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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…

Recent work on Path-Dependent Partial Differential Equations (PPDEs) has shown that PPDE solutions can be approximated by a probabilistic representation, implemented in the literature by the estimation of conditional expectations using…

Solving partial differential equations (PDEs) and their inverse problems using Physics-informed neural networks (PINNs) is a rapidly growing approach in the physics and machine learning community. Although several architectures exist for…

Several recent works in scientific machine learning have revived interest in the application of neural networks to partial differential equations (PDEs). A popular approach is to aggregate the residual form of the governing PDE and its…

This paper proposes a computable state-estimation error bound for learning-based Kazantzis--Kravaris/Luenberger (KKL) observers. Recent work learns the KKL transformation map with a physics-informed neural network (PINN) and a corresponding…

We derive globally reliable a posteriori error estimators for a PDE-constrained optimization problem involving linear models in fluid dynamics as state equation; control constraints are also considered. The corresponding local error…

Physics-informed neural networks (PINNs) incorporate physical laws into their training to efficiently solve partial differential equations (PDEs) with minimal data. However, PINNs fail to guarantee adherence to conservation laws, which are…

This work is aimed at the derivation of reliable and efficient a posteriori error estimates for convection-dominated diffusion problems motivated by a linear Fokker-Planck problem appearing in computational neuroscience. We obtain…

Physics-informed neural network (PINN) is a data-driven solver for partial and ordinary differential equations(ODEs/PDEs). It provides a unified framework to address both forward and inverse problems. However, the complexity of the…

Partial differential equations (PDEs) are an essential computational kernel in physics and engineering. With the advance of deep learning, physics-informed neural networks (PINNs), as a mesh-free method, have shown great potential for fast…

The prohibitive cost and low fidelity of experimental data in industry scale thermofluid systems limit the usefulness of pure data-driven machine learning methods. Physics-informed neural networks (PINN) strive to overcome this by embedding…

Classical Physics-informed neural networks (PINNs) approximate solutions to PDEs with the help of deep neural networks trained to satisfy the differential operator and the relevant boundary conditions. We revisit this idea in the quantum…

While physics-informed neural networks (PINNs) have become a popular deep learning framework for tackling forward and inverse problems governed by partial differential equations (PDEs), their performance is known to degrade when larger and…

Physics-informed neural networks (PINNs) incorporate physical knowledge from the problem domain as a soft constraint on the loss function, but recent work has shown that this can lead to optimization difficulties. Here, we study the impact…

We present an uncertainty-aware, physics-informed neural network (PINN) for option pricing that solves the Black--Scholes (BS) partial differential equation (PDE) as a mesh-free, global surrogate over $(S,t)$. The model embeds the BS…

We derive an (almost) guaranteed upper bound on the error of deep neural networks under distribution shift using unlabeled test data. Prior methods either give bounds that are vacuous in practice or give estimates that are accurate on…

We proposed the boundary-integral type neural networks (BINN) for the boundary value problems in computational mechanics. The boundary integral equations are employed to transfer all the unknowns to the boundary, then the unknowns are…

This dissertation investigates physics-informed neural networks (PINNs) as candidate models for encoding governing equations, and assesses their performance on experimental data from two different systems. The first system is a simple…

Physics-Informed Neural Networks (PINNs) have been recognized as a mesh-free alternative to solve partial differential equations where physics information is incorporated. However, in dealing with problems characterized by high stiffness or…

Quantum Fisher Information (QFI) sets the ultimate precision limit for parameter estimation and is therefore a central quantity in quantum metrology. In time-dependent many-body systems, however, maximizing QFI is a highly non-trivial task…