Overcoming the curse of dimensionality in the numerical approximation of Allen-Cahn partial differential equations via truncated full-history recursive multilevel Picard approximations (Q2025321): Difference between revisions

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English	Overcoming the curse of dimensionality in the numerical approximation of Allen-Cahn partial differential equations via truncated full-history recursive multilevel Picard approximations	scientific article

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instance of

scholarly article

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title

Overcoming the curse of dimensionality in the numerical approximation of Allen-Cahn partial differential equations via truncated full-history recursive multilevel Picard approximations (English)

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Journal of Numerical Mathematics

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publication date

12 May 2021

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full work available at URL

https://arxiv.org/abs/1907.06729

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zbMATH Keywords

parabolic partial differential equations

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multilevel Picard approximations

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Feynman-Kac representation

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curse of dimensionality

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numerical analysis

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applied stochastic analysis

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describes a project that uses

DGM

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PDE-Net

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MaRDI profile type

MaRDI publication profile

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cites work

Machine learning approximation algorithms for high-dimensional fully nonlinear partial differential equations and second-order backward stochastic differential equations

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Deep optimal stopping

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Numerical approximation of BSDEs using local polynomial drivers and branching processes

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Machine learning for semi linear PDEs

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Deep learning-based numerical methods for high-dimensional parabolic partial differential equations and backward stochastic differential equations

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On multilevel Picard numerical approximations for high-dimensional nonlinear parabolic partial differential equations and high-dimensional nonlinear backward stochastic differential equations

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The Deep Ritz Method: a deep learning-based numerical algorithm for solving variational problems

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Asymptotic expansion as prior knowledge in deep learning method for high dimensional BSDEs

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Solving high-dimensional partial differential equations using deep learning

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Convergence of the deep BSDE method for coupled FBSDEs

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Branching diffusion representation of semilinear PDEs and Monte Carlo approximation

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A numerical algorithm for a class of BSDEs via the branching process

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Deep backward schemes for high-dimensional nonlinear PDEs

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A proof that rectified deep neural networks overcome the curse of dimensionality in the numerical approximation of semilinear heat equations

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Overcoming the curse of dimensionality in the approximative pricing of financial derivatives with default risks

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Partial differential equations. 4th ed

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Deep learning observables in computational fluid dynamics

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Application of brownian motion to the equation of kolmogorov-petrovskii-piskunov

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Deep Hidden Physics Models: Deep Learning of Nonlinear Partial Differential Equations

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DGM: a deep learning algorithm for solving partial differential equations

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Branching Diffusion Processes

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Nesting Monte Carlo for high-dimensional non-linear PDEs

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On the branching process for Brownian particles with an absorbing boundary

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Identifiers

zbMATH Open document ID

1471.65169

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DOI

10.1515/jnma-2019-0074

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

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+Machine learning approximation algorithms for high-dimensional fully nonlinear partial differential equations and second-order backward stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Deep optimal stopping
@@ Property / cites work: Deep optimal stopping / rank @@
+Normal rank
@@ Property / cites work @@
+Numerical approximation of BSDEs using local polynomial drivers and branching processes
+Normal rank
@@ Property / cites work @@
+Machine learning for semi linear PDEs
@@ Property / cites work: Machine learning for semi linear PDEs / rank @@
+Normal rank
@@ Property / cites work @@
+Deep learning-based numerical methods for high-dimensional parabolic partial differential equations and backward stochastic differential equations
+Normal rank
@@ Property / cites work @@
+On multilevel Picard numerical approximations for high-dimensional nonlinear parabolic partial differential equations and high-dimensional nonlinear backward stochastic differential equations
+Normal rank
@@ Property / cites work @@
+The Deep Ritz Method: a deep learning-based numerical algorithm for solving variational problems
+Normal rank
@@ Property / cites work @@
+Asymptotic expansion as prior knowledge in deep learning method for high dimensional BSDEs
+Normal rank
@@ Property / cites work @@
+Solving high-dimensional partial differential equations using deep learning
+Normal rank
@@ Property / cites work @@
+Convergence of the deep BSDE method for coupled FBSDEs
+Normal rank
@@ Property / cites work @@
+Branching diffusion representation of semilinear PDEs and Monte Carlo approximation
+Normal rank
@@ Property / cites work @@
+A numerical algorithm for a class of BSDEs via the branching process
+Normal rank
@@ Property / cites work @@
+Deep backward schemes for high-dimensional nonlinear PDEs
+Normal rank
@@ Property / cites work @@
+A proof that rectified deep neural networks overcome the curse of dimensionality in the numerical approximation of semilinear heat equations
+Normal rank
@@ Property / cites work @@
+Overcoming the curse of dimensionality in the approximative pricing of financial derivatives with default risks
+Normal rank
@@ Property / cites work @@
+Partial differential equations. 4th ed
@@ Property / cites work: Partial differential equations. 4th ed / rank @@
+Normal rank
@@ Property / cites work @@
+Deep learning observables in computational fluid dynamics
+Normal rank
@@ Property / cites work @@
+Application of brownian motion to the equation of kolmogorov-petrovskii-piskunov
+Normal rank
@@ Property / cites work @@
+Deep Hidden Physics Models: Deep Learning of Nonlinear Partial Differential Equations
+Normal rank
@@ Property / cites work @@
+DGM: a deep learning algorithm for solving partial differential equations
+Normal rank
@@ Property / cites work @@
+Branching Diffusion Processes
@@ Property / cites work: Branching Diffusion Processes / rank @@
+Normal rank
@@ Property / cites work @@
+Nesting Monte Carlo for high-dimensional non-linear PDEs
+Normal rank
@@ Property / cites work @@
+On the branching process for Brownian particles with an absorbing boundary
+Normal rank