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Physics-informed neural networks (PINNs) are a new tool for solving boundary value problems by defining loss functions of neural networks based on governing equations, boundary conditions, and initial conditions. Recent investigations have…

计算工程、金融与科学 · 计算机科学 2023-11-14 Ali Harandi , Ahmad Moeineddin , Michael Kaliske , Stefanie Reese , Shahed Rezaei

Physics-informed neural networks (PINNs) are a promising approach that combines the power of neural networks with the interpretability of physical modeling. PINNs have shown good practical performance in solving partial differential…

统计理论 · 数学 2026-01-26 Nathan Doumèche , Gérard Biau , Claire Boyer

We introduce an optimized physics-informed neural network (PINN) trained to solve the problem of identifying and characterizing a surface breaking crack in a metal plate. PINNs are neural networks that can combine data and physics in the…

Physics-informed neural networks (PINNs) provide a flexible and effective alternative for estimating seismic wavefield solutions due to their typical mesh-free and unsupervised features. However, their accuracy and training cost restrict…

地球物理 · 物理学 2024-01-23 Shijun Cheng , Tariq Alkhalifah

Physics-Informed Neural Networks (PINNs) are a class of deep learning neural networks that learn the response of a physical system without any simulation data, and only by incorporating the governing partial differential equations (PDEs) in…

机器学习 · 计算机科学 2023-12-19 Rini J. Gladstone , Mohammad A. Nabian , N. Sukumar , Ankit Srivastava , Hadi Meidani

This paper uses Physics-Informed Neural Network (PINN) to design Frequency Selective Surface (FSS). PINN integrates physical information into the loss function, so training PINN does not require a dataset, which will be faster than…

应用物理 · 物理学 2024-01-09 Yu-Hang Liu , Bing-Zhong Wang , Ren Wang

Physics-informed neural networks (PINNs) have emerged as a powerful paradigm for solving partial differential equations (PDEs) by embedding physical laws directly into neural network training. However, solving high-fidelity PDEs remains…

机器学习 · 计算机科学 2026-02-03 Olaf Yunus Laitinen Imanov

The neutron diffusion equation plays a pivotal role in the analysis of nuclear reactors. Nevertheless, employing the Physics-Informed Neural Network (PINN) method for its solution entails certain limitations. Traditional PINN approaches…

机器学习 · 计算机科学 2024-07-17 Heng Zhang , Yun-Ling He , Dong Liu , Qin Hang , He-Min Yao , Di Xiang

Artificial neural networks (ANNs) have recently also been applied to solve partial differential equations (PDEs). In this work, the classical problem of pricing European and American financial options, based on the corresponding PDE…

计算金融 · 定量金融 2020-05-26 Beatriz Salvador , Cornelis W. Oosterlee , Remco van der Meer

This work addresses the development of a physics-informed neural network (PINN) with a loss term derived from a discretized time-dependent reduced-order system. In this work, first, the governing equations are discretized using a finite…

数值分析 · 数学 2024-01-30 Rahul Halder , Giovanni Stabile , Gianluigi Rozza

We present a new physics informed neural network (PINN) algorithm for solving brittle fracture problems. While most of the PINN algorithms available in the literature minimize the residual of the governing partial differential equation, the…

机器学习 · 统计学 2019-07-08 Somdatta Goswami , Cosmin Anitescu , Souvik Chakraborty , Timon Rabczuk

Real-time calibration of stochastic volatility models (SVMs) is computationally bottlenecked by the need to repeatedly solve coupled partial differential equations (PDEs). In this work, we propose DeepSVM, a physics-informed Deep Operator…

计算金融 · 定量金融 2025-12-09 Kieran A. Malandain , Selim Kalici , Hakob Chakhoyan

In this paper, we introduce a formulation of Physics-Informed Neural Networks (PINNs), based on learning the form of the Fourier decomposition, and a training methodology based on a spread of randomly chosen boundary conditions. By training…

计算物理 · 物理学 2025-04-24 Rory Clements , James Ellis , Geoff Hassall , Simon Horsley , Gavin Tabor

Calculating true volatility is an essential task for option pricing and risk management. However, it is made difficult by market microstructure noise. Particle filtering has been proposed to solve this problem as it favorable statistical…

统计金融 · 定量金融 2023-11-14 Robert Stok , Paul Bilokon

This article introduces Perception-Informed Neural Networks (PrINNs), a framework designed to incorporate perception-based information into neural networks, addressing both systems with known and unknown physics laws or differential…

机器学习 · 计算机科学 2025-05-27 Mehran Mazandarani , Marzieh Najariyan

Recently, physics informed neural networks (PINNs) have been explored extensively for solving various forward and inverse problems and facilitating querying applications in fluid mechanics applications. However, work on PINNs for unsteady…

流体动力学 · 物理学 2024-02-28 Rahul Sundar , Dipanjan Majumdar , Didier Lucor , Sunetra Sarkar

Spectral bias, the tendency of neural networks to learn low-frequency features first, is a well-known issue with many training algorithms for physics-informed neural networks (PINNs). To overcome this issue, we propose IFeF-PINN, an…

机器学习 · 计算机科学 2025-10-23 Yulun Wu , Miguel Aguiar , Karl H. Johansson , Matthieu Barreau

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…

流体动力学 · 物理学 2021-05-25 Ryno Laubscher , Pieter Rousseau

We propose a multi-scale stochastic volatility model in which a fast mean-reverting factor of volatility is built on top of the Heston stochastic volatility model. A singular pertubative expansion is then used to obtain an approximation for…

证券定价 · 定量金融 2012-05-15 Jean-Pierre Fouque , Matthew Lorig

Reconstructing fields from sparsely observed data is an ill-posed problem that arises in many engineering and science applications. Here, we investigate the use of physics-informed neural networks (PINNs) to reconstruct complete…

流体动力学 · 物理学 2024-10-11 Nagahiro Ohashi , Leslie K. Hwang , Beomjin Kwon