Related papers: Adaptively trained Physics-informed Radial Basis F…
Neural differential equations offer a powerful framework for modeling continuous-time dynamics, but forecasting stiff biophysical systems remains unreliable. Standard Neural ODEs and physics informed variants often require orders of…
The physics informed neural network (PINN) is evolving as a viable method to solve partial differential equations. In the recent past PINNs have been successfully tested and validated to find solutions to both linear and non-linear partial…
In this paper, we evaluate the effectiveness of deep operator networks (DeepONets) in solving both forward and inverse problems of partial differential equations (PDEs) on unknown manifolds. By unknown manifolds, we identify the manifold by…
Physics-Informed Neural Networks (PINNs) enforce governing equations by penalizing PDE residuals at interior collocation points, but standard collocation strategies - uniform sampling and residual-based adaptive refinement - can oversample…
Researchers have been persistently working to address the issue of missing values in time series data. Numerous models have been proposed, striving to estimate the distribution of the data. The Radial Basis Functions Neural Network (RBFNN)…
In this article, we employ physics-informed residual learning (PIRL) and propose a pricing method for European options under a regime-switching framework, where closed-form solutions are not available. We demonstrate that the proposed…
Physics-Informed Neural Networks (PINNs) have emerged as a tool for approximating the solution of Partial Differential Equations (PDEs) in both forward and inverse problems. PINNs minimize a loss function which includes the PDE residual…
Physics-informed Neural Network (PINN) is a promising tool that has been applied in a variety of physical phenomena described by partial differential equations (PDE). However, it has been observed that PINNs are difficult to train in…
Deep neural networks (DNN) have been used to model nonlinear relations between physical quantities. Those DNNs are embedded in physical systems described by partial differential equations (PDE) and trained by minimizing a loss function that…
This paper explores the difficulties in solving partial differential equations (PDEs) using physics-informed neural networks (PINNs). PINNs use physics as a regularization term in the objective function. However, a drawback of this approach…
Physics-informed neural networks (PINNs) have recently emerged as a prominent paradigm for solving partial differential equations (PDEs), yet their training strategies remain underexplored. While hard prioritization methods inspired by…
A physics-informed neural network (PINN), which has been recently proposed by Raissi et al [J. Comp. Phys. 378, pp. 686-707 (2019)], is applied to the partial differential equation (PDE) of liquid film flows. The PDE considered is the time…
Physics-informed neural networks (PINNs) have recently emerged as a popular approach for solving forward and inverse problems involving partial differential equations (PDEs). Compared to fully connected neural networks, PINNs based on…
In this paper, we propose the Adaptive Physics-Informed Neural Networks (APINNs) for accurate and efficient simulation-free Bayesian parameter estimation via Markov-Chain Monte Carlo (MCMC). We specifically focus on a class of parameter…
Option pricing, a fundamental problem in finance, often requires solving non-linear partial differential equations (PDEs). When dealing with multi-asset options, such as rainbow options, these PDEs become high-dimensional, leading to…
For Prognostics and Health Management (PHM) of Lithium-ion (Li-ion) batteries, many models have been established to characterize their degradation process. The existing empirical or physical models can reveal important information regarding…
Recently, Physics-Informed Neural Networks (PINNs) have gained significant attention for their versatile interpolation capabilities in solving partial differential equations (PDEs). Despite their potential, the training can be…
We propose a numerical method based on physics-informed Random Projection Neural Networks for the solution of Initial Value Problems (IVPs) of Ordinary Differential Equations (ODEs) with a focus on stiff problems. We address an Extreme…
A significant advancement in Neural Network (NN) research is the integration of domain-specific knowledge through custom loss functions. This approach addresses a crucial challenge: how can models utilize physics or mathematical principles…
This paper aims to develop a supervised deep-learning scheme to compute call option prices for the Barndorff-Nielsen and Shephard model with a non-martingale asset price process having infinite active jumps. In our deep learning scheme,…