An overview on deep learning-based approximation methods for partial differential equations

C Beck, M Hutzenthaler, A Jentzen… - arXiv preprint arXiv …, 2020 - arxiv.org
It is one of the most challenging problems in applied mathematics to approximatively solve
high-dimensional partial differential equations (PDEs). Recently, several deep learning …

Crowd dynamics: Modeling and control of multiagent systems

X Gong, M Herty, B Piccoli… - Annual Review of Control …, 2023 - annualreviews.org
This review aims to present recent developments in modeling and control of multiagent
systems. A particular focus is set on crowd dynamics characterized by complex interactions …

Overcoming the curse of dimensionality for some Hamilton–Jacobi partial differential equations via neural network architectures

J Darbon, GP Langlois, T Meng - Research in the Mathematical Sciences, 2020 - Springer
We propose new and original mathematical connections between Hamilton–Jacobi (HJ)
partial differential equations (PDEs) with initial data and neural network architectures …

[HTML][HTML] Cross interpolation for solving high-dimensional dynamical systems on low-rank Tucker and tensor train manifolds

B Ghahremani, H Babaee - Computer Methods in Applied Mechanics and …, 2024 - Elsevier
We present a novel tensor interpolation algorithm for the time integration of nonlinear tensor
differential equations (TDEs) on the tensor train and Tucker tensor low-rank manifolds …

Solving high-dimensional parabolic PDEs using the tensor train format

L Richter, L Sallandt, N Nüsken - … Conference on Machine …, 2021 - proceedings.mlr.press
High-dimensional partial differential equations (PDEs) are ubiquitous in economics, science
and engineering. However, their numerical treatment poses formidable challenges since …

Actor-critic method for high dimensional static Hamilton--Jacobi--Bellman partial differential equations based on neural networks

M Zhou, J Han, J Lu - SIAM Journal on Scientific Computing, 2021 - SIAM
We propose a novel numerical method for high dimensional Hamilton--Jacobi--Bellman
(HJB) type elliptic partial differential equations (PDEs). The HJB PDEs, reformulated as …

On some neural network architectures that can represent viscosity solutions of certain high dimensional Hamilton–Jacobi partial differential equations

J Darbon, T Meng - Journal of Computational Physics, 2021 - Elsevier
We propose novel connections between several neural network architectures and viscosity
solutions of some Hamilton–Jacobi (HJ) partial differential equations (PDEs) whose …

Learning optimal feedback operators and their sparse polynomial approximations

K Kunisch, D Vásquez-Varas, D Walter - Journal of Machine Learning …, 2023 - jmlr.org
A learning based method for obtaining feedback laws for nonlinear optimal control problems
is proposed. The learning problem is posed such that the open loop value function is its …

QRnet: Optimal regulator design with LQR-augmented neural networks

T Nakamura-Zimmerer, Q Gong… - IEEE Control Systems …, 2020 - ieeexplore.ieee.org
In this letter we propose a new computational method for designing optimal regulators for
high-dimensional nonlinear systems. The proposed approach leverages physics-informed …

Generalized eigenvalue for even order tensors via Einstein product and its applications in multilinear control systems

Y Wang, Y Wei - Computational and Applied Mathematics, 2022 - Springer
This paper devotes to the generalized eigenvalues for even order tensors. We extend
classical spectral theory for matrix pairs to the multilinear case, including the generalized …