Leveraging multitime Hamilton–Jacobi PDEs for certain scientific machine learning problems

P Chen, T Meng, Z Zou, J Darbon… - SIAM Journal on Scientific …, 2024 - SIAM
Hamilton–Jacobi partial differential equations (HJ PDEs) have deep connections with a wide
range of fields, including optimal control, differential games, and imaging sciences. By …

Leveraging Hamilton-Jacobi PDEs with time-dependent Hamiltonians for continual scientific machine learning

P Chen, T Meng, Z Zou, J Darbon… - 6th Annual Learning …, 2024 - proceedings.mlr.press
We address two major challenges in scientific machine learning (SciML): interpretability and
computational efficiency. We increase the interpretability of certain learning processes by …

Leveraging viscous Hamilton-Jacobi PDEs for uncertainty quantification in scientific machine learning

Z Zou, T Meng, P Chen, J Darbon… - arXiv preprint arXiv …, 2024 - arxiv.org
Uncertainty quantification (UQ) in scientific machine learning (SciML) combines the powerful
predictive power of SciML with methods for quantifying the reliability of the learned models …

Adaptive deep learning for high-dimensional Hamilton--Jacobi--Bellman equations

T Nakamura-Zimmerer, Q Gong, W Kang - SIAM Journal on Scientific …, 2021 - SIAM
Computing optimal feedback controls for nonlinear systems generally requires solving
Hamilton--Jacobi--Bellman (HJB) equations, which are notoriously difficult when the state …

Primal-dual hybrid gradient algorithms for computing time-implicit Hamilton-Jacobi equations

T Meng, W Hao, S Liu, SJ Osher, W Li - arXiv preprint arXiv:2310.01605, 2023 - arxiv.org
Hamilton-Jacobi (HJ) partial differential equations (PDEs) have diverse applications
spanning physics, optimal control, game theory, and imaging sciences. This research …

Weak form generalized hamiltonian learning

K Course, T Evans, P Nair - Advances in Neural Information …, 2020 - proceedings.neurips.cc
We present a method for learning generalized Hamiltonian decompositions of ordinary
differential equations given a set of noisy time series measurements. Our method …

Algorithms of data generation for deep learning and feedback design: A survey

W Kang, Q Gong, T Nakamura-Zimmerer… - Physica D: Nonlinear …, 2021 - Elsevier
Recent research reveals that deep learning is an effective way of solving high dimensional
Hamilton–Jacobi–Bellman equations. The resulting feedback control law in the form of a …

Recursive regression with neural networks: Approximating the HJI PDE solution

VR Royo, C Tomlin - 2016 - openreview.net
Most machine learning applications using neural networks seek to approximate some
function g (x) by minimizing some cost criterion. In the simplest case, if one has access to …

Constrained physical-statistics models for dynamical system identification and prediction

J Donà, M Déchelle, M Lévy, P Gallinari - ICLR 2022-The Tenth …, 2022 - hal.science
Modeling dynamical systems combining prior physical knowledge and machinelearning
(ML) is promising in scientific problems when the underlying processesare not fully …

A causality-free neural network method for high-dimensional Hamilton-Jacobi-Bellman equations

T Nakamura-Zimmerer, Q Gong… - 2020 American Control …, 2020 - ieeexplore.ieee.org
Computing optimal feedback controls for nonlinear systems generally requires solving
Hamilton-Jacobi-Bellman (HJB) equations, which, in high dimensions, are notoriously …