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This paper presents a novel and direct approach to price boundary and final-value problems, corresponding to barrier options, using forward deep learning to solve forward-backward stochastic differential equations (FBSDEs). Barrier…

Computational Finance · Quantitative Finance 2024-09-13 Narayan Ganesan , Yajie Yu , Bernhard Hientzsch

Broad learning system (BLS) has been proposed for a few years. It demonstrates an effective learning capability for many classification and regression problems. However, BLS and its improved versions are mainly used to deal with…

Machine Learning · Computer Science 2021-06-29 Chao Yuan , Chang-E Ren

In this paper we develop a stochastic boundary conditions (SBC) for event-driven molecular dynamics simulations of a finite volume embedded within an infinite environment. In this method, we first collect the statistics of…

Computational Physics · Physics 2011-12-21 M. Prusty , S. A. Cheong

Current virtual reality systems are typically limited by performance/cost, usability (size), or a combination of both. By using a networked client/server environment, we have solved these limitations for the client. However, in doing so we…

Human-Computer Interaction · Computer Science 2019-10-11 Gregory Gutmann , Akihiko Konagaya

We introduce a novel Multimodal Neural Operator (MNO) architecture designed to learn solution operators for multi-parameter nonlinear boundary value problems (BVPs). Traditional neural operators primarily map either the PDE coefficients or…

Computational Engineering, Finance, and Science · Computer Science 2025-07-17 Vamshi C. Madala , Nithin Govindarajan , Shivkumar Chandrasekaran

A Waveguide Port Boundary Condition (WPBC) based on the restriction of the approximation space is presented in the context of Finite Element Analysis. As well as reducing the computational domain in the same manner as the traditional WPBC,…

Numerical Analysis · Mathematics 2024-08-01 Francisco T. Orlandini , Philippe R. B. Devloo , Hugo E. Hernández-Figueroa

An approach is presented for implicit time integration in computations of red blood cell flow by a spectral boundary integral method. The flow of a red cell in ambient fluid is represented as a boundary integral equation (BIE), whose…

Numerical Analysis · Mathematics 2021-09-29 Pei Chuan Chao , Ali Gürbüz , Frederick Sachs , M. V. Sivaselvan

The global push to advance Carbon Capture and Sequestration initiatives and green energy solutions, such as geothermal, have thrust new demands upon the current state-of-the-art subsurface fluid simulators. The requirement to be able to…

Machine Learning · Computer Science 2023-07-04 Surya T. Sathujoda , Soham M. Sheth

Domain Randomization (DR) is commonly used for sim2real transfer of reinforcement learning (RL) policies in robotics. Most DR approaches require a simulator with a fixed set of tunable parameters from the start of the training, from which…

Climate change necessitates rapid expansion of renewable energy, with wind energy offering a scalable and low-impact solution. However, accurate prediction of wind loads and power generation remains challenging due to uncertainties in wind…

Fluid Dynamics · Physics 2026-04-30 Omar Sallam , Mirjam Fürth

The ability to discover optimal behaviour from fixed data sets has the potential to transfer the successes of reinforcement learning (RL) to domains where data collection is acutely problematic. In this offline setting, a key challenge is…

Machine Learning · Computer Science 2022-11-23 Alex Beeson , Giovanni Montana

Control barrier functions (CBFs) enable guaranteed safe multi-agent navigation in the continuous domain. The resulting navigation performance, however, is highly sensitive to the underlying hyperparameters. Traditional approaches consider…

Robotics · Computer Science 2023-09-12 Zhan Gao , Guang Yang , Amanda Prorok

Learning dynamics governed by differential equations is crucial for predicting and controlling the systems in science and engineering. Neural Ordinary Differential Equation (NODE), a deep learning model integrated with differential…

Machine Learning · Computer Science 2021-11-09 Shiqi Gong , Qi Meng , Yue Wang , Lijun Wu , Wei Chen , Zhi-Ming Ma , Tie-Yan Liu

We derive new boundary conditions and implementation procedures for nonlinear initial boundary value problems (IBVPs) with non-zero boundary data that lead to bounded solutions. The new boundary procedure is applied to nonlinear IBVPs in…

Numerical Analysis · Mathematics 2024-12-31 Jan Nordström

We present a constructive method to devise boundary conditions for solutions of second-order elliptic equations so that these solutions satisfy specific qualitative properties such as: (i) the norm of the gradient of one solution is bounded…

Analysis of PDEs · Mathematics 2012-10-16 Guillaume Bal , Matias Courdurier

Non-linear entropy stability and a summation-by-parts framework are used to derive entropy stable wall boundary conditions for the three-dimensional compressible Navier--Stokes equations. A semi-discrete entropy estimate for the entire…

Fluid Dynamics · Physics 2015-06-23 Matteo Parsani , Mark H. Carpenter , Eric J. Nielsen

Initial boundary value problems arise commonly in applications with engineering and natural systems governed by nonlinear partial differential equations (PDEs). Operator learning is an emerging field for solving these equations by using a…

Machine Learning · Computer Science 2025-05-15 Sumanth Kumar Boya , Deepak Subramani

Minimizing PDE-residual losses is a common strategy to promote physical consistency in neural operators. However, standard formulations often lack variational correctness, meaning that small residuals do not guarantee small solution errors…

Numerical Analysis · Mathematics 2025-12-25 Yuan Qiu , Wolfgang Dahmen , Peng Chen

We introduce an innovative numerical technique based on convex optimization to solve a range of infinite dimensional variational problems arising from the application of the background method to fluid flows. In contrast to most existing…

Fluid Dynamics · Physics 2016-04-13 G. Fantuzzi , A. Wynn

A novel hybrid deep neural network architecture is designed to capture the spatial-temporal features of unsteady flows around moving boundaries directly from high-dimensional unsteady flow fields data. The hybrid deep neural network is…

Computational Physics · Physics 2020-06-02 Renkun Han , Zhong Zhang , Yixing Wang , Ziyang Liu , Yang Zhang , Gang Chen