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The use of deep learning methods in scientific computing represents a potential paradigm shift in engineering problem solving. One of the most prominent developments is Physics-Informed Neural Networks (PINNs), in which neural networks are…

Machine Learning · Computer Science 2024-03-08 Pratanu Roy , Stephen Castonguay

We consider a dynamic portfolio optimization problem that incorporates predictable returns, instantaneous transaction costs, price impact, and stochastic volatility, extending the classical results of Garleanu and Pedersen (2013), which…

Computational Finance · Quantitative Finance 2025-07-24 Patrick Chan , Ronnie Sircar , Iosif Zimbidis

We treat infinite horizon optimal control problems by solving the associated stationary Hamilton-Jacobi-Bellman (HJB) equation numerically to compute the value function and an optimal feedback law. The dynamical systems under consideration…

Optimization and Control · Mathematics 2021-05-19 Mathias Oster , Leon Sallandt , Reinhold Schneider

We discuss nonlinear model predictive control (NMPC) for multi-body dynamics via physics-informed machine learning methods. Physics-informed neural networks (PINNs) are a promising tool to approximate (partial) differential equations. PINNs…

Optimization and Control · Mathematics 2021-09-23 Jonas Nicodemus , Jonas Kneifl , Jörg Fehr , Benjamin Unger

This paper addresses the problem of planning time-optimal trajectories for multiple cooperative agents along specified paths through a static road network. Vehicle interactions at intersections create non-trivial decisions, with complex…

Robotics · Computer Science 2018-10-08 Philip Gun , Andrew Hill , Robin Vujanic

We present HyPINO, a multi-physics neural operator designed for zero-shot generalization across a broad class of PDEs without requiring task-specific fine-tuning. Our approach combines a Swin Transformer-based hypernetwork with mixed…

Machine Learning · Computer Science 2025-11-12 Rafael Bischof , Michal Piovarči , Michael A. Kraus , Siddhartha Mishra , Bernd Bickel

We introduce a sampling based machine learning approach, Monte Carlo physics informed neural networks (MC-PINNs), for solving forward and inverse fractional partial differential equations (FPDEs). As a generalization of physics informed…

Machine Learning · Computer Science 2022-09-28 Ling Guo , Hao Wu , Xiaochen Yu , Tao Zhou

We propose a consistent physics-informed neural networks (CPINNs) framework for elliptic obstacle problems formulated as variational inequalities. The method is based on a mixed loss functional that is rigorously aligned with the stability…

Numerical Analysis · Mathematics 2026-04-03 Arbaz Khan , Kent-Andre Mardal , Shiv Mishra

We present a Physics-Informed Neural Network (PINN) framework for reconstructing the redshift-dependent Hubble parameter \(H(z)\) within the Tsallis Holographic Dark Energy (THDE) model extended by massive neutrinos. In this approach, the…

Cosmology and Nongalactic Astrophysics · Physics 2025-11-14 Muhammad Yarahmadi , Amin Salehi

This paper presents a new methodology to craft navigation functions for nonlinear systems with stochastic uncertainty. The method relies on the transformation of the Hamilton-Jacobi-Bellman (HJB) equation into a linear partial differential…

Robotics · Computer Science 2014-09-23 Matanya B. Horowitz , Joel W. Burdick

We propose Weak and Entropy PINNs (WE-PINNs) for the approximation of entropy solutions to nonlinear hyperbolic conservation laws. Standard physics-informed neural networks enforce governing equations in strong differential form, an…

Numerical Analysis · Mathematics 2026-03-27 Ismail Oubarka , Imad Kissami , Mohamed Boubekeur , Fayssal Benkhaldoun , Aziz Madrane , Zakaria Saadi

We propose a class of numerical schemes for nonlocal HJB variational inequalities (HJBVIs) with monotone drivers. The solution and free boundary of the HJBVI are constructed from a sequence of penalized equations, for which a continuous…

Numerical Analysis · Mathematics 2018-05-17 Christoph Reisinger , Yufei Zhang

For an infinite-horizon control problem, the optimal control can be represented by the stable manifold of the characteristic Hamiltonian system of Hamilton-Jacobi-Bellman (HJB) equation in a semiglobal domain. In this paper, we first…

Optimization and Control · Mathematics 2024-05-14 Guoyuan Chen

The framework of deep operator network (DeepONet) has been widely exploited thanks to its capability of solving high dimensional partial differential equations. In this paper, we incorporate DeepONet with a recently developed policy…

Optimization and Control · Mathematics 2024-06-18 Jae Yong Lee , Yeoneung Kim

Physics-informed neural networks (PINNs) are a new tool for solving boundary value problems by defining loss functions of neural networks based on governing equations, boundary conditions, and initial conditions. Recent investigations have…

Computational Engineering, Finance, and Science · Computer Science 2023-11-14 Ali Harandi , Ahmad Moeineddin , Michael Kaliske , Stefanie Reese , Shahed Rezaei

Steady-state electrothermal systems involve strongly coupled heat transfer, fluid flow, and electric-potential transport, creating severe numerical challenges for standard physics-informed neural networks (PINNs) due to stark disparities in…

Computational Physics · Physics 2026-04-17 Yuqing Zhou , Ze Tao , Hanxuan Wang , Fujun Liu

This paper studies the finite horizon portfolio management by optimally tracking a ratcheting capital benchmark process. It is assumed that the fund manager can dynamically inject capital into the portfolio account such that the total…

Portfolio Management · Quantitative Finance 2021-05-03 Lijun Bo , Huafu Liao , Xiang Yu

In this paper, we propose a hybrid MPC local planner that uses a learning-based approximation of a time-varying safe set, derived from local observations and applied as the MPC terminal constraint. This set can be represented as a…

Robotics · Computer Science 2025-08-29 Bojan Derajić , Mohamed-Khalil Bouzidi , Sebastian Bernhard , Wolfgang Hönig

Compared with conventional numerical approaches to solving partial differential equations (PDEs), physics-informed neural networks (PINN) have manifested the capability to save development effort and computational cost, especially in…

Machine Learning · Computer Science 2022-09-19 Shihong Zhang , Chi Zhang , Bosen Wang

We propose a reachability approach for infinite and finite horizon multi-objective optimization problems for low-thrust spacecraft trajectory design. The main advantage of the proposed method is that the Pareto front can be efficiently…

Optimization and Control · Mathematics 2022-02-21 Nikolaus Vertovec , Sina Ober-Blöbaum , Kostas Margellos