Multi-language suite for high-performance solvers of differential equations and scientific machine learning (SciML) components. Ordinary differential equations (ODEs), stochastic differential ...

A library for solving differential equations using neural networks based on PyTorch, used by multiple research groups around the world, including at Harvard IACS.

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Abstract: A novel technique to solve optimal control problems with state constraints is proposed. We exploit the theory of exact penalty functions, used in mathematical programming, to construct a ...

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