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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

Physics-Informed Neural Networks (PINNs) are a class of deep neural networks that are trained, using automatic differentiation, to compute the response of systems governed by partial differential equations (PDEs). The training of PINNs is…

机器学习 · 计算机科学 2021-04-27 Mohammad Amin Nabian , Rini Jasmine Gladstone , Hadi Meidani

Physics-Informed Neural Networks (PINNs) and Neural Ordinary Differential Equations (NODEs) represent two distinct machine learning frameworks for modeling nonlinear neuronal dynamics. This study systematically evaluates their performance…

动力系统 · 数学 2026-03-31 Nikolaos M. Matzakos , Chrisovalantis Sfyrakis

We use Physics-Informed Neural Networks (PINNs) to solve the discrete-time nonlinear observer state estimation problem. Integrated within a single-step exact observer linearization framework, the proposed PINN approach aims at learning a…

This paper studies the optimal tracking control problem for continuous-time stochastic linear systems with multiplicative noise. The solution framework involves solving a stochastic algebraic Riccati equation for the feedback gain and a…

系统与控制 · 电气工程与系统科学 2025-08-29 Jiayu Chen , Zhenhui Xu , Xinghu Wang

We develop policy gradients methods for stochastic control with exit time in a model-free setting. We propose two types of algorithms for learning either directly the optimal policy or by learning alternately the value function (critic) and…

计算金融 · 定量金融 2023-02-16 Mohamed Hamdouche , Pierre Henry-Labordere , Huyen Pham

Physics-Informed Neural Networks (PINNs) represent a significant advancement in Scientific Machine Learning (SciML), which integrate physical domain knowledge into an empirical loss function as soft constraints and apply existing machine…

机器学习 · 计算机科学 2024-09-18 Xiaoran Cheng , Sen Na

Physics-informed neural networks (PINNs) are at the forefront of scientific machine learning, making possible the creation of machine intelligence that is cognizant of physical laws and able to accurately simulate them. However, today's…

神经与进化计算 · 计算机科学 2026-02-23 Jian Cheng Wong , Chin Chun Ooi , Abhishek Gupta , Pao-Hsiung Chiu , Joshua Shao Zheng Low , My Ha Dao , Yew-Soon Ong

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…

机器学习 · 计算机科学 2023-06-19 Junjun Yan , Xinhai Chen , Zhichao Wang , Enqiang Zhoui , Jie Liu

Kernel embeddings of distributions have recently gained significant attention in the machine learning community as a data-driven technique for representing probability distributions. Broadly, these techniques enable efficient computation of…

最优化与控制 · 数学 2021-03-25 Adam J. Thorpe , Meeko M. K. Oishi

Physics-informed neural networks (PINNs) provide a promising machine learning framework for solving partial differential equations, but their training often breaks down on challenging problems, sometimes converging to physically incorrect…

机器学习 · 计算机科学 2026-04-28 Sifan Wang , Shawn Koohy , Yiping Lu , Paris Perdikaris

We propose characteristics-informed neural networks (CINN), a simple and efficient machine learning approach for solving forward and inverse problems involving hyperbolic PDEs. Like physics-informed neural networks (PINN), CINN is a…

机器学习 · 计算机科学 2023-01-16 Ulisses Braga-Neto

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…

机器学习 · 计算机科学 2026-03-04 Divyavardhan Singh , Shubham Kamble , Dimple Sonone , Kishor Upla

We treat infinite horizon optimal control problems by solving the associated stationary Hamilton-Jacobi-Bellman (HJB) equation numerically to compute the value function and an optimal feedback law. The dynamical systems under consideration…

最优化与控制 · 数学 2021-05-19 Mathias Oster , Leon Sallandt , Reinhold Schneider

A method is presented that allows to reduce a problem described by differential equations with initial and boundary conditions to the problem described only by differential equations. The advantage of using the modified problem for…

As a typical application of deep learning, physics-informed neural network (PINN) {has been} successfully used to find numerical solutions of partial differential equations (PDEs), but how to improve the limited accuracy is still a great…

机器学习 · 计算机科学 2022-08-09 Zhi-Yong Zhang , Hui Zhang , Li-Sheng Zhang , Lei-Lei Guo

Systems biology and systems neurophysiology in particular have recently emerged as powerful tools for a number of key applications in the biomedical sciences. Nevertheless, such models are often based on complex combinations of multiscale…

神经与进化计算 · 计算机科学 2022-09-27 Matteo Ferrante , Andera Duggento , Nicola Toschi

Physics-informed neural networks (PINNs) have emerged as a powerful tool for solving forward and inverse problems involving partial differential equations (PDEs) by incorporating physical laws into the training process. However, the…

机器学习 · 计算机科学 2025-12-15 Binghang Lu , Changhong Mou , Guang Lin

We propose a machine learning algorithm for solving finite-horizon stochastic control problems based on a deep neural network representation of the optimal policy functions. The algorithm has three features: (1) It can solve…

综合经济学 · 经济学 2024-12-09 Xianhua Peng , Steven Kou , Lekang Zhang

This paper considers linear-quadratic control of a non-linear dynamical system subject to arbitrary cost. I show that for this class of stochastic control problems the non-linear Hamilton-Jacobi-Bellman equation can be transformed into a…

综合物理 · 物理学 2009-11-11 H. J. Kappen