arXiv Machine Learning

DeepPAAC: A New Deep Galerkin Method for Principal-Agent Problems

arXiv:2511. 04309v3 Announce Type: replace-cross Abstract: We consider numerical resolution of principal-agent (PA) problems in continuous time.

arXiv Machine Learning
Jul 28

Global Convergence of DGM and PINN Algorithms for Solving Nonlinear PDEs

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.

By Justin Sirignano, Konstantinos Spiliopoulos, Samuel Cohen
arXiv Machine Learning
Jun 26

Symplectic Neural Networks for learning Generalized Hamiltonians

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.

By Harsh Choudhary, Vyacheslav Kungurtsev, Chandan Gupta, Melvin Leok, Georgios Korpas
arXiv AI
23h ago

Solving nonconvex Hamilton--Jacobi--Isaacs equations with PINN-based policy iteration

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.

By Hee Jun Yang, Minjung Gim, Yeoneung Kim
arXiv Machine Learning
Jun 19

A fast direct solver based neural network for solving PDEs

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.

By Jashwanth Reddy Kadaru, Vaishnavi Gujjula
arXiv Machine Learning
Jun 25

A Zeroth-Order Deep Learning Method for Fully Nonlinear Parabolic Partial Differential Equations with Unknown Coefficients

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.

By Yanwei Jia, Du Ouyang, Huy\^en Pham, Xun Yu Zhou