Algorithms for solving high dimensional PDEs: from nonlinear Monte Carlo to machine learning (Q5019943)

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Algorithms for solving high dimensional PDEs: from nonlinear Monte Carlo to machine learning

scientific article; zbMATH DE number 7455604

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English	Algorithms for solving high dimensional PDEs: from nonlinear Monte Carlo to machine learning	scientific article; zbMATH DE number 7455604

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instance of

scholarly article

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title

Algorithms for solving high dimensional PDEs: from nonlinear Monte Carlo to machine learning (English)

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11 January 2022

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full work available at URL

https://arxiv.org/abs/2008.13333

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zbMATH Keywords

partial differential equations

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high dimension

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nonlinear Monte Carlo

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deep learning

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backward stochastic differential equations

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describes a project that uses

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MaRDI publication profile

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Identifiers

zbMATH Open document ID

1490.60202

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Mathematics Subject Classification ID

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10.1088/1361-6544/AC337F

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Sitelinks

Mathematics(1 entry)

mardi Algorithms for solving high dimensional PDEs: from nonlinear Monte Carlo to machine learning