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Physics-informed neural networks (PINNs) have been proposed to learn the solution of partial differential equations (PDE). In PINNs, the residual form of the PDE of interest and its boundary conditions are lumped into a composite objective…

计算物理 · 物理学 2022-05-24 Shamsulhaq Basir , Inanc Senocak

Physics-Informed Neural Networks (PINN) emerged as a powerful tool for solving scientific computing problems, ranging from the solution of Partial Differential Equations to data assimilation tasks. One of the advantages of using PINN is to…

量子物理 · 物理学 2023-01-12 Stefano Markidis

For multi-scale problems, the conventional physics-informed neural networks (PINNs) face some challenges in obtaining available predictions. In this paper, based on PINNs, we propose a practical deep learning framework for multi-scale…

机器学习 · 计算机科学 2024-12-18 Yong Wang , Yanzhong Yao , Jiawei Guo , Zhiming Gao

Physics-informed neural networks (PINNs) are numerical solvers that embed all the physical information of a system into the loss function of a neural network. In this way the learned solution accounts for data (if available), the governing…

In this work, we present a hybrid numerical method for solving evolution partial differential equations (PDEs) by merging the time finite element method with deep neural networks. In contrast to the conventional deep learning-based…

数值分析 · 数学 2024-09-05 Xiaodong Feng , Haojiong Shangguan , Tao Tang , Xiaoliang Wan , Tao Zhou

Many security and other real-world situations are dynamic in nature and can be modelled as strictly competitive (or zero-sum) dynamic games. In these domains, agents perform actions to affect the environment and receive observations --…

计算机科学与博弈论 · 计算机科学 2020-10-23 Karel Horák , Branislav Bošanský , Vojtěch Kovařík , Christopher Kiekintveld

The Physics-Informed Neural Network (PINN) approach is a new and promising way to solve partial differential equations using deep learning. The $L^2$ Physics-Informed Loss is the de-facto standard in training Physics-Informed Neural…

机器学习 · 计算机科学 2023-01-02 Chuwei Wang , Shanda Li , Di He , Liwei Wang

Physics-informed neural networks (PINNs) leverage neural-networks to find the solutions of partial differential equation (PDE)-constrained optimization problems with initial conditions and boundary conditions as soft constraints. These soft…

机器学习 · 计算机科学 2022-12-09 Rambod Mojgani , Maciej Balajewicz , Pedram Hassanzadeh

Physics-informed neural networks (PINNs) have emerged as a new learning paradigm for solving partial differential equations (PDEs) by enforcing the constraints of physical equations, boundary conditions (BCs), and initial conditions (ICs)…

机器学习 · 计算机科学 2025-05-21 Chenhong Zhou , Jie Chen , Zaifeng Yang , Ching Eng Png

We propose a physics-informed neural particle method (PINN--PM) for the spatially homogeneous Landau equation. The method adopts a Lagrangian interacting-particle formulation and jointly parameterizes the time-dependent score and the…

数值分析 · 数学 2026-03-12 Minseok Kim , Sung-Jun Son , Yeoneung Kim , Donghyun Lee

Physics-Informed Neural Network (PINN) is a novel multi-task learning framework useful for solving physical problems modeled using differential equations (DEs) by integrating the knowledge of physics and known constraints into the…

机器学习 · 计算机科学 2024-09-18 Shivprasad Kathane , Shyamprasad Karagadde

We leverage Physics-Informed Neural Networks (PINNs) to learn solution functions of parametric Navier-Stokes Equations (NSE). Our proposed approach results in a feasible optimization problem setup that bypasses PINNs' limitations in…

计算工程、金融与科学 · 计算机科学 2024-02-06 M. Naderibeni , M. J. T. Reinders , L. Wu , D. M. J. Tax

This paper develops an algorithm for upper- and lower-bounding the value function for a class of linear time-varying games subject to convex control sets. In particular, a two-player zero-sum differential game is considered where the…

最优化与控制 · 数学 2025-03-12 Vincent Liu , Chris Manzie , Peter M. Dower

This paper considers a hybrid pollution-control differential game with two farsighted players and one myopic player. Both the seasonal regime shifts in the state dynamics and the players' heterogeneous preferences are introduced into the…

最优化与控制 · 数学 2025-04-17 Yilun Wu , Anna Tur , Peichen Ye

We propose a hybrid solver that fuses the dimensionality-reduction strengths of the Method of Lines (MOL) with the flexibility of Physics-Informed Neural Networks (PINNs). Instead of approximating spatial derivatives with fixed…

计算物理 · 物理学 2025-12-24 Maximilian Cederholm , Siyao Wang , Haochun Wang , Ruichen Xu , Yuefan Deng

We propose a scalable, policy-centric framework for continuous-time multi-asset portfolio-consumption optimization under inequality constraints. Our method integrates neural policies with Pontryagin's Maximum Principle (PMP) and enforces…

投资组合管理 · 定量金融 2025-11-07 Jeonggyu Huh , Jaegi Jeon , Hyeng Keun Koo , Byung Hwa Lim

We consider two-player zero-sum differential games (ZSDGs), where the state process (dynamical system) depends on the random initial condition and the state process's distribution, and the objective functional includes the state process's…

最优化与控制 · 数学 2020-05-26 Jun Moon , Tamer Basar

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…

机器学习 · 计算机科学 2022-09-19 Shihong Zhang , Chi Zhang , Bosen Wang

We introduce the Pontryagin-Guided Direct Policy Optimization (PG-DPO) framework for high-dimensional continuous-time portfolio choice. Our approach combines Pontryagin's Maximum Principle (PMP) with backpropagation through time (BPTT) to…

投资组合管理 · 定量金融 2025-09-12 Jeonggyu Huh , Jaegi Jeon , Hyeng Keun Koo , Byung Hwa Lim

In this paper, we make the first attempt to apply the boundary integrated neural networks (BINNs) for the numerical solution of two-dimensional (2D) elastostatic and piezoelectric problems. BINNs combine artificial neural networks with the…

计算工程、金融与科学 · 计算机科学 2023-08-03 Peijun Zhang , Chuanzeng Zhang , Yan Gu , Wenzhen Qu , Shengdong Zhao