Pages that link to "Item:Q2327815"
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The following pages link to Machine learning approximation algorithms for high-dimensional fully nonlinear partial differential equations and second-order backward stochastic differential equations (Q2327815):
Displayed 50 items.
- Stability analysis of hierarchical tensor methods for time-dependent PDEs (Q778308) (← links)
- Overcoming the curse of dimensionality for some Hamilton-Jacobi partial differential equations via neural network architectures (Q783094) (← links)
- Solving forward and inverse problems of the logarithmic nonlinear Schrödinger equation with \(\mathcal{PT}\)-symmetric harmonic potential via deep learning (Q822569) (← links)
- Solving high-dimensional Hamilton-Jacobi-Bellman PDEs using neural networks: perspectives from the theory of controlled diffusions and measures on path space (Q825596) (← links)
- The Deep Ritz Method: a deep learning-based numerical algorithm for solving variational problems (Q1744192) (← links)
- Neural networks-based backward scheme for fully nonlinear PDEs (Q2022970) (← links)
- Overcoming the curse of dimensionality in the numerical approximation of Allen-Cahn partial differential equations via truncated full-history recursive multilevel Picard approximations (Q2025321) (← links)
- Tractability for Volterra problems of the second kind with convolution kernels (Q2034562) (← links)
- Deep autoencoder based energy method for the bending, vibration, and buckling analysis of Kirchhoff plates with transfer learning (Q2035195) (← links)
- Numerical solution of the parametric diffusion equation by deep neural networks (Q2049099) (← links)
- Approximation rates for neural networks with encodable weights in smoothness spaces (Q2055067) (← links)
- Pricing equity-linked life insurance contracts with multiple risk factors by neural networks (Q2059681) (← links)
- Limits of random walks with distributionally robust transition probabilities (Q2064848) (← links)
- High order one-step methods for backward stochastic differential equations via Itô-Taylor expansion (Q2090362) (← links)
- Efficient coupled deep neural networks for the time-dependent coupled Stokes-Darcy problems (Q2096255) (← links)
- Deep learning schemes for parabolic nonlocal integro-differential equations (Q2098092) (← links)
- Parameter identification for portfolio optimization with a slow stochastic factor (Q2101109) (← links)
- A physics-informed learning approach to Bernoulli-type free boundary problems (Q2107176) (← links)
- DNN expression rate analysis of high-dimensional PDEs: application to option pricing (Q2117328) (← links)
- On some neural network architectures that can represent viscosity solutions of certain high dimensional Hamilton-Jacobi partial differential equations (Q2123971) (← links)
- A probabilistic generative model for semi-supervised training of coarse-grained surrogates and enforcing physical constraints through virtual observables (Q2124009) (← links)
- PFNN: a penalty-free neural network method for solving a class of second-order boundary-value problems on complex geometries (Q2128373) (← links)
- Analytic continuation of noisy data using Adams Bashforth residual neural network (Q2129155) (← links)
- MIM: a deep mixed residual method for solving high-order partial differential equations (Q2133607) (← links)
- Meta-mgnet: meta multigrid networks for solving parameterized partial differential equations (Q2133752) (← links)
- A fast and accurate physics-informed neural network reduced order model with shallow masked autoencoder (Q2134764) (← links)
- IGA-reuse-NET: a deep-learning-based isogeometric analysis-reuse approach with topology-consistent parameterization (Q2139715) (← links)
- Gradient boosting-based numerical methods for high-dimensional backward stochastic differential equations (Q2141183) (← links)
- Solving Fredholm integral equations using deep learning (Q2144736) (← links)
- Error estimates for deep learning methods in fluid dynamics (Q2149063) (← links)
- Deep learning for constrained utility maximisation (Q2152236) (← links)
- Deep neural network approximations for solutions of PDEs based on Monte Carlo algorithms (Q2152480) (← links)
- The deep parametric PDE method and applications to option pricing (Q2161843) (← links)
- Overcoming the curse of dimensionality in the numerical approximation of parabolic partial differential equations with gradient-dependent nonlinearities (Q2162115) (← links)
- Multilevel Picard approximations of high-dimensional semilinear partial differential equations with locally monotone coefficient functions (Q2165859) (← links)
- Data-driven rogue waves and parameters discovery in nearly integrable \(\mathcal{PT}\)-symmetric Gross-Pitaevskii equations via PINNs deep learning (Q2167994) (← links)
- Convergence of deep fictitious play for stochastic differential games (Q2170300) (← links)
- Overcoming the curse of dimensionality in the approximative pricing of financial derivatives with default risks (Q2201474) (← links)
- A numerical approach to Kolmogorov equation in high dimension based on Gaussian analysis (Q2208270) (← links)
- A proof that rectified deep neural networks overcome the curse of dimensionality in the numerical approximation of semilinear heat equations (Q2216499) (← links)
- Convergence of the deep BSDE method for coupled FBSDEs (Q2223111) (← links)
- An analysis of asymptotic properties and error control under the exponential jump-diffusion model for American option pricing (Q2241258) (← links)
- Explicit deferred correction methods for second-order forward backward stochastic differential equations (Q2316181) (← links)
- Machine learning for semi linear PDEs (Q2316193) (← links)
- A multiscale neural network based on hierarchical nested bases (Q2319969) (← links)
- Asymptotic expansion as prior knowledge in deep learning method for high dimensional BSDEs (Q2326984) (← links)
- Adaptive deep neural networks methods for high-dimensional partial differential equations (Q2671349) (← links)
- Sufficient and necessary conditions of near-optimal controls for a diffusion dengue model with Lévy noise (Q2672973) (← links)
- Numerical computation of probabilities for nonlinear SDEs in high dimension using Kolmogorov equation (Q2673974) (← links)
- Multi-fidelity surrogate modeling using long short-term memory networks (Q2678526) (← links)