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We present FractalPINN-Flow, an unsupervised deep learning framework for dense optical flow estimation that learns directly from consecutive grayscale frames without requiring ground truth. The architecture centers on the Fractal…

计算机视觉与模式识别 · 计算机科学 2026-05-12 Sara Behnamian , Rasoul Khaksarinezhad , Andreas Langer

We present a deep learning framework for pricing options based on market-implied volatility surfaces. Using end-of-day S\&P 500 index options quotes from 2018-2023, we construct arbitrage-free volatility surfaces and generate training data…

计算金融 · 定量金融 2025-09-09 Lijie Ding , Egang Lu , Kin Cheung

In this work, we propose the Residual-Weighted Physics-Informed Neural Network (RW-PINN), a new method designed to enhance the accuracy of Physics-Informed Neural Network (PINN) based algorithms. We construct a deep learning framework with…

数值分析 · 数学 2025-09-03 K. Murari , P. Roul , S. Sundar

Over the past few years, neural network methods have evolved in various directions for approximating partial differential equations (PDEs). A promising new development is the integration of neural networks with classical numerical…

数值分析 · 数学 2025-07-10 Georgios Grekas , Charalambos G. Makridakis , Tristan Pryer

In recent engineering applications using deep learning, physics-informed neural network (PINN) is a new development as it can exploit the underlying physics of engineering systems. The novelty of PINN lies in the use of partial differential…

计算工程、金融与科学 · 计算机科学 2026-02-26 Kart Leong Lim , Rahul Dutta , Mihai Rotaru

We propose a new physics-informed neural network framework, IDPINN, based on the enhancement of initialization and domain decomposition to improve prediction accuracy. We train a PINN using a small dataset to obtain an initial network…

机器学习 · 计算机科学 2024-06-06 Chenhao Si , Ming Yan

We develop a self-adaptive physics-informed neural network (PINN) framework that reliably solves forward Darcy flow and performs accurate permeability inversion in heterogeneous porous media. In the forward setting, the PINN predicts…

流体动力学 · 物理学 2025-12-17 Md. Abdul Aziz , Thilo Strauss , Muhammad Mohebujjaman , Taufiquar Khan

The reconstruction of deep ocean currents is a major challenge in data assimilation due to the scarcity of interior data. In this work, we present a proof of concept for deep ocean flow reconstruction using a Physics-Informed Neural Network…

大气与海洋物理 · 物理学 2025-03-26 Vadim Limousin , Nelly Pustelnik , Bruno Deremble , Antoine Venaille

Physics-informed neural networks (PINNs) are capable of finding the solution for a given boundary value problem. We employ several ideas from the finite element method (FEM) to enhance the performance of existing PINNs in engineering…

计算工程、金融与科学 · 计算机科学 2022-10-05 Shahed Rezaei , Ali Harandi , Ahmad Moeineddin , Bai-Xiang Xu , Stefanie Reese

We propose a physics-informed neural network policy iteration (PINN-PI) framework for solving stochastic optimal control problems governed by second-order Hamilton--Jacobi--Bellman (HJB) equations. At each iteration, a neural network is…

机器学习 · 计算机科学 2025-08-05 Yeongjong Kim , Yeoneung Kim , Minseok Kim , Namkyeong Cho

Physics-Informed Neural Networks (PINN) are a machine learning tool that can be used to solve direct and inverse problems related to models described by Partial Differential Equations. This paper proposes an adaptive inverse PINN applied to…

数值分析 · 数学 2024-11-28 Marco Berardi , Fabio Difonzo , Matteo Icardi

Solving for the frequency-domain scattered wavefield via physics-informed neural network (PINN) has great potential in seismic modeling and inversion. However, when dealing with high-frequency wavefields, its accuracy and training cost…

机器学习 · 计算机科学 2022-06-22 Xinquan Huang , Tariq Alkhalifah

In incomplete financial markets, pricing and hedging European options lack a unique no-arbitrage solution due to unhedgeable risks. This paper introduces a constrained deep learning approach to determine option prices and hedging strategies…

计算金融 · 定量金融 2025-11-27 Nicolas Baradel

PINN models have demonstrated capabilities in addressing fluid PDE problems, and their potential in solid mechanics is beginning to emerge. This study identifies two key challenges when using PINN to solve general solid mechanics problems.…

计算工程、金融与科学 · 计算机科学 2025-06-10 Haolin Li , Yuyang Miao , Zahra Sharif Khodaei , M. H. Aliabadi

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…

信号处理 · 电气工程与系统科学 2023-09-12 Pengfei Wen , Zhi-Sheng Ye , Yong Li , Shaowei Chen , Pu Xie , Shuai Zhao

Physics-informed deep learning has drawn tremendous interest in recent years to solve computational physics problems, whose basic concept is to embed physical laws to constrain/inform neural networks, with the need of less data for training…

流体动力学 · 物理学 2020-11-24 Chengping Rao , Hao Sun , Yang Liu

Physics-informed neural networks (PINNs) integrate fundamental physical principles with advanced data-driven techniques, driving significant advancements in scientific computing. However, PINNs face persistent challenges with stiffness in…

机器学习 · 计算机科学 2024-07-30 Pancheng Niu , Yongming Chen , Jun Guo , Yuqian Zhou , Minfu Feng , Yanchao Shi

In this paper, we develop a deep learning approach for the accurate solution of challenging problems of near-field microscopy that leverages the powerful framework of physics-informed neural networks (PINNs) for the inversion of the complex…

光学 · 物理学 2024-06-12 Yuyao Chen , Luca Dal Negro

Adoption of deep neural networks in fields such as economics or finance has been constrained by the lack of interpretability of model outcomes. This paper proposes a generative neural network architecture - the parameter encoder neural…

机器学习 · 统计学 2021-06-11 Johann Pfitzinger

Physics-informed neural networks (PINNs) typically minimize average residuals, which can conceal large, localized errors. We propose Residual Risk-Aware Physics-Informed Neural Networks PINNs (RRaPINNs), a single-network framework that…

机器学习 · 计算机科学 2025-11-25 Ange-Clément Akazan , Issa Karambal , Jean Medard Ngnotchouye , Abebe Geletu Selassie. W