An exponential linear unit based neural network approach for optimizing numerical solutions of stochastic integral equation

DOI10.1216/JIE.2023.35.473MaRDI QIDQ6499435

S. Singh

Publication date: 8 May 2024

Published in: Journal of Integral Equations and Applications (Search for Journal in Brave)

zbMATH Keywords

Brownian motionMonte Carlo methodloss functionstochastic integral equationstochastic gradient descent

Mathematics Subject Classification ID

Artificial neural networks and deep learning (68T07) Numerical optimization and variational techniques (65K10) Stochastic integrals (60H05) Numerical solutions to stochastic differential and integral equations (65C30)

Cites Work

• Chelyshkov collocation method for solving the two-dimensional Fredholm-Volterra integral equations
• Mean value theorems for stochastic integrals
• Integral equations and machine learning
• Solving Fredholm integral equations using deep learning
• Physics-informed neural networks: a deep learning framework for solving forward and inverse problems involving nonlinear partial differential equations
• Utilizing artificial neural network approach for solving two-dimensional integral equations
• Lagrange collocation method for solving Volterra-Fredholm integral equations
• A stochastic operational matrix method for numerical solutions of multi-dimensional stochastic Itô-Volterra integral equations
• Integral equation models for image restoration: high accuracy methods and fast algorithms
• A Method for Solving Fredholm Integral Equations of the First Kind Based on Chebyshev Wavelets
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