Practical Aspects on Solving Differential Equations Using Deep Learning: A Primer
arXiv:2408. 11266v5 Announce Type: replace Abstract: Deep learning is now common across many scientific fields, including the study of partial differential equations.
arXiv:2511. 04309v3 Announce Type: replace-cross Abstract: We consider numerical resolution of principal-agent (PA) problems in continuous time.
arXiv:2408. 11266v5 Announce Type: replace Abstract: Deep learning is now common across many scientific fields, including the study of partial differential equations.
arXiv:2607. 24726v1 Announce Type: new Abstract: The Deep Galerkin Method (DGM) and Physics Informed Neural Networks (PINNs) have become widely-used methods for solving partial differential equations (PDEs) in the rapidly growing field of scientific machine learning.
arXiv:2608. 06595v1 Announce Type: cross Abstract: Neural networks applied to sequential decision-making tasks typically rely on latent representations of environment states.
arXiv:2606. 27029v1 Announce Type: new Abstract: Hamiltonian Neural Networks (HNNs) integrate physical priors into neural models by learning a system's Hamiltonian, improving generalization and sample efficiency.
arXiv:2606. 27029v2 Announce Type: replace Abstract: Hamiltonian Neural Networks (HNNs) integrate physical priors into neural models by learning a system's Hamiltonian, improving generalization and sample efficiency.
arXiv:2602. 06842v2 Announce Type: replace-cross Abstract: Deep learning-based hybrid iterative methods (DL-HIMs) integrate classical numerical solvers with neural operators, utilizing their complementary spectral biases to accelerate convergence.
arXiv:2507. 15455v3 Announce Type: replace-cross Abstract: We propose a mesh-free policy iteration framework that combines classical dynamic programming with physics-informed neural networks (PINNs) to solve high-dimensional, nonconvex Hamilton--Jacobi--Isaacs (HJI) equations arising in stochastic differential games and robust control.
arXiv:2606. 19895v1 Announce Type: cross Abstract: The matrices arising from large scale $N$-body problems can be efficiently represented using hierarchical matrices, whose key idea is that the admissible off-diagonal sub-matrices can be well approximated by low-rank matrices across a hierarchy of matrix partitions.
arXiv:2606. 19754v1 Announce Type: new Abstract: Partial differential equations (PDEs) play a central role in modeling complex physical, biological, and engineering systems.
arXiv:2607. 25608v1 Announce Type: cross Abstract: Physics-informed neural networks (PINNs) have emerged as a powerful paradigm for solving partial differential equations (PDEs) by embedding governing physical laws into deep neural networks.
arXiv:2606. 04275v1 Announce Type: cross Abstract: We present a novel theoretical framework for deep reinforcement learning (RL) in continuous environments by modeling the problem as a continuous-time stochastic process, drawing on insights from stochastic control.
arXiv:2606. 24999v1 Announce Type: new Abstract: High-dimensional partial differential equations (PDEs) with unknown coefficients arise widely in scientific machine learning, including continuous-time reinforcement learning, yet solving them efficiently in a data-driven way remains challenging.