spin-lattice simulations for solids. Our method is based on a combination of atomistic spin dynamics and molecular dynamics, expressed through a spin-lattice…

Surrogate modeling and uncertainty quantification tasks for PDE systems are most often considered as supervised learning problems where input and output data pairs are used for training. The construction of such emulators is by definition a…

Computational Physics · Physics 2019-06-26 Yinhao Zhu , Nicholas Zabaras , Phaedon-Stelios Koutsourelakis , Paris Perdikaris

We investigate the magnetic properties of a range of low-dimensional ferromagnets using a combination of first-principles calculations and atomistic spin dynamics simulations. This approach allows us to evaluate the ground state and finite…

Materials Science · Physics 2016-11-26 Lars Bergqvist , Andrea Taroni , Anders Bergman , Corina Etz , Olle Eriksson

Non-collinear magnetic order arises for various reasons in several magnetic systems and exhibits interesting spin dynamics. Despite its ubiquitous presence, little is known of how magnons, otherwise stable quasiparticles, decay in these…