A deep shotgun method for solving high-dimensional parabolic partial differential equations
forward-backward stochastic differential equationshigh-dimensional PDEsparabolic PDEsscientific machine learning
PDEs with randomness, stochastic partial differential equations (35R60) Brownian motion (60J65) 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) Computational learning theory (68Q32) Artificial neural networks and deep learning (68T07)
- Adapted solution of a backward stochastic differential equation
- Convergence of the deep BSDE method for coupled FBSDEs
- DGM: a deep learning algorithm for solving partial differential equations
- FBSDE based neural network algorithms for high-dimensional quasilinear parabolic PDEs
- scientific article; zbMATH DE number 140601 (Why is no real title available?)
- Interpolating between BSDEs and PINNs: deep learning for elliptic and parabolic boundary value problems
- Physics-informed neural networks with hard constraints for inverse design
- Physics-informed neural networks: a deep learning framework for solving forward and inverse problems involving nonlinear partial differential equations
- Solving high-dimensional partial differential equations using deep learning
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