On some neural network architectures that can represent viscosity solutions of certain high dimensional Hamilton-Jacobi partial differential equations
From MaRDI portal
Publication:2123971
DOI10.1016/j.jcp.2020.109907OpenAlexW3007470329WikidataQ115350098 ScholiaQ115350098MaRDI QIDQ2123971
Publication date: 14 April 2022
Published in: Journal of Computational Physics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2002.09750
neural networksHamilton-Jacobi partial differential equationsgrid-free numerical methodsLax-Oleinik representation formula
Related Items (14)
An Algorithm to Construct Subsolutions of Convex Optimal Control Problems ⋮ Convergence of Physics-Informed Neural Networks Applied to Linear Second-Order Elliptic Interface Problems ⋮ SympOCnet: Solving Optimal Control Problems with Applications to High-Dimensional Multiagent Path Planning Problems ⋮ Newton's method, Bellman recursion and differential dynamic programming for unconstrained nonlinear dynamic games ⋮ RPINNs: rectified-physics informed neural networks for solving stationary partial differential equations ⋮ Value-Gradient Based Formulation of Optimal Control Problem and Machine Learning Algorithm ⋮ Three ways to solve partial differential equations with neural networks — A review ⋮ Uncertainty quantification in scientific machine learning: methods, metrics, and comparisons ⋮ Neural network architectures using min-plus algebra for solving certain high-dimensional optimal control problems and Hamilton-Jacobi PDEs ⋮ Physics-informed neural networks based on adaptive weighted loss functions for Hamilton-Jacobi equations ⋮ An overview on deep learning-based approximation methods for partial differential equations ⋮ Adaptive Deep Learning for High-Dimensional Hamilton--Jacobi--Bellman Equations ⋮ A non-gradient method for solving elliptic partial differential equations with deep neural networks ⋮ Neural eikonal solver: improving accuracy of physics-informed neural networks for solving eikonal equation in case of caustics
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Algorithms for overcoming the curse of dimensionality for certain Hamilton-Jacobi equations arising in control theory and elsewhere
- Suboptimal feedback control of PDEs by solving HJB equations on adaptive sparse grids
- Some recent aspects of differential game theory
- Deep learning-based numerical methods for high-dimensional parabolic partial differential equations and backward stochastic differential equations
- Overcoming the curse of dimensionality for some Hamilton-Jacobi partial differential equations via neural network architectures
- Viscosity solutions of Isaacs' equations and differential games with Lipschitz controls
- Max-plus methods for nonlinear control and estimation.
- The numerical solution of linear ordinary differential equations by feedforward neural networks
- Viscosity solutions of Hamilton-Jacobi equations
- Mitigating the curse of dimensionality: sparse grid characteristics method for optimal feedback control and HJB equations
- The Deep Ritz Method: a deep learning-based numerical algorithm for solving variational problems
- An adaptive sparse grid semi-Lagrangian scheme for first order Hamilton-Jacobi Bellman equations
- DGM: a deep learning algorithm for solving partial differential equations
- Perspectives on characteristics based curse-of-dimensionality-free numerical approaches for solving Hamilton-Jacobi equations
- Adversarial uncertainty quantification in physics-informed neural networks
- Quantifying total uncertainty in physics-informed neural networks for solving forward and inverse stochastic problems
- PDE-Net 2.0: learning PDEs from data with a numeric-symbolic hybrid deep network
- Solving many-electron Schrödinger equation using deep neural networks
- An introduction to neural network methods for differential equations
- Physics-informed neural networks: a deep learning framework for solving forward and inverse problems involving nonlinear partial differential equations
- Machine learning for semi linear PDEs
- Solving for high-dimensional committor functions using artificial neural networks
- Asymptotic expansion as prior knowledge in deep learning method for high dimensional BSDEs
- Machine learning approximation algorithms for high-dimensional fully nonlinear partial differential equations and second-order backward stochastic differential equations
- Metric Hopf-Lax formula with semicontinuous data
- Controlled Markov processes and viscosity solutions
- Neural algorithm for solving differential equations
- Efficient computation of optimal actions
- Convergence Rate for a Curse-of-Dimensionality-Free Method for a Class of HJB PDEs
- On Convex Finite-Dimensional Variational Methods in Imaging Sciences and Hamilton--Jacobi Equations
- A Curse-of-Dimensionality-Free Numerical Method for Solution of Certain HJB PDEs
- The Max-Plus Finite Element Method for Solving Deterministic Optimal Control Problems: Basic Properties and Convergence Analysis
- On Hopf's formulas for solutions of Hamilton-Jacobi equations
- User’s guide to viscosity solutions of second order partial differential equations
- Representation of solutions of Hamilton-Jacobi equations
- Neural‐network‐based approximations for solving partial differential equations
- Deep Hidden Physics Models: Deep Learning of Nonlinear Partial Differential Equations
- Polynomial Approximation of High-Dimensional Hamilton--Jacobi--Bellman Equations and Applications to Feedback Control of Semilinear Parabolic PDEs
- HJB-POD-Based Feedback Design for the Optimal Control of Evolution Problems
- A Max-Plus-Based Algorithm for a Hamilton--Jacobi--Bellman Equation of Nonlinear Filtering
- Deep Splitting Method for Parabolic PDEs
- Solving high-dimensional partial differential equations using deep learning
- On Decomposition Models in Imaging Sciences and Multi-time Hamilton--Jacobi Partial Differential Equations
- High Order Numerical Schemes for Second-Order FBSDEs with Applications to Stochastic Optimal Control
- An Efficient DP Algorithm on a Tree-Structure for Finite Horizon Optimal Control Problems
- Learning in Modal Space: Solving Time-Dependent Stochastic PDEs Using Physics-Informed Neural Networks
- fPINNs: Fractional Physics-Informed Neural Networks
- Error Analysis for POD Approximations of Infinite Horizon Problems via the Dynamic Programming Approach
- Probabilistic High Order Numerical Schemes for Fully Nonlinear Parabolic PDEs
- Convex Analysis
- Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations
This page was built for publication: On some neural network architectures that can represent viscosity solutions of certain high dimensional Hamilton-Jacobi partial differential equations
