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The modeling and control of complex physical systems are essential in real-world problems. We propose a novel framework that is generally applicable to solving PDE-constrained optimal control problems by introducing surrogate models for PDE…

Optimization and Control · Mathematics 2023-12-27 Rakhoon Hwang , Jae Yong Lee , Jin Young Shin , Hyung Ju Hwang

In a recent article, we presented a framework to control nonlinear partial differential equations (PDEs) by means of Koopman operator based reduced models and concepts from switched systems. The main idea was to transform a control system…

Optimization and Control · Mathematics 2019-05-15 Sebastian Peitz

Scientific machine learning is an emerging field that broadly describes the combination of scientific computing and machine learning to address challenges in science and engineering. Within the context of differential equations, this has…

Machine Learning · Computer Science 2026-04-03 Laurens R. Lueg , Victor Alves , Daniel Schicksnus , John R. Kitchin , Carl D. Laird , Lorenz T. Biegler

We present a deep recurrent neural network architecture to solve a class of stochastic optimal control problems described by fully nonlinear Hamilton Jacobi Bellmanpartial differential equations. Such PDEs arise when one considers…

Machine Learning · Computer Science 2019-12-24 Marcus A Pereira , Ziyi Wang , Tianrong Chen , Emily Reed , Evangelos A Theodorou

Mixed-dimensional partial differential equations (PDEs) are characterized by coupled operators defined on domains of varying dimensions and pose significant computational challenges due to their inherent ill-conditioning. Moreover, the…

Numerical Analysis · Mathematics 2025-05-14 Nunzio Dimola , Nicola Rares Franco , Paolo Zunino

We consider constrained bilinear optimal control of second-order linear evolution partial differential equations (PDEs) with a reaction term on the half line, where control arises as a time-dependent reaction coefficient and constraints are…

Computational Physics · Physics 2025-11-20 Zhexian Li , Felipe de Barros , Ketan Savla

Regularizing continual learning techniques is important for anticipating algorithmic behavior under new realizations of data. We introduce a new approach to continual learning by imposing the properties of a parabolic partial differential…

Machine Learning · Computer Science 2025-03-05 Haoming Yang , Ali Hasan , Vahid Tarokh

We consider the control of semilinear stochastic partial differential equations (SPDEs) via deterministic controls. In the case of multiplicative noise, existence of optimal controls and necessary conditions for optimality are derived. In…

Optimization and Control · Mathematics 2021-10-28 Wilhelm Stannat , Lukas Wessels

Neural networks can be used to learn the solution of partial differential equations (PDEs) on arbitrary domains without requiring a computational mesh. Common approaches integrate differential operators in training neural networks using a…

Machine Learning · Computer Science 2022-07-07 Shamsulhaq Basir , Inanc Senocak

Equilibrium systems are a powerful way to express neural computations. As special cases, they include models of great current interest in both neuroscience and machine learning, such as deep neural networks, equilibrium recurrent neural…

Machine Learning · Computer Science 2022-11-01 Alexander Meulemans , Nicolas Zucchet , Seijin Kobayashi , Johannes von Oswald , João Sacramento

Approximate solutions of partial differential equations (PDEs) obtained by neural networks are highly affected by hyper parameter settings. For instance, the model training strongly depends on loss function design, including the choice of…

Numerical Analysis · Mathematics 2025-03-13 Hee Jun Yang , Alexander Heinlein , Hyea Hyun Kim

This paper presents machine learning techniques and deep reinforcement learningbased algorithms for the efficient resolution of nonlinear partial differential equations and dynamic optimization problems arising in investment decisions and…

Optimization and Control · Mathematics 2021-04-19 Maximilien Germain , Huyên Pham , Xavier Warin

Pretraining for partial differential equation (PDE) modeling has recently shown promise in scaling neural operators across datasets to improve generalizability and performance. Despite these advances, our understanding of how pretraining…

Machine Learning · Computer Science 2024-10-03 Anthony Zhou , Cooper Lorsung , AmirPouya Hemmasian , Amir Barati Farimani

Parabolic partial differential equations (PDEs) appear in many disciplines to model the evolution of various mathematical objects, such as probability flows, value functions in control theory, and derivative prices in finance. It is often…

Machine Learning · Computer Science 2024-07-18 Xingzi Xu , Ali Hasan , Jie Ding , Vahid Tarokh

This paper examines aspirational requirements for software addressing mixed-integer optimization problems constrained by the nonlinear Shallow Water partial differential equations (PDEs), motivated by applications such as river-flow…

Optimization and Control · Mathematics 2026-05-26 Fabio DiFonzo , Michael Holst , Morteza Kimiaei , Vyacheslav Kungurtsev , Songqiang Qiu

Neural operators are a type of deep architecture that learns to solve (i.e. learns the nonlinear solution operator of) partial differential equations (PDEs). The current state of the art for these models does not provide explicit…

Machine Learning · Computer Science 2022-08-03 Emilia Magnani , Nicholas Krämer , Runa Eschenhagen , Lorenzo Rosasco , Philipp Hennig

Trajectory optimization is a fundamental stochastic optimal control problem. This paper deals with a trajectory optimization approach for dynamical systems subject to measurement noise that can be fitted into linear time-varying stochastic…

Systems and Control · Electrical Eng. & Systems 2021-08-24 Prakash Mallick , Zhiyong Chen

This focused review explores a range of neural operator architectures for approximating solutions to parametric partial differential equations (PDEs), emphasizing high-level concepts and practical implementation strategies. The study covers…

Computational Engineering, Finance, and Science · Computer Science 2025-03-10 Prashant K. Jha

In this paper, a highly parallel and derivative-free martingale neural network learning method is proposed to solve Hamilton-Jacobi-Bellman (HJB) equations arising from stochastic optimal control problems (SOCPs), as well as general…

Optimization and Control · Mathematics 2024-12-23 Wei Cai , Shuixin Fang , Wenzhong Zhang , Tao Zhou

Many problems of systems control theory boil down to solving polynomial equations, polynomial inequalities or polyomial differential equations. Recent advances in convex optimization and real algebraic geometry can be combined to generate…

Optimization and Control · Mathematics 2013-09-13 Didier Henrion
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