Pages that link to "Item:Q5161194"

The following pages link to Overcoming the curse of dimensionality in the numerical approximation of semilinear parabolic partial differential equations (Q5161194):

Displaying 38 items.

• Solving high-dimensional Hamilton-Jacobi-Bellman PDEs using neural networks: perspectives from the theory of controlled diffusions and measures on path space (Q825596) (← links)
• Multilevel Picard iterations for solving smooth semilinear parabolic heat equations (Q2063953) (← links)
• Pseudorandom vector generation using elliptic curves and applications to Wiener processes (Q2101189) (← links)
• Data-driven soliton solutions and model parameters of nonlinear wave models via the conservation-law constrained neural network method (Q2113241) (← links)
• MIM: a deep mixed residual method for solving high-order partial differential equations (Q2133607) (← links)
• A new efficient approximation scheme for solving high-dimensional semilinear PDEs: control variate method for deep BSDE solver (Q2133701) (← links)
• Strong convergence rate of Euler-Maruyama approximations in temporal-spatial Hölder-norms (Q2146346) (← links)
• Overcoming the curse of dimensionality in the numerical approximation of parabolic partial differential equations with gradient-dependent nonlinearities (Q2162115) (← links)
• On the speed of convergence of Picard iterations of backward stochastic differential equations (Q2165738) (← links)
• Multilevel Picard approximations of high-dimensional semilinear partial differential equations with locally monotone coefficient functions (Q2165859) (← links)
• Surrogate modeling for fluid flows based on physics-constrained deep learning without simulation data (Q2176917) (← links)
• A numerical approach to Kolmogorov equation in high dimension based on Gaussian analysis (Q2208270) (← links)
• Multilevel Picard approximations for McKean-Vlasov stochastic differential equations (Q2247730) (← links)
• Towards fast weak adversarial training to solve high dimensional parabolic partial differential equations using XNODE-WAN (Q2671351) (← links)
• Wasserstein generative adversarial uncertainty quantification in physics-informed neural networks (Q2671386) (← links)
• Active learning based sampling for high-dimensional nonlinear partial differential equations (Q2683063) (← links)
• Overcoming the curse of dimensionality in the numerical approximation of backward stochastic differential equations (Q2694433) (← links)
• An overview on deep learning-based approximation methods for partial differential equations (Q2697278) (← links)
• Algorithms for solving high dimensional PDEs: from nonlinear Monte Carlo to machine learning (Q5019943) (← links)
• On nonlinear Feynman–Kac formulas for viscosity solutions of semilinear parabolic partial differential equations (Q5021119) (← links)
• On a multilevel Levenberg–Marquardt method for the training of artificial neural networks and its application to the solution of partial differential equations (Q5038185) (← links)
• Deep ReLU neural networks overcome the curse of dimensionality for partial integrodifferential equations (Q5873924) (← links)
• A Proof that Artificial Neural Networks Overcome the Curse of Dimensionality in the Numerical Approximation of Black–Scholes Partial Differential Equations (Q5889064) (← links)
• Three ways to solve partial differential equations with neural networks — A review (Q6068232) (← links)
• XVA in a multi-currency setting with stochastic foreign exchange rates (Q6102925) (← links)
• Friedrichs Learning: Weak Solutions of Partial Differential Equations via Deep Learning (Q6108164) (← links)
• The Kolmogorov infinite dimensional equation in a Hilbert space via deep learning methods (Q6112485) (← links)
• A mathematical perspective of machine learning (Q6118171) (← links)
• Boundary-safe PINNs extension: application to non-linear parabolic PDEs in counterparty credit risk (Q6157931) (← links)
• Numerical methods for backward stochastic differential equations: a survey (Q6158181) (← links)
• Neural network approximation and estimation of classifiers with classification boundary in a Barron class (Q6165247) (← links)
• Deep Weak Approximation of SDEs: A Spatial Approximation Scheme for Solving Kolmogorov Equations (Q6173002) (← links)
• Solving Kolmogorov PDEs without the curse of dimensionality via deep learning and asymptotic expansion with Malliavin calculus (Q6176082) (← links)
• Mobility Estimation for Langevin Dynamics Using Control Variates (Q6178098) (← links)
• Learning the random variables in Monte Carlo simulations with stochastic gradient descent: Machine learning for parametric PDEs and financial derivative pricing (Q6178392) (← links)
• Models and numerical methods for XVA pricing under mean reversion spreads in a multicurrency framework (Q6183818) (← links)
• Deep learning algorithms for solving high-dimensional nonlinear backward stochastic differential equations (Q6201366) (← links)
• Deep learning approximations for non-local nonlinear PDEs with Neumann boundary conditions (Q6204733) (← links)