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math.NA2026
A Jin--Xin Relaxation Gradual Convergence Method for Conservation-Law PINNs
Emmanuel Lorin, Yuchong Tang, Xu Yang +1
The Jin--Xin relaxation of a nonlinear hyperbolic conservation law introduces a relaxation parameter that controls the width of the internal layer resolving a shock; the discontinu…
math.OC2026
An Actor-Critic Framework for Continuous-Time Jump-Diffusion Controls with Normalizing Flows
Liya Guo, Ruimeng Hu, Xu Yang +1
Continuous-time stochastic control with time-inhomogeneous jump-diffusion dynamics is central in finance and economics, but computing optimal policies is difficult under explicit t…