Related papers: A novel implementation of Yau-Yau filter for time-…

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…

In this paper, physics-informed neural network (PINN) based on characteristic-based split (CBS) is proposed, which can be used to solve the time-dependent Navier-Stokes equations (N-S equations). In this method, The output parameters and…

Physics-informed neural networks (PINNs) are effective in solving integer-order partial differential equations (PDEs) based on scattered and noisy data. PINNs employ standard feedforward neural networks (NNs) with the PDEs explicitly…

On-line estimation plays an important role in process control and monitoring. Obtaining a theoretical solution to the simultaneous state-parameter estimation problem for non-linear stochastic systems involves solving complex…

Presently, there is a steady state approach in Computational fluid dynamics (CFD) to obtain a steady solution directly from the steady state governing equations. Whereas, for obtaining a time-periodic flow solution, the present unsteady…

Physics-informed neural networks (PINNs) have shown promise for solving partial differential equations (PDEs) by directly embedding them into the loss function. Despite their notable success, existing PINNs often exhibit training…

Nonlinear extensions of the Kalman filter (KF), such as the extended Kalman filter (EKF) and the unscented Kalman filter (UKF), are indispensable for state estimation in complex dynamical systems, yet the conditions for a nonlinear KF to…

Simultaneous state and parameter estimation arises from various applicational areas but presents a major computational challenge. Most available Markov chain or sequential Monte Carlo techniques are applicable to relatively low dimensional…

Nonlinear adaptive filtering allows for modeling of some additional aspects of a general system and usually relies on highly complex algorithms, such as those based on the Volterra series. Through the use of the Kronecker product and some…

The Bayesian approach to inverse problems is widely used in practice to infer unknown parameters from noisy observations. In this framework, the ensemble Kalman inversion has been successfully applied for the quantification of uncertainties…

Unrestricted mean-variance-skewness-kurtosis portfolio optimization can capture asymmetry and tail risk, but sample-moment formulations become computationally impractical when the asset universe is large: they produce dense nonconvex…

We propose a new two-stage initial-value iterative neural network (IINN) algorithm for solitary wave computations of nonlinear wave equations based on traditional numerical iterative methods and physics-informed neural networks (PINNs).…

We consider the design and analysis of numerical methods for approximating positive solutions to nonlinear geometric elliptic partial differential equations containing critical exponents. This class of problems includes the Yamabe problem…

In this paper, a dual estimation methodology is developed for both time-varying parameters and states of a nonlinear stochastic system based on the Particle Filtering (PF) scheme. Our developed methodology is based on a concurrent…

We proposed the boundary-integral type neural networks (BINN) for the boundary value problems in computational mechanics. The boundary integral equations are employed to transfer all the unknowns to the boundary, then the unknowns are…

Fractional partial differential equations (FPDEs) can effectively represent anomalous transport and nonlocal interactions. However, inherent uncertainties arise naturally in real applications due to random forcing or unknown material…

This paper proposes a new framework using physics-informed neural networks (PINNs) to simulate complex structural systems that consist of single and double beams based on Euler-Bernoulli and Timoshenko theory, where the double beams are…

Physics-Informed Neural Networks (PINNs) seek to solve partial differential equations (PDEs) with deep learning. Mainstream approaches that deploy fully-connected multi-layer deep learning architectures require prolonged training to achieve…

We propose a distinct approach to solving linear and nonlinear differential equations (DEs) on quantum computers by encoding the problem into ground states of effective Hamiltonian operators. Our algorithm relies on constructing such…

In non-linear filtering, it is traditional to compare non-linear architectures such as neural networks to the standard linear Kalman Filter (KF). We observe that this mixes the evaluation of two separate components: the non-linear…