Solvable structures are exploited in order to find families of explicit solutions to evolution PDEs admitting suitable differential constraints. The effectiveness of the method is verified on several explicit examples.
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48 results for “PDE constraints”
Solves second-order PDEs using quotients and differential invariants.
problem Solving second-order PDEs with first-order quotients.
method Solve the quotient PDE using differential invariants, then add new constraints to solve the original PDE.
result New method for solving second-order scalar PDEs with infinite-dimensional symmetry algebras.
Parameter Inference based on Gaussian Processes Informed by Nonlinear Partial Differential Equationsmath.NA
A new method infers parameters from PDEs using Gaussian processes.
problem Estimating unknown parameters in PDEs from noisy data.
method PDE-Informed Gaussian Process (PIGP) method.
result The method bypasses numerical solvers for PDEs and provides uncertainty quantification.
A new algebra for Frobenius manifolds solves PDEs and constraints.
problem Understanding the algebraic structure of Frobenius manifolds.
method Constructing a Virasoro-like algebra and deriving PDEs and constraints.
result Solves a family of quadratic PDEs for the genus-zero free energy.
Optimizes portfolios with constraints and stochastic factors, deriving explicit solutions.
problem Optimizing expected utility in an incomplete market with stochastic factors and convex constraints.
method Fundamental duality results and HJB PDE, derived condition for exponential affine solutions.
result Explicit expressions for optimal allocations and Riccati ODE solutions in specific markets.
DeepONets combine neural networks with physics constraints for PDEs and parameter estimation.
problem Estimating parameters in PDEs with uncertainty quantification.
method Physics-informed neural networks (PINNs) integrated with Deep Operator Networks (DeepONets) for Bayesian inference.
result Robust and accurate solutions with comprehensive uncertainty quantification.
Symmetry approaches for reductions of PDEs, differential constraints and Lagrange-Charpit methodmath.DG
Many methods for reducing and simplifying differential equations are known. They provide various generalizations of the original symmetry approach of Sophus Lie. Plenty of relations between them have been noticed and in this note a unifying approach will be discussed. It is rather close to the classical differential co…
PDEs constrain smooth functions in neural networks.
problem Understanding functions computable by neural networks.
method Analyzing smooth hierarchical functions via PDEs.
result Established algebraic PDEs for smooth functions.
PDE-DKL combines NNs and GPs for high-dimensional PDE problems.
problem High-dimensional PDE problems with scarce data.
method PDE-constrained Deep Kernel Learning (PDE-DKL) framework.
result High accuracy with reduced data requirements.
This paper develops a fast algorithm for solving nonlinear PDEs using sparse Cholesky factorization.
problem Efficiently solving nonlinear PDEs with Gaussian processes and kernel methods.
method Sparse Cholesky factorization for near-linear complexity.
result Near-linear complexity algorithm for working with kernel matrices of nonlinear PDEs.
Filtered Partial Differential Equations: a robust surrogate constraint in physics-informed deep learning frameworkphysics.flu-dyn
Improved method using filtered PDEs for robust physics-informed deep learning.
problem Complex real-world problems with noisy and sparse data.
method Proposed a surrogate constraint (FPDE) to filter and reduce the influence of noisy and sparse observation data.
result FPDE models converge better and produce higher quality solutions with less data.
Enhances neural network solvers for PDEs with complex boundary conditions.
problem Challenges in solving PDEs with high accuracy and complex boundary conditions.
method Integrates natural gradient optimization with numerical time-stepping schemes to enforce Dirichlet boundary conditions.
result Superior accuracy and computational efficiency of the proposed methods for solving PDEs.
This paper optimizes dividend payout rates with a drawdown constraint in a stochastic model.
problem Optimizing dividend payout rates while avoiding drawdowns in a stochastic model.
method Solving a path-dependent stochastic control problem using Hamilton-Jacobi-Bellman equations and PDE methods.
result Explicit characterization of an optimal feedback control strategy, including two free boundaries and the running maximum surplus process.
Study optimal consumption with relaxed benchmarks and drawdown constraints.
problem Optimal consumption under relaxed benchmark tracking and consumption drawdown constraint.
method Transformed stochastic control problem into regular control problem with state-control constraints, then solved using dual transform and optimal consumption behavior.
result Closed-form solution for optimal investment and consumption in feedback form.
The inverse problem of the calculus of variations asks whether a given system of partial differential equations (PDEs) admits a variational formulation. We show that the existence of a presymplectic form in the variational bicomplex, when horizontally closed on solutions, allows us to construct a variational formulatio…
PILNO uses neural operators to solve PDEs efficiently on point clouds.
problem Solving partial differential equations (PDEs) on point cloud data efficiently.
method Physics-informed low-rank neural operator framework combining low-rank kernel approximations and an encoder-decoder architecture.
result PILNO efficiently approximates solution operators of PDEs on point cloud data, satisfying PDE constraints and boundary conditions.
Graph neural networks learn PDEs from sparse, irregular data.
problem Learning PDEs from irregularly spaced data.
method Continuous-time differential model with graph neural networks for arbitrary discretizations.
result Efficient inference with continuous-time adjoint method.
This paper models short rates with jumps using PDEs.
problem Capturing jumps and spikes in interest rates.
method PDE approach for pricing interest rate derivatives.
result Established Feynman-Kač representation and derived solutions.
Study optimal consumption with drawdown limits over a fixed time frame.
problem Maximizing utility with consumption limits during a fixed period.
method Extended utility maximization problem with drawdown constraint, using PDE arguments and dual transform.
result Existence and uniqueness of classical solution to HJB variational inequality, with explicit free boundaries.
The class of non-rigid registration methods proposed in the framework of PDE-constrained Large Deformation Diffeomorphic Metric Mapping is a particularly interesting family of physically meaningful diffeomorphic registration methods. PDE-constrained LDDMM methods are formulated as constrained variational problems, wher…
Unified framework solves nonlinear PDEs and IPs using Gaussian processes.
problem Solving and identifying parameters in nonlinear PDEs and inverse problems.
method Gaussian process framework approximating solutions as MAP estimators, reducing to finite-dimensional optimization problem.
result Unified method converges in a small number of iterations for various PDEs.
Solves probabilistic Lambert problem connecting astrodynamics with optimal mass transport.
problem Determining spacecraft velocity for given positions with probabilistic constraints.
method Generalized optimal mass transport (OMT) and Schrödinger bridge (SBP) connections.
result Existence and uniqueness of solution for probabilistic Lambert problem.
Survey of Gaussian process constraints for modeling expensive data.
problem Modeling expensive data with physical constraints.
method Overview of various Gaussian process constraints and their implementation.
result Discussion of computational challenges introduced by constraints.
Operator learning approximates complex mappings for PDEs and experimental data.
problem Approximating mappings between infinite-dimensional function spaces for scientific computing.
method Formalizing operator learning as function-to-function regression and incorporating physical constraints.
result Development of rigorous uncertainty quantification frameworks for operator learning.
LR-EDNN reduces PDE solver complexity by limiting network weights to low-rank subspace.
problem Efficiently solving time-dependent PDEs with deep neural networks.
method Low-rank constraint on network weights using SVD for efficient parameter updates.
result LR-EDNN achieves comparable accuracy to full EDNN with fewer parameters and lower cost.
We solve a class of control problems with fuel constraint by means of the log-Laplace transforms of -functionals of Dawson-Watanabe superprocesses. This solution is related to the superprocess solution of quasilinear parabolic PDEs with singular terminal condition. For the probabilistic verification proof, we develo…
Physics-informed neural networks and neural operators speed up solving parametric PDEs by orders of magnitude.
problem Solving PDEs for varying parameters is computationally expensive.
method Physics-informed neural networks and neural operators learn solution mappings across parameter spaces.
result Neural operators achieve computational speedups of 10^3 to 10^5 times faster than traditional methods.
A new method combines SciML and UQ with physical constraints.
problem Uncertainty quantification in scientific machine learning tasks.
method Physics-constrained polynomial chaos expansion.
result Effective uncertainty quantification and SciML integration.
Scalable solver reduces PDE uncertainty with active learning.
problem High computational cost in solving PDEs.
method Stochastic dual descent and clustering-based active learning.
result Solver scales to large number of collocation points.
Discover equations from data using neural networks with constraints.
problem Discover equations from noisy data without theoretical derivation.
method Solve constrained optimization problem with penalty or trust-region barrier methods.
result Constrained method outperforms penalty method for higher noise levels or fewer collocation points.
This paper establishes the existence of a unique nonnegative continuous viscosity solution to the HJB equation associated with a Markovian linear-quadratic control problems with singular terminal state constraint and possibly unbounded cost coefficients. The existence result is based on a novel comparison principle for…
Physics-Constrained Deep Learning for High-dimensional Surrogate Modeling and Uncertainty Quantification without Labeled Dataphysics.comp-ph
Surrogate modeling and uncertainty quantification tasks for PDE systems are most often considered as supervised learning problems where input and output data pairs are used for training. The construction of such emulators is by definition a small data problem which poses challenges to deep learning approaches that have…
Geodesic extensions for systems with nonholonomic constraints.
problem Extending equations of motion for systems with nonholonomic constraints.
method Constructing extensions to second-order ODEs, investigating geodesic conditions.
result Conditions for nonholonomic trajectories to be geodesics of a Riemannian metric.
Interdisciplinary study linking potential theory and elliptic PDEs.
problem Understanding solutions to nonlinear elliptic PDEs.
method Combining geometric and potential theory approaches.
result Validity of comparison principle and existence/uniqueness of solutions.
LPINNs solve complex PDEs by reformulating PINNs on Lagrangian frame, reducing training complexity.
problem Complexity in training PINNs, especially for convection-diffusion equations.
method Propose LPINNs, a Lagrangian reformulation of PINNs, with two branches solving state variables and characteristics curves.
result Loss landscapes of LPINNs are less sensitive to problem complexity compared to traditional PINNs.
High-dimensional partial differential equations (PDE) appear in a number of models from the financial industry, such as in derivative pricing models, credit valuation adjustment (CVA) models, or portfolio optimization models. The PDEs in such applications are high-dimensional as the dimension corresponds to the number …
Machine learning for scientific applications faces the challenge of limited data. We propose a framework that leverages a priori known physics to reduce overfitting when training on relatively small datasets. A deep neural network is embedded in a partial differential equation (PDE) that expresses the known physics and…
Hutchinson Trace Estimation for High-Dimensional and High-Order Physics-Informed Neural Networkscs.LG
HTE improves PINNs for high-dimensional, high-order PDEs by reducing computational cost and memory usage.
problem Challenges in solving high-dimensional, high-order PDEs with PINNs due to computational cost and memory constraints.
method Introduces Hutchinson Trace Estimation (HTE) to transform Hessian matrix calculations into Hessian vector products (HVP), reducing computational cost and memory usage.
result HTE significantly reduces memory consumption and computational cost, enabling faster and more efficient solution of high-dimensional and high-order PDEs.
Enforcing Statistical Constraints in Generative Adversarial Networks for Modeling Chaotic Dynamical Systemsphysics.comp-ph
Simulating complex physical systems often involves solving partial differential equations (PDEs) with some closures due to the presence of multi-scale physics that cannot be fully resolved. Therefore, reliable and accurate closure models for unresolved physics remains an important requirement for many computational phy…
New algorithm solves complex equations using deep learning.
problem High-dimensional nonlinear PDEs and BSDEs.
method Iterated time discretization, deep neural networks, stochastic gradient descent.
result Increased accuracy and reduced complexity compared to existing methods.
Deep Learning of Dynamic Subsurface Flow via Theory-guided Generative Adversarial Networkphysics.geo-ph
Tackles dynamic subsurface flow via GAN with physical theory constraints.
problem Deep learning of dynamic subsurface flow with heterogeneous parameters.
method Theory-guided generative adversarial network (TgGAN) for PDEs.
result TgGAN predicts future subsurface flow responses robustly and efficiently.
Weighted -Willmore Spheresmath.DG
Spheres minimize weighted curvature on spheres.
problem Minimizing weighted mean curvature on spheres.
method Solving a limit of Euler-Lagrange equations for problems.
result Solutions have at most three mean curvature values.
LVM-GP solves PDEs with uncertainty using latent variables and Gaussian processes.
problem Uncertainty quantification in PDE solutions with noisy data.
method Combines latent variable model and Gaussian process for uncertainty-aware prediction.
result Efficiently captures functional dependencies and robust uncertainty quantification.
Improved DeepONets for PDE solution operators with adaptive re-weighting and new architecture.
problem Training DeepONets for PDE solution operators without paired data.
method Adaptive re-weighting of training examples and novel network architecture.
result Consistently improved predictive accuracy by a factor of 10-50x.
Physics-informed DeepONets solve PDEs without paired data, predicting solutions quickly.
problem Lack of paired input-output data for solving PDEs.
method Physics-informed DeepONets use automatic differentiation to enforce physical laws as soft penalty constraints.
result Physics-informed DeepONets can solve PDEs without paired data, predicting solutions up to 3 orders of magnitude faster.
Study on non-Kähler Calabi-Yau geometries on 3-folds with constraints.
problem Characterizing non-Kähler Calabi-Yau geometries on threefolds.
method Symmetry reduction and scalar PDE for Kähler structure.
result Equality of Bott-Chern number with specific conditions.
We prove that a smooth Riemannian manifold admitting an imaginary generalized Killing spinor whose Dirac current satisfies an additional algebraic constraint condition can be embedded as spacelike Cauchy hypersurface in a smooth Lorentzian manifold on which the given spinor extends to a null parallel spinor. This is in…
Developing efficient numerical algorithms for the solution of high dimensional random Partial Differential Equations (PDEs) has been a challenging task due to the well-known curse of dimensionality. We present a new solution framework for these problems based on a deep learning approach. Specifically, the random PDE is…