Approximation Error Analysis of Some Deep Backward Schemes for Nonlinear PDEs (Q5021399)

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scientific article; zbMATH DE number 7456288
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Approximation Error Analysis of Some Deep Backward Schemes for Nonlinear PDEs
scientific article; zbMATH DE number 7456288

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    Approximation Error Analysis of Some Deep Backward Schemes for Nonlinear PDEs (English)
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    13 January 2022
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    nonlinear PDEs
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    backward SDEs
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    neural networks
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    numerical approximation
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    multistep schemes
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    deep splitting
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    error estimates
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