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 Statistics ML
Aug 24

Convergence of the Deep Galerkin Method for Finite State Mean Field Control Problems

The paper proves that the deep Galerkin method (DGM) converges when applied to Hamilton‑Jacobi‑Bellman equations derived from finite‑state mean field control problems. By showing that the DGM loss can be driven arbitrarily low under sufficient regularity of the value function, and that a vanishing loss forces uniform convergence of the neural network approximators to the true value function on the simplex, the authors establish both existence and convergence results for the DGM. Numerical experiments further illustrate the method’s ability to handle high‑dimensional HJB equations.

By William Hofgard, Jingruo Sun, Asaf Cohen
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
5d ago

Deep-Learning Solvers and Surrogates for Infinity and p-Laplace Problems

The paper explores neural network solvers for infinity and p‑Laplace problems, employing Physics‑Informed Neural Networks (PINNs) and Deep Operator Networks (DeepONets). It addresses computational challenges for large p values (2 to 1000) across 2D and 3D domains, showing advantages over traditional mesh‑based solvers, especially in three dimensions. The authors provide conditional convergence results for PINNs, a universal approximation theorem for DeepONet on the parametric p‑Poisson problem, and validate their methods with numerical experiments comparing performance to conventional approaches.

By Tak Shing Au Yeung, Ka Chun Cheung, Hannah Potgieter, Steven J. Ruuth, Simon See
arXiv Machine Learning
Sep 14

Deep learning methods for inverse problems using connections between proximal operators and Hamilton-Jacobi equations

The paper proposes a deep learning framework that learns priors for inverse problems by exploiting the relationship between proximal operators and Hamilton–Jacobi partial differential equations. Unlike existing methods that require inverting the prior after training, this approach learns the prior directly, enabling efficient evaluation in a single forward pass. Numerical experiments demonstrate the method’s effectiveness in dimensions up to 64.

By Oluwatosin Akande, Gabriel P. Langlois, Akwum Onwunta
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
Aug 19

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

The paper introduces a mesh‑free policy iteration framework that blends classical dynamic programming with physics‑informed neural networks (PINNs) to solve high‑dimensional, nonconvex Hamilton–Jacobi–Isaacs (HJI) equations. The method alternates between solving linear second‑order PDEs under fixed feedback policies and updating controls via pointwise minimax optimization using automatic differentiation. The authors prove local uniform convergence of the value function iterates to the unique viscosity solution under standard Lipschitz and uniform ellipticity assumptions, and demonstrate the approach’s accuracy and scalability in two‑, five‑, and ten‑dimensional stochastic games, outperforming direct PINN solvers.

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