Deep random difference method for high-dimensional quasilinear parabolic partial differential equations

DOI10.1016/J.JCP.2026.114767MaRDI QIDQ7254232zbMATH OpenFDO

Authors Wei Cai, Shuixin Fang, Tao Zhou

Publication date 28 May 2026

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

Full work available at URL https://doi.org/10.1016/J.JCP.2026.114767

zbMATH Keywords

deep learningerror estimatesfinite difference methodHamilton-Jacobi-Bellman equationshigh-dimensional PDEsquasilinear parabolic equations

Mathematics Subject Classification ID

Stochastic analysis (60Hxx) Probabilistic methods, stochastic differential equations (65Cxx) Artificial intelligence (68Txx)

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