Physics-informed neural networks for hidden boundary detection and flow field reconstruction

Simultaneously detecting hidden solid boundaries and reconstructing flow fields from sparse observations poses a significant inverse challenge in fluid mechanics. This study presents a physics-informed neural network (PINN) framework designed to infer the presence, shape, and motion of static or moving solid boundaries within a flow field. By integrating a body fraction parameter into the governing equations, the model enforces no-slip/no-penetration boundary conditions in solid regions while preserving conservation laws of fluid dynamics. Using partial flow field data, the method simultaneously reconstructs the unknown flow field and infers the body fraction distribution, thereby revealing solid boundaries. The framework is validated across diverse scenarios, including incompressible Navier-Stokes and compressible Euler flows, such as steady flow past a fixed cylinder, an inline oscillating cylinder, and subsonic flow over an airfoil. The results demonstrate accurate detection of hidden boundaries, reconstruction of missing flow data, and estimation of trajectories and velocities of a moving body. Further analysis examines the effects of data sparsity, velocity-only measurements, and noise on inference accuracy. The proposed method exhibits robustness and versatility, highlighting its potential for applications when only limited experimental or numerical data are available.

Stock Prediction: a method based on extraction of news features and recurrent neural networks

This paper proposed a method for stock prediction. In terms of feature extraction, we extract the features of stock-related news besides stock prices. We first select some seed words based on experience which are the symbols of good news and bad news. Then we propose an optimization method and calculate the positive polar of all words. After that, we construct the features of news based on the positive polar of their words. In consideration of sequential stock prices and continuous news effects, we propose a recurrent neural network model to help predict stock prices. Compared to SVM classifier with price features, we find our proposed method has an over 5% improvement on stock prediction accuracy in experiments.