An overview on deep learning-based approximation methods for partial differential equations
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Research exposition (monographs, survey articles) pertaining to partial differential equations (35-02) Research exposition (monographs, survey articles) pertaining to numerical analysis (65-02) Numerical methods for partial differential equations, initial value and time-dependent initial-boundary value problems (65M99) Artificial neural networks and deep learning (68T07)
Cites work
- \textit{hp}-VPINNs: variational physics-informed neural networks with domain decomposition
- A branching particle system approximation for a class of FBSDEs
- A cubature based algorithm to solve decoupled McKean-Vlasov forward-backward stochastic differential equations
- A derivative-free method for solving elliptic partial differential equations with deep neural networks
- A forward scheme for backward SDEs
- A forward-backward stochastic algorithm for quasi-linear PDEs
- A Fourier cosine method for an efficient computation of solutions to BSDEs
- A mesh-free method for interface problems using the deep learning approach
- A multi-step scheme based on cubic spline for solving backward stochastic differential equations
- A nonlocal physics-informed deep learning framework using the peridynamic differential operator
- A numerical algorithm for a class of BSDEs via the branching process
- A parallel algorithm for solving BSDEs
- A Proof that Artificial Neural Networks Overcome the Curse of Dimensionality in the Numerical Approximation of Black–Scholes Partial Differential Equations
- A proof that rectified deep neural networks overcome the curse of dimensionality in the numerical approximation of semilinear heat equations
- A quantization algorithm for solving multidimensional discrete-time optimal stopping problems
- A regression-based Monte Carlo method to solve backward stochastic differential equations
- A Stable Multistep Scheme for Solving Backward Stochastic Differential Equations
- A theoretical analysis of deep neural networks and parametric PDEs
- A-PINN: auxiliary physics informed neural networks for forward and inverse problems of nonlinear integro-differential equations
- Adapted solution of a backward stochastic differential equation
- Adaptive activation functions accelerate convergence in deep and physics-informed neural networks
- Adaptive stochastic Galerkin FEM with hierarchical tensor representations
- Algorithms for overcoming the curse of dimensionality for certain Hamilton-Jacobi equations arising in control theory and elsewhere
- Algorithms for solving high dimensional PDEs: from nonlinear Monte Carlo to machine learning
- An energy approach to the solution of partial differential equations in computational mechanics via machine learning: concepts, implementation and applications
- An interpolated stochastic algorithm for quasi-linear PDEs
- Analysis of the generalization error: empirical risk minimization over deep artificial neural networks overcomes the curse of dimensionality in the numerical approximation of Black-Scholes partial differential equations
- Approximation error analysis of some deep backward schemes for nonlinear PDEs
- Approximation of backward stochastic differential equations using Malliavin weights and least-squares regression
- Asset pricing with general transaction costs: Theory and numerics
- Asymptotic expansion as prior knowledge in deep learning method for high dimensional BSDEs
- Branching Diffusion Processes
- Branching diffusion representation of semilinear PDEs and Monte Carlo approximation
- BS\(\Delta\)Es and BSDEs with non-Lipschitz drivers: comparison, convergence and robustness
- Conservative physics-informed neural networks on discrete domains for conservation laws: applications to forward and inverse problems
- Convergence analysis of machine learning algorithms for the numerical solution of mean field control and games. I: The ergodic case
- Convergence of deep fictitious play for stochastic differential games
- Convergence of the deep BSDE method for coupled FBSDEs
- Convergence of the deep BSDE method for FBSDEs with non-Lipschitz coefficients
- Cubature method to solve BSDEs: Error expansion and complexity control
- Deep backward schemes for high-dimensional nonlinear PDEs
- Deep hidden physics models: deep learning of nonlinear partial differential equations
- Deep learning observables in computational fluid dynamics
- Deep learning of free boundary and Stefan problems
- Deep learning schemes for parabolic nonlocal integro-differential equations
- Deep learning-based numerical methods for high-dimensional parabolic partial differential equations and backward stochastic differential equations
- Deep neural network approximation for high-dimensional elliptic PDEs with boundary conditions
- Deep neural network approximations for solutions of PDEs based on Monte Carlo algorithms
- Deep neural network framework based on backward stochastic differential equations for pricing and hedging American options in high dimensions
- Deep optimal stopping
- Deep splitting method for parabolic PDEs
- DeepXDE: a deep learning library for solving differential equations
- DGM: a deep learning algorithm for solving partial differential equations
- Discrete-time approximation and Monte-Carlo simulation of backward stochastic differential equations
- DNN expression rate analysis of high-dimensional PDEs: application to option pricing
- Donsker-type theorem for BSDEs
- Error analysis of the optimal quantization algorithm for obstacle problems.
- Estimates on the generalization error of physics-informed neural networks for approximating a class of inverse problems for PDEs
- Explicit Exponential Runge--Kutta Methods for Semilinear Parabolic Problems
- Exponential Runge-Kutta methods for parabolic problems.
- Extended Physics-Informed Neural Networks (XPINNs): A Generalized Space-Time Domain Decomposition Based Deep Learning Framework for Nonlinear Partial Differential Equations
- Extensions of the deep Galerkin method
- Forward Feynman-Kac type representation for semilinear non-conservative partial differential equations
- fPINNs: Fractional Physics-Informed Neural Networks
- Gradient-enhanced physics-informed neural networks for forward and inverse PDE problems
- Higher-order quasi-Monte Carlo training of deep neural networks
- scientific article; zbMATH DE number 5016447 (Why is no real title available?)
- scientific article; zbMATH DE number 140601 (Why is no real title available?)
- scientific article; zbMATH DE number 2000348 (Why is no real title available?)
- Iterative surrogate model optimization (ISMO): an active learning algorithm for PDE constrained optimization with deep neural networks
- Learning in Modal Space: Solving Time-Dependent Stochastic PDEs Using Physics-Informed Neural Networks
- Least-squares Monte Carlo for backward SDEs
- Linear regression MDP scheme for discrete backward stochastic differential equations under general conditions
- Locally adaptive activation functions with slope recovery for deep and physics-informed neural networks
- Loss of regularity for Kolmogorov equations
- Machine learning approximation algorithms for high-dimensional fully nonlinear partial differential equations and second-order backward stochastic differential equations
- Machine learning for semi linear PDEs
- Machine learning in cardiovascular flows modeling: predicting arterial blood pressure from non-invasive 4D flow MRI data using physics-informed neural networks
- Malliavin calculus for backward stochastic differential equations and application to numerical solutions
- Markovian quadratic and superquadratic BSDEs with an unbounded terminal condition
- Mean square rate of convergence for random walk approximation of forward-backward SDEs
- Monte Carlo complexity of global solution of integral equations
- Monte Carlo complexity of parametric integration
- Monte Carlo fPINNs: deep learning method for forward and inverse problems involving high dimensional fractional partial differential equations
- Monte-Carlo algorithms for a forward Feynman-Kac-type representation for semilinear nonconservative partial differential equations
- Multilevel Monte Carlo Path Simulation
- Multilevel Picard iterations for solving smooth semilinear parabolic heat equations
- Multistep schemes for forward backward stochastic differential equations with jumps
- Nesting Monte Carlo for high-dimensional non-linear PDEs
- Neural networks-based backward scheme for fully nonlinear PDEs
- Neural‐network‐based approximations for solving partial differential equations
- New kinds of high-order multistep schemes for coupled forward backward stochastic differential equations
- nPINNs: nonlocal physics-informed neural networks for a parametrized nonlocal universal Laplacian operator. Algorithms and applications
- NSFnets (Navier-Stokes flow nets): physics-informed neural networks for the incompressible Navier-Stokes equations
- Numerical Fourier method and second-order Taylor scheme for backward SDEs in finance
- Numerical Gaussian processes for time-dependent and nonlinear partial differential equations
- Numerical method for backward stochastic differential equations
- Numerical method for reflected backward stochastic differential equations
- Numerical simulation of BSDEs with drivers of quadratic growth
- Numerical simulations for full history recursive multilevel Picard approximations for systems of high-dimensional partial differential equations
- Numerical solution of the parametric diffusion equation by deep neural networks
- Numerical stability analysis of the Euler scheme for BSDEs
- On multilevel Picard numerical approximations for high-dimensional nonlinear parabolic partial differential equations and high-dimensional nonlinear backward stochastic differential equations
- On nonlinear Feynman-Kac formulas for viscosity solutions of semilinear parabolic partial differential equations
- On optimal stopping and free boundary problems
- On some neural network architectures that can represent viscosity solutions of certain high dimensional Hamilton-Jacobi partial differential equations
- On the branching process for Brownian particles with an absorbing boundary
- On the convergence of physics informed neural networks for linear second-order elliptic and parabolic type PDEs
- On the eigenvector bias of Fourier feature networks: from regression to solving multi-scale PDEs with physics-informed neural networks
- On the Monte Carlo simulation of BSDEs: an improvement on the Malliavin weights
- On the splitting-up method and stochastic partial differential equations
- Overcoming the curse of dimensionality for some Hamilton-Jacobi partial differential equations via neural network architectures
- Overcoming the curse of dimensionality in the approximative pricing of financial derivatives with default risks
- Overcoming the curse of dimensionality in the numerical approximation of Allen-Cahn partial differential equations via truncated full-history recursive multilevel Picard approximations
- Overcoming the curse of dimensionality in the numerical approximation of semilinear parabolic partial differential equations
- Particle system algorithm and chaos propagation related to non-conservative McKean type stochastic differential equations
- Pathwise Hölder convergence of the implicit-linear Euler scheme for semi-linear SPDEs with multiplicative noise
- Pathwise numerical approximations of SPDEs with additive noise under non-global Lipschitz coefficients
- PDE-Net 2.0: learning PDEs from data with a numeric-symbolic hybrid deep network
- PFNN: a penalty-free neural network method for solving a class of second-order boundary-value problems on complex geometries
- Physics-constrained deep learning for high-dimensional surrogate modeling and uncertainty quantification without labeled data
- Physics-informed generative adversarial networks for stochastic differential equations
- Physics-informed neural networks for high-speed flows
- Physics-informed neural networks: a deep learning framework for solving forward and inverse problems involving nonlinear partial differential equations
- PPINN: parareal physics-informed neural network for time-dependent PDEs
- Pricing options under rough volatility with backward SPDEs
- Probabilistic interpretation for systems of quasilinear parabolic partial differential equations
- Proof that deep artificial neural networks overcome the curse of dimensionality in the numerical approximation of Kolmogorov partial differential equations with constant diffusion and nonlinear drift coefficients
- Quantifying total uncertainty in physics-informed neural networks for solving forward and inverse stochastic problems
- Random walk approximation of BSDEs with Hölder continuous terminal condition
- Rate of convergence of an empirical regression method for solving generalized backward stochastic differential equations
- Rectified deep neural networks overcome the curse of dimensionality for nonsmooth value functions in zero-sum games of nonlinear stiff systems
- Results on numerics for FBSDE with drivers of quadratic growth
- Scientific machine learning through physics-informed neural networks: where we are and what's next
- Second order discretization of backward SDEs and simulation with the cubature method
- Simulation of BSDEs by Wiener chaos expansion
- Simulation of BSDEs with jumps by Wiener chaos expansion
- Simulator-free solution of high-dimensional stochastic elliptic partial differential equations using deep neural networks
- Solving Allen-Cahn and Cahn-Hilliard Equations using the Adaptive Physics Informed Neural Networks
- Solving Backward Stochastic Differential Equations Using the Cubature Method: Application to Nonlinear Pricing
- Solving BSDE with Adaptive Control Variate
- Solving electrical impedance tomography with deep learning
- Solving for high-dimensional committor functions using artificial neural networks
- Solving high-dimensional eigenvalue problems using deep neural networks: a diffusion Monte Carlo like approach
- Solving high-dimensional Hamilton-Jacobi-Bellman PDEs using neural networks: perspectives from the theory of controlled diffusions and measures on path space
- Solving high-dimensional optimal stopping problems using deep learning
- Solving high-dimensional partial differential equations using deep learning
- Solving inverse wave scattering with deep learning
- Solving many-electron Schrödinger equation using deep neural networks
- Solving PDEs by variational physics-informed neural networks: an a posteriori error analysis
- Solving the Kolmogorov PDE by means of deep learning
- Solving the quantum many-body problem with artificial neural networks
- Stochastic differential equations. An introduction with applications.
- Stratified regression Monte-Carlo scheme for semilinear PDEs and BSDEs with large scale parallelization on GPUs
- SwitchNet: a neural Network Model for forward and inverse scattering problems
- Tensor decomposition methods for high-dimensional Hamilton-Jacobi-Bellman equations
- The deep Ritz method: a deep learning-based numerical algorithm for solving variational problems
- Time discretization and Markovian iteration for coupled FBSDEs
- Unbiased deep solvers for linear parametric PDEs
- Understanding and Mitigating Gradient Flow Pathologies in Physics-Informed Neural Networks
- Variational physics informed neural networks: the role of quadratures and test functions
- Weak adversarial networks for high-dimensional partial differential equations
- When do extended physics-informed neural networks (XPINNs) improve generalization?
Cited in
(34)- Uniform convergence guarantees for the deep Ritz method for nonlinear problems
- scientific article; zbMATH DE number 7604708 (Why is no real title available?)
- Capturing the diffusive behavior of the multiscale linear transport equations by asymptotic-preserving convolutional deeponets
- Lower bounds for artificial neural network approximations: a proof that shallow neural networks fail to overcome the curse of dimensionality
- Numerical methods for backward stochastic differential equations: a survey
- Deep Weak Approximation of SDEs: A Spatial Approximation Scheme for Solving Kolmogorov Equations
- Solving Kolmogorov PDEs without the curse of dimensionality via deep learning and asymptotic expansion with Malliavin calculus
- Learning the random variables in Monte Carlo simulations with stochastic gradient descent: Machine learning for parametric PDEs and financial derivative pricing
- Pricing options on flow forwards by neural networks in a Hilbert space
- The use of physics-informed neural network approach to image restoration via nonlinear PDE tools
- Deep learning approximations for non-local nonlinear PDEs with Neumann boundary conditions
- An overview on deep learning-based approximation methods for partial differential equations
- Neural network expression rates and applications of the deep parametric PDE method in counterparty credit risk
- Deep neural network expressivity for optimal stopping problems
- Approximation rates for deep calibration of (rough) stochastic volatility models
- Random neural networks for rough volatility
- The deep Ritz methods for the elastic contact problems with the Signorini, Tresca-friction, Coulomb-friction, and non-convex non-smooth subgradient-type boundary conditions
- Bounds on the approximation error for deep neural networks applied to dispersive models: nonlinear waves
- Space-time marching-based neural direct method for the high-dimensional Hamilton-Jacobi-Bellman equation
- Space-time deep neural network approximations for high-dimensional partial differential equations
- A coordinate transformation-based physics-informed neural networks for hyperbolic conservation laws
- Solving elliptic optimal control problems via neural networks and optimality system
- Meta-ANOVA: screening interactions for interpretable machine learning
- Mean-field neural networks-based algorithms for McKean-Vlasov control problems
- A comparison study of supervised learning techniques for the approximation of high dimensional functions and feedback control
- Simultaneous upper and lower bounds of American-style option prices with hedging via neural networks
- Macroscopic auxiliary asymptotic preserving neural networks for the linear radiative transfer equations
- Towards continuous mathematical models for the analysis of classes of deep neural networks
- An iterative deep Ritz method for monotone elliptic problems
- A deep solver for backward stochastic Volterra integral equations
- Exponential-enhanced Fourier neural operator: a dual-channel framework for solving PDEs with nonlocal kernels
- A modified gradient descent strategy for computing neural networks solutions
- Non-convergence to global minimizers in data driven supervised deep learning: Adam and stochastic gradient descent optimization provably fail to converge to global minimizers in the training of deep neural networks with ReLU activation
- Numerical analysis of residual neural networks for stochastic partial differential equations
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