Numerical Simulations for Full History Recursive Multilevel Picard Approximations for Systems of High-Dimensional Partial Differential Equations (Q5162373): Difference between revisions

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scientific article; zbMATH DE number 7419161

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English	Numerical Simulations for Full History Recursive Multilevel Picard Approximations for Systems of High-Dimensional Partial Differential Equations	scientific article; zbMATH DE number 7419161

Statements

instance of

scholarly article

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title

Numerical Simulations for Full History Recursive Multilevel Picard Approximations for Systems of High-Dimensional Partial Differential Equations (English)

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Philippe von Wurstemberger

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published in

Communications in Computational Physics

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publication date

2 November 2021

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full work available at URL

https://arxiv.org/abs/2005.10206

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zbMATH Keywords

curse of dimensionality

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partial differential equation

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PDE

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high-dimensional

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semilinear

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multilevel Picard

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describes a project that uses

PDE-Net

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DGM

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MaRDI profile type

MaRDI publication profile

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cites work

Introduction

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

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

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Deep optimal stopping

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The Pricing of Options and Corporate Liabilities

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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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Numerical analysis of the Allen-Cahn equation and approximation for mean curvature flows

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

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Machine learning for pricing American options in high-dimensional Markovian and non-Markovian models

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The dynamical sine-Gordon model

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Solving high-dimensional partial differential equations using deep learning

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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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Probability theory. A comprehensive course

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Neural algorithm for solving differential equations

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Deep learning observables in computational fluid dynamics

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The numerical solution of linear ordinary differential equations by feedforward neural networks

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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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Identifiers

zbMATH Open document ID

1473.65251

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DOI

10.4208/cicp.OA-2020-0130

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

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+Introduction
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+Machine learning approximation algorithms for high-dimensional fully nonlinear partial differential equations and second-order backward stochastic differential equations
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+Overcoming the curse of dimensionality in the numerical approximation of Allen-Cahn partial differential equations via truncated full-history recursive multilevel Picard approximations
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+Deep optimal stopping
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+Normal rank
@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
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+Normal rank
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+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 @@
+Numerical analysis of the Allen-Cahn equation and approximation for mean curvature flows
+Normal rank
@@ Property / cites work @@
+Asymptotic expansion as prior knowledge in deep learning method for high dimensional BSDEs
+Normal rank
@@ Property / cites work @@
+Machine learning for pricing American options in high-dimensional Markovian and non-Markovian models
+Normal rank
@@ Property / cites work @@
+The dynamical sine-Gordon model
@@ Property / cites work: The dynamical sine-Gordon model / rank @@
+Normal rank
@@ Property / cites work @@
+Solving high-dimensional partial differential equations using deep learning
+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 @@
+Probability theory. A comprehensive course
@@ Property / cites work: Probability theory. A comprehensive course / rank @@
+Normal rank
@@ Property / cites work @@
+Neural algorithm for solving differential equations
+Normal rank
@@ Property / cites work @@
+Deep learning observables in computational fluid dynamics
+Normal rank
@@ Property / cites work @@
+The numerical solution of linear ordinary differential equations by feedforward neural networks
+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
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