A deep shotgun method for solving high-dimensional parabolic partial differential equations

DOI10.1007/S10915-025-02983-1MaRDI QIDQ6944070zbMATH OpenFDO

Authors Wen-Jun Xu, Wenzhong Zhang

Publication date 12 August 2025

Published in Journal of Scientific Computing (Search for Journal in Brave)

zbMATH Keywords

forward-backward stochastic differential equationsparabolic PDEshigh-dimensional PDEsscientific machine learning

Mathematics Subject Classification ID

Artificial neural networks and deep learning (68T07) Computational learning theory (68Q32) Brownian motion (60J65) PDEs with randomness, stochastic partial differential equations (35R60) Numerical solutions to stochastic differential and integral equations (65C30) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Numerical solution of discretized equations for initial value and initial-boundary value problems involving PDEs (65M22)

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