An overview on deep learning-based approximation methods for partial differential equations (Q2697278): Difference between revisions

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+Error analysis of the optimal quantization algorithm for obstacle problems.
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+A quantization algorithm for solving multidimensional discrete-time optimal stopping problems
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+Pricing Options under Rough Volatility with Backward SPDEs
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+Deep Splitting Method for Parabolic PDEs
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+Solving the Kolmogorov PDE by means of deep learning
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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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+On nonlinear Feynman–Kac formulas for viscosity solutions of semilinear parabolic partial differential equations
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+Numerical Simulations for Full History Recursive Multilevel Picard Approximations for Systems of High-Dimensional Partial Differential Equations
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+Deep optimal stopping
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+Solving high-dimensional optimal stopping problems using deep learning
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+A forward scheme for backward SDEs
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+Least-Squares Monte Carlo for Backward SDEs
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+Time discretization and Markovian iteration for coupled FBSDEs
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+Analysis of the Generalization Error: Empirical Risk Minimization over Deep Artificial Neural Networks Overcomes the Curse of Dimensionality in the Numerical Approximation of Black--Scholes Partial Differential Equations
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+Solving PDEs by variational physics-informed neural networks: an a posteriori error analysis
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+Variational physics informed neural networks: the role of quadratures and test functions
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+Discrete-time approximation and Monte-Carlo simulation of backward stochastic differential equations
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+Donsker-type theorem for BSDEs
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+Simulation of BSDEs by Wiener chaos expansion
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+Solving the quantum many-body problem with artificial neural networks
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+Convergence Analysis of Machine Learning Algorithms for the Numerical Solution of Mean Field Control and Games I: The Ergodic Case
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+Deep learning schemes for parabolic nonlocal integro-differential equations
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+Machine learning for semi linear PDEs
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+A branching particle system approximation for a class of FBSDEs
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+Cubature method to solve BSDEs: Error expansion and complexity control
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+Numerical Stability Analysis of the Euler Scheme for BSDEs
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+Deep neural network framework based on backward stochastic differential equations for pricing and hedging American options in high dimensions
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+Extended Physics-Informed Neural Networks (XPINNs): A Generalized Space-Time Domain Decomposition Based Deep Learning Framework for Nonlinear Partial Differential Equations
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+BS\(\Delta\)Es and BSDEs with non-Lipschitz drivers: comparison, convergence and robustness
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+Pathwise Hölder convergence of the implicit-linear Euler scheme for semi-linear SPDEs with multiplicative noise
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+Solving Backward Stochastic Differential Equations Using the Cubature Method: Application to Nonlinear Pricing
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+Second order discretization of backward SDEs and simulation with the cubature method
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+On the Monte Carlo simulation of BSDEs: an improvement on the Malliavin weights
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+Scientific machine learning through physics-informed neural networks: where we are and what's next
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+Overcoming the curse of dimensionality for some Hamilton-Jacobi partial differential equations via neural network architectures
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+On some neural network architectures that can represent viscosity solutions of certain high dimensional Hamilton-Jacobi partial differential equations
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+Algorithms for overcoming the curse of dimensionality for certain Hamilton-Jacobi equations arising in control theory and elsewhere
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+A cubature based algorithm to solve decoupled McKean-Vlasov forward-backward stochastic differential equations
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+A forward-backward stochastic algorithm for quasi-linear PDEs
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+An interpolated stochastic algorithm for quasi-linear PDEs
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+Neural‐network‐based approximations for solving partial differential equations
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+Tensor Decomposition Methods for High-dimensional Hamilton--Jacobi--Bellman Equations
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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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+Algorithms for solving high dimensional PDEs: from nonlinear Monte Carlo to machine learning
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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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+Multilevel Picard iterations for solving smooth semilinear parabolic heat equations
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+The Deep Ritz Method: a deep learning-based numerical algorithm for solving variational problems
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+Adaptive stochastic Galerkin FEM with hierarchical tensor representations
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+DNN expression rate analysis of high-dimensional PDEs: application to option pricing
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+Solving electrical impedance tomography with deep learning
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+Solving inverse wave scattering with deep learning
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+Multistep schemes for forward backward stochastic differential equations with jumps
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+Asymptotic expansion as prior knowledge in deep learning method for high dimensional BSDEs
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+Mean square rate of convergence for random walk approximation of forward-backward SDEs
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+Random walk approximation of BSDEs with Hölder continuous terminal condition
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+Simulation of BSDEs with jumps by Wiener chaos expansion
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+Numerical solution of the parametric diffusion equation by deep neural networks
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+Approximation Error Analysis of Some Deep Backward Schemes for Nonlinear PDEs
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+Solving BSDE with Adaptive Control Variate
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+A regression-based Monte Carlo method to solve backward stochastic differential equations
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+Stratified Regression Monte-Carlo Scheme for Semilinear PDEs and BSDEs with Large Scale Parallelization on GPUs
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+Approximation of backward stochastic differential equations using Malliavin weights and least-squares regression
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+Linear regression MDP scheme for discrete backward stochastic differential equations under general conditions
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+Asset pricing with general transaction costs: Theory and numerics
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+Deep neural network approximation for high-dimensional elliptic PDEs with boundary conditions
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+A Proof that Artificial Neural Networks Overcome the Curse of Dimensionality in the Numerical Approximation of Black–Scholes Partial Differential Equations
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+Deep neural network approximations for solutions of PDEs based on Monte Carlo algorithms
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+Monte Carlo fPINNs: deep learning method for forward and inverse problems involving high dimensional fractional partial differential equations
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+On the splitting-up method and stochastic partial differential equations
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+A nonlocal physics-informed deep learning framework using the peridynamic differential operator
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+Loss of regularity for Kolmogorov equations
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+Convergence of deep fictitious play for stochastic differential games
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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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+Solving high-dimensional eigenvalue problems using deep neural networks: a diffusion Monte Carlo like approach
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+Solving many-electron Schrödinger equation using deep neural networks
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+A derivative-free method for solving elliptic partial differential equations with deep neural networks
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+Monte Carlo complexity of global solution of integral equations
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+Monte Carlo complexity of parametric integration
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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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+Explicit Exponential Runge--Kutta Methods for Semilinear Parabolic Problems
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+Exponential Runge-Kutta methods for parabolic problems.
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+Malliavin calculus for backward stochastic differential equations and application to numerical solutions
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+When Do Extended Physics-Informed Neural Networks (XPINNs) Improve Generalization?
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+Deep backward schemes for high-dimensional nonlinear PDEs
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+Overcoming the curse of dimensionality in the numerical approximation of semilinear parabolic partial differential equations
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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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+Results on Numerics for FBSDE with Drivers of Quadratic Growth
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+Locally adaptive activation functions with slope recovery for deep and physics-informed neural networks
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+Adaptive activation functions accelerate convergence in deep and physics-informed neural networks
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+Conservative physics-informed neural networks on discrete domains for conservation laws: applications to forward and inverse problems
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+Pathwise numerical approximations of SPDEs with additive noise under non-global Lipschitz coefficients
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+Proof that deep artificial neural networks overcome the curse of dimensionality in the numerical approximation of Kolmogorov partial differential equations with constant diffusion and nonlinear drift coefficients
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+Convergence of the deep BSDE method for FBSDEs with non-Lipschitz coefficients
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+NSFnets (Navier-Stokes flow nets): physics-informed neural networks for the incompressible Navier-Stokes equations
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+Simulator-free solution of high-dimensional stochastic elliptic partial differential equations using deep neural networks
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+\textit{hp}-VPINNs: variational physics-informed neural networks with domain decomposition
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+Solving for high-dimensional committor functions using artificial neural networks
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+SwitchNet: A Neural Network Model for Forward and Inverse Scattering Problems
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+Machine learning in cardiovascular flows modeling: predicting arterial blood pressure from non-invasive 4D flow MRI data using physics-informed neural networks
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+A theoretical analysis of deep neural networks and parametric PDEs
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+A parallel algorithm for solving BSDEs
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+Particle system algorithm and chaos propagation related to non-conservative McKean type stochastic differential equations
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+Monte-Carlo algorithms for a forward Feynman-Kac-type representation for semilinear nonconservative partial differential equations
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+Forward Feynman-Kac type representation for semilinear non-conservative partial differential equations
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+Rate of convergence of an empirical regression method for solving generalized backward stochastic differential equations
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+PDE-Net 2.0: learning PDEs from data with a numeric-symbolic hybrid deep network
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+Higher-Order Quasi-Monte Carlo Training of Deep Neural Networks
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+DeepXDE: A Deep Learning Library for Solving Differential Equations
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+Deep learning observables in computational fluid dynamics
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+Iterative surrogate model optimization (ISMO): an active learning algorithm for PDE constrained optimization with deep neural networks
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+Numerical method for backward stochastic differential equations
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+Physics-informed neural networks for high-speed flows
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+Numerical Method for Reflected Backward Stochastic Differential Equations
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+PPINN: parareal physics-informed neural network for time-dependent PDEs
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+Estimates on the generalization error of physics-informed neural networks for approximating a class of inverse problems for PDEs
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+Solving high-dimensional Hamilton-Jacobi-Bellman PDEs using neural networks: perspectives from the theory of controlled diffusions and measures on path space
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+Stochastic differential equations. An introduction with applications.
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+nPINNs: nonlocal physics-informed neural networks for a parametrized nonlocal universal Laplacian operator. Algorithms and applications
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+fPINNs: Fractional Physics-Informed Neural Networks
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+Adapted solution of a backward stochastic differential equation
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+Probabilistic interpretation for systems of quasilinear parabolic partial differential equations
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+Neural networks-based backward scheme for fully nonlinear PDEs
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+Deep Hidden Physics Models: Deep Learning of Nonlinear Partial Differential Equations
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+Physics-informed neural networks: a deep learning framework for solving forward and inverse problems involving nonlinear partial differential equations
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+Numerical Gaussian Processes for Time-Dependent and Nonlinear Partial Differential Equations
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+Rectified deep neural networks overcome the curse of dimensionality for nonsmooth value functions in zero-sum games of nonlinear stiff systems
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+Numerical simulation of BSDEs with drivers of quadratic growth
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+Markovian quadratic and superquadratic BSDEs with an unbounded terminal condition
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+A Fourier Cosine Method for an Efficient Computation of Solutions to BSDEs
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+Numerical Fourier method and second-order Taylor scheme for backward SDEs in finance
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+Unbiased Deep Solvers for Linear Parametric PDEs
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+An energy approach to the solution of partial differential equations in computational mechanics via machine learning: concepts, implementation and applications
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+PFNN: a penalty-free neural network method for solving a class of second-order boundary-value problems on complex geometries
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+On the Convergence of Physics Informed Neural Networks for Linear Second-Order Elliptic and Parabolic Type PDEs
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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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+A multi-step scheme based on cubic spline for solving backward stochastic differential equations
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+On optimal stopping and free boundary problems
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+Deep learning of free boundary and Stefan problems
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+Understanding and Mitigating Gradient Flow Pathologies in Physics-Informed Neural Networks
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+On the eigenvector bias of Fourier feature networks: from regression to solving multi-scale PDEs with physics-informed neural networks
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+A mesh-free method for interface problems using the deep learning approach
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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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+Solving Allen-Cahn and Cahn-Hilliard Equations using the Adaptive Physics Informed Neural Networks
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+Physics-Informed Generative Adversarial Networks for Stochastic Differential Equations
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+Gradient-enhanced physics-informed neural networks for forward and inverse PDE problems
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+A-PINN: auxiliary physics informed neural networks for forward and inverse problems of nonlinear integro-differential equations
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+Weak adversarial networks for high-dimensional partial differential equations
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+Learning in Modal Space: Solving Time-Dependent Stochastic PDEs Using Physics-Informed Neural Networks
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+Quantifying total uncertainty in physics-informed neural networks for solving forward and inverse stochastic problems
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+New Kinds of High-Order Multistep Schemes for Coupled Forward Backward Stochastic Differential Equations
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+A Stable Multistep Scheme for Solving Backward Stochastic Differential Equations
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+Physics-constrained deep learning for high-dimensional surrogate modeling and uncertainty quantification without labeled data
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