Hadi Susanto

Endah Rokhmati Merdika Putri, Muhammad Luthfi Shahab, Mohammad Iqbal et al.

We propose a new method, called a deep-genetic algorithm (deep-GA), to accelerate the performance of the so-called deep-BSDE method, which is a deep learning algorithm to solve high dimensional partial differential equations through their corresponding backward stochastic differential equations (BSDEs). Recognizing the sensitivity of the solver to the initial guess selection, we embed a genetic algorithm (GA) into the solver to optimize the selection. We aim to achieve faster convergence for the nonlinear PDEs on a broader interval than deep-BSDE. Our proposed method is applied to two nonlinear parabolic PDEs, i.e., the Black-Scholes (BS) equation with default risk and the Hamilton-Jacobi-Bellman (HJB) equation. We compare the results of our method with those of the deep-BSDE and show that our method provides comparable accuracy with significantly improved computational efficiency.

Muhammad Luthfi Shahab, Hadi Susanto

This research introduces an extended application of neural networks for solving nonlinear partial differential equations (PDEs). A neural network, combined with a pseudo-arclength continuation, is proposed to construct bifurcation diagrams from parameterized nonlinear PDEs. Additionally, a neural network approach is also presented for solving eigenvalue problems to analyze solution linear stability, focusing on identifying the largest eigenvalue. The effectiveness of the proposed neural network is examined through experiments on the Bratu equation and the Burgers equation. Results from a finite difference method are also presented as comparison. Varying numbers of grid points are employed in each case to assess the behavior and accuracy of both the neural network and the finite difference method. The experimental results demonstrate that the proposed neural network produces better solutions, generates more accurate bifurcation diagrams, has reasonable computational times, and proves effective for linear stability analysis.

Muhammad Luthfi Shahab, Imam Mukhlash, Hadi Susanto

This work investigates the use of shallow physics-informed neural networks (PINNs) for solving forward and inverse problems of nonlinear partial differential equations (PDEs). By reformulating PINNs as nonlinear systems, the Levenberg-Marquardt (LM) algorithm is employed to efficiently optimize the network parameters. Analytical expressions for the neural network derivatives with respect to the input variables are derived, enabling accurate and efficient computation of the Jacobian matrix required by LM. The proposed approach is tested on several benchmark problems, including the Burgers, Schrödinger, Allen-Cahn, and three-dimensional Bratu equations. Numerical results demonstrate that LM significantly outperforms BFGS in terms of convergence speed, accuracy, and final loss values, even when using shallow network architectures with only two hidden layers. These findings indicate that, for a wide class of PDEs, shallow PINNs combined with efficient second-order optimization methods can provide accurate and computationally efficient solutions for both forward and inverse problems.

Abrari Noor Hasmi, Haralampos Hatzikirou, Hadi Susanto

We propose Lagrangian Descriptors (LDs) as a diagnostic framework for evaluating neural network models of Hamiltonian systems beyond conventional trajectory-based metrics. Standard error measures quantify short-term predictive accuracy but provide little insight into global geometric structures such as orbits and separatrices. Existing evaluation tools in dissipative systems are inadequate for Hamiltonian dynamics due to fundamental differences in the systems. By constructing probability density functions weighted by LD values, we embed geometric information into a statistical framework suitable for information-theoretic comparison. We benchmark physically constrained architectures (SympNet, HénonNet, Generalized Hamiltonian Neural Networks) against data-driven Reservoir Computing across two canonical systems. For the Duffing oscillator, all models recover the homoclinic orbit geometry with modest data requirements, though their accuracy near critical structures varies. For the three-mode nonlinear Schrödinger equation, however, clear differences emerge: symplectic architectures preserve energy but distort phase-space topology, while Reservoir Computing, despite lacking explicit physical constraints, reproduces the homoclinic structure with high fidelity. These results demonstrate the value of LD-based diagnostics for assessing not only predictive performance but also the global dynamical integrity of learned Hamiltonian models.

Muhammad Luthfi Shahab, Fidya Almira Suheri, Rudy Kusdiantara et al.

This paper introduces a framework based on physics-informed neural networks (PINNs) for addressing key challenges in nonlinear lattices, including solution approximation, bifurcation diagram construction, and linear stability analysis. We first employ PINNs to approximate solutions of nonlinear systems arising from lattice models, using the Levenberg-Marquardt algorithm to optimize network weights for greater accuracy. To enhance computational efficiency in high-dimensional settings, we integrate a stochastic sampling strategy. We then extend the method by coupling PINNs with a continuation approach to compute snaking bifurcation diagrams, incorporating an auxiliary equation to effectively track successive solution branches. For linear stability analysis, we adapt PINNs to compute eigenvectors, introducing output constraints to enforce positivity, in line with Sturm-Liouville theory. Numerical experiments are conducted on the discrete Allen-Cahn equation with cubic and quintic nonlinearities in one to five spatial dimensions. The results demonstrate that the proposed approach achieves accuracy comparable to, or better than, traditional numerical methods, especially in high-dimensional regimes where computational resources are a limiting factor. These findings highlight the potential of neural networks as scalable and efficient tools for the study of complex nonlinear lattice systems.