相关论文: An uncertainty-aware physics-informed neural netwo…
We apply a physics-informed deep-learning approach the PINN approach to the Black-Scholes equation for pricing American and European options. We test our approach on both simulated as well as real market data, compare it to…
A physics informed neural network (PINN) incorporates the physics of a system by satisfying its boundary value problem through a neural network's loss function. The PINN approach has shown great success in approximating the map between the…
The recently developed physics-informed machine learning has made great progress for solving nonlinear partial differential equations (PDEs), however, it may fail to provide reasonable approximations to the PDEs with discontinuous…
Physics-informed neural networks (PINNs) have recently emerged as an alternative way of solving partial differential equations (PDEs) without the need of building elaborate grids, instead, using a straightforward implementation. In…
Physics-informed neural networks (PINNs) constitute a flexible deep learning approach for solving partial differential equations (PDEs), which model phenomena ranging from heat conduction to quantum mechanical systems. Despite their…
Physics-informed neural networks (PINNs) [4, 10] are an approach for solving boundary value problems based on differential equations (PDEs). The key idea of PINNs is to use a neural network to approximate the solution to the PDE and to…
Physics-informed neural networks (PINNs) are effective in solving integer-order partial differential equations (PDEs) based on scattered and noisy data. PINNs employ standard feedforward neural networks (NNs) with the PDEs explicitly…
The physics informed neural network (PINN) is a promising method for solving time-evolution partial differential equations (PDEs). However, the standard PINN method may fail to solve the PDEs with strongly nonlinear characteristics or those…
Physics-Informed Neural Networks (PINNs) have emerged as a promising approach for solving Partial Differential Equations (PDEs) by incorporating physical constraints into deep learning models. However, standard PINNs often require a large…
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…
Physics-Informed Neural Networks (PINN) are neural networks (NNs) that encode model equations, like Partial Differential Equations (PDE), as a component of the neural network itself. PINNs are nowadays used to solve PDEs, fractional…
Physics-Informed Neural Networks (PINNs) are a novel computational approach for solving partial differential equations (PDEs) with noisy and sparse initial and boundary data. Although, efficient quantification of epistemic and aleatoric…
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…
Physics-informed neural networks (PINNs) [31] use automatic differentiation to solve partial differential equations (PDEs) by penalizing the PDE in the loss function at a random set of points in the domain of interest. Here, we develop a…
Physics-Informed Neural Networks (PINNs) have emerged as powerful tools for solving partial differential equations (PDEs). However, training PINNs from scratch is often computationally intensive and time-consuming. To address this problem,…
Physics-informed neural networks (PINNs) have proven to be a promising method for the rapid solving of partial differential equations (PDEs) in both forward and inverse problems. However, due to the smoothness assumption of functions…
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…
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…
Physics-informed neural networks (PINNs) have recently been used to solve various computational problems which are governed by partial differential equations (PDEs). In this paper, we propose a multi-output physics-informed neural network…
Partial differential equation (PDE) solvers underpin modern quantitative finance, governing option pricing and risk evaluation. Physics-Informed Neural Networks (PINNs) have emerged as a promising approach for solving the forward and…