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Here, we use Machine Learning (ML) algorithms to update and improve the efficiencies of fitting GARCH model parameters to empirical data. We employ an Artificial Neural Network (ANN) to predict the parameters of these models. We present a…

Econometrics · Economics 2022-01-11 Luke De Clerk , Sergey Savl'ev

Recent works have shown that deep neural networks can be employed to solve partial differential equations, giving rise to the framework of physics informed neural networks. We introduce a generalization for these methods that manifests as a…

Numerical Analysis · Mathematics 2021-03-25 Remco van der Meer , Cornelis Oosterlee , Anastasia Borovykh

Time-dependent wave equations represent an important class of partial differential equations (PDE) for describing wave propagation phenomena, which are often formulated over unbounded domains. Given a compactly supported initial condition,…

Numerical Analysis · Mathematics 2021-07-21 Changjian Xie , Jingrun Chen , Xiantao Li

This paper proposes a supervised machine learning framework for the non-intrusive model order reduction of unsteady fluid flows to provide accurate predictions of non-stationary state variables when the control parameter values vary. Our…

Fluid Dynamics · Physics 2019-06-26 Omer San , Romit Maulik , Mansoor Ahmed

Parameterized partial differential equations (PDEs) underpin the mathematical modeling of complex systems in diverse domains, including engineering, healthcare, and physics. A central challenge in using PDEs for real-world applications is…

Machine Learning · Computer Science 2026-04-07 Xuyang Li , Mahdi Masmoudi , Rami Gharbi , Nizar Lajnef , Vishnu Naresh Boddeti

Mesh generation is essential for accurate and efficient computational fluid dynamics simulations. To resolve critical features in the flow, adaptive mesh refinement (AMR) is routinely employed in certain regions of the computational domain,…

Fluid Dynamics · Physics 2024-12-02 Yongzheng Zhu , Shiji Zhao , Yuanye Zhou , Hong Liang , Xin Bian

Artificial neural networks (ANNs) have recently also been applied to solve partial differential equations (PDEs). In this work, the classical problem of pricing European and American financial options, based on the corresponding PDE…

Computational Finance · Quantitative Finance 2020-05-26 Beatriz Salvador , Cornelis W. Oosterlee , Remco van der Meer

The rapid advancement of models based on artificial intelligence demands innovative monitoring techniques which can operate in real time with low computational costs. In machine learning, especially if we consider artificial neural networks…

Methodology · Statistics 2023-11-10 Anna Malinovskaya , Pavlo Mozharovskyi , Philipp Otto

Physics-informed neural networks (PiNNs) recently emerged as a powerful solver for a large class of partial differential equations under various initial and boundary conditions. In this paper, we propose trapz-PiNNs, physics-informed neural…

Computational Physics · Physics 2023-04-19 Senbao Jiang , Xiaofan Li

This paper studies numerical solutions for parameterized partial differential equations (P-PDEs) with deep learning (DL). P-PDEs arise in many important application areas and the computational cost using traditional numerical schemes can be…

Numerical Analysis · Mathematics 2020-11-03 Yuyan Chen , Bin Dong , Jinchao Xu

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…

Numerical Analysis · Mathematics 2023-06-08 Jiawei Guo , Yanzhong Yao , Han Wang , Tongxiang Gu

Existing adaptive bias techniques, which seek to estimate free energies and physical properties from molecular simulations, are limited by their reliance on fixed kernels or basis sets which hinder their ability to efficiently conform to…

Statistical Mechanics · Physics 2018-04-04 Hythem Sidky , Jonathan K. Whitmer

This work investigates the spectrum parameterization problem using deep neural networks (DNNs). The proposed scheme consists of the following procedures: first, the configuration of a DNN is initialized using a series of autoencoder neural…

Solar and Stellar Astrophysics · Physics 2019-03-20 Xiangru Li , Ruyang Pan

We introduce a hybrid "Modified Genetic Algorithm-Multilevel Stochastic Gradient Descent" (MGA-MSGD) training algorithm that considerably improves accuracy and efficiency of solving 3D mechanical problems described, in strong-form, by PDEs…

Numerical Analysis · Mathematics 2021-11-17 Hamidreza Dehghani , Andreas Zilian

Deep neural networks (DNN) have achieved remarkable success in various fields, including computer vision and natural language processing. However, training an effective DNN model still poses challenges. This paper aims to propose a method…

Machine Learning · Computer Science 2024-07-03 Hejie Ying , Mengmeng Song , Yaohong Tang , Shungen Xiao , Zimin Xiao

In this review, we survey the latest approaches and techniques developed to overcome the spectral bias towards low frequency of deep neural network learning methods in learning multiple-frequency solutions of partial differential equations.…

Numerical Analysis · Mathematics 2025-01-20 Zhi-Qin John Xu , Lulu Zhang , Wei Cai

Neural network-based approaches have recently shown significant promise in solving partial differential equations (PDEs) in science and engineering, especially in scenarios featuring complex domains or incorporation of empirical data. One…

Machine Learning · Computer Science 2025-03-19 Chuqi Chen , Yahong Yang , Yang Xiang , Wenrui Hao

Deep neural networks (DNNs) have been widely used to solve partial differential equations (PDEs) in recent years. In this work, a novel deep learning-based framework named Particle Weak-form based Neural Networks (ParticleWNN) is developed…

Machine Learning · Computer Science 2023-11-14 Yaohua Zang , Gang Bao

Artificial neural networks (ANN) have been shown to be flexible and effective function estimators for identification of nonlinear state-space models. However, if the resulting models are used directly for nonlinear model predictive control…

Systems and Control · Electrical Eng. & Systems 2023-04-03 Jan H. Hoekstra , Bence Cseppentő , Gerben I. Beintema , Maarten Schoukens , Zsolt Kollár , Roland Tóth

Lane-Emden differential equations describe different physical and astrophysical phenomena that include forms of stellar structure, isothermal gas spheres, gas spherical cloud thermal history, and thermionic currents. This paper presents a…

Computational Physics · Physics 2020-06-30 Mohamed I. Nouh , Yosry A. Azzam , Emad A. -B. Abdel-Salam