Deep learning for high-dimensional systems governing anomalous diffusion

DOI10.4208/JCM.2606-M2026-0021MaRDI QIDQ7412196zbMATH OpenFDO

Authors Weihua Deng, Sidra Abid Kayani, Yongtao Shi, Zizhuo Wang, Fan Wang

Publication date 2027

Published in Journal of Computational Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.4208/JCM.2606-M2026-0021

zbMATH Keywords

backward stochastic differential equationdeep learning algorithmmultiple internal statessingular or non-singular transition matrix

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Anomalous diffusion models (subdiffusion, superdiffusion, continuous-time random walks, etc.) (60K50) Artificial neural networks and deep learning (68T07)

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