An overview on deep learning-based approximation methods for partial differential equations
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Artificial neural networks and deep learning (68T07) Research exposition (monographs, survey articles) pertaining to numerical analysis (65-02) Research exposition (monographs, survey articles) pertaining to partial differential equations (35-02) Numerical methods for partial differential equations, initial value and time-dependent initial-boundary value problems (65M99)
Cites work
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- Deep optimal stopping
- Deep splitting method for parabolic PDEs
- DeepXDE: a deep learning library for solving differential equations
- Discrete-time approximation and Monte-Carlo simulation of backward stochastic differential equations
- 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
- Gradient-enhanced physics-informed neural networks for forward and inverse PDE problems
- Higher-order quasi-Monte Carlo training of deep neural networks
- 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
- NSFnets (Navier-Stokes flow nets): physics-informed neural networks for the incompressible Navier-Stokes equations
- 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
- 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 Monte Carlo simulation of BSDEs: an improvement on the Malliavin weights
- 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 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
- 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
- PPINN: parareal physics-informed neural network for time-dependent PDEs
- 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
- 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
- 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
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- 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 BSDE with Adaptive Control Variate
- Solving Backward Stochastic Differential Equations Using the Cubature Method: Application to Nonlinear Pricing
- Solving PDEs by variational physics-informed neural networks: an a posteriori error analysis
- Solving electrical impedance tomography with deep learning
- Solving for high-dimensional committor functions using artificial neural networks
- 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 eigenvalue problems using deep neural networks: a diffusion Monte Carlo like approach
- 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 the Kolmogorov PDE by means of deep learning
- Solving the quantum many-body problem with artificial neural networks
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- 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?
- \textit{hp}-VPINNs: variational physics-informed neural networks with domain decomposition
- fPINNs: Fractional Physics-Informed Neural Networks
- nPINNs: nonlocal physics-informed neural networks for a parametrized nonlocal universal Laplacian operator. Algorithms and applications
Cited in
(25)- Macroscopic auxiliary asymptotic preserving neural networks for the linear radiative transfer equations
- Meta-ANOVA: screening interactions for interpretable machine learning
- Mean-field neural networks-based algorithms for McKean-Vlasov control problems
- Deep neural network expressivity for optimal stopping problems
- Uniform convergence guarantees for the deep Ritz method for nonlinear problems
- Simultaneous upper and lower bounds of American-style option prices with hedging via neural networks
- Towards continuous mathematical models for the analysis of classes of deep neural networks
- An iterative deep Ritz method for monotone elliptic problems
- Approximation rates for deep calibration of (rough) stochastic volatility models
- Learning the random variables in Monte Carlo simulations with stochastic gradient descent: Machine learning for parametric PDEs and financial derivative pricing
- Lower bounds for artificial neural network approximations: a proof that shallow neural networks fail to overcome the curse of dimensionality
- 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
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- Deep learning approximations for non-local nonlinear PDEs with Neumann boundary conditions
- Space-time deep neural network approximations for high-dimensional partial differential equations
- An overview on deep learning-based approximation methods for partial differential equations
- 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
- A comparison study of supervised learning techniques for the approximation of high dimensional functions and feedback control
- A coordinate transformation-based physics-informed neural networks for hyperbolic conservation laws
- Capturing the diffusive behavior of the multiscale linear transport equations by asymptotic-preserving convolutional deeponets
- Neural network expression rates and applications of the deep parametric PDE method in counterparty credit risk
- Solving elliptic optimal control problems via neural networks and optimality system
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