Full error analysis of the random deep splitting method for nonlinear parabolic PDEs and PIDEs (Q7009261)

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Full error analysis of the random deep splitting method for nonlinear parabolic PDEs and PIDEs

scientific article; zbMATH DE number 8014661

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English	Full error analysis of the random deep splitting method for nonlinear parabolic PDEs and PIDEs	scientific article; zbMATH DE number 8014661

Statements

instance of

scholarly article

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title

Full error analysis of the random deep splitting method for nonlinear parabolic PDEs and PIDEs (English)

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Communications in Nonlinear Science and Numerical Simulation

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publication date

20 March 2025

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zbMATH Keywords

nonlinear PDE

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partial integro-differential equations

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random deep splitting method

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random neural networks

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option pricing

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MaRDI profile type

MaRDI publication profile

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cites work

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A-PINN: auxiliary physics informed neural networks for forward and inverse problems of nonlinear integro-differential equations

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Identifiers

zbMATH Open document ID

1560.60117

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DOI

10.1016/J.CNSNS.2024.108556

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Full error analysis of the random deep splitting method for nonlinear parabolic PDEs and PIDEs