相关论文: $L_2$-Gain Analysis of Coupled Linear 2D PDEs usin…
The purpose of this review paper is to present our recent results on nonlinear and nonlocal mathematical models arising from modern financial mathematics. It is based on our four papers written jointly by J. Cruz, M. Grossinho, D. Sevcovic,…
The estimation of distributed parameters in partial differential equations (PDE) from measures of the solution of the PDE may lead to under-determination problems. The choice of a parameterization is a usual way of adding a-priori…
In this paper the numerical approximation of solutions of Liouville-Master Equations for time-dependent distribution functions of Piecewise Deterministic Processes with memory is considered. These equations are linear hyperbolic PDEs with…
Recently, a constructive method was suggested for finite-dimensional observer-based control of 1D linear heat equation, which is robust to input/output delays. In this paper, we aim to extend this method to the 2D case with general…
Developing neural operators that accurately predict the behavior of systems governed by partial differential equations (PDEs) across unseen parameter regimes is crucial for robust generalization in scientific and engineering applications.…
Here we present a new approach to compute symmetries of rational second order ordinary differential equations (rational 2ODEs). This method can compute Lie symmetries (point symmetries, dynamical symmetries and non-local symmetries)…
Realistic physical phenomena exhibit random fluctuations across many scales in the input and output processes. Models of these phenomena require stochastic PDEs. For three-dimensional coupled (vector-valued) stochastic PDEs (SPDEs), for…
Lie symmetries of systems of second-order linear ordinary differential equations with constant coefficients are exhaustively described over both the complex and real fields. The exact lower and upper bounds for the dimensions of the maximal…
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…
Physics-informed neural networks (PINNs) [31] use automatic differentiation to solve partial differential equations (PDEs) by penalizing the PDE in the loss function at a random set of points in the domain of interest. Here, we develop a…
The machine learning methods for data-driven identification of partial differential equations (PDEs) are typically defined for a given number of spatial dimensions and a choice of coordinates the data have been collected in. This dependence…
We study physics-informed neural networks (PINNs) as numerical tools for the optimal control of semilinear partial differential equations. We first recall the classical direct and indirect viewpoints for optimal control of PDEs, and then…
In this paper, we further consider the symmetry-based method for seeking nonlocally related systems for partial differential equations. In particular, we show that the symmetry-based method for partial differential equations is the natural…
We study parametric estimation for second order linear parabolic stochastic partial differential equations (SPDEs) in two space dimensions driven by two types of $Q$-Wiener processes based on high frequency spatio-temporal data. First, we…
Proportional-Integral-Derivative (PID) scheme is the most commonly used algorithm for designing the controllers for unmanned aerial vehicles (UAVs). However, tuning PID gains is a non trivial task. A number of methods have been developed…
Usually, the systems of partial differential equations (PDEs) are discovered from observational data in the single vector equation form. However, this approach restricts the application to the real cases, where, for example, the form of the…
I provide an introduction to the application of deep learning and neural networks for solving partial differential equations (PDEs). The approach, known as physics-informed neural networks (PINNs), involves minimizing the residual of the…
We propose a finite-dimensional control-based method to approximate solution operators for evolutional partial differential equations (PDEs), particularly in high-dimensions. By employing a general reduced-order model, such as a deep neural…
Physics-informed neural networks (PINNs) have recently become a powerful tool for solving partial differential equations (PDEs). However, finding a set of neural network parameters that lead to fulfilling a PDE can be challenging and…
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…