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This paper is dedicated to the long-term, or multi-step-ahead, time series prediction problem. We propose a novel method for training feed-forward neural networks, such as multilayer perceptrons, with tapped delay lines. Special batch…
Efficient algorithms for solving high-dimensional partial differential equations (PDEs) has been an exceedingly difficult task for a long time, due to the curse of dimensionality. We extend the forward-backward stochastic neural networks…
We consider stochastic differential equations driven by a general L\'evy processes (SDEs) with infinite activity and the related, via the Feynman-Kac formula, Dirichlet problem for parabolic integro-differential equation (PIDE). We…
ADCME is a novel computational framework to solve inverse problems involving physical simulations and deep neural networks (DNNs). This paper benchmarks its capability to learn spatially-varying physical fields using DNNs. We demonstrate…
Deep learning-based numerical schemes such as Physically Informed Neural Networks (PINNs) have recently emerged as an alternative to classical numerical schemes for solving Partial Differential Equations (PDEs). They are very appealing at…
We present the idea of intertwining of two diffusions by Feynman-Kac operators. We present some variations and implications of the method and give examples of its applications. Among others, it turns out to be a very useful tool for finding…
We present a method for learning dynamics of complex physical processes described by time-dependent nonlinear partial differential equations (PDEs). Our particular interest lies in extrapolating solutions in time beyond the range of…
Deep Neural Network (DNN) models are usually trained sequentially from one layer to another, which causes forward, backward and update locking's problems, leading to poor performance in terms of training time. The existing parallel…
A novel splitting scheme to solve parametric multiconvex programs is presented. It consists of a fixed number of proximal alternating minimisations and a dual update per time step, which makes it attractive in a real-time Nonlinear Model…
We propose a deep learning algorithm for solving high-dimensional parabolic integro-differential equations (PIDEs) and high-dimensional forward-backward stochastic differential equations with jumps (FBSDEJs), where the jump-diffusion…
We develop a new Bayesian framework based on deep neural networks to be able to extrapolate in space-time using historical data and to quantify uncertainties arising from both noisy and gappy data in physical problems. Specifically, the…
We propose a new semi-analytic physics informed neural network (PINN) to solve singularly perturbed boundary value problems. The PINN is a scientific machine learning framework that offers a promising perspective for finding numerical…
We propose a novel deep layer cascade (LC) method to improve the accuracy and speed of semantic segmentation. Unlike the conventional model cascade (MC) that is composed of multiple independent models, LC treats a single deep model as a…
A novel approximate Bayesian filter based on backward stochastic differential equations is introduced. It uses a nonlinear Feynman--Kac representation of the filtering problem and the approximation of an unnormalized filtering density using…
In this paper, we propose a semigroup method for solving high-dimensional elliptic partial differential equations (PDEs) and the associated eigenvalue problems based on neural networks. For the PDE problems, we reformulate the original…
Physics-informed neural networks (PINNs) were recently proposed in [1] as an alternative way to solve partial differential equations (PDEs). A neural network (NN) represents the solution while a PDE-induced NN is coupled to the solution NN,…
In this paper, we study a machine-learning-based solver for high-dimensional partial differential equations (PDEs). Computing accurate solutions efficiently for such problems remains challenging because of the curse of dimensionality, which…
The finite element method, finite difference method, finite volume method and spectral method have achieved great success in solving partial differential equations. However, the high accuracy of traditional numerical methods is at the cost…
The physics informed neural network (PINN) is a promising method for solving time-evolution partial differential equations (PDEs). However, the standard PINN method may fail to solve the PDEs with strongly nonlinear characteristics or those…
Ordinary and partial differential equations (ODEs/PDEs) play a paramount role in analyzing and simulating complex dynamic processes across all corners of science and engineering. In recent years machine learning tools are aspiring to…